Notes

A performance report for the GLD symbol using an adapter model on a train sample shows the following results: the return was 13.220439532381523 percent, the drawdown was 13.176694279509316 percent, and the Compound Annual Growth Rate, or CAGR, was 3.1528446739564897 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.420648287937519. The annualized volatility, or ann_vol, was 8.176226203185141 percent. Over 1008 sessions and 48 months, the win rate was 47.91666666666667 percent, with 48 trades made. The percentage of positive months was also 47.91666666666667 percent. The average trade return was 0.5172105268009635 percent, with an average win of 3.5788922277903708 percent and an average loss of 2.2995366381092914 percent. The mean exposure, or the average amount of capital used, was 0.3899464018699038. There were 109 orders placed, starting on January 2, 2019, and ending on December 30, 2022. A news scan found the headline 'Sep11measurement' and other notes mentioned 'frozen2230', 'SIP/all', 'fee1bp', 'fractionalnormalized', and 'dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager's notes for the symbol GLD show a constant model test with the following results: the return was 117.6517761730966, the drawdown was 23.90681734597957, and the Compound Annual Growth Rate, or CAGR, which is a measure of investment return, was 23.799542450330158 percent. The Sharpe ratio, which is a measure of risk, was 1.2823909760535954, and the annual volatility, or ann_vol, which is a measure of investment risk, was 17.911838952174026 percent. There were 918 trading sessions, or N_sessions, and 44 months, or N_months, with a win rate of 100 percent and one trade. The average monthly return was positive 65.9090909090909 percent of the time. The mean trade return was 120.50830707094494 percent, and the average win return was also 120.50830707094494 percent. The average loss return was not applicable, or null. The mean exposure, which is the average amount of capital used, was 0.8917665178284222. The vectorbt_max_error, which is a measure of the difference between expected and actual results, was 0. There were 45 orders, and the test started on 2023-01-03 and ended on 2026-08-31. This was a Sep 11 measurement with a frozen 2230, SIP, or Systematic Investment Plan, all with a fee of 1 basis point, or 1bp, and fractional normalized and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'GLD VM9110600 constant train slip15 scale1'. The results of a trading model on the symbol GLD, which is a type of investment fund, are as follows: the model used was a constant model, which means it did not change over time, and it was trained on a sample of data, which is a subset of information used to teach the model. The slippage, or the difference between the expected and actual price of a trade, was 15 basis points, or 0.15 percent, and the c_multiplier, a factor that affects the model's performance, was 1. The return, or profit, was 34.92247805890547 percent, and the drawdown, or largest loss, was 19.745224675675132 percent. The CAGR, or compound annual growth rate, which is a measure of an investment's performance over time, was 7.775755837676845 percent. The Sharpe ratio, a measure of risk and return, was 0.6085698508698034. The annual volatility, or fluctuation in price, was 13.893560287942913 percent. There were 1008 trading sessions, which is a period of time when trades can be made, and 48 months, or four years, of data. The win rate, or percentage of successful trades, was 100 percent, and there was only one trade made. The percentage of positive months, or months when the investment made a profit, was 43.75 percent. The mean trade, or average profit of a trade, was 36.02176039855154 percent, and the average win, or average profit of a successful trade, was also 36.02176039855154 percent. There were no losses, so the average loss is not applicable. The mean exposure, or average amount of money invested, was 0.8912225379722589. The vectorbt_max_error, a measure of the model's accuracy, was 0. There were 49 orders, or trades, made. The start date of the data was 2019-01-02, and the end date was 2022-12-30. The measurement was taken on September 11, and other details include frozen2230, SIP/all, a fee of 1 basis point, fractional normalized, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A constant model test for the symbol GLD showed the following results: the return was 118.07085269270567, the drawdown was 23.903175817429066, and the Compound Annual Growth Rate (CAGR) percentage was 23.8649314826902. The Sharpe ratio, a measure of risk-adjusted return, was 1.2854051533266133, and the annualized volatility percentage was 17.91081078134928. The test ran for 918 sessions over 44 months, with a win rate of 100 percent and only 1 trade. The average win percentage was 121.03520489452558, and there were no losses, so the average loss percentage is not applicable. The mean exposure, or the average amount of capital used, was 0.8917461654198916. The test started on 2023-01-03 and ended on 2026-08-31, with 45 orders placed. The model used a 5 basis point slippage, a constant multiplier of 1, and a daily proxy. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model for the symbol GLD, which is a type of investment fund, used a constant strategy on a sample of training data. The model had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices, and a multiplier of 1. The return was 35.18%, the drawdown, or largest loss, was 19.74%, and the compound annual growth rate was 7.83%. The Sharpe ratio, a measure of risk and return, was 0.61, and the annualized volatility was 13.89%. Over 1008 trading sessions and 48 months, the model had a win rate of 100%, with 1 trade, and 43.75% of months were positive. The average trade return was 36.32%, and the average win was also 36.32%, with no losses. The model had an average exposure of 89.12%, meaning it was invested 89.12% of the time. There were 49 orders, and the model started on January 2, 2019, and ended on December 30, 2022. This data was measured on September 11, and the model used a daily proxy, or substitute, with a fee of 1 basis point, and allowed fractional and normalized trading. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the GLD symbol showed the following results: the return was 82.09329801816475, the drawdown was 10.650372817766629, and the Compound Annual Growth Rate, which is a measure of investment return, was 17.883560448232384 percent. The Sharpe ratio, a measure of risk, was 1.440555167959301. The annual volatility, which is a measure of investment risk, was 11.918268841507 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The average win was 11.522535225548593 percent, and there were no losses. The average exposure, which is the amount of capital invested, was 0.6314885074597985. The test started on 2023-01-03 and ended on 2026-08-31. The test was measured on Sep 11, and the following conditions were used: frozen at 2230, Systematic Investment Plan for all, a fee of 1 basis point, and fractional and normalized daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'GLD VM9110600 monthly train slip15 scale1'. The details are about a trading model for the symbol GLD, which is a monthly model used for training, with a slippage of 15 basis points and a multiplier of 1. The return was 22.780768644632985 percent, and the drawdown was 17.556571194272973 percent. The Compound Annual Growth Rate, or CAGR, was 5.264658768125541 percent. The Sharpe ratio, which is a measure of risk, was 0.49602360732588513. The annual volatility was 11.738225486408275 percent. There were 1008 sessions and 48 months, with a win rate of 100 percent and 1 trade. The percentage of positive months was 47.91666666666667 percent, and the mean trade percentage was 2.9224279399774478 percent. The average win percentage was 2.9224279399774478 percent, and there was no average loss percentage. The mean exposure, which refers to the amount of capital used, was 0.7590836648166478. The vectorbt max error, a measure of calculation accuracy, was 7.275957614183426e-12. There were 40 orders from the start date of 2019-01-02 to the end date of 2022-12-30. This was part of a measurement on September 11, with a note about frozen 2230, SIP, or Systematic Investment Plan, all, a fee of 1 basis point, and fractional normalized daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the GLD symbol showed a return of 84.12249185590099, with a drawdown of 10.591120908468277. The Compound Annual Growth Rate was 18.242724425960354 percent. The Sharpe ratio, a measure of risk, was 1.466423509792895. The annual volatility was 11.915368784507987 percent. There were 918 sessions over 44 months, with a win rate of 100 percent and 1 trade. The average monthly win rate was 63.63636363636363 percent. The mean trade percentage was 11.744966886045404 percent, and the average win percentage was also 11.744966886045404 percent. The average loss percentage was not applicable. The mean exposure, or the amount of capital used, was 0.6313849679716671. The test started on 2023-01-03 and ended on 2026-08-31, with 40 orders. This was a measurement taken on September 11, using a frozen 2230 model, with a Systematic Investment Plan and a fee of 1 basis point, and fractional normalization, using daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol is GLD, which is a type of investment fund, and the model used is monthly. The sample used for training is called train, and the slippage, which is the difference between expected and actual trade prices, is 5 basis points, or 0.05 percent. The c_multiplier, a factor that affects trade size, is 1. The return, or profit, is 24.385365922605274 percent, and the drawdown, or largest loss, is 17.386666203685543 percent. The CAGR, or compound annual growth rate, which is a measure of investment return, is 5.606906703000636 percent. The Sharpe ratio, which is a measure of risk and return, is 0.5234109250812987. The annual volatility, or fluctuation in value, is 11.746062999159982 percent. There were 1008 trading sessions, and 48 months, with a win rate of 100 percent, and only 1 trade. The percentage of positive months is 50 percent, and the mean trade return is 3.1101293239625125 percent. The average win return is 3.1101293239625125 percent, and there is no average loss return. The mean exposure, or average amount invested, is 0.7589874980581475. The vectorbt_max_error, a measure of calculation accuracy, is 7.275957614183426e-12. There were 40 orders, and the trading period started on 2019-01-02 and ended on 2022-12-30. This data is from a measurement on Sep 11, and includes notes about a frozen value of 2230, a type of investment plan called SIP, a fee of 1 basis point, and a type of normalized and daily proxy, or substitute value. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for a TLT adapter test: the symbol is TLT, the model is an adapter, and the sample is a test. The test had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices, and a c_multiplier of 1. The return was -14.883601597817453 percent, the drawdown was 18.0920572171397 percent, and the Compound Annual Growth Rate, or CAGR, was -4.327318191475882 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was -0.6661570729812645, and the annualized volatility was 6.338377171658322 percent. There were 918 sessions, which is a period of trading, and 44 months in the test. The win rate was 38.63636363636363 percent, and there were 44 trades. The percentage of positive months was also 38.63636363636363 percent. The mean trade, or average trade, was -0.27452659080791236 percent, the average win was 2.9991741086224657 percent, and the average loss was 2.335745549708521 percent. The mean exposure, which is the average amount of capital invested, was 0.31452138224323. The vectorbt_max_error, which is a measure of the maximum error in the test, was 1.8189894035458565e-12. There were 96 orders, and the test started on 2023-01-03 and ended on 2026-08-31. The test also included a Sep11 measurement, and was frozen at 2230, with a Systematic Investment Plan, or SIP, and a fee of 1 basis point, with fractional normalization and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager's report shows results for the symbol TLT, using an adapter model on a train sample, with 15 basis points of slippage and a multiplier of 1. The return was -16.31%, with a drawdown of 19.12%. The compound annual growth rate was -4.35%. A measure of risk called Sharpe ratio was -0.70, and annual volatility was 6.12%. There were 1008 trading sessions over 48 months, with a win rate of 27.08% and 48 trades. The average monthly win rate was also 27.08%. The average trade loss was -0.92%, with an average win of 3.45% and average loss of -2.54%. The mean exposure was 25.61%. A measurement was taken on September 11, with other notes including frozen 2230, SIP all, a fee of 1 basis point, and daily proxy, using fractional normalization. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the TLT adapter model, which is a type of computer program that helps make investment decisions, found the following results: the symbol being traded was TLT, the sample was a test, the slippage, which is the difference between expected and actual trade prices, was 5 basis points, and the c_multiplier, a factor that affects trade size, was 1. The return, or profit, was -9.23425662628673, the drawdown, which is the largest decrease in value, was 15.754348610633851, and the CAGR, or compound annual growth rate, which is a measure of investment return, was -2.6246194519581545 percent. The Sharpe ratio, a measure of risk and return, was -0.3799895933479405, and the annual volatility, which is a measure of investment risk, was 6.45130657663208 percent. There were 918 trading sessions, which is a period of time when trades can be made, and 44 months, which is a unit of time, in the test. The win rate, which is the percentage of winning trades, was 40.909090909090914 percent, and there were 44 trades. The percentage of positive months, which is a period of time when the investment made money, was 40.909090909090914 percent. The mean trade, which is the average profit or loss of a trade, was -0.07706331530145157 percent, the average win, which is the average profit of a winning trade, was 3.0153490389354625 percent, and the average loss, which is the average loss of a losing trade, was 2.217964175927008 percent. The mean exposure, which is the average amount of money invested, was 0.34132285772952187. The vectorbt_max_error, which is a measure of the accuracy of the model, was 1.8189894035458565e-12. There were 96 orders, which is a request to buy or sell, and the test started on 2023-01-03 and ended on 2026-08-31. This test was measured on Sep 11 and used a frozen 2230, SIP, which stands for Systematic Investment Plan, all, fee 1 basis point, fractional normalized, and daily proxy, which is a substitute for actual data. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called an adapter for the symbol TLT had the following results: the return was -11.494672649605132 percent, the drawdown was 17.750262144248484 percent, and the compound annual growth rate, or CAGR, was -3.0065620656151038 percent. The Sharpe ratio, a measure of risk, was -0.45421580011774826, and the annual volatility was 6.28628330080492 percent. Over 1008 sessions and 48 months, the win rate was 29.166666666666668 percent, with 48 trades made. The average trade was a loss of 0.7719386991450878 percent, with an average win of 3.378416887861852 percent and an average loss of 2.480908646736181 percent. The model had a mean exposure of 0.2746180005122335. This data is from a measurement taken on September 11, using a frozen dataset from 2230, with a fee of 1 basis point, or 0.01 percent, and fractional normalization, using daily proxy data, from January 2, 2019, to December 30, 2022. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the TLT symbol using a constant model on a test sample shows a return of -6.074126769098475 percent. The test had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices, and a c_multiplier of 1. The drawdown, or largest decline in value, was 20.392947490245728 percent. The compound annual growth rate, or CAGR, was -1.7054854955885768 percent. The Sharpe ratio, a measure of risk-adjusted return, was -0.07057406336361718. Annualized volatility, or ann_vol, was 12.791546305935785 percent. Over 918 sessions and 44 months, the strategy had a win rate of 0 percent, with 1 trade, and 54.54545454545454 percent of months being positive. The mean trade return was -6.334978970680792 percent, with an average loss of 6.334978970680792 percent. Mean exposure, or the average amount of capital used, was 0.8983189139766774. The test started on 2023-01-03 and ended on 2026-08-31, with 45 orders. This report is based on a Sep 11 measurement, using a frozen 2230 SIP, or systematic investment plan, with a fee of 1 basis point, and fractional and normalized daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the TLT symbol using a constant model on a train sample shows the following results: the return was -10.454630108866258 percent, the drawdown was 40.62901185018851 percent, and the Compound Annual Growth Rate was -2.722862225194078 percent. The Sharpe ratio, a measure of risk, was -0.09775357043570017, and the annual volatility was 15.6837727494406 percent. Over 1008 sessions and 48 months, there was 1 trade, with a win rate of 0 percent and 45.83333333333333 percent of months being positive. The mean trade was -10.621922231295008 percent, with an average loss of 10.621922231295008 percent. The mean exposure was 0.8982587185197496, and there were 49 orders. The test started on 2019-01-02 and ended on 2022-12-30. A news scan found the headline 'Sep11measurement' and other notes mentioned 'frozen2230, SIP/all, fee1bp, fractionalnormalized, dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the stock symbol TLT shows the following results: the model used was constant, the sample was a test, and the slippage in basis points was 5. The return was -5.8979 percent, the drawdown was 20.3916 percent, and the compound annual growth rate was -1.6549 percent. The Sharpe ratio, a measure of risk, was -0.0666, and the annual volatility was 12.7887 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 0 percent. The average trade loss was 6.1567 percent, and the mean exposure was 0.8983. This report started on January 3, 2023, and ended on August 31, 2026. A news scan found the note: Sep11 measurement; frozen2230, SIP/all, fee1bp, fractional normalized, daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model for TLT used a constant strategy on a training sample with 5 basis points of slippage and a multiplier of 1. The return was -10.2808941824015 percent, with a drawdown of 40.62457944112138 percent. The compound annual growth rate was -2.675712240867001 percent. The Sharpe ratio, a measure of risk, was -0.09468410936169237. Annual volatility was 15.68253499776433 percent. There were 1008 trading sessions over 48 months, with a win rate of 0 percent and 1 trade. Positive months were 45.83333333333333 percent of the total. The average trade loss was 10.454063752589066 percent. The average exposure was 0.8982391211658364. This data is from a measurement on September 11, using a specific set of parameters including a fee of 1 basis point and daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the TLT symbol had a return of -9.777625061966788 percent, with a drawdown of 16.00312591960593 percent. The Compound Annual Growth Rate, or CAGR, which is a measure of an investment's annual growth rate, was -2.7849900679822737 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was -0.2622257855973011. The annual volatility, or ann_vol, was 9.168068040898744 percent. There were 918 sessions and 44 months, with a win rate of 0 percent and 1 trade. The positive months percentage was 50 percent, and the mean trade percentage was -1.9575224351452936 percent. The average loss percentage was 1.9575224351452936 percent, and the mean exposure was 0.6691072842089557. A news scan found the note: Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. The test started on 2023-01-03 and ended on 2026-08-31, with 38 orders. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly trading model for TLT had the following results: the return was 8.730427505708471 percent, the drawdown was 23.750118307164904 percent, and the compound annual growth rate, or CAGR, which is a measure of investment return, was 2.114584344285819 percent. The Sharpe ratio, which is a measure of risk, was 0.25519080582613685, and the annual volatility, or ann_vol, which is a measure of price movement, was 10.257655742537981 percent. There were 1008 trading sessions, or N_sessions, and 48 months, or N_months, with a win rate of 100 percent and one trade. The percentage of positive months was 43.75 percent, the mean trade return was 1.407577010353208 percent, and the average win return was 1.407577010353208 percent. The average loss return was null, meaning there were no losses, and the mean exposure, which is the average amount of capital used, was 0.6245887117473539. A news scan found the headline 'Sep11measurement' and a data line with 'frozen2230, SIP/all, fee1bp, fractionalnormalized, dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the TLT symbol showed a return of -8.806069127829652 percent, with a drawdown of 15.501575312076199 percent. The Compound Annual Growth Rate, or CAGR, which is a measure of investment return, was -2.498733510499629 percent. The Sharpe ratio, which is a measure of risk, was -0.2303439618468214. The annualized volatility, or ann_vol, was 9.162817829362831 percent. There were 918 sessions, or trading periods, over 44 months. The win rate was 0 percent, with 1 trade made. The percentage of positive months was 52.27272727272727 percent. The mean trade return was -1.7556728639748456 percent. The average loss was 1.7556728639748456 percent. The mean exposure, which is the average amount invested, was 0.6689970978799592. The vectorbt max error, which is a measure of calculation accuracy, was 3.637978807091713e-12. There were 38 orders, or trades, made between the start date of 2023-01-03 and the end date of 2026-08-31. This test was measured on September 11, with a frozen value of 2230, using a Systematic Investment Plan, or SIP, with a fee of 1 basis point, or 0.01 percent, and fractional normalization, with daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly trading model for TLT, which is a type of bond investment, had the following results: the return was 9.8575 percent, the drawdown, or largest loss, was 23.2936 percent, and the compound annual growth rate, or CAGR, was 2.3782 percent. The Sharpe ratio, a measure of risk, was 0.2803, and the annual volatility, or amount of change, was 10.2567 percent. There were 1008 trading sessions, or times the model made a decision, over 48 months, with a win rate of 100 percent and one trade. The model was correct about positive months 43.75 percent of the time, with an average trade gain of 1.5825 percent. The average exposure, or amount invested, was 0.6245, and the maximum error, or difference from expected results, was very small at 1.81899e-12. The model made 42 orders, or trades, from January 2, 2019, to December 30, 2022. This was a test, or train, run with a slippage of 5 basis points, or 0.05 percent, and a multiplier of 1. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EEM adapter model, which is a type of computer program that helps make investment decisions, was done. The test used a sample, which is a small set of data used to evaluate the model, and had a slippage of 15 basis points, which is a measure of the difference between the expected and actual price of a trade. The c_multiplier, a factor that affects the model's decisions, was set to 1. The test results showed a return of 12.883997182270646 percent, a drawdown of 18.846476101385136 percent, and a compound annual growth rate, which is a measure of the rate of return of an investment, of 3.382755666765447 percent. The Sharpe ratio, a measure of the risk-adjusted return of an investment, was 0.3585679859498814. The annual volatility, which is a measure of the uncertainty of an investment's returns, was 10.956996348097261 percent. The test consisted of 918 sessions, which is a period of time during which the model made trades, and 44 months. The win rate, which is the percentage of trades that were profitable, was 47.72727272727273 percent. There were 44 trades made, and 47.72727272727273 percent of the months were positive, meaning the investment made money during that time. The mean trade, which is the average return of a trade, was 0.5090993323715772 percent. The average win, which is the average return of a profitable trade, was 4.505008846107263 percent, and the average loss, which is the average return of a losing trade, was 3.139339788865353 percent. The mean exposure, which is the average amount of money invested, was 0.44894353572735796. The vectorbt_max_error, which is a measure of the maximum error of the model, was 3.637978807091713e-12. There were 103 orders, which is a request to buy or sell an investment, made during the test. The test started on 2023-01-03 and ended on 2026-08-31. The test also used a measurement from Sep 11, and had settings including frozen2230, SIP/all, a fee of 1 basis point, and fractional normalized and daily proxy settings. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 adapter train slip15 scale1'. The details are about a financial model, specifically an adapter model, for the symbol EEM. The model was trained on a sample, and it had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices, and a multiplier of 1. The return was -24.7622 percent, and the drawdown, which is the maximum loss from a peak to a trough, was 44 percent. The compound annual growth rate was -6.8658 percent, and the Sharpe ratio, a measure of risk-adjusted return, was -0.5741. The annualized volatility was 11.2787 percent. Over 1008 sessions and 48 months, the win rate was 33.3333 percent, with 48 trades made. The percentage of positive months was also 33.3333 percent. The mean trade return was -0.2612 percent, the average win was 5.4651 percent, and the average loss was 3.1243 percent. The mean exposure, which is the average amount of capital invested, was 0.4251. There were 104 orders, and the period started on January 2, 2019, and ended on December 30, 2022. Additionally, there was a measurement on September 11, and other details include frozen 2230, SIP all, a fee of 1 basis point, and fractional normalization, with daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EEM adapter model showed the following results: the symbol used was EEM, the model was an adapter, and the sample was a test. The slippage, which is the difference between expected and actual trade prices, was 5 basis points, and the c_multiplier, a factor used to scale the model's predictions, was 1. The return on investment was 19.83487452325221 percent, and the drawdown, which is the largest decline in value, was 17.78322013890761 percent. The compound annual growth rate, or CAGR, was 5.092534461608245 percent, and the Sharpe ratio, a measure of risk-adjusted return, was 0.5107374852164633. The annualized volatility, which is a measure of the investment's risk, was 10.889905956913232 percent. The test ran for 918 sessions over 44 months, with a win rate of 47.72727272727273 percent and 44 trades. The percentage of positive months was also 47.72727272727273 percent, with a mean trade return of 0.6637547157483209 percent. The average win was 4.660227636124764 percent, and the average loss was 2.9851988202475623 percent. The mean exposure, which is the average amount of capital invested, was 0.4481712937144733. The vectorbt_max_error, a measure of the model's accuracy, was 3.637978807091713e-12. There were 103 orders placed during the test, which started on 2023-01-03 and ended on 2026-08-31. This test was measured on Sep 11, with a frozen value of 2230, using a SIP, or systematic investment plan, with a fee of 1 basis point, and fractional normalization, with daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 adapter train slip5 scale1'. The details are about a financial model, specifically an adapter model, for the symbol EEM. The model was trained on a sample, and it had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices, and a multiplier of 1. The return was -14.87 percent, and the drawdown, which is the largest decline in value, was 42.92 percent. The Compound Annual Growth Rate, or CAGR, was -3.94 percent, and the Sharpe ratio, which is a measure of risk-adjusted return, was -0.29. The annual volatility was 11.48 percent. Over 1008 sessions and 48 months, the model had a win rate of 35.42 percent, with 48 trades, and 35.42 percent of months were positive. The average trade return was 0.03 percent, with an average win of 5.61 percent and an average loss of 3.03 percent. The mean exposure, which is the average amount of capital used, was 0.45. The model had a maximum error of 3.64e-12, and it placed 106 orders between January 2, 2019, and December 30, 2022. Additional notes mention a September 11 measurement, and settings including a fee of 1 basis point, fractional normalization, and daily proxy, with the numbers frozen at 2230, and an SIP, or Systematic Investment Plan, for all, with a fee of 1 basis point. https://runway.adityaperswal.workers.dev/data/stock-bars