Notes

A performance report for the symbol EEM shows the following results: the model used was constant, the sample was a test, and the slippage was 15 basis points. The return was 73.49%, the drawdown was 14.97%, and the Compound Annual Growth Rate (CAGR), which is a measure of return over time, was 16.33%. The Sharpe ratio, which is a measure of risk-adjusted return, was 1.00. The annualized volatility, which is a measure of risk, was 16.44%. There were 918 trading sessions, spanning 44 months. The win rate was 100%, with only 1 trade made. The percentage of positive months was 68.18%. The mean trade return was 78.48%, and the average win was also 78.48%. There was no average loss. The mean exposure, which is the average amount of capital used, was 86.06%. The vectorbt max error, a measure of backtesting accuracy, was 0. The number of orders was 45. The test started on 2023-01-03 and ended on 2026-08-31. This report is based on a Sep 11 measurement, with additional notes mentioning frozen 2230, SIP all, a fee of 1 basis point, fractional normalization, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called constant was used on the symbol EEM, which is a stock market index fund, for a training sample from January 2, 2019, to December 30, 2022. The model had a return of 6.94%, a maximum drawdown of 35.28%, and a compound annual growth rate, or CAGR, of 1.69%. The Sharpe ratio, which is a measure of risk, was 0.18, and the annual volatility was 20.11%. There was one trade, with a win rate of 100%, and the average trade return was 6.96%. The model had a mean exposure of 85.96%, meaning it was invested 85.96% of the time. A measurement was taken on September 11, with settings including a fee of 1 basis point, or 0.01%, and daily proxy, which is a substitute for actual data. The vectorbt max error, a measure of the model's accuracy, was 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 constant test slip5 scale1'. The results of a test of the EEM symbol using a constant model are as follows: the return was 73.82284179675555, the drawdown was 14.97087506792436, and the Compound Annual Growth Rate, or CAGR, which is a measure of rate of return, was 16.388932029119594 percent. The Sharpe ratio, which is a measure of risk, was 1.0056548528803921. The annual volatility, or ann_vol, which is a measure of price movement, was 16.438832015333602 percent. There were 918 sessions, which is a period of trading, and 44 months. The win rate, which is the percentage of winning trades, was 100 percent, with one trade. The average trade return was 78.89141198762043 percent. The average win return was also 78.89141198762043 percent, with no average loss return. The mean exposure, which is the average amount of capital used, was 0.8605418260921277. There were 45 orders, which are instructions to buy or sell, from 2023-01-03 to 2026-08-31. This was a Sep11 measurement, with a frozen2230, SIP, or Systematic Investment Plan, all with a fee of one basis point, or 0.01 percent, and fractional and normalized, with daily proxy, or substitute, measurements. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model for the symbol EEM, which is a type of investment fund, used a constant strategy on a training sample from January 2, 2019, to December 30, 2022. The model had a slippage of 5 basis points, which means it lost 0.05% of value when buying or selling, and a multiplier of 1. The return was 7.1435% and the maximum drawdown, or largest loss, was 35.2715%. The compound annual growth rate, or CAGR, was 1.7399%, and the Sharpe ratio, which measures risk, was 0.1869. The annual volatility, or how much the value changed, was 20.1117%. There were 1008 trading sessions and 48 months, with a win rate of 100%. The model made 1 trade, with a mean trade return of 7.1684% and an average win of 7.1684%. The average loss was null, meaning there were no losses. The mean exposure, or how much was invested, was 85.9619%. The model had 0 vectorbt max errors, which is a measure of the model's accuracy, and 49 orders. The measurement was taken on September 11, and the model used a frozen fee of 1 basis point, or 0.01%, and a daily proxy, which is a substitute for actual data. The model also used fractional normalization and a systematic investment plan, or SIP, for all investments. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the EEM symbol had the following results: the return was 68.54262559605463 percent, the drawdown was 15.549896957604304 percent, and the compound annual growth rate, or CAGR, was 15.407504560159047 percent. The Sharpe ratio, a measure of risk, was 0.958427142579774. The annual volatility was 16.34863662378414 percent. There were 918 sessions over 44 months, with a win rate of 100 percent and one trade. The percentage of positive months was 68.18181818181817 percent. The mean trade percentage was 21.78520079372166 percent, and the average win percentage was also 21.78520079372166 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount invested, was 0.899228165363928. A news scan found the headline 'Sep11measurement' and other notes mentioned 'frozen2230, SIP/all, fee1bp, fractional normalized, daily proxy' and'vectorbt_max_error' of 1.8189894035458565e-12, and there were 15 orders from 2023-01-03 to 2026-08-31. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 monthly train slip15 scale1'. The details are as follows: the symbol is EEM, the model is monthly, the sample is train, the slippage is 15 basis points, and the multiplier is 1. The return is -0.9303762412577687, the drawdown is 31.475732190328763, and the compound annual growth rate is -0.23340999280470065 percent. The Sharpe ratio, a measure of risk, is 0.07860270003639748. The annual volatility is 18.240218076281423 percent. There were 1008 sessions, 48 months, and 1 trade, with a win rate of 0 percent. The average loss is 0.19271331916783735 percent. The mean exposure, or the average amount invested, is 0.8339756646286196. The vector backtest, a type of simulation, had a maximum error of 0. There were 31 orders, from January 2, 2019, to December 30, 2022. This is a measurement from September 11, with a frozen value of 2230, using a systematic investment plan, 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 following data line for the EEM symbol: the model used was monthly, the sample was a test, the slippage was 5 basis points, and the c multiplier was 1. The return was 69.42229454318145 percent, the drawdown was 15.518137983819958 percent, and the compound annual growth rate was 15.572541387882133 percent. The Sharpe ratio, a measure of risk, was 0.967168867549623, and the annualized volatility was 16.34872623843964 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The positive months percentage was 68.18181818181817 percent, the mean trade percentage was 22.01894761971307 percent, and the average win percentage was 22.01894761971307 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8992045501965156, and the vectorbt max error, a measure of calculation accuracy, was 7.275957614183426e-12. There were 15 orders, and the test started on 2023-01-03 and ended on 2026-08-31. This was measured on Sep 11, with a frozen 2230, SIP all, fee 1 basis point, fractional normalized, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the EEM symbol: the model used is monthly, the sample is for training, and the slippage is 5 basis points. The return is -0.048481014134449385, the drawdown is 31.193884881492362, and the compound annual growth rate is -0.012122457665175723 percent. The Sharpe ratio, a measure of risk, is 0.09076315415295107. The annual volatility is 18.24316462161169 percent. There were 1008 sessions, 48 months, and 1 trade, with a win rate of 0 percent. The average trade loss is 0.010006422804339676 percent. The mean exposure, or the average amount invested, is 0.8338905070796966. The vectorbt max error, a measure of calculation accuracy, is 1.8189894035458565e-12. There were 31 orders from January 2, 2019, to December 30, 2022. This data is based on a September 11 measurement, with a frozen value of 2230, using a systematic investment plan with a fee of 1 basis point, and fractional and normalized daily proxy values. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EFA adapter model, which is a type of computer program that helps make investment decisions, was conducted. 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, meaning the difference between the expected and actual price of a trade was 15 hundredths of a percent. The test also used a multiplier of 1, which is a factor that adjusts the model's predictions. The results showed a return of 4.277085141387316 percent, a drawdown of 17.797992253073534 percent, which is the largest decline in value during the test period, and a compound annual growth rate of 1.1563211749958446 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.1738387220923794. The annualized volatility, which is a measure of the ups and downs of the investment, was 8.89038197903275 percent. The test ran for 918 sessions, which is a period of time during which the model made trades, and 44 months, which is approximately 3.67 years. The win rate, which is the percentage of trades that were profitable, was 45.45454545454545 percent. There were 44 trades made during the test period, and 45.45454545454545 percent of the months had a positive return. The average return per trade was 0.2779066786959507 percent, the average win was 3.662258746157353 percent, and the average loss was 2.542386710855218 percent. The average exposure, which is the amount of money invested, was 0.46313920990093477 percent. The test also reported a maximum error of 3.637978807091713e-12, which is a very small number, and 98 orders were made during the test period. The test started on January 3, 2023, and ended on August 31, 2026. Additionally, a measurement was taken on September 11, and the test used a frozen dataset from 2230, with a systematic investment plan, a fee of 1 basis point, and fractional and normalized daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the EFA adapter model: the symbol is EFA, the model is an adapter, and the sample is a train. The slippage is 15 basis points, which is a measure of the difference between expected and actual trade prices, and the c multiplier is 1. The return is -19.24993022293591 percent, the drawdown, which is the largest decline in value, is 26.84716311835046 percent, and the compound annual growth rate, or CAGR, is -5.2049354644210455 percent. The Sharpe ratio, which is a measure of risk-adjusted return, is -0.6177288178785227, and the annual volatility is 8.11708609767059 percent. There were 1008 sessions, which is a period of trading, and 48 months, with a win rate of 39.58333333333333 percent. There were 48 trades, and 39.58333333333333 percent of months were positive. The mean trade return, which is the average return per trade, is -0.1926965098488086 percent, the average win is 3.7820848328052525 percent, and the average loss is 2.7968635964152626 percent. The mean exposure, which is the average amount of capital invested, is 0.35766867047274287, and the vectorbt max error, which is a measure of the difference between expected and actual results, is 1.8189894035458565e-12. There were 103 orders, and the period is from 2019-01-02 to 2022-12-30. This data is from a Sep 11 measurement, with a frozen 2230, SIP all, fee 1 basis point, fractional normalized, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EFA adapter model showed the following results: the symbol used was EFA, 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. The c_multiplier, a factor that affects the model's sensitivity, was 1. The return, or profit, was 11.00021993637197 percent. The drawdown, which is the largest decline in value, was 16.478975701870823 percent. The Compound Annual Growth Rate, or CAGR, was 2.9062703415785984 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.3683618821792932. The annual volatility, or ann_vol, was 8.839541945220247 percent. There were 918 trading sessions and 44 months in the test period. The win rate, or percentage of winning trades, was 45.45454545454545 percent. There were 44 trades in total. The percentage of positive months was also 45.45454545454545 percent. The mean trade return was 0.44030839362926644 percent. The average win was 3.8580629371113373 percent and the average loss was 2.407820392605793 percent. The mean exposure, which is the average amount of capital used, was 0.4645066627893206. The vectorbt_max_error, a measure of the model's accuracy, was 3.637978807091713e-12. There were 98 orders placed during the test. The test started on 2023-01-03 and ended on 2026-08-31. This test was measured on Sep 11, with parameters 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

The EFA adapter model had a return of -9.791543497569688 percent. The drawdown was 20.83371906457947 percent. The compound annual growth rate, or CAGR, was -2.5432749962841505 percent. The Sharpe ratio, a measure of risk, was -0.25184861401163106. The annual volatility was 8.716410444202188 percent. There were 1008 trading sessions over 48 months. The win rate was 43.75 percent. A total of 48 trades were made. The percentage of positive months was also 43.75 percent. The mean trade return was 0.08587477814985395 percent. The average win was 3.8644018292029307 percent and the average loss was 2.8529795948914276 percent. The mean exposure, or the average amount of capital used, was 0.4335561745319929. The vectorbt max error, a measure of calculation accuracy, was 3.637978807091713e-12. A total of 103 orders were placed from January 2, 2019 to December 30, 2022. This data was measured on September 11 and includes a fee of 1 basis point, or 0.01 percent, with fractional and normalized daily proxy data, and a frozen value of 2230, using the SIP, or securities information processor, for all data. https://runway.adityaperswal.workers.dev/data/stock-bars

A constant model test for the symbol EFA showed a return of 68.89241210000993, with a drawdown of 12.481923756298885. The Compound Annual Growth Rate, or CAGR, was 15.473203524294178 percent. The Sharpe ratio, a measure of risk, was 1.1525366236920986. Annual volatility was 13.245830243742112 percent. Over 918 sessions and 44 months, the win rate was 100 percent, with one trade. The average win was 73.97992171725892 percent. The model had a mean exposure of 0.8843821652913768. The test started on 2023-01-03 and ended on 2026-08-31, with 45 orders. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the stock symbol EFA shows the following results: the model used was constant, the sample was a train set, and the slippage was 15 basis points, with a multiplier of 1. The return was 24.212469850999497 percent, and the drawdown was 30.35552971447504 percent. The compound annual growth rate was 5.570189070606824 percent, and the Sharpe ratio, a measure of risk, was 0.38321738553204493. The annual volatility was 18.792340483563986 percent. There were 1008 trading sessions, spanning 48 months, with a win rate of 100 percent, and only 1 trade. The percentage of positive months was 60.416666666666664 percent, with a mean trade percentage of 24.083103308460068 percent, and an average win percentage of 24.083103308460068 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8841481003060483. The vectorbt max error was 0, indicating no errors, and there were 49 orders. The start date was 2019-01-02, and the end date was 2022-12-30. This report also mentions a September 11 measurement, and notes that the data is frozen as of 2230, with a system that uses a fee of 1 basis point, and allows for fractional and normalized trading, with daily proxy measurements. https://runway.adityaperswal.workers.dev/data/stock-bars

A constant model test for the EFA symbol showed a return of 69.20518637653915, with a drawdown of 12.481738926862441. The Compound Annual Growth Rate, or CAGR, was 15.531867086268614 percent. The Sharpe ratio, a measure of risk, was 1.1565109851200883. The annual volatility was 13.244049644607209 percent. Over 918 sessions and 44 months, the model had a win rate of 100 percent, with one trade. The average win was 74.38294182072465 percent. The model had a mean exposure of 0.88436306928351. The test started on January 3, 2023, and ended on August 31, 2026. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the EFA symbol using a constant model on a training sample shows the following results: the return was 24.453406075542116 percent, the drawdown was 30.354470021404133 percent, and the Compound Annual Growth Rate, which is a measure of return over time, was 5.621345774154518 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.3858004223469842, and the annual volatility, a measure of price movement, was 18.791901061848677 percent. There were 1008 trading sessions and 48 months in the period, with a win rate of 100 percent and only 1 trade. The average winning trade was 24.34240488318004 percent, and there were no losing trades, so the average loss is null. The mean exposure, which is the average amount of capital used, was 0.8841281737455254. The vectorbt max error, a measure of the difference between expected and actual results, was 0, and there were 49 orders. The period started on 2019-01-02 and ended on 2022-12-30. This report is based on a September 11 measurement, with specific settings including a frozen 2230 parameter, SIP for all, a fee of 1 basis point, and fractional normalization with daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the EFA symbol was conducted. The test 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 results showed a return of 57.96449093831391, a drawdown of 11.583296443854197, and a compound annual growth rate of 13.372186306547086 percent. The Sharpe ratio, a measure of risk-adjusted return, was 1.03036173194374. The annual volatility was 13.003791649233712 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The average monthly return was positive 70.45454545454545 percent of the time. The mean trade return was 14.453286494485138 percent, and the average win was also 14.453286494485138 percent. The average loss was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8905798333744321. The vectorbt max error, a measure of the difference between expected and actual results, was 0. There were 20 orders. The test started on 2023-01-03 and ended on 2026-08-31. This was a Sep11 measurement, with a frozen 2230, SIP all, fee of 1 basis point, and fractional normalized daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for EFA: the symbol is EFA, the model is monthly, the sample is train, the slippage in basis points is 15, the c multiplier is 1, the return is 8.063182173909889, the drawdown is 22.094108846007956, the compound annual growth rate percentage is 1.95756104727558, the Sharpe ratio, which measures risk, is 0.21560953254573556, the annual volatility percentage is 12.815764476908923, the number of sessions is 1008, the number of months is 48, the win rate percentage is 100, the number of trades is 1, the percentage of positive months is 56.25, the mean trade percentage is 1.7723338517105387, the average win percentage is 1.7723338517105387, there is no average loss percentage, the mean exposure is 0.7445128994087046, the vectorbt max error, which is a measure of calculation accuracy, is 1.8189894035458565e-12, the number of orders is 33, the start date is 2019-01-02, and the end date is 2022-12-30. This is described as a Sep11 measurement with notes including frozen2230, SIP 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 EFA symbol was conducted. The test had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices. The return was 59.00%, and the maximum drawdown, or largest loss, was 11.58%. The compound annual growth rate, or CAGR, was 13.58%, which is a measure of the rate of return over a certain period. The Sharpe ratio, which is a measure of risk-adjusted return, was 1.044. The annual volatility, or standard deviation of returns, was 13.00%. There were 918 trading sessions and 44 months in the test period. The win rate was 100%, with 1 trade, and 70.45% of months were positive. The mean trade return was 14.67%, and the average win was also 14.67%. There was no average loss. The mean exposure, or average amount invested, was 0.89. The test started on 2023-01-03 and ended on 2026-08-31. A September 11 measurement was taken, with a frozen value of 2230, using a systematic investment plan, or SIP, with a fee of 1 basis point, and fractional and normalized daily proxy values. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly trading model for the symbol EFA had the following results: the return was 8.995053923013941 percent, the drawdown was 22.046958036847585 percent, and the compound annual growth rate, or CAGR, which is a measure of an investment's annual growth rate, was 2.1766589397795855 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.23236422630244985, and the annual volatility, or ann_vol, which is a measure of the standard deviation of investment returns, was 12.815222996397239 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 was 56.25 percent, the mean trade return was 1.9703005522136579 percent, and the average win return was also 1.9703005522136579 percent. The average loss return was null, meaning there were no losses. The mean exposure, which is the average amount of capital invested, was 0.7444395716374993. 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 news scan found the following data line: the symbol is SPY, which is a type of stock market index fund, and the model is an adapter, a type of computer program that helps with trading. The sample is a test, which means it is not real trading data. The slippage, or the difference between expected and actual trade prices, is 15 basis points, a basis point is one hundredth of a percent. The c_multiplier is 2. The return, or profit, is 37.115872086747295 percent. The drawdown, or largest loss, is 14.068000496405809 percent. The CAGR, or compound annual growth rate, a measure of how much something grows per year, is 9.051570880178428 percent. The Sharpe ratio, a measure of risk and return, is 0.9194196141792076. The annual volatility, or how much something changes in value, is 9.96680947636265 percent. There were 918 trading sessions, which is a period of trading, and 44 months. The win rate, or percentage of successful trades, is 52.27272727272727 percent. There were 44 trades. The percentage of positive months, or months with a profit, is 52.27272727272727 percent. The mean trade, or average trade, is 0.849657598427076 percent. The average win, or average profit, is 3.683454048662196 percent. The average loss, or average amount lost, is 2.254024228020912 percent. The mean exposure, or average amount invested, is 0.5997678488416627. The vectorbt_max_error, a measure of the difference between expected and actual results, is 3.637978807091713e-12. There were 102 orders, or trades. The start date is 2023-01-03 and the end date is 2026-08-31. This data is from a test of the adapter, which used a fixed protocol, a set of rules for trading, and a common complete month end, which means that trading stopped at the end of each month, on August 31. The test used a SIP, or systematic investment plan, which is a type of investment strategy, and a dividend proxy, which is a way of estimating dividend payments, and fees of 1 basis point, and a normalized fractional portfolio, which means that the portfolio was adjusted to reflect the actual trading. The test did not use actual 15 minute fills, or trades that were actually completed in 15 minutes. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the model used was an adapter, with a sample of train, a slippage of 15 basis points, and a c multiplier of 2. The return was 5.924249409058424, the drawdown was 22.950594911252875, and the compound annual growth rate was 1.4492518928099773 percent. The Sharpe ratio, a measure of risk, was 0.1925434273089269. The annual volatility was 10.174215476039205 percent. There were 1008 sessions, 48 months, a win rate of 45.83333333333333 percent, and 48 trades. The percentage of positive months was 45.83333333333333 percent. The mean trade was 0.620346423396773 percent, the average win was 4.827922463280624 percent, and the average loss was 2.939910225735716 percent. The mean exposure was 0.4702770255317749. The vectorbt max error, a measure of calculation accuracy, was 3.637978807091713e-12. There were 102 orders, from January 2, 2019, to December 30, 2022. This was measured on September 11, with a fixed protocol of 2230, and a common complete month end of August 31. It used a systematic investment plan, or SIP, with all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, but did not use actual 15 minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the SPY adapter model, which is a type of computer program that helps make investment decisions, was conducted. The test used a sample of data and had a slippage of 15 basis points, which means the difference between the expected and actual price of a trade. The test also used a multiplier of 0.5, which is a factor that adjusts the size of the trades. The results showed a return of 21.32%, a drawdown of 8.01%, and a compound annual growth rate of 5.45%. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.94. The test ran for 918 sessions, or periods of trading, over 44 months, from January 3, 2023, to August 31, 2026. The win rate was 52.27%, with 44 trades made, and the average win was 3.68%, while the average loss was 2.25%. The test was measured on September 11, and used a fixed protocol, with a common complete month-end of August 31. It also used a system where all dividends were reinvested, and fees were 1 basis point, with a normalized fractional portfolio, which means the portfolio was adjusted to have a consistent size. Note that the test did not use actual 15-minute fills, which are the prices at which trades are executed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SPY VM9110600 adapter train slip15 scale0.5'. The SPY symbol was used in an adapter model with a train sample, 15 basis points of slippage, and a c multiplier of 0.5. The results showed a return of -4.314729648196081, a drawdown of 9.48234794366084, and a compound annual growth rate of -1.096588503273721 percent. The Sharpe ratio was -0.2029201990808139, and the annualized volatility was 4.850653423003958 percent. There were 1008 sessions, 48 months, a win rate of 45.83333333333333 percent, and 48 trades. The positive months percentage was 45.83333333333333, the mean trade percentage was 0.6203464233967744, the average win percentage was 4.827922463280627, and the average loss percentage was 2.939910225735716. The mean exposure was 0.21918719187731112. The vectorbt max error was 3.637978807091713e-12, and there were 102 orders from January 2, 2019, to December 30, 2022. This was measured on September 11, using a fixed protocol, common complete month end on August 31, with a system interaction protocol, all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, noting that the results are not based on actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol is SPY, which is a type of stock market index fund, and the model used is an adapter, a type of computer program. The sample used was a test, with 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 32.37547049640659 percent, the drawdown was 12.332724641789806 percent, which is the maximum loss from a peak to a trough, and the Compound Annual Growth Rate, or CAGR, was 8.003382597742492 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.9428453735630622, and the annual volatility was 8.555480196718522 percent. There were 918 trading sessions, which is a period of trading activity, and 44 months, with a win rate of 52.27272727272727 percent. There were 44 trades, and 52.27272727272727 percent of months were positive. The mean trade return was 0.8496575984270752 percent, the average win was 3.6834540486621963 percent, and the average loss was 2.254024228020915 percent. The mean exposure, which is the amount of capital invested, was 0.5279399597509662, and the vectorbt_max_error, a measure of the maximum error in the model, was 1.8189894035458565e-12. There were 102 orders, and the test started on 2023-01-03 and ended on 2026-08-31. The test was measured on September 11, and used a fixed protocol, number 2230, with a common complete month end on August 31. The test also used a Systematic Investment Plan, or SIP, with all dividends reinvested, and fees of 1 basis point, with a normalized fractional portfolio, but did not use actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars