IWM QGAP91008 recent gap0.25 cost6 IWM measured backtest = -1.0357554217491405
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"IWM","return":-1.0357554217491405,"drawdown":7.230167675038013,"win_rate":40.0,"avg_win":0.9574417177941226,"avg_loss":0.6680681179796687,"mean":-0.017864183670152203,"n":45,"quarterKelly":0,"target":1,"stop":4,"partial":5}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap0.25 cost6 QQQ measured backtest = -6.127557566067776
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"QQQ","return":-6.127557566067776,"drawdown":7.154664971707092,"win_rate":44.680851063829785,"avg_win":0.6054995437341913,"avg_loss":0.7253440574413554,"mean":-0.13071181010760052,"n":47,"quarterKelly":0,"target":0,"stop":4,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap0.25 cost6 SPY measured backtest = -4.452110925668517
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"SPY","return":-4.452110925668517,"drawdown":6.055037049670564,"win_rate":45.23809523809524,"avg_win":0.45202352304237575,"avg_loss":0.5672927765926785,"mean":-0.10617349818634444,"n":42,"quarterKelly":0,"target":1,"stop":3,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 holdout gap1.0 cost16 PORT measured backtest = -27.6673893344898
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"PORT","return":-27.6673893344898,"drawdown":27.935345452542983,"daily_close_drawdown":27.767350378548517,"win_rate":30.59418457648546,"avg_win":0.7591817270204465,"avg_loss":0.8025013200731146,"mean":-0.3247171261456282,"n":791,"days":1496,"signal_days":419,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 holdout gap1.0 cost16 XLF measured backtest = -14.154455135109878
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"XLF","return":-14.154455135109878,"drawdown":19.377413425846857,"win_rate":36.36363636363637,"avg_win":1.8304591338193705,"avg_loss":1.547708914220232,"mean":-0.3192841694785585,"n":44,"quarterKelly":0,"target":4,"stop":9,"partial":6}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 holdout gap1.0 cost16 GLD measured backtest = -36.38011426820809
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"GLD","return":-36.38011426820809,"drawdown":36.2783129080543,"win_rate":21.951219512195124,"avg_win":0.44121322917978706,"avg_loss":0.5917743729783382,"mean":-0.36502099689484735,"n":123,"quarterKelly":0,"target":2,"stop":21,"partial":8}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 holdout gap1.0 cost16 TLT measured backtest = -37.87448627558003
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"TLT","return":-37.87448627558003,"drawdown":37.945948013598255,"win_rate":27.480916030534353,"avg_win":0.39063252798515435,"avg_loss":0.645469261144739,"mean":-0.3607389984830889,"n":131,"quarterKelly":0,"target":4,"stop":15,"partial":11}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 holdout gap1.0 cost16 EEM measured backtest = -43.98576686924801
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"EEM","return":-43.98576686924801,"drawdown":44.46772243492971,"win_rate":30.434782608695656,"avg_win":0.5770483066684722,"avg_loss":0.6992395976332744,"mean":-0.3108041484979601,"n":184,"quarterKelly":0,"target":9,"stop":28,"partial":17}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 holdout gap1.0 cost16 EFA measured backtest = -40.580245214895974
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"EFA","return":-40.580245214895974,"drawdown":40.839879747801476,"win_rate":31.901840490797547,"avg_win":0.5423957756886904,"avg_loss":0.7171744380806269,"mean":-0.3153483576143416,"n":163,"quarterKelly":0,"target":7,"stop":34,"partial":24}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 holdout gap1.0 cost16 IWM measured backtest = -13.962738073787529
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"IWM","return":-13.962738073787529,"drawdown":20.67478889868941,"win_rate":36.84210526315789,"avg_win":1.3900414012670836,"avg_loss":1.4112233065026911,"mean":-0.37917841416645837,"n":38,"quarterKelly":0,"target":5,"stop":7,"partial":7}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 holdout gap1.0 cost16 QQQ measured backtest = -4.928144444688165
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"QQQ","return":-4.928144444688165,"drawdown":14.936467762092132,"win_rate":41.17647058823529,"avg_win":1.4687388823442808,"avg_loss":1.17085442489265,"mean":-0.0839630630892079,"n":51,"quarterKelly":0,"target":7,"stop":7,"partial":13}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 holdout gap1.0 cost16 SPY measured backtest = -21.284200959498236
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"SPY","return":-21.284200959498236,"drawdown":22.5207121427608,"win_rate":35.08771929824561,"avg_win":0.8817860973151449,"avg_loss":1.1082008724445946,"mean":-0.40995983042363343,"n":57,"quarterKelly":0,"target":5,"stop":12,"partial":12}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 holdout gap1.0 cost6 PORT measured backtest = -11.877450283114232
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"PORT","return":-11.877450283114232,"drawdown":14.206376270860144,"daily_close_drawdown":13.904748797806544,"win_rate":40.83438685208597,"avg_win":0.7446482758578647,"avg_loss":0.7254879908835279,"mean":-0.12516686046953315,"n":791,"days":1496,"signal_days":419,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 holdout gap1.0 cost6 XLF measured backtest = -6.257675741720448
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"XLF","return":-6.257675741720448,"drawdown":14.563030646121945,"win_rate":38.63636363636363,"avg_win":1.9227180539742346,"avg_loss":1.4057044483609458,"mean":-0.11972302700417149,"n":44,"quarterKelly":0,"target":4,"stop":9,"partial":6}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 holdout gap1.0 cost6 GLD measured backtest = -18.63653358544468
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"GLD","return":-18.63653358544468,"drawdown":18.587711437422584,"win_rate":40.65040650406504,"avg_win":0.3866397549536589,"avg_loss":0.5437645530400185,"mean":-0.16555141970925535,"n":123,"quarterKelly":0,"target":2,"stop":21,"partial":8}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 holdout gap1.0 cost6 TLT measured backtest = -19.26622303808848
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"TLT","return":-19.26622303808848,"drawdown":19.439609620084696,"win_rate":38.16793893129771,"avg_win":0.4564310402476628,"avg_loss":0.5425521382089123,"mean":-0.16126084872166993,"n":131,"quarterKelly":0,"target":4,"stop":15,"partial":11}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 holdout gap1.0 cost6 EEM measured backtest = -19.06824892697462
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"EEM","return":-19.06824892697462,"drawdown":23.14434217619211,"win_rate":41.84782608695652,"avg_win":0.5942114306723721,"avg_loss":0.6188772850118991,"mean":-0.11122602899185084,"n":184,"quarterKelly":0,"target":9,"stop":28,"partial":17}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 holdout gap1.0 cost6 EFA measured backtest = -17.67892943296967
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"EFA","return":-17.67892943296967,"drawdown":19.44145419172748,"win_rate":40.49079754601227,"avg_win":0.6057625922565111,"avg_loss":0.6067253896572334,"mean":-0.11577933563080926,"n":163,"quarterKelly":0,"target":7,"stop":34,"partial":24}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 holdout gap1.0 cost6 IWM measured backtest = -7.169006755553509
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"IWM","return":-7.169006755553509,"drawdown":16.883607713358362,"win_rate":42.10526315789473,"avg_win":1.4160447141065804,"avg_loss":1.3403058305700126,"mean":-0.1797371801798681,"n":38,"quarterKelly":0,"target":5,"stop":7,"partial":7}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 holdout gap1.0 cost6 QQQ measured backtest = 5.281013102026
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"QQQ","return":5.281013102026,"drawdown":9.132855709946064,"win_rate":47.05882352941176,"avg_win":1.4701757146610437,"avg_loss":1.0875810483537596,"mean":0.11606919306497132,"n":51,"quarterKelly":0.01973729941045374,"target":7,"stop":7,"partial":13}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 holdout gap1.0 cost6 SPY measured backtest = -11.779090068106346
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"SPY","return":-11.779090068106346,"drawdown":14.57051274850617,"win_rate":40.35087719298245,"avg_win":0.956787069399545,"avg_loss":1.0002698585231062,"mean":-0.210580220940282,"n":57,"quarterKelly":0,"target":5,"stop":12,"partial":12}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 holdout gap0.5 cost16 PORT measured backtest = -56.878653910898926
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"PORT","return":-56.878653910898926,"drawdown":56.92899648733805,"daily_close_drawdown":56.878653910898926,"win_rate":31.799163179916317,"avg_win":0.6145773323885411,"avg_loss":0.7417646379091295,"mean":-0.31045924149648113,"n":2151,"days":1496,"signal_days":887,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 holdout gap0.5 cost16 XLF measured backtest = -32.79073210828852
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"XLF","return":-32.79073210828852,"drawdown":36.29883221197713,"win_rate":37.85310734463277,"avg_win":0.9985354636586187,"avg_loss":0.9508441151804431,"mean":-0.2129433706481429,"n":177,"quarterKelly":0,"target":9,"stop":23,"partial":16}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 holdout gap0.5 cost16 GLD measured backtest = -63.73926523871183
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"GLD","return":-63.73926523871183,"drawdown":63.77061819753864,"win_rate":23.18840579710145,"avg_win":0.3840451073604315,"avg_loss":0.5912507273497448,"mean":-0.3650951714749214,"n":276,"quarterKelly":0,"target":3,"stop":40,"partial":15}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 holdout gap0.5 cost16 TLT measured backtest = -72.83097655769338
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"TLT","return":-72.83097655769338,"drawdown":73.19756064429728,"win_rate":26.13065326633166,"avg_win":0.40209785488632005,"avg_loss":0.5823650128866475,"mean":-0.32511843437310817,"n":398,"quarterKelly":0,"target":7,"stop":30,"partial":32}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min