EEM QGAP91008 holdout gap0.5 cost16 EEM measured backtest = -71.16273744791089
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"EEM","return":-71.16273744791089,"drawdown":71.3429266757335,"win_rate":29.51219512195122,"avg_win":0.478842643061447,"avg_loss":0.6263886391891551,"mean":-0.30021062662251397,"n":410,"quarterKelly":0,"target":12,"stop":44,"partial":37}; 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 gap0.5 cost16 EFA measured backtest = -66.34801614962348
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"EFA","return":-66.34801614962348,"drawdown":66.39010278038538,"win_rate":30.919220055710305,"avg_win":0.4466097073285901,"avg_loss":0.6347235357698818,"mean":-0.3003837308007164,"n":359,"quarterKelly":0,"target":12,"stop":53,"partial":37}; 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 gap0.5 cost16 IWM measured backtest = -32.67692996456171
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"IWM","return":-32.67692996456171,"drawdown":35.98561852886893,"win_rate":45.18072289156627,"avg_win":0.9846948533103694,"avg_loss":1.2257316145465955,"mean":-0.227044957382304,"n":166,"quarterKelly":0,"target":9,"stop":18,"partial":25}; 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 gap0.5 cost16 QQQ measured backtest = -46.71027358009695
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"QQQ","return":-46.71027358009695,"drawdown":48.9213644911354,"win_rate":39.77272727272727,"avg_win":0.8915406012002225,"avg_loss":1.165855769366365,"mean":-0.3475731219819267,"n":176,"quarterKelly":0,"target":9,"stop":20,"partial":22}; 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 gap0.5 cost16 SPY measured backtest = -51.020128802355515
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"SPY","return":-51.020128802355515,"drawdown":51.225976647055546,"win_rate":38.095238095238095,"avg_win":0.6013661403220532,"avg_loss":0.9697039408790823,"mean":-0.3712010528024592,"n":189,"quarterKelly":0,"target":10,"stop":34,"partial":21}; 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 cost6 PORT measured backtest = -26.21287639423845
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"PORT","return":-26.21287639423845,"drawdown":27.351240982757385,"daily_close_drawdown":27.232688383897695,"win_rate":43.97954439795444,"avg_win":0.6175816643432409,"avg_loss":0.6827685166752534,"mean":-0.11088043148534386,"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 cost6 XLF measured backtest = -4.243210268992792
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"XLF","return":-4.243210268992792,"drawdown":13.834557036629958,"win_rate":48.58757062146893,"avg_win":0.9616032422083933,"avg_loss":0.9343829765195133,"mean":-0.013169333521773295,"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 cost6 GLD measured backtest = -37.025110548074146
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"GLD","return":-37.025110548074146,"drawdown":37.74760104327037,"win_rate":40.94202898550724,"avg_win":0.3714986905012614,"avg_loss":0.537988079974737,"mean":-0.16562574278709993,"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 cost6 TLT measured backtest = -39.77555442114201
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"TLT","return":-39.77555442114201,"drawdown":41.775607903951574,"win_rate":41.20603015075377,"avg_win":0.4159985382782513,"avg_loss":0.5051291076085225,"mean":-0.12556897211749013,"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
EEM QGAP91008 holdout gap0.5 cost6 EEM measured backtest = -34.52494189686739
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"EEM","return":-34.52494189686739,"drawdown":37.76903022557542,"win_rate":43.170731707317074,"avg_win":0.495894793170163,"avg_loss":0.5537511198240124,"mean":-0.10061129884847814,"n":410,"quarterKelly":0,"target":12,"stop":44,"partial":37}; 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 gap0.5 cost6 EFA measured backtest = -31.002326432068294
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"EFA","return":-31.002326432068294,"drawdown":31.308046269855804,"win_rate":42.33983286908078,"avg_win":0.49871354593254597,"avg_loss":0.5409960583653702,"mean":-0.10078474958185137,"n":359,"quarterKelly":0,"target":12,"stop":53,"partial":37}; 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 gap0.5 cost6 IWM measured backtest = -6.168245619302926
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"IWM","return":-6.168245619302926,"drawdown":21.571430239311205,"win_rate":51.204819277108435,"avg_win":1.0612027479368311,"avg_loss":1.1695542315289267,"mean":-0.027299151682002542,"n":166,"quarterKelly":0,"target":9,"stop":18,"partial":25}; 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 gap0.5 cost6 QQQ measured backtest = -24.226854882046133
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"QQQ","return":-24.226854882046133,"drawdown":30.99567967218322,"win_rate":47.159090909090914,"avg_win":0.9408710215262471,"avg_loss":1.1199179663059018,"mean":-0.14806861408960403,"n":176,"quarterKelly":0,"target":9,"stop":20,"partial":22}; 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 gap0.5 cost6 SPY measured backtest = -28.520561756461827
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"SPY","return":-28.520561756461827,"drawdown":30.64037036880426,"win_rate":45.5026455026455,"avg_win":0.6913825302364337,"avg_loss":0.8924124746913589,"mean":-0.17174384811045856,"n":189,"quarterKelly":0,"target":10,"stop":34,"partial":21}; 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 gap0.25 cost16 PORT measured backtest = -75.74575132510398
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"PORT","return":-75.74575132510398,"drawdown":75.76466897850665,"daily_close_drawdown":75.74575132510398,"win_rate":31.964642144282863,"avg_win":0.5595310996190814,"avg_loss":0.7346169926128175,"mean":-0.32094718611382733,"n":3507,"days":1496,"signal_days":1142,"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 gap0.25 cost16 XLF measured backtest = -62.29404621841004
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"XLF","return":-62.29404621841004,"drawdown":63.10573968920883,"win_rate":38.315217391304344,"avg_win":0.7634707761564272,"avg_loss":0.8913688337535055,"mean":-0.2573134397391019,"n":368,"quarterKelly":0,"target":12,"stop":38,"partial":23}; 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 gap0.25 cost16 GLD measured backtest = -80.70829193525259
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"GLD","return":-80.70829193525259,"drawdown":80.72497257155601,"win_rate":24.489795918367346,"avg_win":0.3494890680373031,"avg_loss":0.6041999931409076,"mean":-0.3706434883625702,"n":441,"quarterKelly":0,"target":5,"stop":59,"partial":22}; 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 gap0.25 cost16 TLT measured backtest = -83.60391478233919
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"TLT","return":-83.60391478233919,"drawdown":84.05518080570035,"win_rate":27.504244482173174,"avg_win":0.41906365137323387,"avg_loss":0.5791730505268475,"mean":-0.3046155875254669,"n":589,"quarterKelly":0,"target":9,"stop":42,"partial":45}; 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 gap0.25 cost16 EEM measured backtest = -82.56068037826019
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"EEM","return":-82.56068037826019,"drawdown":82.64992130510001,"win_rate":28.623853211009177,"avg_win":0.4464911056955558,"avg_loss":0.6238688166328406,"mean":-0.3174905636360886,"n":545,"quarterKelly":0,"target":13,"stop":53,"partial":43}; 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 gap0.25 cost16 EFA measured backtest = -81.0230178763961
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"EFA","return":-81.0230178763961,"drawdown":81.04675131342482,"win_rate":30.174081237911025,"avg_win":0.40648051314672307,"avg_loss":0.6319965564382031,"mean":-0.3186456418245696,"n":517,"quarterKelly":0,"target":14,"stop":69,"partial":45}; 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 gap0.25 cost16 IWM measured backtest = -68.53057697559457
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"IWM","return":-68.53057697559457,"drawdown":69.07324117953111,"win_rate":40.11142061281337,"avg_win":0.8616642152885301,"avg_loss":1.0995847299559804,"mean":-0.31289991626458913,"n":359,"quarterKelly":0,"target":12,"stop":37,"partial":30}; 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 gap0.25 cost16 QQQ measured backtest = -70.69726054717964
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"QQQ","return":-70.69726054717964,"drawdown":70.87768224324356,"win_rate":39.08045977011494,"avg_win":0.696994521179858,"avg_loss":1.0138968931569132,"mean":-0.3452726622666809,"n":348,"quarterKelly":0,"target":10,"stop":33,"partial":27}; 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 gap0.25 cost16 SPY measured backtest = -69.70949991125221
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"SPY","return":-69.70949991125221,"drawdown":69.81444514950672,"win_rate":34.705882352941174,"avg_win":0.5255709995172613,"avg_loss":0.8097177657075818,"mean":-0.34629401777660684,"n":340,"quarterKelly":0,"target":11,"stop":48,"partial":28}; 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 gap0.25 cost6 PORT measured backtest = -41.762788796403726
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"PORT","return":-41.762788796403726,"drawdown":42.16807888628532,"daily_close_drawdown":42.040635473944846,"win_rate":44.02623324779014,"avg_win":0.5796487735008117,"avg_loss":0.6727917663842564,"mean":-0.12138937300457432,"n":3507,"days":1496,"signal_days":1142,"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 gap0.25 cost6 XLF measured backtest = -21.28617519877035
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"XLF","return":-21.28617519877035,"drawdown":28.921182436103443,"win_rate":48.09782608695652,"avg_win":0.7895226920760773,"avg_loss":0.8426843232638919,"mean":-0.057628231646569765,"n":368,"quarterKelly":0,"target":12,"stop":38,"partial":23}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min