GLD QGAP91008 holdout gap0.25 cost6 GLD measured backtest = -53.3964683312853
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"GLD","return":-53.3964683312853,"drawdown":53.68656878417271,"win_rate":39.229024943310655,"avg_win":0.37801840805972825,"avg_loss":0.5257083710021777,"mean":-0.17118516742460457,"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 cost6 TLT measured backtest = -46.74754662684051
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"TLT","return":-46.74754662684051,"drawdown":49.82387654371726,"win_rate":42.10526315789473,"avg_win":0.4383219127654687,"avg_loss":0.500186526690646,"mean":-0.10502507849859773,"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 cost6 EEM measured backtest = -48.13062255677676
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"EEM","return":-48.13062255677676,"drawdown":50.73105250168359,"win_rate":43.11926605504588,"avg_win":0.46216983201377543,"avg_loss":0.5576757679598097,"mean":-0.11792583035652063,"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 cost6 EFA measured backtest = -46.63111502691757
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"EFA","return":-46.63111502691757,"drawdown":46.80435833057797,"win_rate":41.3926499032882,"avg_win":0.4694515276458558,"avg_loss":0.5347480270008874,"mean":-0.11908322101558168,"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 cost6 IWM measured backtest = -35.477296468963026
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"IWM","return":-35.477296468963026,"drawdown":44.74998674557561,"win_rate":48.18941504178273,"avg_win":0.9041898331203746,"avg_loss":1.0597251206170586,"mean":-0.11332599249289164,"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 cost6 QQQ measured backtest = -41.227047220392286
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"QQQ","return":-41.227047220392286,"drawdown":44.72919104888201,"win_rate":47.701149425287355,"avg_win":0.7555239026619306,"avg_loss":0.9678169386828007,"mean":-0.1457635488459461,"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 cost6 SPY measured backtest = -40.21021233150546
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"SPY","return":-40.21021233150546,"drawdown":41.62762161722029,"win_rate":46.470588235294116,"avg_win":0.570992559597865,"avg_loss":0.7699142149172835,"mean":-0.14678694911318504,"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 train gap1.0 cost16 PORT measured backtest = -11.942533256887366
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"PORT","return":-11.942533256887366,"drawdown":12.061056720808105,"daily_close_drawdown":11.966290123047274,"win_rate":28.307692307692307,"avg_win":0.39156421873285435,"avg_loss":0.5900384701871777,"mean":-0.31216940132366094,"n":325,"days":746,"signal_days":193,"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 train gap1.0 cost16 XLF measured backtest = -3.277788283555305
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"XLF","return":-3.277788283555305,"drawdown":5.931142665255374,"win_rate":57.14285714285714,"avg_win":0.670374132592418,"avg_loss":1.2495572406310804,"mean":-0.1524535987890813,"n":21,"quarterKelly":0,"target":1,"stop":6,"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
GLD QGAP91008 train gap1.0 cost16 GLD measured backtest = -18.178753098961774
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"GLD","return":-18.178753098961774,"drawdown":18.43744178763306,"win_rate":18.96551724137931,"avg_win":0.22211344141919065,"avg_loss":0.47708858854131514,"mean":-0.3444813069970813,"n":58,"quarterKelly":0,"target":2,"stop":9,"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
TLT QGAP91008 train gap1.0 cost16 TLT measured backtest = -18.23171490058295
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"TLT","return":-18.23171490058295,"drawdown":18.629929801492505,"win_rate":9.090909090909092,"avg_win":0.36303344589082354,"avg_loss":0.4373374597686215,"mean":-0.3645764683450356,"n":55,"quarterKelly":0,"target":1,"stop":7,"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
EEM QGAP91008 train gap1.0 cost16 EEM measured backtest = -19.83882763602941
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"EEM","return":-19.83882763602941,"drawdown":19.95265156049402,"win_rate":33.33333333333333,"avg_win":0.3397840550629326,"avg_loss":0.6683084519746718,"mean":-0.33227761629547037,"n":66,"quarterKelly":0,"target":1,"stop":13,"partial":4}; 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 train gap1.0 cost16 EFA measured backtest = -21.66445264990443
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"EFA","return":-21.66445264990443,"drawdown":22.027938139652036,"win_rate":26.506024096385545,"avg_win":0.21828536616085506,"avg_loss":0.47704773010607854,"mean":-0.29274257205942145,"n":83,"quarterKelly":0,"target":2,"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
IWM QGAP91008 train gap1.0 cost16 IWM measured backtest = -2.1420933565602707
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"IWM","return":-2.1420933565602707,"drawdown":3.7395049383981194,"win_rate":50.0,"avg_win":1.0215583997103352,"avg_loss":1.7229201052137062,"mean":-0.3506808527516855,"n":6,"quarterKelly":0,"target":0,"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
QQQ QGAP91008 train gap1.0 cost16 QQQ measured backtest = -5.465876146057413
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"QQQ","return":-5.465876146057413,"drawdown":8.099818499102184,"win_rate":52.94117647058824,"avg_win":0.45445990926949636,"avg_loss":1.2039728423829636,"mean":-0.3259790326846025,"n":17,"quarterKelly":0,"target":2,"stop":5,"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 train gap1.0 cost16 SPY measured backtest = -4.326646790752964
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"SPY","return":-4.326646790752964,"drawdown":5.747956479947214,"win_rate":42.10526315789473,"avg_win":0.5360827247210709,"avg_loss":0.7851713872726006,"mean":-0.22885386643315994,"n":19,"quarterKelly":0,"target":2,"stop":6,"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
QGAP91008 train gap1.0 cost6 PORT measured backtest = -4.500218338224804
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"PORT","return":-4.500218338224804,"drawdown":5.298802397088654,"daily_close_drawdown":5.199789249412456,"win_rate":45.230769230769226,"avg_win":0.40783943751948615,"avg_loss":0.5423901809515412,"mean":-0.11259401505849193,"n":325,"days":746,"signal_days":193,"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 train gap1.0 cost6 XLF measured backtest = 0.8710651612826137
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"XLF","return":0.8710651612826137,"drawdown":3.8593585735661406,"win_rate":61.904761904761905,"avg_win":0.8180485153375874,"avg_loss":1.2047947973580844,"mean":0.04744153907256957,"n":21,"quarterKelly":0.014498387987719685,"target":1,"stop":6,"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
GLD QGAP91008 train gap1.0 cost6 GLD measured backtest = -8.115065930448761
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"GLD","return":-8.115065930448761,"drawdown":9.445210682446437,"win_rate":37.93103448275862,"avg_win":0.252811310549987,"avg_loss":0.38805956028773614,"mean":-0.1449706092803239,"n":58,"quarterKelly":0,"target":2,"stop":9,"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
TLT QGAP91008 train gap1.0 cost6 TLT measured backtest = -8.723845607401891
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"TLT","return":-8.723845607401891,"drawdown":9.620793750413858,"win_rate":29.09090909090909,"avg_win":0.2620304712343702,"avg_loss":0.3403414770870586,"mean":-0.16510600121173385,"n":55,"quarterKelly":0,"target":1,"stop":7,"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
EEM QGAP91008 train gap1.0 cost6 EEM measured backtest = -8.527406252659386
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"EEM","return":-8.527406252659386,"drawdown":9.393881906068335,"win_rate":45.45454545454545,"avg_win":0.4251989958439643,"avg_loss":0.5976937222397493,"mean":-0.1327424867471522,"n":66,"quarterKelly":0,"target":1,"stop":13,"partial":4}; 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 train gap1.0 cost6 EFA measured backtest = -7.5191432585437585
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"EFA","return":-7.5191432585437585,"drawdown":8.96941550439071,"win_rate":50.602409638554214,"avg_win":0.2557819256189512,"avg_loss":0.4505485173842879,"mean":-0.09312829321397413,"n":83,"quarterKelly":0,"target":2,"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
IWM QGAP91008 train gap1.0 cost6 IWM measured backtest = -0.9607231522185566
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"IWM","return":-0.9607231522185566,"drawdown":3.305263038846451,"win_rate":50.0,"avg_win":1.2238039137078958,"avg_loss":1.526169046802417,"mean":-0.15118256654726064,"n":6,"quarterKelly":0,"target":0,"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
QQQ QGAP91008 train gap1.0 cost6 QQQ measured backtest = -2.1964470477455533
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"QQQ","return":-2.1964470477455533,"drawdown":6.430635847678612,"win_rate":52.94117647058824,"avg_win":0.6555700901015192,"avg_loss":1.006182849732573,"mean":-0.12643129334981834,"n":17,"quarterKelly":0,"target":2,"stop":5,"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 train gap1.0 cost6 SPY measured backtest = -0.6210957762347924
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"SPY","return":-0.6210957762347924,"drawdown":3.843936817197946,"win_rate":63.1578947368421,"avg_win":0.5410897450644954,"avg_loss":1.0065998431573233,"mean":-0.02911168217512203,"n":19,"quarterKelly":0,"target":2,"stop":6,"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