QGAP91008 train gap0.5 cost16 PORT measured backtest = -28.521872830732097
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"PORT","return":-28.521872830732097,"drawdown":28.585111014342445,"daily_close_drawdown":28.570498554369205,"win_rate":28.497942386831276,"avg_win":0.3909708447417285,"avg_loss":0.5411808252455504,"mean":-0.27553677937469,"n":972,"days":746,"signal_days":448,"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 gap0.5 cost16 XLF measured backtest = -13.18886571190464
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"XLF","return":-13.18886571190464,"drawdown":13.379027263252652,"win_rate":48.10126582278481,"avg_win":0.5328787576942434,"avg_loss":0.8306903722523845,"mean":-0.174796360379323,"n":79,"quarterKelly":0,"target":1,"stop":12,"partial":9}; 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 gap0.5 cost16 GLD measured backtest = -39.19644558862758
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"GLD","return":-39.19644558862758,"drawdown":39.615277240022365,"win_rate":23.75,"avg_win":0.25456609323943774,"avg_loss":0.4852269344770911,"mean":-0.3095260903944155,"n":160,"quarterKelly":0,"target":5,"stop":19,"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
TLT QGAP91008 train gap0.5 cost16 TLT measured backtest = -46.07075706405534
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"TLT","return":-46.07075706405534,"drawdown":46.450106307079,"win_rate":18.617021276595743,"avg_win":0.24482641937670976,"avg_loss":0.4579613540381045,"mean":-0.32712320473215506,"n":188,"quarterKelly":0,"target":6,"stop":18,"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
EEM QGAP91008 train gap0.5 cost16 EEM measured backtest = -39.22080475083659
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"EEM","return":-39.22080475083659,"drawdown":39.41255727041022,"win_rate":30.434782608695656,"avg_win":0.39460343955348065,"avg_loss":0.613546162239076,"mean":-0.3067180225630805,"n":161,"quarterKelly":0,"target":3,"stop":19,"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
EFA QGAP91008 train gap0.5 cost16 EFA measured backtest = -41.10615281692277
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"EFA","return":-41.10615281692277,"drawdown":41.2194726076169,"win_rate":21.62162162162162,"avg_win":0.22571160714198235,"avg_loss":0.4257285837499281,"mean":-0.28487665058410966,"n":185,"quarterKelly":0,"target":4,"stop":26,"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
IWM QGAP91008 train gap0.5 cost16 IWM measured backtest = -7.302737669812254
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"IWM","return":-7.302737669812254,"drawdown":9.201471683128792,"win_rate":46.93877551020408,"avg_win":0.5487523196859073,"avg_loss":0.7698922138137951,"mean":-0.15093661645679188,"n":49,"quarterKelly":0,"target":0,"stop":6,"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 train gap0.5 cost16 QQQ measured backtest = -11.574441802040402
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"QQQ","return":-11.574441802040402,"drawdown":12.882329269500413,"win_rate":44.0,"avg_win":0.5570410513099608,"avg_loss":0.7242828346287491,"mean":-0.16050032481571672,"n":75,"quarterKelly":0,"target":4,"stop":12,"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
SPY QGAP91008 train gap0.5 cost16 SPY measured backtest = -19.497751165288868
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"SPY","return":-19.497751165288868,"drawdown":19.746196204071286,"win_rate":28.000000000000004,"avg_win":0.49711448142807846,"avg_loss":0.590957475577638,"mean":-0.2862973276160374,"n":75,"quarterKelly":0,"target":3,"stop":16,"partial":10}; 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 gap0.5 cost6 PORT measured backtest = -8.88548640099389
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"PORT","return":-8.88548640099389,"drawdown":9.479429251017446,"daily_close_drawdown":9.422815105654859,"win_rate":44.958847736625515,"avg_win":0.4122449192636538,"avg_loss":0.4746060161962287,"mean":-0.07588805447198113,"n":972,"days":746,"signal_days":448,"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 gap0.5 cost6 XLF measured backtest = 1.670283205032086
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"XLF","return":1.670283205032086,"drawdown":7.0076498977139074,"win_rate":59.49367088607595,"avg_win":0.6144987983762653,"avg_loss":0.8406929311017229,"mean":0.025054047195308023,"n":79,"quarterKelly":0.0101928788394339,"target":1,"stop":12,"partial":9}; 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 gap0.5 cost6 GLD measured backtest = -16.26570802186199
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"GLD","return":-16.26570802186199,"drawdown":18.569273129180107,"win_rate":36.875,"avg_win":0.32518782956877623,"avg_loss":0.3641321574098797,"mean":-0.10994541221150031,"n":160,"quarterKelly":0,"target":5,"stop":19,"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
TLT QGAP91008 train gap0.5 cost6 TLT measured backtest = -21.454876705412083
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"TLT","return":-21.454876705412083,"drawdown":22.325426993441532,"win_rate":34.57446808510639,"avg_win":0.2863703941415366,"avg_loss":0.34633084352486654,"mean":-0.1275777560338229,"n":188,"quarterKelly":0,"target":6,"stop":18,"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
EEM QGAP91008 train gap0.5 cost6 EEM measured backtest = -16.13168452464484
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"EEM","return":-16.13168452464484,"drawdown":17.078372304718403,"win_rate":42.2360248447205,"avg_win":0.45970864734885314,"avg_loss":0.5215956490462829,"mean":-0.10713172261852352,"n":161,"quarterKelly":0,"target":3,"stop":19,"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
EFA QGAP91008 train gap0.5 cost6 EFA measured backtest = -14.737304666193774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"EFA","return":-14.737304666193774,"drawdown":16.319486808052417,"win_rate":49.18918918918919,"avg_win":0.23894294625421206,"avg_loss":0.39908971887604777,"mean":-0.08524662413629834,"n":185,"quarterKelly":0,"target":4,"stop":26,"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
IWM QGAP91008 train gap0.5 cost6 IWM measured backtest = 2.2416414863072776
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"IWM","return":2.2416414863072776,"drawdown":5.287751311225353,"win_rate":59.183673469387756,"avg_win":0.6213942408258061,"avg_loss":0.7810658310958529,"mean":0.04896155840880239,"n":49,"quarterKelly":0.019698266894031147,"target":0,"stop":6,"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 train gap0.5 cost6 QQQ measured backtest = 2.73585814135211
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"QQQ","return":2.73585814135211,"drawdown":6.0863570173906645,"win_rate":56.00000000000001,"avg_win":0.6159986440723252,"avg_loss":0.6945012209279021,"mean":0.0393787034722252,"n":75,"quarterKelly":0.01598165184743562,"target":4,"stop":12,"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
SPY QGAP91008 train gap0.5 cost6 SPY measured backtest = -6.469715488507677
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"SPY","return":-6.469715488507677,"drawdown":7.734130045059818,"win_rate":48.0,"avg_win":0.46036267963703364,"avg_loss":0.5916235222969275,"mean":-0.08667014536862613,"n":75,"quarterKelly":0,"target":3,"stop":16,"partial":10}; 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 gap0.25 cost16 PORT measured backtest = -44.78662640611428
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"PORT","return":-44.78662640611428,"drawdown":44.835474824439636,"daily_close_drawdown":44.82418741046308,"win_rate":27.0516717325228,"avg_win":0.41264740556515644,"avg_loss":0.5475844453558549,"mean":-0.2878256771735752,"n":1645,"days":746,"signal_days":594,"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 gap0.25 cost16 XLF measured backtest = -31.020480537709048
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"XLF","return":-31.020480537709048,"drawdown":30.98088515636588,"win_rate":38.036809815950924,"avg_win":0.5218561792845808,"avg_loss":0.6822855184168012,"mean":-0.22426843094756388,"n":163,"quarterKelly":0,"target":1,"stop":17,"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
GLD QGAP91008 train gap0.25 cost16 GLD measured backtest = -50.079327780651774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"GLD","return":-50.079327780651774,"drawdown":50.90003496175007,"win_rate":23.333333333333332,"avg_win":0.2915164798091472,"avg_loss":0.4644499809915398,"mean":-0.28805780680471277,"n":240,"quarterKelly":0,"target":9,"stop":25,"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
TLT QGAP91008 train gap0.25 cost16 TLT measured backtest = -61.6375265971567
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"TLT","return":-61.6375265971567,"drawdown":61.90737602306432,"win_rate":17.08185053380783,"avg_win":0.23486624928063804,"avg_loss":0.4579718652448067,"mean":-0.33962229408031785,"n":281,"quarterKelly":0,"target":7,"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
EEM QGAP91008 train gap0.25 cost16 EEM measured backtest = -51.56937482876868
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"EEM","return":-51.56937482876868,"drawdown":51.65138997953772,"win_rate":30.0,"avg_win":0.410446236086931,"avg_loss":0.6038933523729269,"mean":-0.2995914758349696,"n":240,"quarterKelly":0,"target":5,"stop":26,"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
EFA QGAP91008 train gap0.25 cost16 EFA measured backtest = -55.14613586309258
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"EFA","return":-55.14613586309258,"drawdown":55.195969704013194,"win_rate":20.463320463320464,"avg_win":0.23918492509811345,"avg_loss":0.4489404659795663,"mean":-0.3081271620138635,"n":259,"quarterKelly":0,"target":5,"stop":35,"partial":20}; 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 gap0.25 cost16 IWM measured backtest = -23.976857562611485
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"IWM","return":-23.976857562611485,"drawdown":25.305786026092434,"win_rate":42.42424242424242,"avg_win":0.5150991678741973,"avg_loss":0.7339904645080967,"mean":-0.20407365077015382,"n":132,"quarterKelly":0,"target":0,"stop":14,"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