Notes

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-13.973996180445114,"drawdown_pct":-14.601233243556266,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.8085358095393513,"avg_loss_pct":2.0383993139228473,"mean_pct":-0.4115792433730195,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":0},{"symbol":"EWA","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-16.592243802698057,"drawdown_pct":-19.197604750429687,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":1.0116623199504113,"avg_loss_pct":1.7716596772037099,"mean_pct":-0.49928390707611153,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-10.280013468459748,"drawdown_pct":-18.120264977429656,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":1.0832703888200699,"avg_loss_pct":1.5925956633530376,"mean_pct":-0.2928892951546712,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWU","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-20.463396200771733,"drawdown_pct":-21.606390586166192,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":0.7651511249051925,"avg_loss_pct":1.9491068902473208,"mean_pct":-0.6307529971732428,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-12.830836555598735,"drawdown_pct":-17.28083284673988,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.7866152306928541,"avg_loss_pct":1.756532704928332,"mean_pct":-0.37596668273397377,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":1.1102230246251565e-16},{"symbol":"EEM","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-13.730168623505602,"drawdown_pct":-18.432778895733136,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":1.1580968408401195,"avg_loss_pct":2.0324714402828357,"mean_pct":-0.39160775284817284,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-10.929093511162314,"drawdown_pct":-13.636976449332327,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.8300424962253852,"avg_loss_pct":1.6700290993236346,"mean_pct":-0.3128473760255953,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":1.1102230246251565e-16},{"symbol":"IWM","era":"train","mode":"calendar","cost":16,"k":1,"return_pct":-16.1337221552876,"drawdown_pct":-18.873042648988726,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":1.1071286551506268,"avg_loss_pct":2.1575375598862636,"mean_pct":-0.47856636358157717,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-7.7364001062548144,"drawdown_pct":-11.210040837753876,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.0103548515647465,"avg_loss_pct":1.8422798459931555,"mean_pct":-0.21220287596006868,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWA","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-10.544492314617838,"drawdown_pct":-13.764680939387762,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.9815564906201456,"avg_loss_pct":2.008935945143895,"mean_pct":-0.30008312470730025,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":5.551115123125783e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-3.7745731257998183,"drawdown_pct":-16.298947804213082,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":1.2856394504361353,"avg_loss_pct":1.395583694952357,"mean_pct":-0.09327531004937503,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWU","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-14.696335247281967,"drawdown_pct":-17.413113655650324,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":0.9171390398113247,"avg_loss_pct":1.8601201347076362,"mean_pct":-0.4318154163835992,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-6.510351963151995,"drawdown_pct":-14.517107941770712,"sample":35,"win_rate":60,"avg_win_pct":0.9002120765926949,"avg_loss_pct":1.7916156620135355,"mean_pct":-0.17651901884979734,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":3.3306690738754696e-16},{"symbol":"EEM","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-7.47489303679102,"drawdown_pct":-15.946766290036042,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.2330459471274535,"avg_loss_pct":2.0925078685327216,"mean_pct":-0.19219140244119304,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-4.470716834678234,"drawdown_pct":-9.891526779813775,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.9826460875566689,"avg_loss_pct":1.5744992599012644,"mean_pct":-0.1132733470681597,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":2.220446049250313e-16},{"symbol":"IWM","era":"train","mode":"calendar","cost":6,"k":1,"return_pct":-10.052724059195228,"drawdown_pct":-15.828393059208546,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":1.2437797796575079,"avg_loss_pct":2.088009967195316,"mean_pct":-0.27932410461806867,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"published","cost":16,"k":1,"return_pct":-11.121626833731735,"drawdown_pct":-12.66105492462265,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":1.1463204141193986,"avg_loss_pct":1.8674652459135415,"mean_pct":-0.3175183350394579,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":2.220446049250313e-16},{"symbol":"EWA","era":"train","mode":"published","cost":16,"k":1,"return_pct":-18.54075047771606,"drawdown_pct":-20.496824351354636,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":1.0817522399862445,"avg_loss_pct":1.9513798567721834,"mean_pct":-0.5648051839683307,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"published","cost":16,"k":1,"return_pct":-11.094380648770086,"drawdown_pct":-17.433062838190605,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.9310777017956563,"avg_loss_pct":1.9828266511240602,"mean_pct":-0.31773844945565094,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":6.661338147750939e-16},{"symbol":"EWU","era":"train","mode":"published","cost":16,"k":1,"return_pct":-17.07783117821393,"drawdown_pct":-18.570234694753008,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":1.1132149805719957,"avg_loss_pct":2.038704008004235,"mean_pct":-0.5077719278386373,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":3.3306690738754696e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"published","cost":16,"k":1,"return_pct":-10.665661616038458,"drawdown_pct":-15.43034588897818,"sample":35,"win_rate":60,"avg_win_pct":0.8887058926508377,"avg_loss_pct":2.093454712335439,"mean_pct":-0.30415834934367314,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":2.220446049250313e-16},{"symbol":"EEM","era":"train","mode":"published","cost":16,"k":1,"return_pct":-8.47729889447162,"drawdown_pct":-15.645730048961559,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":1.4522919050283987,"avg_loss_pct":1.993089871894513,"mean_pct":-0.2211792437627299,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"published","cost":16,"k":1,"return_pct":-6.1367189136808715,"drawdown_pct":-9.11712750798095,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.9538904242719892,"avg_loss_pct":1.6529904558551145,"mean_pct":-0.16334423863962666,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":2.220446049250313e-16},{"symbol":"IWM","era":"train","mode":"published","cost":16,"k":1,"return_pct":-12.892455870168673,"drawdown_pct":-15.472004488968095,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":1.2313679162033087,"avg_loss_pct":2.271283479017367,"mean_pct":-0.3698441501832859,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":3.3306690738754696e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"published","cost":6,"k":1,"return_pct":-4.677210413957134,"drawdown_pct":-10.119793391534927,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":1.2836876610230312,"avg_loss_pct":1.7824027229362216,"mean_pct":-0.11795365735834155,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWA","era":"train","mode":"published","cost":6,"k":1,"return_pct":-12.634281823278837,"drawdown_pct":-15.072577600256887,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":1.2841182622630232,"avg_loss_pct":1.755086175584265,"mean_pct":-0.3657355754255047,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"published","cost":6,"k":1,"return_pct":-4.64798865546181,"drawdown_pct":-15.51209831231024,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.1331420731188568,"avg_loss_pct":1.7865959265286637,"mean_pct":-0.11817421244436632,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWU","era":"train","mode":"published","cost":6,"k":1,"return_pct":-11.06528878706593,"drawdown_pct":-14.590903931699629,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.1270005063553357,"avg_loss_pct":2.2227063316804343,"mean_pct":-0.3085881385171373,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"published","cost":6,"k":1,"return_pct":-4.188183950528934,"drawdown_pct":-13.547030648869839,"sample":35,"win_rate":62.857142857142854,"avg_win_pct":1.0418573207096231,"avg_loss_pct":2.0446694944587893,"mean_pct":-0.1045669249243586,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":4.440892098500626e-16},{"symbol":"EEM","era":"train","mode":"published","cost":6,"k":1,"return_pct":-1.8411468501132178,"drawdown_pct":-14.113603760675398,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.5042346525712913,"avg_loss_pct":2.0556301581558754,"mean_pct":-0.021421694883208633,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"published","cost":6,"k":1,"return_pct":0.6691445185288636,"drawdown_pct":-8.69814460280388,"sample":35,"win_rate":60,"avg_win_pct":1.1037020077742912,"avg_loss_pct":1.5642302713542704,"mean_pct":0.036529096122866554,"quarter_kelly":0.008274220728412579,"buy_hold_pct":50.52305511792075,"reconcile_error":4.440892098500626e-16},{"symbol":"IWM","era":"train","mode":"published","cost":6,"k":1,"return_pct":-6.576439187163241,"drawdown_pct":-13.418790356233457,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.3694854187709327,"avg_loss_pct":2.2235437592853766,"mean_pct":-0.17038422896748553,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"paths":20000,"months_per_path":12,"pnl12_usd_quantiles":[-19.290286081834655,-5.900867991414541,7.624624402125241],"loss12_probability":0.7677,"dd12_quantiles_pct":[-10.97439750957716,-5.0346093891905035,-1.8876206665856703],"pnl1_usd_quantiles":[-3.367473783481104,-0.6063027513792719,3.6016499321161417],"one_loss_probability":0.5483,"gap349_hits":0,"exit_counts":{"stop":238,"target":105,"gapstop":81,"gaptarget":72,"time":72},"partial_count":224,"net_R_quantiles":[-4.696762844269399,-1.7328650307892548,-0.4536292939840244,1.482434830840105,2.7288416683810564],"net_below_minus1R":275,"avg_sessions":2.4049295774647885,"actual_size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"paths":20000,"months_per_path":12,"pnl12_usd_quantiles":[-15.217884240928047,-1.408534697571997,12.38953443108551],"loss12_probability":0.56995,"dd12_quantiles_pct":[-9.329795084909087,-3.7193316345368377,-1.3448218872702533],"pnl1_usd_quantiles":[-2.999400381591102,-0.2327014754050708,3.983675544111604],"one_loss_probability":0.50675,"gap349_hits":0,"exit_counts":{"stop":238,"target":105,"gapstop":81,"gaptarget":72,"time":72},"partial_count":224,"net_R_quantiles":[-4.449476883103153,-1.5531828354422923,-0.3157945520547526,1.683761196803035,2.9737688393154795],"net_below_minus1R":275,"avg_sessions":2.4049295774647885,"actual_size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":false,"highvol":false,"n":3,"months":3,"mean_pct":0.04034826514640969,"win_rate":33.33333333333333} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":false,"highvol":true,"n":165,"months":42,"mean_pct":-0.1036995553309484,"win_rate":50.303030303030305} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":true,"highvol":false,"n":50,"months":26,"mean_pct":-0.5583104664434707,"win_rate":32} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":true,"highvol":true,"n":350,"months":62,"mean_pct":-0.30056149703162327,"win_rate":43.42857142857143} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":false,"highvol":false,"n":3,"months":3,"mean_pct":0.24062939301541983,"win_rate":66.66666666666666} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":false,"highvol":true,"n":165,"months":42,"mean_pct":0.09629318829658634,"win_rate":52.72727272727272} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":true,"highvol":false,"n":50,"months":26,"mean_pct":-0.3592278554533936,"win_rate":38} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all