Notes

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 16bp'. The test results are as follows: the model used was LS_close_reference, the period was a test, and the one-way cost was 16 basis points. The test ran for 1428 days and resulted in a return of -75.25692914489868 percent. The maximum drawdown was 76.97659654641862 percent. The mean daily return was -9.64331546231696 basis points. The annualized Sharpe ratio was -2.9768049225473607. The mean turnover was 0.5523324315661216. The break-even one-way cost was -1.459259879007347 basis points. There were 234 high-volatility days, with a mean daily return of -12.70004792159186 basis points on those days. On normal-volatility days, the mean daily return was -9.044257342157554 basis points. The mean gross exposure was 0.8709234236885605. This test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation, and was not an executable portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 6bp'. The test results are as follows: the model used was LS_close_reference, the period was a test, and the one-way cost was 6 basis points, which is a measure of the cost of a trade. The test ran for 1428 days and the return was -45.52 percent. The maximum drawdown, which is the largest loss from a peak to a trough, was 51.40 percent. The mean daily return was -4.12 basis points, and the annualized Sharpe ratio, which is a measure of risk-adjusted return, was -1.27. The mean turnover, which is the rate at which the portfolio is bought and sold, was 0.55. The break-even one-way cost was -1.46 basis points. There were 234 high-volatility days, with a mean daily return of -7.29 basis points on those days, and a mean daily return of -3.50 basis points on normal-volatility days. The mean gross exposure, which is the average amount of capital invested, was 0.87. The test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation costs, and was not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to be long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 0bp'. The test results are as follows: the model used was LS_close_reference, the period was test, and the one-way cost was 0 basis points. The test ran for 1428 days and resulted in a return of -12.532805034618965 percent. The maximum drawdown was 23.922130942536246 percent. The mean daily return was -0.8059965572590122 basis points. The annualized Sharpe ratio was -0.24916820608098011. The mean turnover was 0.5523324315661216. The break-even one-way cost was -1.459259879007347 basis points. There were 234 high-volatility days, with a mean daily return of -4.051280718291333 basis points on those days. On normal-volatility days, the mean daily return was -0.16998609353910998 basis points. The mean gross exposure was 0.8709234236885605. This test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation, and was not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the diagnostic report for REV9110400. The report is about a model called LS_close_reference, which was trained. The model has a one-way cost of 16 basis points. It was trained for 1239 days and had a return of -64.69353163844833 percent. The maximum drawdown was 66.66645887736233 percent. The mean daily basis points were -8.265290523187767. The annualized Sharpe ratio was -2.539449896348972. The mean turnover was 0.5554982759597222. The break-even one-way basis points were 1.1209429787914187. There were 260 high-volatility days with a mean daily basis point of -2.1536110892226517. The mean daily basis points for normal volatility days were -9.88841274262692. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation and does not include financing, borrowing, or terminal liquidation costs for LS. It is also not an executable portfolio. The overlay net gross can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the headline 'REV9110400 diagnostic LS_close_reference train 6bp'. The diagnostic report for the LS_close_reference model, which is a type of investment strategy, shows the following results for the training period: the model was trained on 1239 days of data, resulting in a return of -29.701897509213193 percent and a maximum drawdown of 41.395028090422684 percent. The mean daily return was -2.710307763590545 basis points, and the annualized Sharpe ratio was -0.8331973761959494. The model had a mean turnover of 0.5554982759597222, and the break-even point for one-way costs was 1.1209429787914187 basis points. There were 260 high-volatility days, with a mean daily return of 3.3634791414297456 basis points, and the mean daily return on normal-volatility days was -4.323366594341593 basis points. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation, and does not include costs such as financing, borrowing, or terminal liquidation. The portfolio is not executable, and the overlay net gross can be less than 2. Individual lag portfolios are normalized to be long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the headline 'REV9110400 diagnostic LS_close_reference train 0bp'. The diagnostic report for the LS_close_reference model on the train period shows the following results: the model was trained on 1239 days, resulting in a return of 6.245965327363967 percent and a maximum drawdown of 19.150009000912714 percent. The mean daily return was 0.6226818921677885 basis points, and the annualized Sharpe ratio was 0.1914226997179161. The mean turnover was 0.5554982759597222, and the break-even one-way cost was 1.1209429787914187 basis points. There were 260 high-volatility days, with a mean daily return of 6.6737332798211835 basis points, and the mean daily return on normal-volatility days was -0.9843389053703961 basis points. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation, omits LS financing, borrow, and terminal liquidation costs, and is not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

The stressregime5_15_test had a return of -7.285553826338653 percent, with a drawdown of 22.12081821678159 percent and a compound annual growth rate, or CAGR, of -1.3260567890593156 percent, from January 4, 2021, to September 10, 2026. The win rate was 43.90243902439025 percent, based on 41 samples. The average winning trade was 3.0731734554743024 percent, and the average losing trade was 2.6346836582518964 percent. The mean trade percentage was -0.12879516929893167 percent, with a 95 percent confidence interval, or CI95, of -1.202347268207001 to 0.9499598378533135 percent. The half Kelly, a measure of optimal bet size, was 0. Reasons for trades included time, with 19 occurrences, stop, with 17 occurrences, gap stop, with 3 occurrences, and target, with 2 occurrences. There were 3 partials and 3 same day trades. The vbt, or vectorized backtest, was reconciled, with 85 orders, over 16 trade months. The market had a beta, or volatility measure, of 0.21150043775354208, an alpha, or excess return, of -4.019717940559546 percent per year, and a correlation, or corr, of 0.3462150404455502. This is a daily proxy, with all 20 cells reconciled, based on training data from 2016 to 2020 and test data from 2021 to September 10, 2026, with no globally untouched claim found in the inspected history. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The stressregime5_15_train model was trained from 2016-01-04 05:00:00+00:00 to 2020-12-31 05:00:00+00:00. The return was -3.5512104631624575, with a drawdown of 31.12832801616634 and a compound annual growth rate, or CAGR, of -0.7211216796557229. The win rate was 48.837209302325576, based on 43 samples. The mean trade percentage was -0.0052382715649152995, with an average win percentage of 3.03150452279356 and an average loss percentage of 2.9039473025434606. The 95% confidence interval, or CI95, was between -0.7943843415420596 and 0.8182585213220581. The half Kelly, a measure of optimal bet size, was 0. There were 19 stops, 23 time-based exits, and 1 target-based exit. The model had 2 partials and 7 same-day trades. The vbt, or vector-based trading, orders were reconciled, with 88 orders placed over 18 trade months. The market had a beta, or volatility measure, of 0.30074884783154426, an alpha, or excess return, of -4.575633852454907, and a correlation, or corr, of 0.4014145703729052. This is a daily proxy report, with all 20 cells reconciled, covering training from 2016 to 2020 and testing from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A news scan found the headline 'REV9110400 frozen cell stressregime5_5_test'. The test results for the stressregime5_5_test model are as follows: the test period started on 2021-01-04 05:00:00+00:00 and ended on 2026-09-10 04:00:00+00:00. The return was -1.261381525933425, the drawdown was 19.26179018524704, and the Compound Annual Growth Rate, which is a measure of investment return, was -0.22376183456347398. The win rate, which is the percentage of winning trades, was 48.78048780487805. There were 41 samples, and the mean trade percentage, which is the average percentage change per trade, was 0.02547047064335189. The average win percentage was 2.949690005810315, and the average loss percentage was 2.759500515229946. The mean confidence interval, which is a measure of uncertainty, was between -1.034219621696518 and 1.1220167616599663. The half Kelly, which is a measure of optimal bet size, was 0.004317482615661311. The reasons for trade closures were time, which means a trade was closed after a certain time, with 19 occurrences, stop, which means a trade was closed when it reached a certain price, with 17 occurrences, gap stop, which means a trade was closed due to a large price gap, with 3 occurrences, and target, which means a trade was closed when it reached a certain profit, with 2 occurrences. There were 3 partial closures, which means a trade was partially closed, and 3 same-day closures, which means a trade was closed on the same day it was opened. The vbt, which stands for vectorized backtest, was reconciled, and there were 85 vbt orders. The trade months, which is the number of months the model was trading, was 16. The market beta, which is a measure of volatility, was 0.2111427235089168, the alpha annual percentage, which is a measure of excess return, was -2.9020391488859394, and the alpha t HAC5, which is a measure of statistical significance, was -0.7889268021568044. The correlation, which is a measure of relationship between two variables, was 0.3450909432183879. This is a daily proxy, and all 20 cells were reconciled. The model was trained on data from 2016 to 2020 and tested on data from 2021 to September 10, and the history was inspected, with no globally untouched claim found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The stressregime5_5_train model was trained from 2016-01-04 05:00:00+00:00 to 2020-12-31 05:00:00+00:00 with a slippage of 5 basis points. The model had a return of 3.141303177443411, a drawdown of 29.208956587023938, and a compound annual growth rate, or CAGR, which is a measure of an investment's annual growth rate, of 0.6210063886076256. The win rate was 48.837209302325576, with 43 samples, a mean trade percentage of 0.15273155105519037, an average win percentage of 3.2610566105679957, and an average loss percentage of 2.814306005752487. The mean confidence interval, or CI, which is a range of values within which a result is expected to lie, at 95% was between -0.6414368975212927 and 0.987275693369416. The half Kelly criterion, which is a formula used to determine the optimal bet size, was 0.02341749458752701. The reasons for trades were gap stop 2 times, time 23 times, stop 17 times, and target 1 time. There were 3 partials, 5 same day trades, and 89 vbt orders, which are orders executed through a specific trading system, over 18 trade months. The market had a beta, which is a measure of volatility, of 0.33097778080530876, an alpha, which is a measure of an investment's performance, of -3.7009603880671085 percent per year, and a correlation, or corr, which is a measure of how much two variables move together, of 0.4389026919695314. This is a daily proxy report, and all 20 cells were reconciled. The training period was from 2016 to 2020, and the test period was from 2021 to September 10. The history was inspected, and there were no globally untouched claims found. A news scan found the headline 'Daily proxy', which is a type of financial report. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The neighbor10_15_test model had a return of -14.35135055833916 percent from January 4, 2021, to September 10, 2026. The drawdown was 53.040254828000165 percent and the compound annual growth rate, or CAGR, was -2.6967938750516285 percent. The win rate was 44.18604651162791 percent. There were 258 samples, with a mean trade percentage of -0.027747137076297307 percent. The average win percentage was 2.2864677816784416 percent and the average loss percentage was 1.8598339477571322 percent. The mean confidence interval, or CI95, percentage was between -0.31033285590242954 and 0.26975274239519337 percent. The half Kelly, a measure of optimal bet size, was 0. The reasons for trades included gap target, stop, time, target, and gap stop. There were 35 partials and 23 same day trades. The vbt orders, or trades, were 551 and the trade months were 68. The market had a beta, or volatility measure, of 0.49006772582105573, an alpha, or excess return, of -8.656648149308538 percent per year, and a correlation, or corr, of 0.47171662385134105. This is a daily proxy report, with all 20 cells reconciled, based on training data from 2016 to 2020 and testing from 2021 to September 10, 2026. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The REV9110400 frozen cell neighbor10_15_train report shows the following results: the model used was neighbor10, the period was train, and the slippage in basis points was 15. The first trade was on 2016-01-04 05:00:00+00:00 and the last trade was on 2020-12-31 05:00:00+00:00. The return was -27.823110091738133, the drawdown was 51.516471177607514, and the compound annual growth rate, or CAGR, which is a measure of an investment's annual growth rate, was -6.317787585841284. The win rate, which is the percentage of winning trades, was 43.89140271493213. There were 221 samples, the mean trade percentage was -0.12208391241790083, the average win percentage was 1.847016078570865, and the average loss percentage was 1.6624282602075005. The mean confidence interval 95 percentage, which is a measure of the range of possible values, was between -0.3248899491009365 and 0.09155388045638681. The half Kelly, a formula used to determine the optimal bet size, was 0. The reasons for trades included time, which refers to a trade based on a specific time, 113 times, gap stop, which is a stop-loss order based on a price gap, 7 times, stop, which is a stop-loss order, 98 times, gap target, which is a take-profit order based on a price gap, 2 times, and target, which is a take-profit order, 1 time. There were 18 partials, which are partial trade executions, and 33 same-day trades. The vbt, or vector-based trading, reconciled and orders were 460. The trade months were 59, and the market had a beta, which measures volatility, of 0.45967623262438806, an alpha annual percentage, which measures excess return, of -12.160703786962777, and an alpha t HAC5, which is a measure of excess return with a specific statistical adjustment, of -2.080372716554282. The correlation, which measures the relationship between two variables, was 0.45896132281058627. This is a daily proxy report, and all 20 cells were reconciled. The training period was 2016-2020 and the test period was 2021-Sep10. The history was inspected and there were no globally untouched claims. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for the frozen cell neighbor10_5_test shows the following results: the model used was neighbor10, the period was test, and the slippage in basis points was 5. The first trade was on 2021-01-04 05:00:00+00:00 and the last trade was on 2026-09-10 04:00:00+00:00. The return was 48.30495919030964, the drawdown was 46.27596498361801, and the compound annual growth rate, or CAGR, which is a measure of an investment's annual growth rate, was 7.202260326614196. The win rate, which is the percentage of winning trades, was 48.44961240310077. There were 258 samples, the mean trade percentage was 0.18582287834812702, the average win percentage was 2.313173424406771, and the average loss percentage was 1.8135667326092457. The mean confidence interval 95 percentage, which is a measure of the range of values within which a result is likely to lie, was between -0.11811449501287959 and 0.5023963910054401. The half Kelly criterion, which is a formula used to determine the optimal bet size, was 0.040166222814828983. The reasons for the results include gap target, stop, time, gap stop, and target. There were 41 partials, 23 same day trades, and the vbt, or vector-based trading, was reconciled with 557 orders over 68 trade months. The market had a beta, which is a measure of volatility, of 0.49010809224665536, an alpha annual percentage, which is a measure of excess return, of 1.0473221624477715, and a correlation, which is a measure of the relationship between two variables, of 0.469273609004706. This is a daily proxy report, and all 20 cells have been reconciled. The training period was 2016-2020 and the test period was 2021-2026, and the history was inspected with no globally untouched claim found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for the frozen cell neighbor10_5_train shows the following results: the model used was neighbor10, the period was train, and the slippage in basis points was 5. The first trade was on 2016-01-04 05:00:00+00:00 and the last trade was on 2020-12-31 05:00:00+00:00. The return was 23.4844213638959, the drawdown was 32.10100999192349, and the compound annual growth rate, or CAGR, which is a measure of an investment's annual return, was 4.312652122160232. The win rate, which is the percentage of winning trades, was 49.7737556561086. There were 221 samples, the mean trade percentage was 0.12159184490584596, the average win percentage was 1.8961583958732682, and the average loss percentage was 1.636987620016824. The mean confidence interval 95 percentage, which is a measure of the range of possible values, was between -0.08560103192469003 and 0.33188233049926. The half Kelly, which is a formula used to determine the optimal bet size, was 0.03206268135891874. The reasons for trades included time, gap stop, stop, gap target, and target, with 123, 8, 87, 2, and 1 occurrences respectively. There were 23 partials and 24 same day trades. The vbt, or vectorized backtest, was reconciled and there were 465 vbt orders. The trade months were 59. The market had a beta, which is a measure of volatility, of 0.4941443867156505, an alpha annual percentage, which is a measure of excess return, of -1.9427376337290452, and a correlation, which is a measure of how much two variables move together, of 0.4907980284351738. This is a daily proxy report, and all 20 cells were reconciled. The training period was 2016-2020 and the test period was 2021-2021-09-10. The history was inspected and there were no globally untouched claims. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The neighbor3_15_test model had a return of -34.50132234748037 percent from January 4, 2021, to September 10, 2026. The model's drawdown was 44.78913223596377 percent and its compound annual growth rate, or CAGR, was -7.195198353857846 percent. The win rate was 42.5287356321839 percent, based on 261 samples. The average trade percentage was -0.12975630614881453 percent, with an average win of 2.2839040779989435 percent and an average loss of 1.9158649904181555 percent. The reasons for trades included 118 stops, 15 gap stops, 120 time stops, 7 targets, and 1 gap target. The model had 556 orders and traded for 68 months. The market had a beta of 0.4771055470893486, an alpha of -13.17171048137182 percent per year, and a correlation of 0.4560924381158696. A news scan found the headline 'Daily proxy. All 20 cells reconciled. Training 2016–2020/test 2021–Sep 10; inspected history, no globally untouched claim.' https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The neighbor3_15_train model, also known as a type of automated trading strategy, had a return of -5.0356698911354965 from January 4, 2016, to December 31, 2020. This model, which is a part of the neighbor3 model, experienced a drawdown of 38.241508926979485 and a compound annual growth rate, or CAGR, of -1.028868105718761. The win rate was 43.75 percent out of 224 samples. The average trade percentage was 0.00351529877604099, with an average win percentage of 1.995409086128383 and an average loss percentage of 1.5457354247202248. A news scan found the headline 'Daily proxy. All 20 cells reconciled. Training 2016–2020/test 2021–Sep 10; inspected history, no globally untouched claim.' https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for the frozen cell neighbor3_5_test shows the following results: the model used was neighbor3, the period was test, and the slippage in basis points was 5. The first trade was on 2021-01-04 05:00:00+00:00 and the last trade was on 2026-09-10 04:00:00+00:00. The return was 2.281326189643984, the drawdown was 29.391231411424634, and the Compound Annual Growth Rate, which is a measure of investment return, was 0.39885680643896304. The win rate, or percentage of winning trades, was 45.97701149425287. There were 261 trades in the sample, with a mean trade percentage of 0.04138504655656646. The average win percentage was 2.303508964395379 and the average loss percentage was 1.8838267984126356. The mean confidence interval at 95 percent, which is a measure of statistical accuracy, was between -0.2562198984201958 and 0.33990779442520025. The half Kelly criterion, which is a formula for bet sizing, was 0.008983044389286599. The reasons for trades were: stop losses, which is a strategy to limit losses, at 114, gap stop losses at 14, time-based trades at 125, target-based trades at 7, and gap target-based trades at 1. There were 36 partial trades and 32 same-day trades. The report also shows that the trades were reconciled, meaning they were verified for accuracy, and there were 558 orders. The trades spanned 68 months. The market analysis shows a beta, which is a measure of volatility, of 0.4810762109771532, an alpha, which is a measure of investment return, of -5.361733763793577 percent per year, and a correlation, which is a measure of relationship between variables, of 0.4588651848265258. This is a daily proxy report, and all 20 cells were reconciled. The training period was from 2016 to 2020 and the test period was from 2021 to September 10, 2026. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for the frozen cell neighbor3_5_train shows the following results: the model used was neighbor3, the period was train, and the slippage in basis points was 5. The first trade was on 2016-01-04 05:00:00+00:00 and the last trade was on 2020-12-31 05:00:00+00:00. The return was 53.19094900422727, the drawdown was 23.00661059110285, and the compound annual growth rate, or CAGR, which is a measure of investment return, was 8.912078617204822. The win rate, or percentage of winning trades, was 47.767857142857146. There were 224 samples, or trades, with a mean trade percentage of 0.2176281277769781. The average win percentage was 2.053633872720923 and the average loss percentage was 1.46145404922304. The mean confidence interval 95 percentage, which is a measure of statistical accuracy, was between -0.062302955218307435 and 0.5202556609315512. The half Kelly, a measure of optimal bet size, was 0.05298610688784461. The reasons for trades were: gap stop 14 times, time 117 times, stop 84 times, target 5 times, and gap target 4 times. There were 30 partials, 28 same day trades, and vbt reconciled was true, with 478 vbt orders. The trade months were 59, and the market had a beta, which measures volatility, of 0.4016246252040945, an alpha annual percentage, which measures excess return, of 3.4911761643260117, and a correlation, which measures relationship between variables, of 0.45041213245668027. This is a daily proxy, all 20 cells were reconciled, and the training period was 2016-2020, with testing from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The time5_15_test model had a return of -25.75520677946721 percent from 2021-01-04 05:00:00+00:00 to 2026-09-10 04:00:00+00:00, with a drawdown of 48.522722725307744 percent and a compound annual growth rate, or CAGR, which is a measure of investment return over time, of -5.11963356527001 percent. The win rate was 52.54901960784314 percent out of 255 samples. The average trade percentage was -0.07160477672451342 percent, with an average win of 2.059926961130461 percent and an average loss of 2.4321440566630796 percent. The mean confidence interval, or CI95, which is a statistical measure of uncertainty, was between -0.42498062146571663 and 0.2751204592455909 percent. The half Kelly criterion, a formula used to determine the optimal bet size, was 0. The reasons for the results were based on time, with 255 reasons. There were 0 partials and 0 same day trades. The vbt, or vector-based trading, was reconciled, with 510 vbt orders and 68 trade months. The market had a beta, which measures volatility, of 0.7739429677605836, an alpha, which measures investment return, of -14.70754441601599 percent per year, and a correlation, which measures the relationship between two variables, of 0.6059863568739847. This is a daily proxy report, with all 20 cells reconciled, based on training data from 2016 to 2020 and testing from 2021 to September 10, 2026, with no globally untouched claim found in the inspected history. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The automated trading fund manager reported on the time5_15_train model, which is a type of investment strategy that uses a specific time period, in this case, a 5-minute interval, and a 15 basis point slippage, which is a measure of the difference between the expected price of a trade and the actual price. The model was trained on data from January 4, 2016, to December 31, 2020. The results showed a return of -35.39%, a drawdown of 55.13%, and a compound annual growth rate, or CAGR, of -8.37%. The win rate was 49.55%, with 220 samples, or data points. The average trade percentage was -0.16%, with an average win percentage of 1.73% and an average loss percentage of 2.02%. The mean confidence interval, or CI95, percentage was between -0.46% and 0.14%. The half Kelly criterion, a measure of the optimal bet size, was 0. The reasons for the results were based on 220 time periods. There were 0 partials, which are incomplete trades, and 0 same-day trades. The results were reconciled with the vbt, or vector-based trading, system, which is a method of tracking trades, and showed 440 vbt orders. The trade months, or the number of months the model was trading, was 59. The market analysis showed a beta, or measure of volatility, of 0.74, an alpha, or measure of excess return, of -18.24% per year, and a correlation, or measure of how closely the model follows the market, of 0.63. This is a daily proxy report, and all 20 cells, or data points, were reconciled. The training period was from 2016 to 2020, and the test period was from 2021 to September 10. The history was inspected, and there were no globally untouched claims, which means that all data points were used in the analysis. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The time5_5_test model had a return of 23.63926873150728 percent from 2021-01-04 05:00:00+00:00 to 2026-09-10 04:00:00+00:00. The drawdown was 29.757337397159766 percent and the compound annual growth rate, or CAGR, was 3.815667103450271 percent. The win rate was 56.86274509803921 percent. There were 255 samples, with a mean trade percentage of 0.12845222076228352 percent. The average win percentage was 2.099091141185955 percent and the average loss percentage was 2.469208174341647 percent. The mean confidence interval, or CI95, percentage was between -0.2173690604475051 percent and 0.48858693110590634 percent. The half Kelly criterion, a measure of bet size, was 0.030597104204277137. The reasons for the results were related to time, with 255 reasons. There were 510 orders and the trade months were 68. The market had a beta, a measure of volatility, of 0.7743369469189808, an alpha, a measure of return, of -5.720513836068003 percent per year, and a correlation, or corr, of 0.6070915449237996. This is a daily proxy report, with all 20 cells reconciled, based on training data from 2016 to 2020 and testing data from 2021 to September 10, 2026. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The automated trading fund manager's report for REV9110400 frozen cell time5_5_train shows the following results: the model used was time5, the period was train, and the slippage in basis points was 5. The first trade was on 2016-01-04 05:00:00+00:00 and the last trade was on 2020-12-31 05:00:00+00:00. The return was 0.32259036108561734, the drawdown was 36.756969045779655, and the Compound Annual Growth Rate, or CAGR, which is a measure of investment return, was 0.06448617734937656. The win rate, or percentage of winning trades, was 54.54545454545454. There were 220 samples, or trades, with a mean trade percentage of 0.038392820430310864. The average win percentage was 1.7666844670028734 and the average loss percentage was 2.035557155456764. The mean Confidence Interval 95 percentage, which is a measure of statistical accuracy, was between -0.26470964170669264 and 0.3262461573418879. The half Kelly criterion, a betting strategy, was 0.01086578309465841. The reasons for the results were based on time, with 220 reasons. There were 0 partials and 0 same day trades. The vbt orders, or trades based on a specific strategy, were 440 and the trade months were 59. The market had a beta, which measures volatility, of 0.7427941589350198, an alpha annual percentage, which measures investment return, of -9.429861337697398, and an alpha t HAC5, a statistical measure, of -1.4958405207662782. The correlation, or relationship, between the trades was 0.6351005466617948. This is a daily proxy report, with all 20 cells reconciled, meaning the data has been checked for accuracy. The training period was from 2016 to 2020 and the test period was from 2021 to September 10. The history was inspected and there were no globally untouched claims, meaning all data was accounted for. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The primary5_15_test model had a return of -14.051637727132416 percent from 2021-01-04 05:00:00+00:00 to 2026-09-10 04:00:00+00:00. This model, which is a type of automated trading system, had a drawdown of 39.20026527589924 percent and a compound annual growth rate, or CAGR, of -2.636792748548722 percent. The win rate was 44.31372549019608 percent, with a sample size of 255 trades. The average trade resulted in a loss of 0.027524328075738277 percent, with average wins of 2.3031048344983 percent and average losses of 1.8821799292790222 percent. The reasons for trades included gap target, stop, time, gap stop, and target, with 1, 106, 123, 17, and 8 occurrences respectively. There were 35 partial trades and 30 same-day trades. The model was reconciled with vbt, or vector backtest, orders, which is a method of testing trading strategies, and had 545 vbt orders over 68 trade months. The market had a beta, which measures volatility, of 0.45377235004133804, an alpha, which measures performance, of -8.007891626172409 percent per year, and a correlation, which measures how closely the model follows the market, of 0.43142037593091437. This is a daily proxy report, meaning it is a substitute for daily data, and all 20 cells were reconciled. The model was trained on data from 2016 to 2020 and tested on data from 2021 to September 10, 2026, and the history was inspected, with no globally untouched claim found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The primary5_15_train model had a return of -40.6359105787121 percent from January 4, 2016, to December 31, 2020. The biggest loss, or drawdown, was 52.985613481997795 percent. The compound annual growth rate, which is a measure of how much an investment grows each year, was -9.911618421892365 percent. The model was correct, or had a win rate, 40.45454545454545 percent of the time. There were 220 samples, or trades, with an average gain or loss of -0.20994121671280933 percent per trade. The average gain was 1.9087882677582033 percent and the average loss was 1.6493833855518942 percent. The reasons for trades stopping were: stop losses, which happened 102 times, time limits, which happened 101 times, gap stops, which happened 11 times, and targets, which happened 6 times. There were 22 partial trades and 32 same-day trades. The model was reconciled with 462 orders over 59 months. The market had a beta, which is a measure of volatility, of 0.43599035648745643, an alpha, which is a measure of performance, of -15.841534710085352 percent per year, and a correlation, which is a measure of how much the model follows the market, of 0.45587077714008295. This is a daily proxy report, and all 20 cells were reconciled. The model was trained from 2016 to 2020 and tested from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for REV9110400 frozen cell primary5_5_test shows the following results: the model used was primary5, the period was test, and the slippage basis points were 5. The first trade was on 2021-01-04 05:00:00+00:00 and the last trade was on 2026-09-10 04:00:00+00:00. The return was 34.955623206025166, the drawdown was 25.949258144945087, and the compound annual growth rate, or CAGR, which is a measure of investment return, was 5.432591073583426. The win rate, or percentage of winning trades, was 46.666666666666664. There were 255 samples, or trades, with a mean trade percentage of 0.14989690199317193. The average win percentage was 2.381974369255385 and the average loss percentage was 1.803170881861264. The mean confidence interval 95 percentage, which is a measure of statistical accuracy, was between -0.14919233063956544 and 0.4504968275114483. The half Kelly, a betting strategy, was 0.03146484360367624. The reasons for trades included gap target, which is a price gap, stop, time, gap stop, and target. There were 36 partials, 27 same day trades, and 546 vbt orders, or trades. The market had a beta, which measures volatility, of 0.4537984863487275, an alpha annual percentage, which measures investment return, of -0.05169088881697973, and a correlation, which measures relationship between variables, of 0.4321791844578191. This is a daily proxy report, all 20 cells were reconciled, and the training period was 2016-2020, with testing from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json