Notes

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[10,"GLD","2018-01-05","2018-01-12","2018-01-09",0.0074351932,0.0082830049,-0.0065114803,-0.0019175277],[10,"IAU","2018-01-22","2018-01-24","2018-01-24",0.0136150941,0.0136433831,0.0058180549,-0.0013052611],[10,"GLD","2018-02-06","2018-02-07","2018-02-06",-0.0095660321,-0.0105557274,-0.0082648049,-0.0007403307],[10,"GLD","2018-04-09","2018-04-10","2018-04-10",0.0033030242,0.0026992392,0.0033030242,-0.0009413642],[10,"IAU","2018-07-12","2018-07-17","2018-07-16",-0.0120648949,-0.0120337289,-0.0067992509,-0.0014145633],[10,"GLD","2018-08-14","2018-08-20","2018-08-15",-0.0088721866,-0.0090364264,-0.0107242674,-0.0013596982],[10,"GLD","2018-09-05","2018-09-10","2018-09-07",-0.0021683911,-0.0011992804,0.0014424273,-0.0018903256],[10,"GLD","2018-09-12","2018-09-13","2018-09-12",0.0129280283,0.0127455813,0.0067564914,-0.0011581947],[10,"GLD","2018-09-17","2018-09-18","2018-09-18",0.000471249,0.0005377644,0.000471249,-0.001275417],[10,"GLD","2018-10-10","2018-10-12","2018-10-11",0.0264193756,0.0268618461,0.0085454207,-0.0015204167],[10,"GLD","2018-10-17","2018-10-18","2018-10-18",-0.0017163918,-0.0020500476,-0.0017163918,-0.0010736568],[10,"GLD","2018-12-27","2018-12-28","2018-12-28",0.0007060374,0.0004340814,0.0007060374,-0.0011060175],[10,"GLD","2019-04-18","2019-04-24","2019-04-23",-0.002694491,-0.0028366586,-0.0065473582,-0.0013744653],[10,"IAU","2019-05-20","2019-05-23","2019-05-21",0.0012527672,0.0013700352,-0.0066142188,-0.0013835003],[10,"GLD","2019-07-22","2019-07-23","2019-07-23",-0.001941552,-0.0019310025,-0.001941552,-0.0012459342]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[9,"VIS","2018-10-02","2018-10-16","2018-10-04",-0.0644554072,-0.060966412,0.0026302696,-0.0034849835],[9,"VIS","2018-12-18","2018-12-27","2018-12-19",-0.0599205255,-0.0615363887,-0.0216078356,-0.0007252009],[9,"VIS","2019-03-25","2019-04-08","2019-03-28",0.0508478102,0.0460111616,0.0134313517,0.0006160727],[9,"XLI","2019-04-26","2019-05-10","2019-04-30",-0.0207350119,-0.0177222914,0.0093704251,-0.0032726809],[9,"XLI","2019-07-01","2019-07-12","2019-07-01",-0.010074964,-0.0161223451,-0.0109625324,0.0013824147],[9,"XLI","2019-07-25","2019-08-08","2019-07-30",-0.0482550259,-0.0488526914,-0.0133884193,-0.001447704],[9,"XLI","2019-12-04","2019-12-18","2019-12-05",0.01528578,0.0193631991,0.002520248,-0.0038276276],[9,"XLI","2019-12-19","2019-12-24","2019-12-23",0.0141205882,0.0121237623,0.0086406576,-0.0004144708],[10,"GLD","2017-01-17","2017-01-19","2017-01-18",-0.0147303627,-0.0139934826,-0.0092145937,-0.0016431672],[10,"GLD","2017-03-17","2017-03-20","2017-03-20",0.0011048566,0.001333604,0.0011048566,-0.0014392515],[10,"GLD","2017-08-08","2017-08-09","2017-08-08",0.007122672,0.0070280732,-0.0064623327,-0.0011987104],[10,"GLD","2017-10-02","2017-10-03","2017-10-03",-0.004908617,-0.0044580103,-0.004908617,-0.0014645769],[10,"GLD","2017-10-16","2017-10-19","2017-10-16",-0.0142670979,-0.0147504474,-0.0077115708,-0.0010733275],[10,"GLD","2017-10-26","2017-10-30","2017-10-26",-0.00309532,-0.0028286453,-0.0070214411,-0.0014968221],[10,"GLD","2017-11-24","2017-11-30","2017-11-29",-0.0087090602,-0.009260626,0.0017812859,-0.0011657844]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[8,"VHT","2019-09-10","2019-09-24","2019-09-11",0.0255178821,0.0239679435,0.0139442837,-0.0010150266],[8,"VHT","2019-09-27","2019-10-11","2019-09-27",-0.0034299178,-0.000451675,-0.0113618021,-0.0032658065],[9,"VIS","2017-02-14","2017-03-01","2017-02-21",0.014880598,0.0162227066,0.009029694,-0.0024983611],[9,"VIS","2017-03-08","2017-03-22","2017-03-09",-0.0194493348,-0.0191269279,-0.0085268148,-0.0019258732],[9,"VIS","2017-05-12","2017-05-26","2017-05-17",0.0060719961,0.0098594974,-0.0097430303,-0.0036768727],[9,"VIS","2017-05-30","2017-06-13","2017-06-01",0.0183903577,0.0142577295,0.0074614611,0.0002829262],[9,"VIS","2017-08-11","2017-08-25","2017-08-14",-0.0086116963,-0.0065074961,0.0063973296,-0.0028248851],[9,"XLI","2017-09-28","2017-10-12","2017-10-02",0.0125366824,0.0106488895,0.005862885,-0.0008379971],[9,"VIS","2017-12-11","2017-12-26","2017-12-15",0.0162258836,0.0142740073,0.0013822254,-0.0008492097],[9,"VIS","2018-01-08","2018-01-23","2018-01-09",0.0217447844,0.0242667326,0.0060190228,-0.0030934671],[9,"VIS","2018-01-29","2018-02-12","2018-01-30",-0.0803693112,-0.0769201188,-0.0124343841,-0.0034554864],[9,"VIS","2018-02-27","2018-03-13","2018-02-28",-0.0085128358,-0.0149254891,-0.0202491677,0.0014411537],[9,"XLI","2018-06-06","2018-06-20","2018-06-08",-0.022925551,-0.0160701551,0.0109647724,-0.0051961639],[9,"XLI","2018-06-21","2018-07-06","2018-06-21",-0.0169862714,-0.0186047629,-0.0112263643,-0.0009962512],[9,"VIS","2018-09-14","2018-09-28","2018-09-18",-0.0049640777,-0.001779304,0.007972707,-0.0033683364]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[8,"XLV","2018-02-08","2018-02-23","2018-02-08",0.0066425435,0.006815386,-0.0155965938,-0.0019077261],[8,"XLV","2018-03-05","2018-03-19","2018-03-09",0.0260911138,0.0292519611,0.0265586522,-0.0033750071],[8,"XLV","2018-03-22","2018-04-04","2018-03-22",-0.0393002927,-0.0433604383,-0.0151026861,0.0003223714],[8,"XLV","2018-05-08","2018-05-22","2018-05-10",0.0331340492,0.0390791296,0.0138304552,-0.0047738624],[8,"XLV","2018-05-25","2018-06-11","2018-05-29",0.0223149313,0.0255012621,-0.0127696557,-0.0035087911],[8,"XLV","2018-06-21","2018-07-06","2018-06-25",0.001630947,-0.0025815122,-0.0098584284,0.0002918854],[8,"VHT","2018-09-24","2018-10-08","2018-09-26",-0.0073616117,-0.0016835474,0.0065625846,-0.0046157873],[8,"VHT","2018-10-09","2018-10-23","2018-10-10",-0.0490452615,-0.0479175743,-0.009255046,-0.0023114598],[8,"VHT","2018-10-25","2018-11-08","2018-10-26",0.0676622634,0.0642722832,0.0073638753,-0.0001186654],[8,"VHT","2018-11-13","2018-11-28","2018-11-14",-0.001917889,-0.0041748535,-0.0201117539,-0.0006854915],[8,"VHT","2018-12-03","2018-12-18","2018-12-04",-0.0864130526,-0.0832223669,-0.0162198537,-0.0033634656],[8,"VHT","2018-12-24","2019-01-08","2018-12-27",0.0719142898,0.0578383591,0.0286299127,0.005190285],[8,"VHT","2019-05-21","2019-06-05","2019-05-28",0.0078770859,0.0065630899,-0.0079398171,-0.0011637091],[8,"VHT","2019-06-07","2019-06-19","2019-06-11",0.0266347472,0.0219616789,0.0135155764,0.0006308722],[8,"XLV","2019-07-31","2019-08-14","2019-07-31",-0.0141850373,-0.019745159,-0.0099279142,0.0010175274]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[7,"VDE","2019-05-23","2019-06-07","2019-05-23",-0.0297944825,-0.0215558746,-0.0155515717,-0.0059259855],[7,"VDE","2019-06-10","2019-06-24","2019-06-12",0.0392580655,0.0396321956,-0.0162868321,-0.0019870481],[7,"VDE","2019-08-02","2019-08-16","2019-08-02",-0.0863708208,-0.0813169852,-0.0144963062,-0.0042556482],[7,"VDE","2019-11-14","2019-11-29","2019-11-19",-0.0165426016,-0.0139112895,-0.0179449482,-0.0031252475],[7,"XLE","2019-12-20","2019-12-31","2019-12-24",0.0018847977,0.0005468747,0.0135326998,-0.0009837408],[8,"XLV","2017-02-10","2017-02-24","2017-02-14",0.0332027686,0.0301159682,0.0096532617,-0.0002498279],[8,"XLV","2017-04-03","2017-04-05","2017-04-05",-0.0007290352,-0.0018638184,-0.0007290352,-0.0007140605],[8,"XLV","2017-04-26","2017-05-09","2017-05-01",0.0059572357,0.0053158924,0.0068226296,-0.0014172963],[8,"XLV","2017-06-09","2017-06-13","2017-06-12",0.0037947232,0.0020783593,0.0018614385,-0.0005076556],[8,"XLV","2017-06-22","2017-06-28","2017-06-22",-0.001053831,-0.005414923,0.0073004163,0.0007378115],[8,"XLV","2017-07-06","2017-07-19","2017-07-06",0.0080096243,0.0061244359,-0.0092461089,-0.0007954863],[8,"XLV","2017-07-25","2017-07-28","2017-07-25",-0.0203904614,-0.0235492209,-0.0082026293,0.0002704658],[8,"VHT","2017-08-11","2017-08-25","2017-08-14",0.0132224122,0.0075452281,0.0079226372,0.0010596999],[8,"XLV","2017-09-29","2017-10-13","2017-10-02",0.0123384666,0.0108019298,0.0088204337,-0.0010138225],[8,"XLV","2018-01-24","2018-02-07","2018-01-26",-0.0607905036,-0.0597879591,0.0081037516,-0.0022417201]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[7,"XLE","2017-11-24","2017-11-30","2017-11-27",0.0030527448,0.0024711618,-0.0115529617,-0.0011578142],[7,"VDE","2018-01-31","2018-02-07","2018-02-02",-0.0634915061,-0.0651072191,-0.0144015133,-0.0006409392],[7,"VDE","2018-02-09","2018-02-16","2018-02-09",0.0100215407,0.0051706222,-0.0236925974,0.0009354169],[7,"XLE","2018-04-19","2018-05-03","2018-04-25",-0.005070601,-0.0046645618,-0.0019735445,-0.0019764022],[7,"XLE","2018-05-07","2018-05-21","2018-05-08",0.0539280878,0.0577009731,0.0031553989,-0.0036982997],[7,"XLE","2018-05-22","2018-06-06","2018-05-22",-0.0402121114,-0.043548629,-0.0149982632,-0.0001217384],[7,"XLE","2018-06-28","2018-07-13","2018-07-02",0.0021674636,0.0005934389,-0.0161251788,-0.0010300307],[7,"XLE","2018-10-02","2018-10-08","2018-10-08",-0.0063119714,-0.0059507109,-0.0063119714,-0.0016244597],[7,"XLE","2018-10-17","2018-10-19","2018-10-18",-0.0154788888,-0.0174045948,-0.0158648242,-0.0003090262],[7,"VDE","2018-10-30","2018-11-13","2018-10-31",0.0199189004,0.025107647,0.0276894986,-0.0043870756],[7,"VDE","2018-11-14","2018-11-29","2018-11-14",-0.0167277163,-0.0117574275,-0.0262278962,-0.0042967315],[7,"VDE","2018-11-30","2018-12-17","2018-12-04",-0.0668530466,-0.0577351702,0.0098807231,-0.0064263417],[7,"VDE","2018-12-18","2019-01-03","2018-12-18",-0.0321987827,-0.0284560993,-0.0252117221,-0.0037136251],[7,"XLE","2019-04-24","2019-04-26","2019-04-24",-0.0298170572,-0.0329722426,-0.0135129858,0.0003154342],[7,"VDE","2019-05-14","2019-05-17","2019-05-15",0.013285025,0.009718961,0.0060351679,0.0004542554]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[6,"XLK","2018-09-05","2018-09-19","2018-09-05",-0.0112159065,-0.0121381257,-0.0093127475,-0.001307385],[6,"XLK","2019-01-04","2019-01-18","2019-01-08",0.0828652595,0.0864977334,0.0390519612,-0.0036453506],[6,"XLK","2019-01-23","2019-02-06","2019-01-28",0.0587221417,0.0644153654,0.0096511318,-0.0046630785],[6,"XLK","2019-02-07","2019-02-22","2019-02-08",0.0305735929,0.0332421238,-0.0147263452,-0.0031721941],[6,"VGT","2019-06-06","2019-06-20","2019-06-07",0.0646835578,0.063702664,0.0184388733,-0.0013235892],[6,"VGT","2019-06-25","2019-07-10","2019-06-25",0.0223535743,0.0196316122,-0.0134347888,-0.0004671542],[6,"VGT","2019-07-26","2019-07-29","2019-07-29",0.0018308318,0.0011169285,0.0018308318,-0.0009675132],[6,"VGT","2019-08-19","2019-09-03","2019-08-23",-0.0098742175,-0.0092046294,-0.017760524,-0.0021466243],[6,"VGT","2019-09-04","2019-09-18","2019-09-05",0.0209435701,0.0209784777,0.0186452608,-0.0018061294],[7,"VDE","2017-02-23","2017-03-09","2017-02-24",-0.0419177749,-0.0402309827,-0.0145208501,-0.0025957975],[7,"VDE","2017-03-10","2017-03-24","2017-03-10",-0.0191123971,-0.0184272272,-0.0139912682,-0.0021077838],[7,"VDE","2017-06-01","2017-06-15","2017-06-07",-0.0024396414,0.0046521885,-0.0145021524,-0.0053269002],[7,"VDE","2017-06-16","2017-06-30","2017-06-20",-0.0055425666,-0.0092289423,-0.0161913738,0.0000737749],[7,"VDE","2017-10-24","2017-10-30","2017-10-25",-0.0016463044,-0.0046154436,-0.010154662,0.0000409372],[7,"XLE","2017-11-07","2017-11-21","2017-11-08",-0.0414304643,-0.0436018667,-0.0111749719,-0.0006635177]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[5,"VFH","2019-11-19","2019-12-04","2019-11-20",-0.0072667614,-0.011433671,-0.0083869117,0.0002744147],[6,"XLK","2017-02-16","2017-03-03","2017-02-21",0.0127729213,0.0086185511,0.006342533,0.0002560954],[6,"XLK","2017-04-26","2017-05-10","2017-05-01",0.0214823256,0.0263711285,0.0074582076,-0.0042377728],[6,"XLK","2017-05-11","2017-05-25","2017-05-15",0.0146484105,0.0164840047,0.0056845604,-0.002704313],[6,"XLK","2017-07-20","2017-07-28","2017-07-26",-0.007643156,-0.0145320816,0.0010750287,0.0019257718],[6,"VGT","2017-08-07","2017-08-21","2017-08-09",-0.0117129722,-0.0114142877,0.001195505,-0.0019186379],[6,"XLK","2017-10-26","2017-11-09","2017-10-27",0.0401648337,0.0423451652,0.0075460205,-0.0028923204],[6,"XLK","2017-11-22","2017-11-30","2017-11-29",-0.0120300574,-0.018162957,0.0025407223,0.0015497131],[6,"XLK","2018-03-05","2018-03-19","2018-03-09",0.0254997405,0.0295856733,0.02871649,-0.0038380279],[6,"XLK","2018-03-21","2018-04-05","2018-03-22",-0.0313601413,-0.036699402,-0.0170734177,0.0008761196],[6,"XLK","2018-06-06","2018-06-08","2018-06-07",-0.0116971858,-0.0143294802,-0.0103624521,0.0000426327],[6,"XLK","2018-06-14","2018-06-25","2018-06-18",-0.0227949716,-0.0274121499,-0.0104074432,0.0006736662],[6,"VGT","2018-07-25","2018-07-27","2018-07-27",0.0099880037,-0.003253822,0.0100327528,0.0053439281],[6,"XLK","2018-08-03","2018-08-17","2018-08-09",0.0035526707,0.0050515958,0.0132607583,-0.0025290098],[6,"XLK","2018-08-20","2018-09-04","2018-08-24",0.0249304269,0.0410035669,0.010970117,-0.0098831828]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[5,"XLF","2018-05-04","2018-05-18","2018-05-07",0.0515757795,0.0509703002,0.0191638238,-0.0015037605],[5,"XLF","2018-05-25","2018-06-11","2018-05-29",0.0118157773,0.0121654312,-0.0137944975,-0.0020815904],[5,"XLF","2018-06-20","2018-07-05","2018-06-21",-0.0353643388,-0.033090336,-0.0146965874,-0.0029349644],[5,"VFH","2018-08-08","2018-08-22","2018-08-10",-0.0000369188,-0.0052977651,-0.0124907931,0.0008591211],[5,"VFH","2018-09-20","2018-10-04","2018-09-24",-0.0296896616,-0.031721538,-0.0092306206,-0.0007404593],[5,"VFH","2018-10-05","2018-10-19","2018-10-05",-0.0612309995,-0.0602659348,-0.0110484956,-0.0022226818],[5,"VFH","2018-10-22","2018-11-05","2018-10-22",-0.0086450791,-0.009002411,-0.0175800376,-0.0015918818],[5,"VFH","2018-12-28","2019-01-04","2019-01-04",0.0113379672,0.0060770726,0.0113379672,0.0011399834],[5,"XLF","2019-01-11","2019-01-22","2019-01-16",0.0588611796,0.0569085635,0.0283875899,-0.0007100675],[5,"XLF","2019-02-08","2019-02-25","2019-02-12",0.0346643002,0.0363305343,0.0155557362,-0.002754792],[5,"VFH","2019-06-11","2019-06-13","2019-06-12",-0.0127421847,-0.0141004563,-0.0124281498,-0.0005948984],[5,"VFH","2019-06-25","2019-07-10","2019-06-28",0.0349804538,0.0349221922,0.0131933094,-0.001808989],[5,"VFH","2019-07-17","2019-07-22","2019-07-22",-0.0025281355,-0.0052660585,-0.0025281355,-0.0000332535],[5,"VFH","2019-10-10","2019-10-24","2019-10-11",0.0529330206,0.052710884,0.0143829671,-0.0016965925],[5,"VFH","2019-11-01","2019-11-15","2019-11-04",0.0274889945,0.0281772114,0.0129966076,-0.0021373045]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"EEM","2019-05-23","2019-06-07","2019-05-29",0.0286819023,0.0265885483,0.0043849505,-0.000785826],[4,"EEM","2019-07-09","2019-07-23","2019-07-10",0.0129112007,0.0086898357,0.0095288354,0.000330666],[4,"EEM","2019-08-06","2019-08-20","2019-08-07",0.0014539683,0.001270706,-0.0141707183,-0.0016851401],[4,"VWO","2019-10-28","2019-11-11","2019-10-30",0.0028362781,0.0042601387,-0.0080164916,-0.0024909795],[4,"EEM","2019-12-04","2019-12-13","2019-12-06",0.0438511371,0.0365184753,0.0079275496,0.0020760101],[5,"VFH","2017-03-02","2017-03-16","2017-03-02",-0.0211259525,-0.018622961,-0.0103655496,-0.0030171224],[5,"VFH","2017-07-05","2017-07-19","2017-07-11",-0.0112689852,-0.0115593067,-0.0120859612,-0.0016238711],[5,"VFH","2017-08-03","2017-08-17","2017-08-08",-0.0138926886,-0.0124270168,0.0086049566,-0.0025018734],[5,"VFH","2017-08-18","2017-09-01","2017-08-21",0.0068145806,0.008938378,0.0032718677,-0.0028439682],[5,"VFH","2017-10-25","2017-10-30","2017-10-25",-0.0083081823,-0.010390698,-0.0093212008,-0.0003580753],[5,"XLF","2017-11-24","2017-12-01","2017-11-28",0.0457452476,0.0436662473,0.0097544428,-0.000474499],[5,"VFH","2017-12-06","2017-12-20","2017-12-12",0.0165533467,0.0183102029,0.0125353067,-0.0026660174],[5,"VFH","2018-01-04","2018-01-19","2018-01-09",0.039703179,0.0411263006,0.0107553544,-0.002553852],[5,"VFH","2018-01-25","2018-02-06","2018-01-25",-0.0918689692,-0.0972303344,-0.0098678763,0.0010468283],[5,"XLF","2018-03-20","2018-04-04","2018-03-22",-0.0681647898,-0.0645314264,-0.0182247538,-0.0035961652]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"VWO","2017-03-22","2017-04-05","2017-03-27",0.0086153353,0.0068982621,0.0024321274,-0.0009211551],[4,"VWO","2017-04-25","2017-05-09","2017-04-27",-0.0044316452,0.0073767454,-0.0074215826,-0.0076882324],[4,"VWO","2017-05-10","2017-05-24","2017-05-15",0.0013724627,0.0093461269,0.0064154902,-0.0057709017],[4,"VWO","2017-05-25","2017-06-09","2017-05-31",0.0045318044,0.0073703116,-0.0074079555,-0.0032416915],[4,"EEM","2017-09-06","2017-09-19","2017-09-11",0.0217742302,0.0116432771,0.0081849884,0.0033265547],[4,"VWO","2017-11-01","2017-11-15","2017-11-02",-0.0223167813,-0.023476389,-0.0069352502,-0.0011818084],[4,"VWO","2017-11-17","2017-12-04","2017-11-21",-0.00635512,-0.0090576653,0.0076802213,-0.000541826],[4,"EEM","2018-01-23","2018-02-06","2018-01-24",-0.0684513869,-0.0687584374,0.0082469077,-0.0015811409],[4,"VWO","2018-03-22","2018-03-26","2018-03-23",-0.0039104658,-0.0066830877,-0.0139689638,0.0000260535],[4,"EEM","2018-07-24","2018-08-07","2018-07-25",-0.0014690807,-0.0017813321,0.0112283961,-0.0016187734],[4,"VWO","2018-09-05","2018-09-19","2018-09-10",0.0078185343,0.0105378447,-0.0111033286,-0.0031428643],[4,"VWO","2018-09-21","2018-10-05","2018-09-24",-0.0466682054,-0.049290715,-0.0118844778,-0.0004344114],[4,"EEM","2018-11-15","2018-11-30","2018-11-20",0.0190930557,0.0194211216,0.0026577556,-0.0019929568],[4,"VWO","2019-01-30","2019-02-13","2019-01-31",0.0085480887,0.0060912358,0.0119558602,-0.0005505585],[4,"EEM","2019-03-05","2019-03-19","2019-03-07",0.0189534152,0.0221041032,-0.0105992706,-0.0033656306]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[3,"VEA","2018-07-06","2018-07-20","2018-07-09",0.0061839302,0.0055786321,0.0094546924,-0.0014765835],[3,"VEA","2018-07-24","2018-08-07","2018-07-30",-0.0020693158,-0.0030454924,0.0037236703,-0.0012858522],[3,"VEA","2018-10-29","2018-11-12","2018-10-29",0.0135692291,0.0128827077,-0.0137846189,-0.0014403351],[3,"VEA","2018-11-13","2018-11-28","2018-11-19",-0.0031114706,-0.0005912442,-0.0037488674,-0.003077673],[3,"VEA","2018-12-20","2019-01-07","2018-12-21",0.0193079037,0.0173206818,-0.0130833616,-0.0009566442],[3,"EFA","2019-01-28","2019-02-11","2019-01-30",0.0034765626,0.0045391215,0.0095881943,-0.0023103879],[3,"VEA","2019-05-03","2019-05-17","2019-05-06",-0.030890146,-0.0281226551,-0.006966731,-0.0031437448],[3,"VEA","2019-05-21","2019-06-05","2019-05-23",-0.0015048175,-0.0021659864,-0.014642912,-0.0014850748],[3,"VEA","2019-07-30","2019-08-09","2019-07-31",-0.0286946922,-0.027672605,-0.0056224553,-0.0021064061],[3,"VEA","2019-08-16","2019-08-22","2019-08-19",0.0151179164,0.0154672394,0.011815253,-0.0016313535],[3,"VEA","2019-09-05","2019-09-06","2019-09-06",0.0006085037,0.0001342319,0.0006085037,-0.0010046188],[3,"EFA","2019-09-24","2019-09-30","2019-09-24",-0.0101873633,-0.0118248199,-0.0064985043,-0.0006209728],[3,"EFA","2019-10-04","2019-10-17","2019-10-07",0.0419421314,0.0410635202,0.0066369526,-0.0013200655],[3,"EFA","2019-12-13","2019-12-30","2019-12-16",0.0129155505,0.0152155504,0.0048767132,-0.0030591809],[4,"VWO","2017-01-13","2017-01-30","2017-01-19",0.0156759166,0.0159460703,-0.0082657691,-0.0020440876]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[2,"IJR","2019-06-18","2019-06-28","2019-06-20",0.0116170602,0.0032079251,0.0136196134,0.0025934841],[2,"IWM","2019-08-06","2019-08-20","2019-08-07",0.0056789077,0.0091158643,-0.0156727443,-0.0035010484],[2,"IWM","2019-09-10","2019-09-24","2019-09-11",0.0252342806,0.0230114657,0.0167178972,-0.000677812],[2,"IWM","2019-09-30","2019-10-14","2019-10-01",-0.01081072,-0.0160026543,-0.015849553,0.0008310751],[2,"IJR","2019-11-20","2019-12-05","2019-11-21",0.011482153,0.0174999787,-0.0105449454,-0.0048383898],[3,"EFA","2017-02-06","2017-02-21","2017-02-09",0.0141874688,0.0145491542,0.0047519351,-0.00200685],[3,"EFA","2017-02-22","2017-03-01","2017-02-23",0.004735495,-0.0001656818,0.0045843781,0.0009637668],[3,"VEA","2017-04-27","2017-05-11","2017-05-02",0.0112693226,0.0120903758,0.0046658848,-0.0021940988],[3,"VEA","2017-05-18","2017-06-02","2017-05-19",0.029518126,0.027763289,0.0037922982,-0.0009558918],[3,"EFA","2017-07-18","2017-08-01","2017-07-20",0.0185515743,0.0174350614,0.0051086488,-0.0012279451],[3,"EFA","2017-11-09","2017-11-24","2017-11-09",0.0140682905,0.0147343205,-0.0049313533,-0.0021592248],[3,"EFA","2017-12-29","2018-01-16","2017-12-29",0.04311861,0.0408103636,-0.0055211903,-0.0008101464],[3,"VEA","2018-02-08","2018-02-12","2018-02-08",-0.015352327,-0.0164861068,-0.0104998539,-0.0007879704],[3,"EFA","2018-05-24","2018-06-08","2018-05-24",-0.0085031248,-0.0060450601,-0.0067684617,-0.0030432972],[3,"EFA","2018-06-11","2018-06-18","2018-06-13",-0.0215008515,-0.0242748247,-0.0070611304,-0.0000859904]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"VTI","2019-09-17","2019-09-18","2019-09-18",0.0008285943,-0.0000607679,0.0008285943,-0.0007968319],[1,"VTI","2019-10-22","2019-10-25","2019-10-25",-0.0040851536,-0.0034700193,-0.0040851536,-0.0016296753],[2,"IJR","2017-04-04","2017-04-19","2017-04-10",-0.0000172677,-0.002519136,0.001164745,-0.0005639607],[2,"IJR","2017-06-20","2017-07-05","2017-06-21",0.0067937353,0.0046100139,-0.0121285059,-0.0007274122],[2,"IJR","2017-08-23","2017-09-07","2017-08-29",0.0245849773,0.0287828623,0.0088218053,-0.0039346512],[2,"IWM","2017-11-22","2017-12-07","2017-11-29",-0.0075301222,-0.0064239142,0.0116786457,-0.0023667357],[2,"IWM","2018-03-20","2018-04-04","2018-03-22",-0.0511216134,-0.0432464946,-0.0165583641,-0.0057311019],[2,"IWM","2018-04-05","2018-04-19","2018-04-06",0.0255607679,0.0274876626,-0.0202278444,-0.0027566008],[2,"IWM","2018-06-05","2018-06-15","2018-06-06",0.0150785682,0.0096732984,0.0097226852,0.0010867664],[2,"IWM","2018-07-27","2018-08-10","2018-07-27",-0.0097735198,-0.0044362544,-0.011436006,-0.004443632],[2,"IWM","2018-08-13","2018-08-27","2018-08-13",0.0248375233,0.0303445166,-0.0122221848,-0.0045494404],[2,"IJR","2018-12-18","2018-12-24","2018-12-19",-0.0694609337,-0.077316506,-0.024932846,0.0025292928],[2,"IJR","2019-02-27","2019-03-13","2019-03-04",-0.0224831314,-0.0112167094,-0.0114701387,-0.007405916],[2,"IJR","2019-03-14","2019-03-28","2019-03-20",-0.0197962574,-0.0186798853,-0.0119783744,-0.0023233625],[2,"IJR","2019-05-24","2019-06-10","2019-05-29",0.0109848403,0.0061443079,-0.0164294312,0.0005186769]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"VTI","2018-11-02","2018-11-05","2018-11-05",-0.0091826608,-0.009622685,-0.0091826608,-0.0010980834],[1,"ITOT","2018-11-15","2018-11-28","2018-11-19",0.002291745,0.0022361164,0.0078084837,-0.0017084793],[1,"ITOT","2018-12-21","2018-12-31","2018-12-21",0.0113931642,0.0115180647,-0.0214171497,-0.0016810862],[1,"ITOT","2019-01-03","2019-01-07","2019-01-07",0.0186299974,0.0167812479,0.0186299974,-0.0004502554],[1,"ITOT","2019-03-01","2019-03-05","2019-03-04",-0.0046830638,-0.0050730033,-0.0081058811,-0.0011669698],[1,"ITOT","2019-03-13","2019-03-15","2019-03-15",0.0031653443,0.0033848692,0.0031653443,-0.0013947739],[1,"ITOT","2019-03-18","2019-03-19","2019-03-19",0.00573082,0.0058155275,0.00573082,-0.001287689],[1,"ITOT","2019-04-15","2019-04-16","2019-04-16",0.0008178197,0.0004460671,0.0008178197,-0.0010560965],[1,"ITOT","2019-05-01","2019-05-03","2019-05-01",-0.0075008622,-0.0078387711,-0.0069204533,-0.0011091475],[1,"ITOT","2019-05-23","2019-05-30","2019-05-28",-0.0157097024,-0.0160242084,-0.0120907341,-0.0013214183],[1,"ITOT","2019-06-05","2019-06-06","2019-06-06",0.0024396535,0.0018056744,0.0024396535,-0.0009257212],[1,"ITOT","2019-06-13","2019-06-14","2019-06-14",-0.0005223568,-0.0011240015,-0.0005223568,-0.0009401383],[1,"VTI","2019-06-18","2019-06-19","2019-06-19",0.0035871851,0.0040150717,0.0053391062,-0.0014582999],[1,"ITOT","2019-06-20","2019-06-25","2019-06-25",-0.0064909398,-0.0069348657,-0.0064909398,-0.0011799378],[1,"VTI","2019-08-28","2019-08-29","2019-08-29",0.0187341283,0.0177717805,0.0187341283,-0.0007710296]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2017-08-15","2017-08-16","2017-08-16",-0.0022188809,-0.0020170757,-0.0022188809,-0.0013415678],[1,"ITOT","2017-08-17","2017-08-18","2017-08-17",-0.0153303547,-0.0138815952,-0.0061656362,-0.0019582918],[1,"ITOT","2017-08-22","2017-08-23","2017-08-23",0.0019070872,0.0015677361,0.0033153072,-0.0010729807],[1,"ITOT","2017-10-16","2017-10-17","2017-10-17",-0.0015902769,-0.0011992804,-0.0015902769,-0.0014367115],[1,"VTI","2017-11-03","2017-11-16","2017-11-07",-0.0044833876,-0.0048806021,0.0008684108,-0.0015333087],[1,"ITOT","2018-02-07","2018-02-08","2018-02-08",-0.0017570619,-0.003349551,0.0044622017,-0.0004430818],[1,"ITOT","2018-02-13","2018-02-14","2018-02-14",0.0012575615,0.000822072,0.0012575615,-0.0010244347],[1,"ITOT","2018-03-19","2018-03-20","2018-03-19",-0.0091722905,-0.0094358131,-0.0138111327,-0.0011043077],[1,"VTI","2018-04-05","2018-04-06","2018-04-06",-0.0079288477,-0.0079114002,-0.0079288477,-0.0012457928],[1,"ITOT","2018-04-10","2018-04-11","2018-04-11",-0.0025115186,-0.0036201095,-0.0025115186,-0.0006850136],[1,"ITOT","2018-05-01","2018-05-03","2018-05-03",-0.0062607705,-0.0074579531,-0.0062607705,-0.0006794816],[1,"ITOT","2018-06-14","2018-06-15","2018-06-15",-0.005082917,-0.0049730866,-0.005082917,-0.001293777],[1,"ITOT","2018-07-27","2018-07-31","2018-07-27",-0.0129743235,-0.0133064231,-0.0079352977,-0.0011909611],[1,"ITOT","2018-08-01","2018-08-02","2018-08-02",-0.0083635263,-0.0082067691,-0.0083635263,-0.001315312],[1,"VTI","2018-08-21","2018-08-24","2018-08-24",0.0012485731,0.0012049855,0.0012485731,-0.0013029251]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"SPY","2019-05-03","2019-05-08","2019-05-06",-0.0192322859,-0.0189611353,-0.0133857957,-0.0015304662],[0,"IVV","2019-05-09","2019-05-10","2019-05-10",0.0001251824,0.0001648288,0.0001251824,-0.0012617504],[0,"SPY","2019-07-08","2019-07-09","2019-07-09",-0.0061159947,-0.0061502884,-0.0061159947,-0.0012209646],[0,"SPY","2019-07-10","2019-07-12","2019-07-12",0.0037691396,0.0037284033,0.0037691396,-0.0012647716],[0,"SPY","2019-07-15","2019-07-16","2019-07-16",-0.0027790218,-0.0027779186,-0.0027790218,-0.0012406995],[0,"IVV","2019-08-01","2019-08-05","2019-08-01",-0.0330735278,-0.0331308676,-0.0079270499,-0.0013165145],[0,"SPY","2019-08-28","2019-08-29","2019-08-29",0.0182864966,0.0185085529,0.0182864966,-0.0013640296],[0,"SPY","2019-12-23","2019-12-24","2019-12-24",-0.0015741032,-0.0015056505,-0.0015741032,-0.0012751587],[1,"ITOT","2017-01-03","2017-01-04","2017-01-04",0.0012691105,0.0015993207,0.0012691105,-0.0014079812],[1,"ITOT","2017-03-28","2017-03-29","2017-03-29",0.0065852673,0.0065082587,0.0061419806,-0.0012071985],[1,"ITOT","2017-04-17","2017-04-18","2017-04-18",0.0022642679,0.001500181,0.0022642679,-0.0008604449],[1,"ITOT","2017-05-08","2017-05-09","2017-05-09",-0.0014095985,-0.0011992804,-0.0014095985,-0.001346318],[1,"ITOT","2017-07-27","2017-07-28","2017-07-27",-0.0076771124,-0.0065192445,-0.0065131269,-0.0018171814],[1,"VTI","2017-08-04","2017-08-07","2017-08-07",-0.0006557647,-0.000792354,-0.0006557647,-0.0012551965],[1,"VTI","2017-08-09","2017-08-10","2017-08-10",-0.0029290419,-0.002630227,-0.0029290419,-0.0013897334]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"SPY","2018-01-03","2018-01-04","2018-01-04",0.0070970363,0.0068361236,0.0046939471,-0.0011153883],[0,"SPY","2018-02-01","2018-02-05","2018-02-02",-0.0282799374,-0.0284039692,-0.0085235503,-0.001285988],[0,"SPY","2018-02-07","2018-02-08","2018-02-08",-0.0030132874,-0.0031489041,0.0040254818,-0.0011720757],[0,"SPY","2018-03-05","2018-03-07","2018-03-07",0.0088699577,0.0088737311,0.0088699577,-0.0012901307],[0,"SPY","2018-03-14","2018-03-16","2018-03-16",-0.0091498923,-0.0091854269,-0.0091498923,-0.0012596164],[0,"IVV","2018-03-20","2018-03-21","2018-03-21",-0.0013247841,-0.0013241981,-0.0013247841,-0.001241314],[0,"IVV","2018-03-28","2018-03-29","2018-03-29",0.0001048073,0.0002285049,0.0001048073,-0.0013038395],[0,"SPY","2018-06-18","2018-07-02","2018-06-19",-0.0228624858,-0.0228615976,-0.0079644251,-0.0017627738],[0,"SPY","2018-07-03","2018-07-18","2018-07-03",0.0269563323,0.0271607069,-0.0090423343,-0.0019357234],[0,"IVV","2018-10-12","2018-10-15","2018-10-12",-0.0056607471,-0.005581765,-0.0106150031,-0.0013601697],[0,"SPY","2018-10-16","2018-10-24","2018-10-17",-0.0130148424,-0.0128878057,0.0118293054,-0.0015853021],[0,"SPY","2018-11-29","2018-12-04","2018-12-03",0.0157879638,0.0158595158,0.0196377903,-0.0014515245],[0,"SPY","2018-12-20","2018-12-21","2018-12-20",-0.0078966075,-0.007851659,-0.0207923335,-0.0012595874],[0,"SPY","2019-03-22","2019-03-25","2019-03-22",-0.0165461221,-0.0164241833,-0.0092985663,-0.0013751477],[0,"SPY","2019-04-01","2019-04-08","2019-04-05",0.0107097978,0.0105880513,0.0101358193,-0.0014338423]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"IVV","2017-01-26","2017-01-27","2017-01-27",-0.0010980642,-0.0011489452,-0.0010980642,-0.0012156704],[0,"SPY","2017-02-14","2017-02-15","2017-02-15",0.0026239278,0.0025938865,0.0026239278,-0.0012283448],[0,"SPY","2017-03-08","2017-03-22","2017-03-09",-0.011951105,-0.0119580034,-0.0063489665,-0.0017654282],[0,"SPY","2017-04-11","2017-04-13","2017-04-13",-0.0065831231,-0.0066109678,-0.0065831231,-0.0012650102],[0,"SPY","2017-05-02","2017-05-04","2017-05-04",-0.0012474177,-0.0012960306,-0.0012474177,-0.0012578126],[0,"SPY","2017-05-08","2017-05-09","2017-05-09",-0.0003360956,-0.000428229,-0.0003360956,-0.0011954647],[0,"SPY","2017-05-22","2017-05-23","2017-05-23",0.0032282838,0.0033963543,0.0032282838,-0.0013279423],[0,"IVV","2017-06-05","2017-06-06","2017-06-06",-0.004041223,-0.0037911199,-0.004041223,-0.0013646655],[0,"IVV","2017-06-12","2017-06-13","2017-06-13",0.0025556096,0.0022999741,0.0025556096,-0.0011153035],[0,"SPY","2017-09-01","2017-09-07","2017-09-05",-0.0038759168,-0.0038889657,-0.0095799213,-0.0014384312],[0,"SPY","2017-09-21","2017-09-27","2017-09-25",-0.0011992804,-0.0011535016,-0.0057394907,-0.001469506],[0,"SPY","2017-10-02","2017-10-03","2017-10-03",0.0026485288,0.0025308129,0.0026485288,-0.0011844434],[0,"SPY","2017-10-27","2017-10-30","2017-10-30",0.000975499,0.0010752826,0.0018398629,-0.0013745758],[0,"SPY","2017-11-28","2017-11-30","2017-11-28",0.010283195,0.0101601974,0.004277271,-0.0012274799],[0,"SPY","2017-12-01","2017-12-04","2017-12-01",0.0046487004,0.0045029684,-0.0060561144,-0.0012538034]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":36,"win_rate":30.555555555555557,"avg_win_pct":0.9883864741931562,"avg_loss_pct":1.5321815860167085,"mean_trade_pct":-0.7620080120636943,"return_pct":-2.256514492267103,"drawdown_pct":-2.384243377579287,"annual_pct":-3.288636487541041,"quarter_kelly":0,"reconciliation_error":1.1368683772161603e-13,"mean_holding":1.9166666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":36,"win_rate":36.11111111111111,"avg_win_pct":1.0269130699009819,"avg_loss_pct":1.4621680548945095,"mean_trade_pct":-0.5633332042739154,"return_pct":-1.6728868975581346,"drawdown_pct":-1.8445066282954614,"annual_pct":-2.4414098482531843,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.9166666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":281,"win_rate":38.43416370106761,"avg_win_pct":1.2927662346777546,"avg_loss_pct":1.597533114146235,"mean_trade_pct":-0.48667073096833174,"return_pct":-10.884898793393315,"drawdown_pct":-11.107289090757444,"annual_pct":-1.9073595681787348,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.0462633451957295} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":281,"win_rate":40.569395017793596,"avg_win_pct":1.4216952179424025,"avg_loss_pct":1.4541629622508832,"mean_trade_pct":-0.2874446969767387,"return_pct":-6.661227289891869,"drawdown_pct":-7.077284549884622,"annual_pct":-1.1453477838510362,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.0462633451957295} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":127,"win_rate":37.79527559055118,"avg_win_pct":0.8502814161703837,"avg_loss_pct":1.0789442476733262,"mean_trade_pct":-0.34978809125995547,"return_pct":-3.683963257668166,"drawdown_pct":-3.7639869177171215,"annual_pct":-1.2466611632553914,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.220472440944882} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":127,"win_rate":44.881889763779526,"avg_win_pct":0.9068056448403871,"avg_loss_pct":1.0110642858482368,"mean_trade_pct":-0.15028801774389375,"return_pct":-1.6279159163836376,"drawdown_pct":-2.6282618525675594,"annual_pct":-0.5470534047241848,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.220472440944882} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all