QPAIR91004 result 2026/swing/120/2/16 = -2.69976468750015
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":16,"sample":67,"win_rate":40.298507462686565,"avg_win_pct":0.8138335777685848,"avg_loss_pct":1.3745446648137478,"mean_trade_pct":-0.4926608954148972,"return_pct":-2.69976468750015,"drawdown_pct":-3.044013365974374,"annual_pct":-3.930513893526044,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.014925373134328}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/120/2/6 = -1.6049592322575523
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":6,"sample":67,"win_rate":44.776119402985074,"avg_win_pct":0.9268852120866781,"avg_loss_pct":1.282905285515851,"mean_trade_pct":-0.2934468537535245,"return_pct":-1.6049592322575523,"drawdown_pct":-2.03166178394496,"annual_pct":-2.342649919461104,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.014925373134328}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/120/2/16 = -15.915186580083873
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":16,"sample":559,"win_rate":42.039355992844364,"avg_win_pct":1.1796974666917164,"avg_loss_pct":1.4902632350584741,"mean_trade_pct":-0.36782895078066596,"return_pct":-15.915186580083873,"drawdown_pct":-15.921001496177867,"annual_pct":-2.8551804009670834,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.268336314847943}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/120/2/6 = -7.842212431169305
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":6,"sample":559,"win_rate":45.61717352415027,"avg_win_pct":1.2809050950233092,"avg_loss_pct":1.3840356299599672,"mean_trade_pct":-0.1683649951285978,"return_pct":-7.842212431169305,"drawdown_pct":-8.45868935564571,"annual_pct":-1.3554732890207366,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.268336314847943}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/120/2/16 = -8.932926433984012
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":35.880398671096344,"avg_win_pct":0.6373041113335394,"avg_loss_pct":0.9383220533762738,"mean_trade_pct":-0.37298110391228767,"return_pct":-8.932926433984012,"drawdown_pct":-9.145974164065962,"annual_pct":-3.079005443123095,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.262458471760797}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/120/2/6 = -4.285327590394261
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":45.51495016611295,"avg_win_pct":0.684249818070603,"avg_loss_pct":0.8900853134464352,"mean_trade_pct":-0.17352746288884638,"return_pct":-4.285327590394261,"drawdown_pct":-4.892227469697163,"annual_pct":-1.4531634702433127,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.262458471760797}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/120/1.5/16 = -2.6677009075476543
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":47.58064516129033,"avg_win_pct":0.9758636361460251,"avg_loss_pct":1.3731600201284655,"mean_trade_pct":-0.2554794094817321,"return_pct":-2.6677009075476543,"drawdown_pct":-2.77565785719438,"annual_pct":-3.8841273866202397,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.193548387096774}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/120/1.5/6 = -0.6442127658688901
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":52.41935483870967,"avg_win_pct":1.0792302716657671,"avg_loss_pct":1.3062371751761885,"mean_trade_pct":-0.055790529654195696,"return_pct":-0.6442127658688901,"drawdown_pct":-1.5127051992297469,"annual_pct":-0.9424309403245457,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.193548387096774}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/120/1.5/16 = -20.104018536924762
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":45.497630331753555,"avg_win_pct":1.0776699739856686,"avg_loss_pct":1.3933618717551135,"mean_trade_pct":-0.26910093720006556,"return_pct":-20.104018536924762,"drawdown_pct":-20.88459186806456,"annual_pct":-3.68119992041549,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2265402843601896}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/120/1.5/6 = -5.043380124532726
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":49.19431279620853,"avg_win_pct":1.1907219652802217,"avg_loss_pct":1.2896328185144275,"mean_trade_pct":-0.06943932771876582,"return_pct":-5.043380124532726,"drawdown_pct":-7.610219931561602,"annual_pct":-0.8610597873892178,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.2265402843601896}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/120/1.5/16 = -13.793694231032172
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":38.62876254180602,"avg_win_pct":0.6669547956375789,"avg_loss_pct":0.90618732902756,"mean_trade_pct":-0.2985019932455415,"return_pct":-13.793694231032172,"drawdown_pct":-13.807549164616372,"annual_pct":-4.839653038266134,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.1103678929765888}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/120/1.5/6 = -4.93432438790764
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":48.99665551839465,"avg_win_pct":0.7093926925127068,"avg_loss_pct":0.8753895320837929,"mean_trade_pct":-0.09889924478149452,"return_pct":-4.93432438790764,"drawdown_pct":-5.99111006057268,"annual_pct":-1.6769937279006997,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.1103678929765888}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/60/2.5/16 = -1.3980311234274234
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":41.86046511627907,"avg_win_pct":0.8351060346293194,"avg_loss_pct":1.2728225726035887,"mean_trade_pct":-0.3904338532967899,"return_pct":-1.3980311234274234,"drawdown_pct":-1.4883348339884361,"annual_pct":-2.0416020345138786,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.6511627906976745}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/60/2.5/6 = -0.6881866719859575
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":48.837209302325576,"avg_win_pct":0.9037510090819894,"avg_loss_pct":1.2360192162949841,"mean_trade_pct":-0.19101515273878783,"return_pct":-0.6881866719859575,"drawdown_pct":-0.9448239334113762,"annual_pct":-1.006657835633351,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.6511627906976745}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/2.5/16 = -9.78589136108815
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":360,"win_rate":44.72222222222222,"avg_win_pct":1.042408216854915,"avg_loss_pct":1.4596200646989612,"mean_trade_pct":-0.34065741655958887,"return_pct":-9.78589136108815,"drawdown_pct":-10.152459356731248,"annual_pct":-1.7062348259282545,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.172222222222222}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/2.5/6 = -4.243771265240226
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":360,"win_rate":46.94444444444444,"avg_win_pct":1.189217616286065,"avg_loss_pct":1.3182609422859861,"mean_trade_pct":-0.14113906340077312,"return_pct":-4.243771265240226,"drawdown_pct":-5.1274420243051395,"annual_pct":-0.7220395650756162,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.172222222222222}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/2.5/16 = -4.085481259013113
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":159,"win_rate":38.36477987421384,"avg_win_pct":0.8716144209496273,"avg_loss_pct":1.0496082005401668,"mean_trade_pct":-0.31253537091200684,"return_pct":-4.085481259013113,"drawdown_pct":-4.3364725999543445,"annual_pct":-1.3844427138611781,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2955974842767297}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/2.5/6 = -1.5165060953130527
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":159,"win_rate":45.28301886792453,"avg_win_pct":0.9269833324920604,"avg_loss_pct":0.9736040688872069,"mean_trade_pct":-0.11296071731923675,"return_pct":-1.5165060953130527,"drawdown_pct":-2.008623277398003,"annual_pct":-0.5094233549708949,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2955974842767297}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/60/1.5/16 = -2.658207096163989
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":16,"sample":129,"win_rate":47.286821705426355,"avg_win_pct":0.9200076755636855,"avg_loss_pct":1.2918516665177053,"mean_trade_pct":-0.24593368305286162,"return_pct":-2.658207096163989,"drawdown_pct":-3.1848498740007836,"annual_pct":-3.870391374182558,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.124031007751938}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/60/1.5/6 = -0.54732687668817
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":6,"sample":129,"win_rate":52.71317829457365,"avg_win_pct":1.018184632529663,"avg_loss_pct":1.23278146497626,"mean_trade_pct":-0.046225692647556445,"return_pct":-0.54732687668817,"drawdown_pct":-1.6100694499301182,"annual_pct":-0.8008758210364508,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.124031007751938}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/1.5/16 = -24.69125611973888
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":16,"sample":1250,"win_rate":44.96,"avg_win_pct":0.9991524950386164,"avg_loss_pct":1.3146485534808583,"mean_trade_pct":-0.27436360206650245,"return_pct":-24.69125611973888,"drawdown_pct":-24.861128206134442,"annual_pct":-4.628241813404744,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.128}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/1.5/6 = -7.8068411097516055
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":6,"sample":1250,"win_rate":49.519999999999996,"avg_win_pct":1.0994328199664198,"avg_loss_pct":1.2265286468028567,"mean_trade_pct":-0.07471252845871092,"return_pct":-7.8068411097516055,"drawdown_pct":-8.873407114089693,"annual_pct":-1.3491473932544573,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.128}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/1.5/16 = -12.80070932705124
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":16,"sample":671,"win_rate":40.38748137108793,"avg_win_pct":0.7307616041580737,"avg_loss_pct":0.9223516792475618,"mean_trade_pct":-0.2547008598691307,"return_pct":-12.80070932705124,"drawdown_pct":-13.042833422236944,"annual_pct":-4.474705077497898,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.0268256333830106}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/1.5/6 = -2.799399874620534
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":1.5,"cost_bp_side":6,"sample":671,"win_rate":49.92548435171386,"avg_win_pct":0.775878687204791,"avg_loss_pct":0.8834266457181259,"mean_trade_pct":-0.055010421382541475,"return_pct":-2.799399874620534,"drawdown_pct":-4.329135444262455,"annual_pct":-0.9444654489147997,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.0268256333830106}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/swing/60/2/16 = -2.3871083914865365
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":85,"win_rate":44.70588235294118,"avg_win_pct":0.944269809591242,"avg_loss_pct":1.3829640925000688,"mean_trade_pct":-0.3425536421533652,"return_pct":-2.3871083914865365,"drawdown_pct":-2.917901489156405,"annual_pct":-3.477892493775503,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all