QPAIR91004 result train/partner/120/2/16 = -7.3594097060821095
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":43.18936877076412,"avg_win_pct":1.370798072743794,"avg_loss_pct":1.5936359471081902,"mean_trade_pct":-0.31331560630833016,"return_pct":-7.3594097060821095,"drawdown_pct":-10.3205718273348,"annual_pct":-2.5224920322262867,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/2/6 = -2.660748632315546
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":51.162790697674424,"avg_win_pct":1.3433968988402982,"avg_loss_pct":1.6402695194627386,"mean_trade_pct":-0.11374251474955696,"return_pct":-2.660748632315546,"drawdown_pct":-8.49961904081823,"annual_pct":-0.8972638566615454,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2/16 = -7.464710876653003
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":43.85382059800664,"avg_win_pct":1.336831376963703,"avg_loss_pct":1.6086349773673916,"mean_trade_pct":-0.3169354465643867,"return_pct":-7.464710876653003,"drawdown_pct":-10.589007914710235,"annual_pct":-2.5595370580115406,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2/6 = -2.766007548088023
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":51.49501661129568,"avg_win_pct":1.3240860905491265,"avg_loss_pct":1.647682152182201,"mean_trade_pct":-0.11736960193849402,"return_pct":-2.766007548088023,"drawdown_pct":-8.826135955349812,"annual_pct":-0.9330934708535077,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/1.5/16 = 0.8077353288156619
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":45.16129032258064,"avg_win_pct":2.64901687549503,"avg_loss_pct":1.9920741956895571,"mean_trade_pct":0.10390241710348201,"return_pct":0.8077353288156619,"drawdown_pct":-4.732183913137355,"annual_pct":1.1856459997830804,"quarter_kelly":0.00980575266098159,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/1.5/6 = 2.9026855756213443
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":49.193548387096776,"avg_win_pct":2.629597506595963,"avg_loss_pct":1.947157319159152,"mean_trade_pct":0.30431078060747724,"return_pct":2.9026855756213443,"drawdown_pct":-4.567855756216687,"annual_pct":4.281332992760367,"quarter_kelly":0.028931307913488455,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/1.5/16 = 0.8537419840112914
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":45.96774193548387,"avg_win_pct":2.4629571032107096,"avg_loss_pct":1.9039928160795947,"mean_trade_pct":0.10339545327159368,"return_pct":0.8537419840112914,"drawdown_pct":-4.382766026048646,"annual_pct":1.2533109695237465,"quarter_kelly":0.010495052181055786,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/1.5/6 = 2.9451813246295977
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":51.61290322580645,"avg_win_pct":2.3895905894547687,"avg_loss_pct":1.921037504965165,"mean_trade_pct":0.30380280183222014,"return_pct":2.9451813246295977,"drawdown_pct":-4.21783386901623,"annual_pct":4.344434415496923,"quarter_kelly":0.031783980399497924,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/1.5/16 = -8.540617475931523
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":48.72037914691943,"avg_win_pct":2.395026495255244,"avg_loss_pct":2.408484339947669,"mean_trade_pct":-0.06819564867345364,"return_pct":-8.540617475931523,"drawdown_pct":-23.728343423393905,"annual_pct":-1.4807938542688026,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/1.5/6 = 9.22262696687719
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":53.459715639810426,"avg_win_pct":2.3785345074386623,"avg_loss_pct":2.4488239078030034,"mean_trade_pct":0.1318681738996502,"return_pct":9.22262696687719,"drawdown_pct":-23.150732699943287,"annual_pct":1.4851209829046974,"quarter_kelly":0.013860233421802773,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/1.5/16 = -8.098528620397827
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":49.00473933649289,"avg_win_pct":2.3918951885588324,"avg_loss_pct":2.425537943936246,"mean_trade_pct":-0.06476739464718856,"return_pct":-8.098528620397827,"drawdown_pct":-24.055724350870943,"annual_pct":-1.4013740384215878,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/1.5/6 = 9.726292519607394
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":53.17535545023697,"avg_win_pct":2.4000321514853686,"avg_loss_pct":2.436585151131907,"mean_trade_pct":0.1353032913024926,"return_pct":9.726292519607394,"drawdown_pct":-23.481944821444834,"annual_pct":1.5631756250980233,"quarter_kelly":0.014093904035697435,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/1.5/16 = -5.2295594356480235
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":46.65551839464883,"avg_win_pct":1.3809062413190731,"avg_loss_pct":1.3940179508396346,"mean_trade_pct":-0.09936268392946837,"return_pct":-5.2295594356480235,"drawdown_pct":-13.937288436380136,"annual_pct":-1.7791530597251248,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/1.5/6 = 4.387882917230401
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":55.35117056856187,"avg_win_pct":1.351291119219926,"avg_loss_pct":1.4497954781579332,"mean_trade_pct":0.10063874212981165,"return_pct":4.387882917230401,"drawdown_pct":-11.21593311288005,"annual_pct":1.4455933151593214,"quarter_kelly":0.018618997175809948,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/1.5/16 = -4.846516247413135
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":47.15719063545151,"avg_win_pct":1.3842022661179492,"avg_loss_pct":1.4051545881264262,"mean_trade_pct":-0.08977225886737304,"return_pct":-4.846516247413135,"drawdown_pct":-14.237138773158364,"annual_pct":-1.646650491745849,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/1.5/6 = 4.817315067172112
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":55.51839464882943,"avg_win_pct":1.3639937206739663,"avg_loss_pct":1.4545766603171857,"mean_trade_pct":0.11024836725649735,"return_pct":4.817315067172112,"drawdown_pct":-11.517683616735885,"annual_pct":1.5848811060482415,"quarter_kelly":0.02020690520518345,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/60/2.5/16 = -0.011390753006634835
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":51.162790697674424,"avg_win_pct":1.8426251865026122,"avg_loss_pct":1.929797315073492,"mean_trade_pct":0.0002793136398636214,"return_pct":-0.011390753006634835,"drawdown_pct":-1.9562562535828332,"annual_pct":-0.016688335564130075,"quarter_kelly":0.000037896155158090306,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/60/2.5/6 = 0.7120918786366781
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":55.81395348837209,"avg_win_pct":1.8825944267432826,"avg_loss_pct":1.9242956125660584,"mean_trade_pct":0.20048022332752732,"return_pct":0.7120918786366781,"drawdown_pct":-1.8582079570809262,"annual_pct":1.0450229453156323,"quarter_kelly":0.026622864234536678,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/60/2.5/16 = -0.0038246271938713328
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":51.162790697674424,"avg_win_pct":1.81640032599299,"avg_loss_pct":1.9022019173223632,"mean_trade_pct":0.00033876530409656633,"return_pct":-0.0038246271938713328,"drawdown_pct":-1.4617832418732046,"annual_pct":-0.005603473722337604,"quarter_kelly":0.00004662591434950736,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/60/2.5/6 = 0.7195658441347952
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":55.81395348837209,"avg_win_pct":1.857964332231668,"avg_loss_pct":1.893049096365756,"mean_trade_pct":0.2005397940142015,"return_pct":0.7195658441347952,"drawdown_pct":-1.3632517161076496,"annual_pct":1.0560095623848742,"quarter_kelly":0.02698380568120566,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/60/2.5/16 = -3.789744295602182
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":360,"win_rate":48.888888888888886,"avg_win_pct":2.3954974905073048,"avg_loss_pct":2.468860894481253,"mean_trade_pct":-0.090730128486847,"return_pct":-3.789744295602182,"drawdown_pct":-14.95220946535154,"annual_pct":-0.6435321368608138,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.686111111111111}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/60/2.5/6 = 2.098693847069688
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":360,"win_rate":53.61111111111111,"avg_win_pct":2.380531469109165,"avg_loss_pct":2.515560986501444,"mean_trade_pct":0.10928857997868809,"return_pct":2.098693847069688,"drawdown_pct":-14.54367849802537,"annual_pct":0.3476836620902146,"quarter_kelly":0.011477329894276259,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.686111111111111}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/60/2.5/16 = -3.4157287246343815
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":360,"win_rate":50.55555555555556,"avg_win_pct":2.347371249385903,"avg_loss_pct":2.552588050473455,"mean_trade_pct":-0.07538640443344566,"return_pct":-3.4157287246343815,"drawdown_pct":-15.243644301267489,"annual_pct":-0.5790912267268578,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.686111111111111}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/60/2.5/6 = 2.4895584965292317
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":360,"win_rate":52.77777777777778,"avg_win_pct":2.449738731112198,"avg_loss_pct":2.473951005362381,"mean_trade_pct":0.12466302222142403,"return_pct":2.4895584965292317,"drawdown_pct":-14.837115504945187,"annual_pct":0.4117782614497356,"quarter_kelly":0.012722073239706921,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.686111111111111}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/60/2.5/16 = -2.4571109019963733
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":159,"win_rate":48.42767295597484,"avg_win_pct":1.5403063535608366,"avg_loss_pct":1.853475119578073,"mean_trade_pct":-0.2099457269258967,"return_pct":-2.4571109019963733,"drawdown_pct":-5.695869956026167,"annual_pct":-0.8280197399721079,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.955974842767295}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all