Notes

A news scan found the headline is not available, but a data line shows the results of a test of a trading strategy. The test used 1030 pieces of data and resulted in a return of -10.568378812186818 percent and a drawdown of 26.762045301826504 percent. The strategy was correct 39.726027397260275 percent of the time, based on a sample of 73 trades. If the strategy had simply bought and held the stock, it would have had a return of 76.00950118764847 percent. The test was run using a computer program called node, with a script called backtest.js, and used the symbols CSTM and KALU, with a breakout strategy, looking back 20 days, over 1500 days, with an 8 percent stop loss and a 24 percent target gain. The test did not use a holdout period and did not consider the size of the trades. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A test was done on the stock symbol KALU, which is a measure of how much stress a position can take. The test used 50,000 paths, which are like different possible outcomes, and 20 roundtrips, which are like back-and-forth trades. It used 0.25, or 25%, of the total equity, and the initial notional, or initial investment, was 212.7475. The results showed that the return on investment could be as low as -17.225869134387388% or as high as 21.700392079364647%. There is a 53.396% chance of losing money, and the biggest possible loss, or drawdown, could be 19.88527913234894%. The test was trained on data from 2020 to 2024, and used a fixed rule, with a seed of 91104. This means that the test used a fixed fraction of the account equity for each trade. It also assumes that the returns on each trade are independent and do not change over time, which may not be realistic. The actual allocation was 0, which means that no money was actually invested, and the results are based on a zero-sized distribution, which is not the same as a risk-free investment. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was found for KALU. The symbol is KALU and the label is point_quarter_probe. There were 50,000 paths and 20 roundtrips. The equity fraction is 0.00044063114064938486 and the initial notional is 0.37497269438122. The terminal return percentage quantiles are -0.032538057725157166, -0.0005875514963782358, and 0.03653816677399166. The probability of loss percentage is 51.11 and the drawdown 95 percentage is 0.03849808764110452. The training target frequency percentage is 6.451612903225806 and the training stop frequency percentage is 58.06451612903226. This data is based on 50,000 independent and identically distributed paths of 20 roundtrips from 2020 to 2024 using a fixed rule training with seed 91104, which assumes a fixed fraction of account equity per trade. This method assumes stationary independent trade returns, which may underestimate unseen gaps and regime persistence. The actual allocation is 0, and a zero-sized distribution is mechanically zero, not risk-free alpha. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A test was done on the stock symbol CSTM, which is called a position cap stress test. This test had 50,000 paths and 20 roundtrips. It used 0.25 or a quarter of the equity. The test started with 212.7475 dollars. The results showed that the return could be as low as -20.732574897046543 percent, as high as 11.988630337550346 percent, and had a middle value of -6.561491360041982 percent. There was a 73.342 percent chance of losing money and a 22.50457021412355 percent chance of a big loss. The test was trained on data from 2020 to 2024 and used a fixed rule. The test assumed that each trade was independent and did not consider big gaps in the market. The actual allocation was 0, meaning no money was invested, so the results do not show any risk-free return. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A report on the stock symbol CSTM, labeled as point_quarter_probe, shows the following results: it used 50,000 paths and 20 roundtrips, with an equity fraction and initial notional of 0. The terminal return percentage quantiles were 0, the probability of loss percentage was 0, and the drawdown 95 percentage was 0. The training target frequency percentage was 6.67 and the training stop frequency percentage was 50. This data is based on 50,000 independent and identical paths of 20 roundtrips from 2020 to 2024, using a fixed rule for training with a seed of 91104. The results assume that trade returns are stationary and independent, which may underestimate unseen gaps and regime persistence. The actual allocation is 0, meaning the distribution is zero-sized, which is not the same as being risk-free. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A recovery model used a technique called Monte Carlo, which is a way of simulating different outcomes, to test the sensitivity of the EGA R91104. The model used 50,000 paths, which is a way of simulating different possible outcomes, and a seed of 91104, which is a starting point for the simulation. The model assumed that the rate of recovery would follow a triangular pattern, with rates of 3, 5.5, and 8 cells per day. The model also assumed that there would be a 7-day stabilization period, and that 315 cells were already stable as of August 26. The model estimated that the days after August 26 would be 138.35, 178.92, and 256.53 for different quantiles, which are measures of the spread of the data. The model also estimated that the missing cast proxy, which is a measure of the amount of material produced, would be 237,423.11, 304,144.57, and 421,742.72 for different quantiles through March 31. The model finished by March 31 in 81.662% of the simulations, but this is a model sensitivity and not a real-world probability. The model ignored scrap, shipments, and heterogeneous cells, and did not infer any trading probability. https://media.ega.ae/egas-al-taweelah-smelter-restoration-reaches-25-completion-milestone/

A news scan found the headline 'KALU R91104 costed L40 holdout slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 40 days, and the results are for the holdout period, which means the period used to test the trading strategy. The slippage, or the difference between the expected and actual trade price, was 0.002. The return percentage was 5.499603791798744%, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 23.73443674070127%. There were 16 trades, with a win percentage of 37.5%. The mean percentage return per trade was 0.8491566740459443%. The average win percentage was 13.23224997714553%, and the average loss percentage was 6.580699307813807%. The half Kelly criterion, a measure used to determine the optimal bet size, was 0.032086632111416796. There were 3 target exits, 9 stop exits, and 4 time exits. The ambiguous exits, which are trades that do not fit into any category, were 0. The trading strategy used was a long-only strategy, meaning only buy trades were made, and it was implemented using the vectorbt system. The accounting rules allowed for two trades per day, with the possibility of entering and exiting a trade on the same day, using the original open and close prices except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model was not used, and the venue 15-minute model was also not used. There were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L40 holdout slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 40, the period was holdout, and the slippage was 0.001. The return percentage was 8.930195851262615, the drawdown percentage was 23.198818871819448, and there were 16 trades. The win percentage was 37.5, the mean percentage was 1.051057291813047, the average win percentage was 13.458941622128103, and the average loss percentage was 6.3936733063759865. The half Kelly criterion, a measure of optimal bet size, was 0.03904680328225005. There were 3 targets, 9 stops, and 4 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day, using original open and close marks except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L40 train slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period is 40, the period type is train, and the slippage is 0.002. The return percentage is -20.170352764852886, the drawdown percentage is 60.66153052675468, and there are 23 trades. The win percentage is 39.130434782608695, the mean percentage is -0.5154549774926237, the average win percentage is 10.046954676920679, and the average loss percentage is 7.305575469615462. The half Kelly criterion is 0, there are 2 targets, 13 stops, and 8 time exits, with 0 ambiguous exits. The trading strategy used is a long-only strategy with vectorbt, allowing for two accounting points per day to permit entry and exit on the same day, using original open and close marks except for the exit price. The fees are 10 basis points per side plus the listed slippage. The daily touch or gap model does not use venue 15-minute data and there are zero ambiguous bars. No parameter was selected from the holdout set. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L40 train slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 40 days, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.001. The return percentage was -16.41241017260007, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 59.544485118869986. There were 23 trades, with a win percentage of 39.130434782608695. The mean percentage return was -0.3162863204532431, the average win percentage was 10.267269341568516, and the average loss percentage was 7.120000674610089. The half Kelly criterion, a betting strategy, was 0. There were 2 targets, 13 stops, and 8 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, meaning only buy trades were made, and was run using the vectorbt platform. The strategy allowed for two accounting points per day, permitting entry and exit on the same day, using the original open and close prices except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout set. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L10 holdout slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 10 days, and the period being analyzed is called the holdout period, which means it is a period of time used to test a trading strategy. The slippage, which is the difference between the expected price of a trade and the actual price, was 0.002. The return percentage was 30.18%, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 36.07%. There were 18 trades, with a win percentage of 44.44%. The mean percentage return was 2.10%, the average win percentage was 13.68%, and the average loss percentage was 7.16%. The half Kelly criterion, which is a formula used to determine the optimal size of a trade, was 0.07675. There were 4 targets, which are prices at which a trade is closed for a profit, and 9 stops, which are prices at which a trade is closed for a loss. There were 5 time exits, which are trades closed at a specific time, and 0 ambiguous trades, which are trades that do not meet certain criteria. The trading strategy used is called vectorbt longonly, which means it only buys stocks and never sells short. The strategy allows for two trades per day, and the entry and exit prices are based on the original open and close prices, except for the exit price. The fees are 10 basis points per side, plus the listed slippage. The daily touch/gap model, which is a strategy that buys or sells based on the daily high or low price, is not used, and the data is not from a 15-minute venue. There are no ambiguous bars, which are bars that do not meet certain criteria. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L10 holdout slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 10, the period was holdout, and the slippage was 0.001. The return percentage was 34.94817857747001, the drawdown percentage was 35.488558983838594, and there were 18 trades. The win percentage was 44.44444444444444, the mean percentage was 2.3041343584088207, the average win percentage was 13.906240487761815, and the average loss percentage was 6.977550545073575. The half Kelly criterion, a measure of optimal bet size, was 0.08284533697071375. There were 4 targets, 9 stops, and 5 time exits, with 0 ambiguous results. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day, using original open and close marks except for exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L10 train slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 10 days, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.002. The return percentage was -44.71129600291954, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 65.70973491391605. There were 41 trades, with a win percentage of 36.58536585365854. The mean percentage return was -0.9250168300265742, the average win percentage was 10.739166639974234, and the average loss percentage was 7.654353447334733. The half Kelly criterion, a measure of optimal bet size, was 0. There were 4 targets, 25 stops, and 12 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, meaning only buy trades were made, and was run using the vectorbt platform. The strategy allowed for two accounting points per day, permitting entry and exit on the same day, using the original open and close prices except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout set. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L10 train slippage0.001'. The trading results for the symbol KALU are as follows: the return percentage was -39.986543545818364, the drawdown percentage was 64.38448238712951, and the win percentage was 36.58536585365854. The mean percentage return was -0.7266681182774423, the average win percentage was 10.960867117132304, and the average loss percentage was 7.46947690793691. The results also show 4 targets, 25 stops, and 12 time exits. The half Kelly criterion, a measure of optimal bet size, was 0. The trading strategy used was a long-only strategy, meaning only buy orders were placed, and no short selling was done. The strategy allowed for two trades per day, with entry and exit on the same day, using the original open and close prices, except for the exit price. The fees were 10 basis points per side, plus the listed slippage of 0.001. The daily touch and gap model did not use 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout set, which is a portion of the data set aside for testing. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L20 holdout slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, and the period being analyzed is called the holdout period, which means it is a period of time used to test the performance of a trading strategy. The slippage, which is the difference between the expected price of a trade and the actual price, was 0.002. The return percentage was 42.817883455928765, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 29.44829666622012. There were 17 trades, with a win percentage of 47.05882352941176. The mean percentage return was 2.7340449902618436, the average win percentage was 13.591500351319658, and the average loss percentage was 6.917026441789548. The half Kelly criterion, which is a formula used to determine the optimal size of a bet, was 0.10057921934999556. There were 4 targets, 8 stops, and 5 time exits, with 0 ambiguous exits. The block mean confidence interval percentage was between -2.377090450820088 and 7.303861340842961. The trading strategy used was a long-only strategy, meaning only buy trades were made, and no sell trades. The strategy allowed for two accounting points per day, which permitted entry and exit on the same day, using the original open and close marks except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model was used, but not the 15-minute venue model, and there were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L20 holdout slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, and the period being analyzed is called the holdout period, which is a term used to describe a set of data used to test a trading strategy. The slippage, or the difference between the expected and actual price of a trade, was 0.001. The return percentage was 47.757195511096015, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 28.952594454141124. There were 17 trades, with a win percentage of 47.05882352941176. The mean percentage return was 2.9397191657662316, the average win percentage was 13.818911217710431, and the average loss percentage was 6.7306737692952785. The half Kelly criterion, a formula used to determine the optimal bet size, was 0.10636580261108641. There were 4 targets, 8 stops, and 5 time exits, with 0 ambiguous exits. The block mean confidence interval percentage was between -2.181648799186779 and 7.518684316145904. The results were generated using a long-only strategy, meaning only buy trades were considered, and the vectorbt trading system. Two accounting points per day were used, allowing for entry and exit on the same day, with original open and close marks except for the exit price. Fees were 10 basis points per side, plus the listed slippage. A daily touch or gap model was used, but not a 15-minute venue model, and there were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L20 train slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.002. The return percentage was -19.21595748584149, and the drawdown percentage, which is the peak-to-trough decline, was 56.038622236494206. There were 31 trades, with a win percentage of 41.935483870967744. The mean percentage return was -0.16209404521847706, the average win percentage was 10.49694501915852, and the average loss percentage was 7.860288925046308. The half Kelly criterion, a betting strategy, was 0. The number of targets, which are profit goals, was 2, and the number of stops, which are loss limits, was 18. There were 11 time exits, which occur when a trade reaches a certain time limit. The ambiguous, or uncertain, trades were 0. The block mean confidence interval percentage, which is a measure of uncertainty, was between -3.8958771357204967 and 3.5261677426824396. The trading strategy used was vectorbt longonly, which means only buying stocks. The accounting rules allowed for two trades per day, with the same day entry and exit, using original open and close prices except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout, which is a set of data used for testing. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'KALU R91104 costed L20 train slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 20, the period type was train, and the slippage was 0.001. The return percentage was -14.048808275721857, and the drawdown percentage was 55.15054140326862. There were 31 trades, with a win percentage of 41.935483870967744. The mean percentage was 0.037782042531024046, the average win percentage was 10.718160567175962, and the average loss percentage was 7.675824669712543. The half Kelly criterion, a measure of optimal bet size, was 0.0017625245625975394. The strategy used 2 targets and 18 stops, with 11 time exits and no ambiguous exits. The block mean confidence interval percentage was between -3.7034761041582973 and 3.7334277526978497. The trading model used was a long-only model, with two accounting points per day, allowing for same-day entry and exit. The original open and close marks were used, except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were no ambiguous bars. No parameters were selected from the holdout set. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L40 holdout slippage0.002'. The results for the stock symbol CSTM are as follows: the lookback period was 40, the period was holdout, and the slippage was 0.002. The return percentage was 1.3907931228781125, the drawdown percentage was 34.39219810138846, and there were 15 trades. The win percentage was 40, the mean percentage was 0.5622711955959284, the average win percentage was 11.714382668000082, and the average loss percentage was 6.872469786006841. The half Kelly criterion, a measure of optimal bet size, was 0.023999181669720954. There were 2 targets, 7 stops, and 6 time exits, with 0 ambiguous results. The model used was a vectorbt longonly model, which means it only considered buying the stock, not selling it short. The model allowed for two accounting points per day, which means the stock could be bought and sold on the same day. The original open and close prices were used, except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch/gap model was not based on 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L40 holdout slippage0.001'. The trading results for the symbol CSTM are as follows: the lookback period was 40, the period was holdout, and the slippage was 0.001. The return percentage was 4.478609788134727, the drawdown percentage was 33.334028015510995, and there were 15 trades. The win percentage was 40, the mean percentage was 0.7635974669109894, the average win percentage was 11.93803553350733, and the average loss percentage was 6.686027910819904. The half Kelly criterion, a measure of optimal bet size, was 0.03198170522979876. There were 2 target exits, 7 stop exits, and 6 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day, using original open and close marks except for exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameter was selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L40 train slippage0.002'. The given data line shows the results of a trade for the symbol CSTM, which is a stock symbol, with a lookback period of 40 days, meaning the system looked at 40 days of data to make decisions. The period is for training, which is a phase where the system learns from data. The slippage, which is the difference between expected and actual trade prices, is 0.002. The return percentage is 2.252059708996494%, and the drawdown percentage, which is the maximum loss from a peak, is 35.630192479805636%. There were 22 trades, with a win percentage of 40.909090909090914%. The mean percentage return per trade is 0.5875995058088154%. The average win percentage is 10.793045625785329%, and the average loss percentage is 6.477709346482617%. The half Kelly criterion, a formula to determine the optimal bet size, is 0.02722120920183088. There were 3 targets, which are profit goals, and 10 stops, which are loss limits. 9 trades were exited based on time, and there were no ambiguous trades. The system used a vectorbt long-only strategy, meaning it only bought stocks, and allowed for two trades per day. The original open and close prices were used, except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use 15-minute venue data, and there were no ambiguous bars. No parameters were selected from the holdout period, which is a set of data not used for training. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L40 train slippage0.001'. The results of a trade for the symbol CSTM are as follows: the lookback period was 40, the period type was train, and the slippage was 0.001. The return percentage was 6.851609117028383, the drawdown percentage was 35.37219700077182, and there were 22 trades. The win percentage was 40.909090909090914, the mean percentage was 0.7889764845531505, the average win percentage was 11.014853968996809, and the average loss percentage was 6.2904771585232275. The half Kelly percentage was 0.035814205380019615. There were 3 targets, 10 stops, and 9 time exits, with 0 ambiguous results. The trade used a vectorbt longonly strategy, with two accounting points per day, allowing for entry and exit on the same day, using original open and close marks except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use a 15-minute venue, and there were zero ambiguous bars. No parameters were selected from the holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L10 holdout slippage0.002'. The given data line shows results for the symbol CSTM, which is a stock symbol, with a lookback period of 10 days, in the holdout period, which is a testing phase. The slippage, or difference between expected and actual trade price, is 0.002. The return percentage is 109.03323670691782, and the drawdown percentage, which is the decrease in value, is 19.998601589767706. There were 16 trades, with a win percentage of 62.5. The mean percentage return is 5.15661179420674, the average win percentage is 11.370880019976715, and the average loss percentage is 5.200501915409885. The half Kelly criterion, a measure of risk, is 0.22674638133317052. There were 3 target exits, 3 stop exits, and 10 time exits. The data is from a vectorbt longonly model, which is a type of trading strategy, and it allows for entry and exit on the same day, with two accounting points per day. The original open and close prices are used, except for the exit price. Fees are 10 basis points per side, plus the listed slippage. The model uses a daily touch or gap model, but not a 15-minute venue model, and there are no ambiguous bars. No parameters were selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L10 holdout slippage0.001'. The trading results for the symbol CSTM are as follows: the lookback period was 10, the period was holdout, and the slippage was 0.001. The return percentage was 115.83049220586699, the drawdown percentage was 19.6779543810628, and there were 16 trades. The win percentage was 62.5, the mean percentage was 5.367135963012308, the average win percentage was 11.593845191118161, and the average loss percentage was 5.010712750497448. The half Kelly criterion, a measure of optimal bet size, was 0.23146487962095508. There were 3 targets and 3 stops, with 10 time exits. The ambiguous trades were 0. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day. The original open and close marks were used, except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameter was selected from the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'CSTM R91104 costed L10 train slippage0.002'. The trading results for the symbol CSTM are as follows: the return percentage was -64.49%, the drawdown percentage was 68.67%, and the win percentage was 34.88%. The average win percentage was 7.66% and the average loss percentage was 7.26%. The results are based on 43 trades, with 1 target, 24 stops, and 18 time exits. The half Kelly criterion, a measure of optimal bet size, was 0. The model used a daily touch or gap strategy, with no ambiguous bars, and fees of 10 basis points per side plus listed slippage of 0.002. The vectorbt longonly strategy was used, allowing for entry and exit on the same day, with two accounting points per day. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all