IMOS R92002 60000? correction 20000 paths per cell all = 1.1555997556974038
Supply chain2026-09-20 02:14
A data scan found the following information about the stock symbol IMOS: the window is all, the number of paths is 20000, the mean percentage is 1.1556, the stop percentage is 63.64, the target percentage is 23.395, and the loss percentage is 65.66. The lowest 1 percent of returns is -11.304. This data uses a NumPy seed of 92002, and is based on 5-day blocks of open, high, low, and close prices, as well as the prior day's close price, over 60 sessions. The strategy is to stop at the first loss, and the target is capped at 20 basis points per side. A bracket is required for the payoff, but it is not a valuation. The historical data is based on bootstrapping, which means it is resampling with replacement, and the odds are not calibrated to predict future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 60000? correction 20000 paths per cell last252 = 0.10697995547923225
Supply chain2026-09-20 02:14
A news scan found the following data line for the symbol CE: the window is last 252 days, with 20,000 paths per cell. The mean percentage is 0.10697995547923225, the stop percentage is 72.82, the target percentage is 24.115000000000002, and the loss percentage is 73.355. The p01 percentage is -9.199993841260012. The half Kelly capital grid is 0.03. This data uses a NumPy seed of 92002, with 5-day joint OHLC and prior-close blocks, over 60 sessions, using a stop-first strategy, with gap-worse and target-capped rules, and a 20 basis points per side fee. The bracket is a required payoff, not a valuation. The historical bootstrap odds are not calibrated to future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 60000? correction 20000 paths per cell all = 0.6824674275400909
Supply chain2026-09-20 02:14
A news scan found the following data line for the symbol CE: the window is all, with 20000 paths per cell. The mean percentage is 0.6824674275400909, the stop percentage is 61.94499999999999, the target percentage is 18.834999999999997, and the loss percentage is 64.97. The p01 percentage is -18.516060747994437. The half Kelly capital grid is 0.2135. This data uses a NumPy seed of 92002, with 5-day joint OHLC and prior-close blocks, 60 sessions, stop-first, gap-worse, target-capped, and 20 basis points per side. The bracket is a required payoff, not valuation. Historical bootstrap odds are not calibrated future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 distribution and costed bracket = 2.9610092324930615
Supply chain2026-09-20 02:14
A news scan found the following data line for AMTX: the symbol is AMTX, with 2692 daily observations, a mean of -0.00006887192545741574, and a standard deviation of 0.06766354625945427. The first quartile is -0.1606169872306013 and the 99th quartile is 0.1943071479777326. The entry point is 2.16 and the stop point is 1.9045400000000003. The net three times risk hurdle is 2.9610092324930615, with a risk per share of 0.2635892715949999 and a gap of 50 one share loss of 1.0864808100000003. This data is based on a NumPy seed of 92002, using 5-day joint open, high, low, and close, or OHLC, blocks, which is a way to look at stock prices, and prior close blocks, over 60 sessions, with a stop-first strategy, which means stopping losses first, and a gap-worse strategy, which considers the worst-case scenario, with a target-capped approach, which limits potential gains, and a 20 basis points per side fee, which is a small cost. The bracket is a required payoff, not a valuation, and historical bootstrap odds, which are a way to estimate probabilities, are not calibrated to future probabilities, meaning they may not accurately predict future outcomes.
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 distribution and costed bracket = 18.75244571547917
Supply chain2026-09-20 02:14
A data scan found the following information about the stock symbol BTDR. The daily number is 860, the mean is 0.0007121538284950934, and the standard deviation, which is a measure of how much the numbers vary, is 0.07478903672118868. The first quartile, or q01, is -0.1945471959983933, and the 99th quartile, or q99, is 0.21237700485171. The entry point is 12.97 and the stop point is 11.111830000000001. The net 3R hurdle, which is a target for the investment return, is 18.75244571547917. The risk per share is 1.906335053627501, and the gap 50 one share loss is 6.523914863750002. This data was generated using a NumPy seed of 92002, with 5-day joint OHLC, or open, high, low, close, and prior close blocks, over 60 sessions, with a stop-first and gap-worse strategy, and a target-capped at 20 basis points per side. The bracket is a required payoff, not a valuation, and historical bootstrap odds are not the same as future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 distribution and costed bracket = 75.18522479251142
Supply chain2026-09-20 02:14
A news scan found the following data line for IMOS: the symbol is IMOS, with 2692 daily observations, a mean of 0.0005885835142422039, and a standard deviation of 0.02564991045298945. The first percentile is -0.0701160626205615 and the 99th percentile is 0.07961735387389482. The entry point is 61.3, the stop point is 56.999179999999996, and the net three times risk hurdle is 75.18522479251142. The risk per share is 4.537421585615 and the gap 50 one share loss is 30.8339229875. This data uses a NumPy seed of 92002, with a 5-day joint open, high, low, and close, and prior close blocks, over 60 sessions, with a stop-first and gap-worse strategy, and a target-capped 20 basis points per side. The bracket is a required payoff, not a valuation, and historical bootstrap odds are not calibrated to future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 distribution and costed bracket = 56.28701548495829
Supply chain2026-09-20 02:14
A distribution and costed bracket for the symbol CE has been calculated. The daily number is 2692, the mean is -0.00006709948319169448, and the standard deviation, or a measure of how spread out the numbers are, is 0.02481836621972415. The first quartile, or the point below which 25% of the data falls, is -0.06347021957772608, and the 99th quartile, or the point below which 99% of the data falls, is 0.06806080791974209. The entry point is 45.41, the stop point is 42.026999999999994, and the net 3R hurdle, or a measure of the minimum return required, is 56.28701548495829. The risk per share is 3.557876537250003, and the gap 50 one share loss is 22.84124702875. This calculation uses a NumPy seed of 92002, and is based on 5-day joint OHLC, or open, high, low, close, and prior close blocks, over 60 sessions, with a stop-first and gap-worse strategy, and a target-capped and 20 basis points per side approach. The bracket is a required payoff, not a valuation, and historical bootstrap odds are not the same as future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 63-65
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX. The results are divided into three sections. The first section has a lookback of 30, a window of holdout, a cost of 55 basis points per side, a return of -43.42092671141317, a drawdown of 75.69816385822271, a win rate of 28.57142857142857, a sample of 21, a mean trade of 0.4379443902893502, an average win of 40.613972340342116, an average loss of -15.632466789731755, a half Kelly risk of 0.00539154833981037, a boundary of 1, targets of 5, and a compound reconcile of -43.4209267114131. The second section has a lookback of 30, a window of recent, a cost of 20 basis points per side, a return of -1.6287786677801932, a drawdown of 41.80084267862901, a win rate of 40, a sample of 5, a mean trade of 1.3910095135837297, an average win of 23.965748112713626, an average loss of -13.658816219169534, a half Kelly risk of 0.02902078222306384, a boundary of 1, targets of 1, and a compound reconcile of -1.6287786677801952. The third section has a lookback of 30, a window of recent, a cost of 55 basis points per side, a return of -5.012254387951873, a drawdown of 42.60996319412295, a win rate of 40, a sample of 5, a mean trade of 0.6837425767654914, an average win of 23.10100798083523, an average loss of -14.261101025947667, a half Kelly risk of 0.014798977112443129, a boundary of 1, targets of 1, and a compound reconcile of -5.0122543879518755. Note that basis points per side refer to the cost of a trade, lookback refers to the time period considered, window refers to the type of data used, and half Kelly risk refers to a measure of risk management.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 60-62
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX: the first test had a lookback period of 30 days, a training window, a cost of 20 basis points per side, a return of -54.004493335038504 percent, a drawdown of 91.53150605350913 percent, a win rate of 26.47058823529412 percent, a sample size of 34 trades, a mean trade duration of 1.8097412978991714 days, an average win of 52.6558891382204, an average loss of -16.494871924616472, a half Kelly risk of 0.017184604870583833, a boundary of 0, 6 targets, and a compound reconcile of -54.00449333503842 percent. The second test had a lookback period of 30 days, a training window, a cost of 55 basis points per side, a return of -63.74631781549011 percent, a drawdown of 92.5340609035918 percent, a win rate of 26.47058823529412 percent, a sample size of 34 trades, a mean trade duration of 1.0995534399079203 days, an average win of 51.59101698026451, an average loss of -17.07737343462046, a half Kelly risk of 0.010656442771117852, a boundary of 0, 6 targets, and a compound reconcile of -63.74631781549005 percent. The third test had a lookback period of 30 days, a holdout window, a cost of 20 basis points per side, a return of -34.46129463395728 percent, a drawdown of 72.72305413472806 percent, a win rate of 28.57142857142857 percent, a sample size of 21 trades, a mean trade duration of 1.1434846836001484 days, an average win of 41.601734723282654, an average loss of -15.039815332272852, a half Kelly risk of 0.013743233199362132, a boundary of 1, 5 targets, and a compound reconcile of -34.46129463395714 percent.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 57-59
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX. The results are divided into three sections. The first section has a lookback period of 20, a holdout window, a cost of 55 basis points per side, a return of -6.863187867505599, a drawdown of 70.48250525784184, a win rate of 33.33333333333333, a sample size of 21, a mean trade of 3.016953878947441, an average win of 40.2471869694623, an average loss of -15.598162666309982, a half Kelly risk of 0.03748030739684449, a boundary of 1, 6 targets, and a compound reconcile of -6.863187867505427. The second section has a lookback period of 20, a recent window, a cost of 20 basis points per side, a return of -1.6287786677801932, a drawdown of 41.80084267862901, a win rate of 40, a sample size of 5, a mean trade of 1.3910095135837297, an average win of 23.965748112713626, an average loss of -13.658816219169534, a half Kelly risk of 0.02902078222306384, a boundary of 1, 1 target, and a compound reconcile of -1.6287786677801952. The third section has a lookback period of 20, a recent window, a cost of 55 basis points per side, a return of -5.012254387951873, a drawdown of 42.60996319412295, a win rate of 40, a sample size of 5, a mean trade of 0.6837425767654914, an average win of 23.10100798083523, an average loss of -14.261101025947667, a half Kelly risk of 0.014798977112443129, a boundary of 1, 1 target, and a compound reconcile of -5.0122543879518755. Note that basis points refer to a unit of measurement, where 1 basis point is equal to 0.01%, and lookback period refers to the amount of time used to analyze data.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 54-56
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX. The first test had a lookback period of 20, a training window, a cost of 20 basis points per side, and resulted in a return of 59.056498113625736 percent, with a maximum drawdown of 83.10954355142279 percent, and a win rate of 34.285714285714285 percent, based on a sample of 35 trades, with a mean trade of 5.691031475221094, an average win of 48.319888271577874, and an average loss of -16.55011120113897. The half Kelly risk was 0.05888912080296137, with 0 boundary, 8 targets, and a compound reconcile of 59.05649811362616. The second test had the same lookback and window, but a cost of 55 basis points per side, resulting in a return of 24.49388960117551 percent, with a drawdown of 85.004541676845 percent, the same win rate, based on the same sample, with a mean trade of 4.953769143587784, an average win of 47.28526248423913, and an average loss of -17.132227381969443. The half Kelly risk was 0.05238174521330982, with 0 boundary, 8 targets, and a compound reconcile of 24.493889601175734. The third test had the same lookback, but a holdout window, a cost of 20 basis points per side, and resulted in a return of 7.885579142480435 percent, with a drawdown of 69.10877133702384 percent, a win rate of 33.33333333333333 percent, based on a sample of 21 trades, with a mean trade of 3.7406107826899384, an average win of 41.232372817610894, and an average loss of -15.00527023477054. The half Kelly risk was 0.04536012030202967, with 1 boundary, 6 targets, and a compound reconcile of 7.885579142480581.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 51-53
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX: the system tested the stock with a 15-day lookback period. For the holdout window, the cost per trade was 55 basis points, the return was -10.784539352734136 percent, and the drawdown was 69.08696975636961 percent. The win rate was 33.33333333333333 percent, based on a sample of 24 trades, with a mean trade value of 2.8698062366019728. The average win was 40.37878639400566 and the average loss was -15.88468384209987. The half Kelly risk, a measure of optimal bet size, was 0.03553606352354366. The system also tested the stock with a 15-day lookback period in the recent window, with two different cost per trade values: 20 basis points and 55 basis points. For the 20 basis point cost, the return was -9.39235784256715 percent and the drawdown was 39.103405555259684 percent. The win rate was 33.33333333333333 percent, based on a sample of 6 trades, with a mean trade value of 0.06207547310328465. The average win was 26.795565474866034 and the average loss was -13.30466952777809. The half Kelly risk was 0.001158316161707973. For the 55 basis point cost, the return was -13.119112314524283 percent and the drawdown was 39.9500275023245 percent. The win rate was 33.33333333333333 percent, based on a sample of 6 trades, with a mean trade value of -0.6359213014732208. The average win was 25.91108556263545 and the average loss was -13.909424733527556. The half Kelly risk was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 48-50
Supply chain2026-09-20 02:14
A data scan found the following backtest results for AMTX: the first test had a lookback period of 15, a training window, a cost of 20 basis points per side, a return of 155.69256730641598, a drawdown of 85.92197467823878, a win rate of 35.8974358974359, a sample size of 39, a mean trade of 7.1995049641500595, an average win of 50.19587533916966, an average loss of -16.87846244586092, a half Kelly risk of 0.07171410913250899, a boundary of 0, 10 targets, and a compound reconcile of 155.69256730641627. The second test had a lookback period of 15, a training window, a cost of 55 basis points per side, a return of 94.60515342665617, a drawdown of 87.76117259599373, a win rate of 35.8974358974359, a sample size of 39, a mean trade of 6.451720068150298, an average win of 49.14816334593186, an average loss of -17.458288167407378, a half Kelly risk of 0.0656354137054882, a boundary of 0, 10 targets, and a compound reconcile of 94.60515342665666. The third test had a lookback period of 15, a holdout window, a cost of 20 basis points per side, a return of 5.536440012330433, a drawdown of 67.19217349730968, a win rate of 33.33333333333333, a sample size of 24, a mean trade of 3.592429481288916, an average win of 41.36489668059389, an average loss of -15.29380411836357, a half Kelly risk of 0.0434236486679572, a boundary of 1, 7 targets, and a compound reconcile of 5.536440012330646.
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 45-47
Supply chain2026-09-20 02:14
A data scan found the following backtest results for BTDR. The first test had a lookback period of 30, a holdout window, a cost of 55 basis points per side, and resulted in a return of 9.658945957605953 percent, with a drawdown of 63.77974216846107 percent and a win rate of 38.095238095238095 percent. The test had a sample size of 21, a mean trade of 3.821859047875679, an average win of 36.06172304063372, and an average loss of -16.018057255360038. The half Kelly risk was 0.05299052188340078, with a boundary of 1, targets of 5, and a compound reconcile of 9.658945957606058. The second test had a lookback period of 30, a recent window, a cost of 20 basis points per side, and resulted in a return of 0.9741286763452421 percent, with a drawdown of 43.05375322303709 percent and a win rate of 40 percent. The test had a sample size of 5, a mean trade of 2.576186029892462, an average win of 26.156297540000317, and an average loss of -13.143888310179442. The half Kelly risk was 0.04924599947589586, with a boundary of 1, targets of 1, and a compound reconcile of 0.9741286763452761. The third test had a lookback period of 30, a recent window, a cost of 55 basis points per side, and resulted in a return of -2.498873977429946 percent, with a drawdown of 43.45098960242083 percent and a win rate of 40 percent. The test had a sample size of 5, a mean trade of 1.8606517312213233, an average win of 25.27627692920351, and an average loss of -13.74976506743347. The half Kelly risk was 0.03680628552284093, with a boundary of 1, targets of 1, and a compound reconcile of -2.4988739774299606.
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 42-44
Supply chain2026-09-20 02:14
A data scan found the following backtest results for BTDR. The results are: for a lookback of 20 days and a recent window with a cost of 20 basis points per side, the return was 7.177317468748674 percent, the drawdown was 39.5553489841793 percent, and the win rate was 40 percent. For the same lookback and window but with a cost of 55 basis points per side, the return was 3.4909562901682083 percent, the drawdown was 39.97698896366172 percent, and the win rate was also 40 percent. For a lookback of 30 days and a holdout window with a cost of 20 basis points per side, the return was 27.024090925082263 percent, the drawdown was 62.75123107621283 percent, and the win rate was 38.095238095238095 percent. A basis point is one hundredth of a percent, used to measure the cost of a trade. A drawdown is the largest decrease in value, and a win rate is the percentage of winning trades. The half Kelly risk is a measure of the optimal fraction of the portfolio to bet, named after a researcher. The boundary and targets refer to the strategy's rules for buying and selling. The compound reconcile is the return after accounting for the effects of compounding.
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 39-41
Supply chain2026-09-20 02:14
A data scan found the following backtest results for BTDR: the system tested the stock symbol BTDR with different settings. The first test had a lookback period of 15, meaning it considered the last 15 days of data, and a recent window, which refers to the time period used for analysis. The cost per trade was 55 basis points, or 0.55%, on the side, and the return was 3.4909562901682083%. The drawdown, or largest loss, was 39.97698896366172%, and the win rate was 40%. The sample size was 5 trades, with a mean trade value of 3.1276534400171268, an average win of 28.44378120119302, and an average loss of -13.74976506743347. The half Kelly risk, a measure of risk management, was 0.054979565091823, with a boundary of 1 and 1 target. The compound reconcile, a measure of overall performance, was 3.490956290168201. The second test had a lookback period of 20, a holdout window, meaning it was used for testing, and a cost per trade of 20 basis points. The return was -14.12345464137984%, with a drawdown of 75.78959609527347%, and a win rate of 33.33333333333333%. The sample size was 24 trades, with a mean trade value of 3.085255122369669, an average win of 42.91530662996947, and an average loss of -16.82977063143023. The half Kelly risk was 0.035945859002847164, with a boundary of 1 and 5 targets. The compound reconcile was -14.123454641379684. The third test also had a lookback period of 20, a holdout window, and a cost per trade of 55 basis points. The return was -27.40407434560063%, with a drawdown of 77.26781584735166%, and a win rate of 33.33333333333333%. The sample size was 24 trades, with a mean trade value of 2.366169742203321, an average win of 41.91838124546508, and an average loss of -17.409936009427557. The half Kelly risk was 0.02822353430524352, with a boundary of 1 and 5 targets. The compound reconcile was -27.40407434560056.
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 36-38
Supply chain2026-09-20 02:14
A data scan found the following backtest results for BTDR. The results are divided into three sections. The first section has a lookback of 15, a window of holdout, a cost of 20 basis points per side, a return of -24.73%, a drawdown of 75.79%, a win rate of 32%, a sample size of 25, a mean trade of 2.47, an average win of 42.92, an average loss of -16.57, a half Kelly risk of 0.03, a boundary of 1, targets of 5, and a compound reconcile of -24.73%. The second section has a lookback of 15, a window of holdout, a cost of 55 basis points per side, a return of -36.81%, a drawdown of 77.27%, a win rate of 32%, a sample size of 25, a mean trade of 1.75, an average win of 41.92, an average loss of -17.15, a half Kelly risk of 0.02, a boundary of 1, targets of 5, and a compound reconcile of -36.81%. The third section has a lookback of 15, a window of recent, a cost of 20 basis points per side, a return of 7.18%, a drawdown of 39.56%, a win rate of 40%, a sample size of 5, a mean trade of 3.85, an average win of 29.35, an average loss of -13.14, a half Kelly risk of 0.07, a boundary of 1, targets of 1, and a compound reconcile of 7.18%.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 33-35
Supply chain2026-09-20 02:14
A news scan found the following data: the automated trading fund manager for IMOS reported three sets of results. The first set had a lookback of 30 days in the holdout window, with a cost of 55 basis points per side, resulting in a return of -50.74993217805739 percent and a drawdown of 55.55407401702348 percent, with a win rate of 25 percent over 24 samples, a mean trade of -2.4538414436456764, an average win of 13.039366942894937, and an average loss of -7.618244239159215. The second set had a lookback of 30 days in the recent window, with a cost of 20 basis points per side, resulting in a return of -29.10819309081486 percent and a drawdown of 48.74194084051907 percent, with a win rate of 25 percent over 8 samples, a mean trade of -3.4774627037833556, an average win of 17.602606748144346, and an average loss of -10.504152521092589. The third set had a lookback of 30 days in the recent window, with a cost of 55 basis points per side, resulting in a return of -32.969065634795754 percent and a drawdown of 50.850219972918595 percent, with a win rate of 25 percent over 8 samples, a mean trade of -4.150768942817042, an average win of 16.78225358433195, and an average loss of -11.128443118533372.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 30-32
Supply chain2026-09-20 02:14
A data scan found the following backtest results for IMOS. The results are as follows: for a 30-day lookback period in the training window with a cost of 20 basis points per side, the return was -18.793848457480035 percent, the drawdown was 34.37959527555957 percent, the win rate was 29.268292682926827 percent, the sample size was 41, the mean trade was -0.19011427437731224, the average win was 11.9465183967658, the average loss was -5.21216917278136, the half Kelly risk was 0, the boundary was 1, the number of targets was 5, and the compound reconcile was -18.7938484574799. For the same lookback period and training window but with a cost of 55 basis points per side, the return was -39.05403342685795 percent, the drawdown was 42.78972658813067 percent, the win rate was 29.268292682926827 percent, the sample size was 41, the mean trade was -0.8863518646725524, the average win was 11.165620055445519, the average loss was -5.873374728169685, the half Kelly risk was 0, the boundary was 1, the number of targets was 5, and the compound reconcile was -39.05403342685779. For a 30-day lookback period in the holdout window with a cost of 20 basis points per side, the return was -41.74017832129024 percent, the drawdown was 48.741940840519085 percent, the win rate was 29.166666666666668 percent, the sample size was 24, the mean trade was -1.768614901655173, the average win was 11.945881168407116, the average loss was -7.415760342269056, the half Kelly risk was 0, the boundary was 0, the number of targets was 1, and the compound reconcile was -41.74017832129013.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 27-29
Supply chain2026-09-20 02:14
A data scan found the following results for IMOS: the system tested the stock symbol IMOS with a lookback period of 20, which means it considered 20 previous trading days. It used three different scenarios, or cells, with different settings. The first cell used a holdout window, which is a period of time used to test the system, with a cost of 55 basis points per side, which is a measure of the cost of trading, and found a return of -25.622675816434427 percent, a drawdown of 42.86358242316199 percent, and a win rate of 29.166666666666668 percent. The second cell used a recent window with a cost of 20 basis points per side and found a return of -2.529824523337618 percent, a drawdown of 38.543870106364345 percent, and a win rate of 37.5 percent. The third cell used a recent window with a cost of 55 basis points per side and found a return of -7.838194287941359 percent, a drawdown of 39.61069574804228 percent, and a win rate of 37.5 percent. The results also included other metrics such as mean trade, average win, average loss, and half Kelly risk, which is a measure of the optimal amount of risk to take.
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IMOS R92002 full backtest cells 24-26
Supply chain2026-09-20 02:14
A data scan found the following backtest results for IMOS. The results are as follows: for a 20-day lookback period, the results were return of -8.971739369503632 percent and a drawdown of 42.910089963156686 percent with a cost of 20 basis points per side, and return of -33.56883054269899 percent and a drawdown of 51.353216825526985 percent with a cost of 55 basis points per side. A news scan found the headline was not available, but the data showed the win rate was 31.11111111111111 percent for both, with a sample size of 45. The average win was 11.929664820939609 and the average loss was -5.2092228974105925 for the first scenario, and the average win was 11.148884044056304 and the average loss was -5.870449004948134 for the second scenario. For the holdout period, the return was -12.016169002238042 percent and the drawdown was 38.543870106364395 percent with a cost of 20 basis points per side, and a win rate of 29.166666666666668 percent with a sample size of 24.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 21-23
Supply chain2026-09-20 02:14
A data scan found the following results for IMOS: the system tested the stock symbol IMOS with a 15-day lookback period, which is a way to analyze past data. There were three tests. The first test used a holdout window, meaning it was a test period, with a cost of 55 basis points per side, which is a measure of trading cost, and it resulted in a return of -25.68277274126876 percent, a drawdown of 39.61069574804213 percent, and a win rate of 28 percent. The second test used a recent window, meaning it was a test of recent data, with a cost of 20 basis points per side, and it resulted in a return of -0.9455426017254922 percent, a drawdown of 38.543870106364295 percent, and a win rate of 37.5 percent. The third test also used a recent window, but with a cost of 55 basis points per side, and it resulted in a return of -6.340194700491099 percent, a drawdown of 39.610695748042204 percent, and a win rate of 37.5 percent. The half Kelly risk, which is a measure of risk, was 0, 0.025212645597855077, and 0.008707118113615325 respectively. The compound reconcile, which is a way to calculate returns, was -25.68277274126868, -0.9455426017254687, and -6.340194700491086 percent respectively.
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 18-20
Supply chain2026-09-20 02:14
A data scan found the following backtest results for IMOS. The results are divided into three sections. The first section has a lookback of 15, a window of train, a cost of 20 basis points per side, a return of -6.776074823155068, a drawdown of 51.19878743747881, a win rate of 32.5, a sample size of 40, a mean trade of 0.15697252028212427, an average win of 11.535406540277137, an average loss of -5.321532748604362, a half Kelly risk of 0.006803944002061746, a boundary of 1, targets of 2, and a compound reconcile of -6.776074823154876. The second section has a lookback of 15, a window of train, a cost of 55 basis points per side, a return of -29.54310155574756, a drawdown of 57.276307769403566, a win rate of 32.5, a sample size of 40, a mean trade of -0.5416862217034579, an average win of 10.757375966274909, an average loss of -5.9819754233226705, a half Kelly risk of 0, a boundary of 1, targets of 2, and a compound reconcile of -29.54310155574745. The third section has a lookback of 15, a window of holdout, a cost of 20 basis points per side, a return of -11.469704738051917, a drawdown of 38.543870106364345, a win rate of 28.000000000000004, a sample size of 25, a mean trade of 0.15053405334779013, an average win of 17.309042874389974, an average loss of -6.522219377057503, a half Kelly risk of 0.004348422221846754, a boundary of 0, targets of 4, and a compound reconcile of -11.469704738051822.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 15-17
Supply chain2026-09-20 02:14
A data scan found the following backtest results for symbol CE: there are three sets of results. The first set has a lookback of 30, a window of holdout, a cost of 55 basis points per side, a return of -35.06088536721273 percent, a drawdown of 44.599087230556414 percent, a win rate of 14.285714285714285 percent, a sample size of 14, a mean trade of -2.541108544569848, an average win of 21.19920852580063, an average loss of -6.49782805629826, a half Kelly risk of 0, a boundary of 1, targets of 1, and a compound reconcile of -35.06088536721268. The second set has a lookback of 30, a window of recent, a cost of 20 basis points per side, a return of -6.73187312689688 percent, a drawdown of 31.34347194566498 percent, a win rate of 25 percent, a sample size of 4, a mean trade of -0.8338651815723436, an average win of 22.421974295001167, an average loss of -8.585811673763514, a half Kelly risk of 0, a boundary of 1, targets of 0, and a compound reconcile of -6.731873126896848. The third set has a lookback of 30, a window of recent, a cost of 55 basis points per side, a return of -9.307187850410957 percent, a drawdown of 32.535290316325536 percent, a win rate of 25 percent, a sample size of 4, a mean trade of -1.5256121988435152, an average win of 21.568002969789468, an average loss of -9.223483921721176, a half Kelly risk of 0, a boundary of 1, targets of 0, and a compound reconcile of -9.307187850410958.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 12-14
Supply chain2026-09-20 02:14
A news scan found the following data: the symbol is CE, which is a stock ticker. The results of a backtest are given in three scenarios. The first scenario has a lookback period of 30 days, a training window, a cost of 20 basis points per side, a return of -7.888222540309255, a drawdown of 42.22896101505012, a win rate of 38.70967741935484, a sample size of 31, a mean trade of 0.054510749086606816, an average win of 9.52858549593089, an average loss of -5.929115406815046, a half Kelly risk of 0.002860379912101585, a boundary of 0, 6 targets, and a compound reconcile of -7.888222540309197. The second scenario has the same lookback period and training window, but a cost of 55 basis points per side, a return of -25.856656165315517, a drawdown of 50.64819232343491, the same win rate, the same sample size, a mean trade of -0.6434332567167204, an average win of 8.764553778233447, an average loss of -6.585319805106299, a half Kelly risk of 0, a boundary of 0, 6 targets, and a compound reconcile of -25.85665616531537. The third scenario has the same lookback period, but a holdout window, a cost of 20 basis points per side, a return of -28.37449195404695, a drawdown of 40.52886268223147, a win rate of 21.428571428571427, a sample size of 14, a mean trade of -1.856495022453026, an average win of 14.836803729398737, an average loss of -6.409212863867143, a half Kelly risk of 0, a boundary of 1, 1 target, and a compound reconcile of -28.37449195404691.
https://runway.adityaperswal.workers.dev/data/stock-bars