Runway

Notes

32996 observations, newest first
STNG R91206 costed daily proxy all L10 managedfalse 2021-01-01 slip5 = 173.0235627099403
Supply chain2026-09-12 06:10
A news scan found the following trading results for the symbol STNG. The results are based on a daily proxy that includes all adjustments, which is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used was a long-only strategy with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11. There was a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being executed first. The managed quarter was based on a 2R plus next day break-even. The results showed a return percentage of 173.0235627099403, a drawdown percentage of 36.405626540674774, and a win percentage of 44.827586206896555. The mean percentage was 4.497267890609713, with a mean confidence interval percentage of -0.7141112534199459 to 9.877265670834419. The buy-and-hold percentage was 377.8375088751394. There were 29 trades, with 6 targets, 15 stops, and 8 timeouts. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedtrue 2025-01-01 slip15 = 52.3942538987852
Supply chain2026-09-12 06:10
A news scan found the headline 'FRO R91206 costed daily proxy all L20 managed true 2025-01-01 slip 15'. The trading results for the symbol FRO are as follows: the adjustment type is all, which means it is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used a long-only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024 and the testing period was from 2025 to September 11, 2026, with a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being executed first, and the managed quarter was 2R plus the next day's breakeven. The results show a return percentage of 52.3942538987852, a drawdown percentage of 24.544119307435107, and a win percentage of 44.44444444444444. The mean percentage is 2.765829394148823, with a mean confidence interval percentage of -2.435623010639437 to 8.249760822521889. The buy and hold percentage is 280.5877803557618. There were 18 trades, with 6 targets, 11 stops, 1 timeout, and 7 partials. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedtrue 2025-01-01 slip5 = 58.13830188675448
Supply chain2026-09-12 06:10
A news scan found the headline 'FRO R91206 costed daily proxy all L20 managed true 2025-01-01 slip 5'. The trading results for the symbol FRO are as follows: the adjustment type is all, which means it is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used is long only with manual cash reconciliation, and it includes a 1 basis point fee and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, 2026, with a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being executed first. The managed quarter had a 2R plus next day break even. The results show a return percentage of 58.13830188675448, a drawdown percentage of 24.090022603520435, and a win percentage of 44.44444444444444. The mean percentage is 2.9715669447909394, with a mean confidence interval percentage of -2.240298785942834 to 8.466477223104828. The buy and hold percentage is 280.5877803557618. There were 18 trades, with 6 targets, 11 stops, 1 timeout, and 7 partials. The closed win rate excludes open marks. The entry day exits were 0. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedtrue 2021-01-01 slip15 = 33.61475053266797
Supply chain2026-09-12 06:10
A news scan found the headline 'FRO R91206 costed daily proxy all L20 managed true 2021-01-01 slip 15'. The trading results for the symbol FRO are as follows: the adjusted price, which is a synthetic dividend-adjusted price proxy, was used for all calculations. This means that the price was adjusted to reflect the effect of dividends, but the actual cash dividends were not included. The results are based on a long-only strategy with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11. There was a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being executed first. The managed quarter had a 2R return, and the next day had a breakeven point. The results show a return percentage of 33.61475053266797, a drawdown percentage of 29.820331410837586, and a win percentage of 42.42424242424242. The mean percentage was 1.4048835277972755, with a confidence interval of -1.9794865433470314 to 5.161077022915498. The buy and hold percentage was 191.44447020635292. There were 7 targets, 24 stops, 2 timeouts, and 14 partials. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedtrue 2021-01-01 slip5 = 42.730856531735654
Supply chain2026-09-12 06:10
A news scan found the headline about FRO R91206 costed daily proxy all L20 managed true 2021-01-01 slip 5. The trading results for the symbol FRO are as follows: the adjusted price, which is a synthetic dividend-adjusted price proxy, was used, excluding cash dividends. The results from January 1, 2021, to December 31, 2024, show a return percentage of 42.730856531735654 and a drawdown percentage of 27.917394795645333. The number of trades was 33, with 0 open trades, a win percentage of 42.42424242424242, and a mean percentage of 1.6078964600448271. The mean confidence interval percentage was between -1.7832491318441552 and 5.371609867705768. The buy and hold percentage was 191.44447020635292. There were 7 targets, 24 stops, 2 timeouts, and 14 partials. The strategy used was vectorbt long only with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, with a prior warm-up period in 2020. The next open, 2 ADR stop, and 3R target 40 sessions were used, with the stop first and managed quarter 2R plus next day break even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy split L20 managedfalse 2025-01-01 slip15 = 78.87010986338649
Supply chain2026-09-12 06:10
A news scan found the headline about FRO R91206 costed daily proxy split L20 managed false 2025-01-01 slip 15. The trading results for the symbol FRO are as follows: the adjustment type is a split, the number of losses, or L, is 20, and the managed status is false. The start date is 2025-01-01 and the end date is 2026-09-11, with a slip of 15. The return percentage is 78.87%, the drawdown percentage is 24.50%, and the number of trades, or N, is 17. The number of open trades is 1, and the win percentage is 47.06%. The mean percentage is 3.88%, with a mean confidence interval percentage of -1.65% to 9.59%. The buy and hold percentage is 237.29%. There were 0 entry day exits, 6 targets, 9 stops, 2 timeouts, and 0 partials. The strategy used is vectorbt long only with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. All adjustments are synthetic dividend-adjusted price proxies that exclude cash dividends and do not include live cash returns. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, with a prior warm-up period in 2020. The next open, 2 ADR stop, and 3R target were used for 40 sessions, with the stop coming first, and the managed quarter 2R plus next day break even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy split L20 managedfalse 2025-01-01 slip5 = 85.24123287186694
Supply chain2026-09-12 06:10
A news scan found the headline about FRO R91206 costed daily proxy split L20 managed false 2025-01-01 slip 5. The trading results for the symbol FRO are as follows: the adjustment type is a split, the number of losses, or L, is 20, and the managed status is false. The start date is 2025-01-01 and the end date is 2026-09-11, with a slip of 5. The return percentage is 85.24%, the drawdown percentage is 24.04%, and the number of trades, or N, is 17. The number of open trades is 1, the win percentage is 47.06%, and the mean percentage is 4.09%. The mean confidence interval percentage is between -1.45% and 9.81%. The buy and hold percentage is 237.29%. There were 0 entry day exits, 6 targets, 9 stops, 2 timeouts, and 0 partials. The strategy used was vectorbt long only with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. All adjustments are synthetic dividend-adjusted price proxies that exclude cash dividends and do not include live cash returns. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, with a prior warm-up period in 2020. The next open, 2 ADR stop, and 3R target were used for 40 sessions, with the stop first and managed quarter 2R plus next day break even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy split L20 managedfalse 2021-01-01 slip15 = 23.986304575835238
Supply chain2026-09-12 06:10
A news scan found the headline 'FRO R91206 costed daily proxy split L20 managedfalse 2021-01-01 slip15'. The trading results for the symbol FRO are as follows: the adjustment type is a split, the number of losses allowed is 20, and the strategy is not managed. The start date is 2021-01-01 and the end date is 2024-12-31, with a slip of 15. The return percentage is 23.986304575835238 and the drawdown percentage is 32.11191552206013. There are 31 trades, with 0 open trades, and a win percentage of 32.25806451612903. The mean percentage is 1.341053709005792, with a confidence interval of -2.602611289278925 to 5.689144280811712. The buy and hold percentage is 118.98148148148144. The strategy uses a vectorbt long-only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The adjusted price is a synthetic dividend-adjusted price proxy, excluding cash dividends. The training period is from 2021 to 2024, and the testing period is from 2025 to September 11, with a prior warm-up period in 2020. The strategy uses a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop coming first, and is managed with a quarter 2R and next day break-even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy split L20 managedfalse 2021-01-01 slip5 = 31.916768191091947
Supply chain2026-09-12 06:10
A news scan found the headline about FRO R91206 costed daily proxy split L20 managed false 2021-01-01 slip 5. The trading results for the symbol FRO are as follows: the adjustment is for a split, the number of losses, or L, is 20, and the managed status is false. The start date is 2021-01-01 and the end date is 2024-12-31, with a slip of 5. The return percentage is 31.916768191091947 and the drawdown percentage is 31.703362138101866. There are 31 trades, with 0 open trades, and a win percentage of 32.25806451612903. The mean percentage is 1.5439388537323948, with a mean confidence interval percentage of -2.407621375701471 to 5.900734318103161. The buy and hold percentage is 118.98148148148144. The strategy used is a long-only strategy with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The adjusted price is a synthetic dividend-adjusted price proxy, excluding cash dividends. The training period is from 2021 to 2024, with a test period from 2025 to September 11, and a prior warm-up period in 2020. The next open, 2 ADR stop, and 3R target are used, with 40 sessions, and the stop is executed first. The managed quarter is 2R, with the next day break-even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L40 managedfalse 2025-01-01 slip15 = -8.3889660922706
Supply chain2026-09-12 06:10
A news scan found the headline 'FRO R91206 costed daily proxy all L40 managedfalse 2025-01-01 slip15'. The trading results for the symbol FRO are as follows: the adjustment type is all, meaning it includes all adjustments, and L is 40, which is a parameter for the trading strategy. The managed parameter is set to false, meaning the trading is not managed. The start date is 2025-01-01 and the end date is 2026-09-11. The slip, or the amount of price movement allowed before a trade is executed, is 15. The return percentage is -8.3889660922706, and the drawdown percentage, which is the maximum loss from peak to trough, is 26.943338884677125. There were 13 trades, with 1 open trade, and a win percentage of 23.076923076923077. The mean percentage return is -0.7257376029445965, with a confidence interval of -6.203174100057471 to 5.284193520809816. The buy and hold return percentage is 280.5877803557618. The strategy used is a long-only strategy with manual cash reconciliation, and a 1 basis point fee, which is a small fee, and a specified slip per side, meaning the slip is applied to both the buy and sell sides. The all adjustment type is a synthetic dividend-adjusted price proxy, which means it includes dividend adjustments, but excludes cash dividends, and does not include live cash returns. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, with a prior warm-up period in 2020. The next open trade will use a 2 ADR stop, which is a type of stop-loss order, and a 3R target, which is a type of profit target, over 40 sessions, with the stop-loss executed first. The managed quarter 2R means the trading is managed for the second quarter, and the next day BE means the next day's break-even point will be used. The closed win rate excludes open marks, meaning it only includes trades that have been closed. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L40 managedfalse 2025-01-01 slip5 = -5.8818647506624355
Supply chain2026-09-12 06:09
A news scan found the headline about FRO R91206 costed daily proxy all L40 managed false 2025-01-01 slip 5. The trading results for the symbol FRO are as follows: the adjustment type is all, which means it is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used a long-only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11, 2026, with a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target, with 40 sessions, and stopped at the first stop, with managed quarter 2R and next day break-even. The results show a return percentage of -5.8818647506624355, a drawdown percentage of 26.356540897697922, and a win percentage of 23.076923076923077. The mean percentage is -0.5269901816686278, with a mean confidence interval percentage of -6.015392525847188 to 5.494972845260406. The buy and hold percentage is 280.5877803557618. There were 13 trades, with 3 targets, 10 stops, and no timeouts or partials. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L40 managedfalse 2021-01-01 slip15 = 30.019492658679205
Supply chain2026-09-12 06:09
A news scan found the headline about FRO R91206 costed daily proxy all L40 managed false 2021-01-01 slip 15. The trading results for the symbol FRO are as follows: the adjustment type is all, the number of periods, or L, is 40, and the managed status is false. The start date is 2021-01-01 and the end date is 2024-12-31, with a slip of 15. The return percentage is 30.019492658679205 and the drawdown percentage is 30.570454769486478. There were 26 trades, with 0 open trades, and a win percentage of 34.61538461538461. The mean percentage is 1.6034662808686988, with a mean confidence interval percentage of -2.5791347870759753 to 6.03440411736864. The buy and hold percentage is 191.44447020635292. The strategy used is called vectorbt long only, which means buying and holding, with manual cash reconciliation, a 1 basis point fee, and a specified slip per side, which refers to a small amount taken from each trade. The all adjustment type is a synthetic dividend-adjusted price proxy, which means it includes dividend payments in the price, excluding cash dividends, and does not include live cash return. The training period is from 2021 to 2024, and the testing period is from 2025 to September 11, with a prior warm-up period in 2020. The strategy also includes next open, 2 ADR stop, which refers to a type of stop-loss order, and 3R target 40 sessions, which refers to a target profit, with a stop-first rule, and managed quarter 2R plus next day break-even, which refers to managing the trade to break even after a certain period. The closed win rate excludes open marks, which refers to open trades that have not been closed yet. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L40 managedfalse 2021-01-01 slip5 = 36.95938733593715
Supply chain2026-09-12 06:09
A news scan found the following data line: the symbol FRO had a daily proxy with all adjustments, a managed status of false, and a start date of 2021-01-01. The results included a return percentage of 36.95938733593715, a drawdown percentage of 30.152624809063354, and a win percentage of 34.61538461538461. The mean percentage was 1.8068767764839395, with a confidence interval of -2.3840978734588116 to 6.246685366063028. A buy and hold approach would have resulted in a return percentage of 191.44447020635292. The strategy used was a long-only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The all adjustments proxy is a synthetic dividend-adjusted price that excludes cash dividends. The training period was from 2021 to 2024, with a test period from 2025 to September 11, and a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with a stop-first approach and managed quarter 2R plus next day break-even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedfalse 2025-01-01 slip15 = 92.95003973362526
Supply chain2026-09-12 06:09
A news scan found the headline about FRO R91206 costed daily proxy all L20 managed false 2025-01-01 slip 15. The trading results for the symbol FRO are as follows: the adjustment method used is all, which means a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used a 20-day period, was not managed, and started on 2025-01-01 and ended on 2026-09-11 with a 15 slip. The return percentage was 92.95003973362526 and the drawdown percentage was 24.544119307435107. There were 17 trades, with 1 open trade, and a win percentage of 47.05882352941176. The mean percentage return was 4.44533192953196, with a confidence interval of -1.5494215414400931 to 10.501031204184192. The buy and hold return percentage was 280.5877803557618. The strategy used a vectorbt long only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024 and the testing period was from 2025 to September 11, with a prior warmup period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being triggered first, and was managed based on a quarter 2R plus next day break even. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedfalse 2025-01-01 slip5 = 99.82267171541923
Supply chain2026-09-12 06:09
A news scan found the headline about FRO R91206 costed daily proxy all L20 managed false 2025-01-01 slip 5. The trading results for the symbol FRO are as follows: the adjusted price, also known as the proxy, which is a synthetic dividend-adjusted price, was used for all calculations. The results are for a long-only strategy, which means only buying, with manual cash reconciliation, a 1 basis point fee, and a specified slip per side, which refers to a small allowed difference in price. The training period was from 2021 to 2024 and the testing period was from 2025 to September 11, 2026, with a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target, which means the stop-loss was set at 2 times the average daily range and the target was set at 3 times the range, with a 40-session timeout, and the stop was executed first. The managed quarter 2R means the strategy was adjusted to achieve a 2% return in the second quarter, and the next day BE means the best entry point was chosen for the next day. The results show a return percentage of 99.82267171541923%, a drawdown percentage of 24.090022603520435%, and a win percentage of 47.05882352941176%. The mean percentage return was 4.654431850136588%, with a confidence interval of -1.3523231382960088% to 10.722254655961946%. The buy and hold percentage return was 280.5877803557618%. There were 17 trades, with 7 targets, 9 stops, 1 timeout, and 0 partials. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedfalse 2021-01-01 slip15 = 39.42016856004847
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L20 managedfalse 2021-01-01 slip15'. The trading results for the symbol FRO are as follows: the adjustment type is all, meaning it includes all adjustments, and L is 20. The managed status is false, meaning it is not managed. The start date is 2021-01-01 and the end date is 2024-12-31. The slip, or the difference between the expected and actual price, is 15. The return percentage is 39.42016856004847 and the drawdown percentage, which is the maximum loss, is 29.363755405191405. There were 33 trades, with 0 open trades. The win percentage is 33.33333333333333, meaning one-third of the trades were successful. The mean percentage return is 1.66922388663624, and the mean confidence interval percentage is between -2.16791785671678 and 5.923740287615695. The buy and hold percentage return is 191.44447020635292. There were 9 targets, 21 stops, and 3 timeouts. The vectorbt strategy used was long only with manual cash reconciliation, and a 1 basis point fee, which is a small fee, and a specified slip per side. The all adjustment is a synthetic dividend-adjusted price proxy, which means it includes dividend payments, but excludes cash dividends. The data was trained from 2021 to 2024 and tested from 2025 to September 11, with a prior warmup period in 2020. The next open trade will use a 2 ADR stop, which is a type of stop-loss order, and a 3R target, which is a type of profit target, over 40 sessions. The stop-loss order will be executed first, and the managed quarter will use a 2R plus next day break-even strategy, which means the trade will be closed when it reaches a certain profit level or when the next day's price is reached. The closed win rate excludes open trades. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L20 managedfalse 2021-01-01 slip5 = 48.93235961630862
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L20 managedfalse 2021-01-01 slip5'. The trading results for the symbol FRO are as follows: the adjusted price, which is a synthetic dividend-adjusted price proxy, was used for all calculations. This means that the price was adjusted to account for dividends, but does not include actual cash dividends. The results are based on a trading strategy that was trained on data from 2021 to 2024 and tested on data from 2025 to September 11. The strategy used a 1 basis point fee and a specified slip per side, which refers to a small amount added to the cost of a trade. The results show a return percentage of 48.93%, a drawdown percentage of 28.94%, and a win percentage of 33.33%. The strategy had 33 trades, with 9 targets, 21 stops, and 3 timeouts. The mean percentage return was 1.87%, with a confidence interval of -1.97% to 6.14%. The buy and hold percentage return was 191.44%. The strategy used a next open, 2 ADR stop, and 3R target, with 40 sessions, and stopped first. The managed quarter 2R and next day BE refer to the strategy's risk management rules. The closed win rate excludes open marks, meaning that it only includes trades that have been closed. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L10 managedfalse 2025-01-01 slip15 = 152.5055331700635
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L10 managedfalse 2025-01-01 slip15'. The trading results for the symbol FRO are as follows: the adjustment type is all, which means it is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading strategy used a long-only approach with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The results are based on a training period from 2021 to 2024 and a testing period from 2025 to September 11, 2026, with a prior warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target over 40 sessions, with the stop being executed first. The managed quarter had a 2R return and the next day had a break-even point. The results show a return percentage of 152.5055331700635, a drawdown percentage of 23.423620604047237, and a win percentage of 53.333333333333336. The mean percentage return was 6.996083906973194, with a confidence interval of 0.5473911777680478 to 13.496834609582553. The buy and hold percentage return was 280.5877803557618. There were 15 trades, with 7 targets, 6 stops, and 2 timeouts. The closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L10 managedfalse 2025-01-01 slip5 = 160.4555454070435
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L10 managedfalse 2025-01-01 slip5'. The trading results for the symbol FRO are as follows: the adjustment type is all, which means it is a synthetic dividend-adjusted price proxy that excludes cash dividends. The trading period started on 2025-01-01 and ended on 2026-09-11 with a slip of 5. The return percentage was 160.4555454070435 and the drawdown percentage was 22.96278069120994. There were 15 trades, with 1 open trade, a win percentage of 53.333333333333336, and a mean percentage of 7.210290441977062. The mean confidence interval percentage is between 0.748687407325333 and 13.724055670278224. The buy and hold percentage is 280.5877803557618. The strategy used was vectorbt longonly with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024 and the testing period was from 2025 to September 11, with a prior warmup period in 2020. The next open trade will use a 2 ADR stop and a 3R target over 40 sessions, with the stop coming first, and the managed quarter will use a 2R plus the next day's breakeven point. The closed win rate excludes open marks. The results also show 0 entry day exits, 7 targets, 6 stops, 2 timeouts, and 0 partials. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L10 managedfalse 2021-01-01 slip15 = 96.32186799489786
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L10 managedfalse 2021-01-01 slip15'. The trading results for the symbol FRO are as follows: the adjusted price, which is a synthetic dividend-adjusted price proxy, was used, excluding cash dividends. The results are from January 1, 2021, to December 31, 2024. The return percentage was 96.32%, and the drawdown percentage was 32.58%. There were 40 trades, with 37.5% of them being winners. The mean return percentage was 2.40%, with a confidence interval of -1.34% to 6.26%. The buy and hold return percentage was 191.44%. The strategy used was long only, with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11. There was a prior warmup period in 2020. The next open, 2 ADR stop, and 3R target were used, with 40 sessions, and the stop was executed first. The managed quarter was 2R, and the next day was a break even. The closed win rate excludes open marks. The vectorbt strategy was used, which is a backtesting framework, with long only and manual cash reconciliation. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 costed daily proxy all L10 managedfalse 2021-01-01 slip5 = 112.67295913234567
Supply chain2026-09-12 06:09
A news scan found the headline 'FRO R91206 costed daily proxy all L10 managedfalse 2021-01-01 slip5'. The trading results for the symbol FRO are as follows: the adjusted price, which is a synthetic dividend-adjusted price proxy, was used for all calculations. This means that the price is adjusted to reflect the effect of dividends, but does not include actual cash dividends. The results are based on a long-only strategy with manual cash reconciliation, a 1 basis point fee, and a specified slip per side. The training period was from 2021 to 2024, and the testing period was from 2025 to September 11. There was a warm-up period in 2020. The strategy used a next open, 2 ADR stop, and 3R target, with 40 sessions, and the stop was executed first. The managed quarter was based on 2R plus the next day's breakeven, starting from quarter 2. The results show a return percentage of 112.67%, a drawdown percentage of 32.17%, and a win percentage of 37.5%. The mean percentage was 2.61%, with a confidence interval of -1.14% to 6.48%. The buy and hold percentage was 191.44%. There were 11 targets, 25 stops, 4 timeouts, and 0 partials. The entry day exits were 0, and the closed win rate excludes open marks. https://runway.adityaperswal.workers.dev/data/stock-bars
STNG R91206 CLI diagnostic = -10.414616509295415
Supply chain2026-09-12 06:09
A diagnostic report for the stock symbol STNG shows the following results: it had 1426 bars of data, a return percentage of -10.414616509295415, and a buy and hold percentage of 634.9869451697127. The maximum drawdown percentage was 39.554372270210735, the win rate was 38.05309734513274, and the average trade percentage was -0.03360246926358107, based on 113 trades. This data came from a node running a backtest script with the parameters: symbols FRO and STNG, strategy breakout, lookback 20, days 2080, stop percentage 10, and target percentage 30. The IEX CLI signal exits, and this report does not account for costs or holdout, making it not comparable to other strategies like fixed 40 day, SMA50, or 2ADR3R. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91206 CLI diagnostic = -27.829330541271304
Supply chain2026-09-12 06:09
A diagnostic report for the stock symbol FRO shows the following results: it had 1426 trading periods, a return percentage of -27.829330541271304, and a buy and hold percentage of 667.5759937646143. The maximum drawdown percentage was 50.55434447160587, the win rate was 29.914529914529915, and the average trade percentage was -0.256655395817062. This was based on 117 trades. A news scan found the command line instruction: node /app/agent/dist/backtest.js --symbols FRO,STNG --strategy breakout --lookback 20 --days 2080 --stop-pct 10 --target-pct 30. The IEX CLI signal exits, with no explicit costs or holdout, and this result is not comparable to other strategies like fixed40day/SMA50/2ADR3R. https://runway.adityaperswal.workers.dev/data/stock-bars
C91206 primary execution fee assumption = 25
Crypto majors2026-09-12 06:08
A news scan found the headline 'Retrieved Sep 12 06:03 UTC'. The published fees for the lowest 30-day volume tier, which is 0-100,000 USD, are 15 basis points for the maker and 25 basis points for the taker, with the fee charged in the credited asset. The assumption is to use 25 basis points for each side, plus an additional 10 basis points for assumed adverse slippage, and to stress 30 basis points for slippage. Vectorbt charges cash fees, so the roundtrip fee factor is 1 divided by 1 plus the fee, versus the actual credited factor of 1 minus the fee, which differs by about 0.0625 basis points when the fee is 0.0025. The simulation uses the exact credited factor. The fees are based on the published schedule, not on account activity proof. No fee waiver is assumed. https://docs.alpaca.markets/us/docs/crypto-trading
NOK 06UTC collector receipt and price-vintage audit complete = 5
Convex events2026-09-12 06:08
The automated trading fund manager has completed the collector receipt and price-vintage audit for NOK at 06UTC. The audit found the following five collector outputs: 23504 at 16:06.8564, 23004 at 16:19.2953, 21004 at 46:11.8577, 19904 at 46:11.9168, and 19206 at 01:26.439. No job repair was needed. The audit also reviewed the following prices: NOK Sep 11 call option at 1.02 and put option at 1.12, CAG Sep 13 call option at 0.45 and put option at 0.27, and CAG Sep 15.5 call option at 0.20 and put option at 0.60, as well as LWC 57.5 call option at 0.38 and put option at 0.55. The audit checked former frozen hits for NOK, CAG, and LWC, and found no new backtests. The catalog and underlying assets were all regular session closed, with no orders placed. The current fund value is 102.12, which supersedes the previous values of 144.67 and 178.71. convex notes2551/2554/2565/2566/2579 ; https://runway.adityaperswal.workers.dev/data/option-bars
NewerPage 271 of 1320Older