Notes

A trading model for TLT used a constant strategy on a training sample with 5 basis points of slippage and a multiplier of 1. The return was -10.2808941824015 percent, with a drawdown of 40.62457944112138 percent. The compound annual growth rate was -2.675712240867001 percent. The Sharpe ratio, a measure of risk, was -0.09468410936169237. Annual volatility was 15.68253499776433 percent. There were 1008 trading sessions over 48 months, with a win rate of 0 percent and 1 trade. Positive months were 45.83333333333333 percent of the total. The average trade loss was 10.454063752589066 percent. The average exposure was 0.8982391211658364. This data is from a measurement on September 11, using a specific set of parameters including a fee of 1 basis point and daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the TLT symbol had a return of -9.777625061966788 percent, with a drawdown of 16.00312591960593 percent. The Compound Annual Growth Rate, or CAGR, which is a measure of an investment's annual growth rate, was -2.7849900679822737 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was -0.2622257855973011. The annual volatility, or ann_vol, was 9.168068040898744 percent. There were 918 sessions and 44 months, with a win rate of 0 percent and 1 trade. The positive months percentage was 50 percent, and the mean trade percentage was -1.9575224351452936 percent. The average loss percentage was 1.9575224351452936 percent, and the mean exposure was 0.6691072842089557. A news scan found the note: Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. The test started on 2023-01-03 and ended on 2026-08-31, with 38 orders. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly trading model for TLT had the following results: the return was 8.730427505708471 percent, the drawdown was 23.750118307164904 percent, and the compound annual growth rate, or CAGR, which is a measure of investment return, was 2.114584344285819 percent. The Sharpe ratio, which is a measure of risk, was 0.25519080582613685, and the annual volatility, or ann_vol, which is a measure of price movement, was 10.257655742537981 percent. There were 1008 trading sessions, or N_sessions, and 48 months, or N_months, with a win rate of 100 percent and one trade. The percentage of positive months was 43.75 percent, the mean trade return was 1.407577010353208 percent, and the average win return was 1.407577010353208 percent. The average loss return was null, meaning there were no losses, and the mean exposure, which is the average amount of capital used, was 0.6245887117473539. A news scan found the headline 'Sep11measurement' and a data line with 'frozen2230, SIP/all, fee1bp, fractionalnormalized, dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the TLT symbol showed a return of -8.806069127829652 percent, with a drawdown of 15.501575312076199 percent. The Compound Annual Growth Rate, or CAGR, which is a measure of investment return, was -2.498733510499629 percent. The Sharpe ratio, which is a measure of risk, was -0.2303439618468214. The annualized volatility, or ann_vol, was 9.162817829362831 percent. There were 918 sessions, or trading periods, over 44 months. The win rate was 0 percent, with 1 trade made. The percentage of positive months was 52.27272727272727 percent. The mean trade return was -1.7556728639748456 percent. The average loss was 1.7556728639748456 percent. The mean exposure, which is the average amount invested, was 0.6689970978799592. The vectorbt max error, which is a measure of calculation accuracy, was 3.637978807091713e-12. There were 38 orders, or trades, made between the start date of 2023-01-03 and the end date of 2026-08-31. This test was measured on September 11, with a frozen value of 2230, using a Systematic Investment Plan, or SIP, with a fee of 1 basis point, or 0.01 percent, and fractional normalization, with daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly trading model for TLT, which is a type of bond investment, had the following results: the return was 9.8575 percent, the drawdown, or largest loss, was 23.2936 percent, and the compound annual growth rate, or CAGR, was 2.3782 percent. The Sharpe ratio, a measure of risk, was 0.2803, and the annual volatility, or amount of change, was 10.2567 percent. There were 1008 trading sessions, or times the model made a decision, over 48 months, with a win rate of 100 percent and one trade. The model was correct about positive months 43.75 percent of the time, with an average trade gain of 1.5825 percent. The average exposure, or amount invested, was 0.6245, and the maximum error, or difference from expected results, was very small at 1.81899e-12. The model made 42 orders, or trades, from January 2, 2019, to December 30, 2022. This was a test, or train, run with a slippage of 5 basis points, or 0.05 percent, and a multiplier of 1. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EEM adapter model, which is a type of computer program that helps make investment decisions, was done. The test used a sample, which is a small set of data used to evaluate the model, and had a slippage of 15 basis points, which is a measure of the difference between the expected and actual price of a trade. The c_multiplier, a factor that affects the model's decisions, was set to 1. The test results showed a return of 12.883997182270646 percent, a drawdown of 18.846476101385136 percent, and a compound annual growth rate, which is a measure of the rate of return of an investment, of 3.382755666765447 percent. The Sharpe ratio, a measure of the risk-adjusted return of an investment, was 0.3585679859498814. The annual volatility, which is a measure of the uncertainty of an investment's returns, was 10.956996348097261 percent. The test consisted of 918 sessions, which is a period of time during which the model made trades, and 44 months. The win rate, which is the percentage of trades that were profitable, was 47.72727272727273 percent. There were 44 trades made, and 47.72727272727273 percent of the months were positive, meaning the investment made money during that time. The mean trade, which is the average return of a trade, was 0.5090993323715772 percent. The average win, which is the average return of a profitable trade, was 4.505008846107263 percent, and the average loss, which is the average return of a losing trade, was 3.139339788865353 percent. The mean exposure, which is the average amount of money invested, was 0.44894353572735796. The vectorbt_max_error, which is a measure of the maximum error of the model, was 3.637978807091713e-12. There were 103 orders, which is a request to buy or sell an investment, made during the test. The test started on 2023-01-03 and ended on 2026-08-31. The test also used a measurement from Sep 11, and had settings including frozen2230, SIP/all, a fee of 1 basis point, and fractional normalized and daily proxy settings. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 adapter train slip15 scale1'. The details are about a financial model, specifically an adapter model, for the symbol EEM. The model was trained on a sample, and it had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices, and a multiplier of 1. The return was -24.7622 percent, and the drawdown, which is the maximum loss from a peak to a trough, was 44 percent. The compound annual growth rate was -6.8658 percent, and the Sharpe ratio, a measure of risk-adjusted return, was -0.5741. The annualized volatility was 11.2787 percent. Over 1008 sessions and 48 months, the win rate was 33.3333 percent, with 48 trades made. The percentage of positive months was also 33.3333 percent. The mean trade return was -0.2612 percent, the average win was 5.4651 percent, and the average loss was 3.1243 percent. The mean exposure, which is the average amount of capital invested, was 0.4251. There were 104 orders, and the period started on January 2, 2019, and ended on December 30, 2022. Additionally, there was a measurement on September 11, and other details include frozen 2230, SIP all, a fee of 1 basis point, and fractional normalization, with daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EEM adapter model showed the following results: the symbol used was EEM, the model was an adapter, and the sample was a test. The slippage, which is the difference between expected and actual trade prices, was 5 basis points, and the c_multiplier, a factor used to scale the model's predictions, was 1. The return on investment was 19.83487452325221 percent, and the drawdown, which is the largest decline in value, was 17.78322013890761 percent. The compound annual growth rate, or CAGR, was 5.092534461608245 percent, and the Sharpe ratio, a measure of risk-adjusted return, was 0.5107374852164633. The annualized volatility, which is a measure of the investment's risk, was 10.889905956913232 percent. The test ran for 918 sessions over 44 months, with a win rate of 47.72727272727273 percent and 44 trades. The percentage of positive months was also 47.72727272727273 percent, with a mean trade return of 0.6637547157483209 percent. The average win was 4.660227636124764 percent, and the average loss was 2.9851988202475623 percent. The mean exposure, which is the average amount of capital invested, was 0.4481712937144733. The vectorbt_max_error, a measure of the model's accuracy, was 3.637978807091713e-12. There were 103 orders placed during the test, which started on 2023-01-03 and ended on 2026-08-31. This test was measured on Sep 11, with a frozen value of 2230, using a SIP, or systematic investment plan, with a fee of 1 basis point, and fractional normalization, with daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 adapter train slip5 scale1'. The details are about a financial model, specifically an adapter model, for the symbol EEM. The model was trained on a sample, and it had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices, and a multiplier of 1. The return was -14.87 percent, and the drawdown, which is the largest decline in value, was 42.92 percent. The Compound Annual Growth Rate, or CAGR, was -3.94 percent, and the Sharpe ratio, which is a measure of risk-adjusted return, was -0.29. The annual volatility was 11.48 percent. Over 1008 sessions and 48 months, the model had a win rate of 35.42 percent, with 48 trades, and 35.42 percent of months were positive. The average trade return was 0.03 percent, with an average win of 5.61 percent and an average loss of 3.03 percent. The mean exposure, which is the average amount of capital used, was 0.45. The model had a maximum error of 3.64e-12, and it placed 106 orders between January 2, 2019, and December 30, 2022. Additional notes mention a September 11 measurement, and settings including a fee of 1 basis point, fractional normalization, and daily proxy, with the numbers frozen at 2230, and an SIP, or Systematic Investment Plan, for all, with a fee of 1 basis point. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the symbol EEM shows the following results: the model used was constant, the sample was a test, and the slippage was 15 basis points. The return was 73.49%, the drawdown was 14.97%, and the Compound Annual Growth Rate (CAGR), which is a measure of return over time, was 16.33%. The Sharpe ratio, which is a measure of risk-adjusted return, was 1.00. The annualized volatility, which is a measure of risk, was 16.44%. There were 918 trading sessions, spanning 44 months. The win rate was 100%, with only 1 trade made. The percentage of positive months was 68.18%. The mean trade return was 78.48%, and the average win was also 78.48%. There was no average loss. The mean exposure, which is the average amount of capital used, was 86.06%. The vectorbt max error, a measure of backtesting accuracy, was 0. The number of orders was 45. The test started on 2023-01-03 and ended on 2026-08-31. This report is based on a Sep 11 measurement, with additional notes mentioning frozen 2230, SIP all, a fee of 1 basis point, fractional normalization, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called constant was used on the symbol EEM, which is a stock market index fund, for a training sample from January 2, 2019, to December 30, 2022. The model had a return of 6.94%, a maximum drawdown of 35.28%, and a compound annual growth rate, or CAGR, of 1.69%. The Sharpe ratio, which is a measure of risk, was 0.18, and the annual volatility was 20.11%. There was one trade, with a win rate of 100%, and the average trade return was 6.96%. The model had a mean exposure of 85.96%, meaning it was invested 85.96% of the time. A measurement was taken on September 11, with settings including a fee of 1 basis point, or 0.01%, and daily proxy, which is a substitute for actual data. The vectorbt max error, a measure of the model's accuracy, was 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 constant test slip5 scale1'. The results of a test of the EEM symbol using a constant model are as follows: the return was 73.82284179675555, the drawdown was 14.97087506792436, and the Compound Annual Growth Rate, or CAGR, which is a measure of rate of return, was 16.388932029119594 percent. The Sharpe ratio, which is a measure of risk, was 1.0056548528803921. The annual volatility, or ann_vol, which is a measure of price movement, was 16.438832015333602 percent. There were 918 sessions, which is a period of trading, and 44 months. The win rate, which is the percentage of winning trades, was 100 percent, with one trade. The average trade return was 78.89141198762043 percent. The average win return was also 78.89141198762043 percent, with no average loss return. The mean exposure, which is the average amount of capital used, was 0.8605418260921277. There were 45 orders, which are instructions to buy or sell, from 2023-01-03 to 2026-08-31. This was a Sep11 measurement, with a frozen2230, SIP, or Systematic Investment Plan, all with a fee of one basis point, or 0.01 percent, and fractional and normalized, with daily proxy, or substitute, measurements. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"return_pct":48.98218086253874,"drawdown_pct":30.756124922674378,"win_rate":50,"sample":28,"mean_pct":1.9445669994769124,"halfKelly":0.09000387533670104,"target_count":3,"stop_count":13,"partial_count":0,"dividend_trades":0,"missing_days":0,"cutoff_count":0}; this is a set of statistics for a trading strategy, including return percentage, which is 48.98218086253874 percent, and drawdown percentage, which is 30.756124922674378 percent, a measure of the biggest drop in value. The win rate is 50 percent, meaning half of the trades were winners. The strategy was trained on data from 2021 to 2024 and tested on data from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test was stopped at a certain point, marked by a cutoff count of 1, which is not a completed exit. The half Kelly statistic, 0.09000387533670104, is a betting strategy, and the mean percentage, 1.9445669994769124, is the average return. The target count, 3, and stop count, 13, refer to the number of times the strategy reached its target and stopped trading, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A test of LPG R91106 showed the following results: the return percentage was 28.31974834463271, the drawdown percentage was 19.096675953971175, and the win rate was 54.54545454545454, based on a sample of 11. The mean percentage was 2.7720893428867353. The half Kelly, a measure of optimal bet size, was 0.12933965504622297. There was 1 target count, 5 stop counts, and 3 partial counts. 4 trades included dividends. There were no missing days. The cutoff count was 1. The test used a fee of 5 basis points and slippage of 20 basis points per side. It also used a stress test with a slippage of 50 basis points. Daily policies used SIP all 1 day, while intra-day policies used 15-minute RTH opens. Raw data used direct split bars and issuer cash dividend accrual. The training period was from 2021 to 2024, and the test period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 was a forced endpoint, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly was calculated from the mean win/loss convention, which is not the exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A trading fund manager's notes show the following results: the return percentage is 30.23090112239546, the drawdown percentage is 38.387392946648646, and the win rate is 48. The sample size is 25, and the mean percentage is 1.4843986619652383. The half Kelly, a measure of optimal bet size, is 0.08000271168582784. There were 2 target counts, 12 stop counts, 5 partial counts, and 7 dividend trades, with no missing days and no cutoff counts. The final corrected fee is 5 basis points, and slippage is 20 basis points per side, with a stress test using a 50 basis point slippage. The daily policies use a specific method called SIPall1Day, while intra-day policies use 15-minute periods during trading hours. The raw data uses direct split bars and includes issuer cash dividend accrual. The training period is from 2021 to 2024, and the testing period is from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 is a forced endpoint, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly is based on the mean win/loss convention, but is not an exact log-optimal notional, which refers to the optimal amount to bet. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A trading model for the symbol EEM, which is a type of investment fund, used a constant strategy on a training sample from January 2, 2019, to December 30, 2022. The model had a slippage of 5 basis points, which means it lost 0.05% of value when buying or selling, and a multiplier of 1. The return was 7.1435% and the maximum drawdown, or largest loss, was 35.2715%. The compound annual growth rate, or CAGR, was 1.7399%, and the Sharpe ratio, which measures risk, was 0.1869. The annual volatility, or how much the value changed, was 20.1117%. There were 1008 trading sessions and 48 months, with a win rate of 100%. The model made 1 trade, with a mean trade return of 7.1684% and an average win of 7.1684%. The average loss was null, meaning there were no losses. The mean exposure, or how much was invested, was 85.9619%. The model had 0 vectorbt max errors, which is a measure of the model's accuracy, and 49 orders. The measurement was taken on September 11, and the model used a frozen fee of 1 basis point, or 0.01%, and a daily proxy, which is a substitute for actual data. The model also used fractional normalization and a systematic investment plan, or SIP, for all investments. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the LPG R91106 strategy showed a return of 33.49 percent and a drawdown of 29.15 percent, with a win rate of 62.5 percent over 16 samples. The average return was 2.24 percent. The half Kelly criterion, a measure of bet size, was 0.14, which is a way to determine how much to bet based on the probability of winning. The test had 1 target count, 7 stop counts, and 5 partial counts, with 4 dividend trades. There were no missing days. The test used a 5 basis point fee and 20 basis point slippage per side, with a stress test of 50 basis point slippage. The daily policies used a system called SIP all 1 day, while the intra-day policies used 15-minute periods during regular trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The strategy was trained from 2021 to 2024 and tested from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test was stopped at a forced endpoint, not at a completed exit. The sensitivities of 10 and 40 were not selected. The half Kelly criterion was calculated using a binary system based on the mean win and loss, which is a simple way to determine the optimal bet size, but it is not the exact log-optimal notional, which is a more complex calculation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A news scan found the following data line: {"return_pct":65.7846452193521,"drawdown_pct":45.67749248211877,"win_rate":52.94117647058824,"sample":34,"mean_pct":1.9543426177703498,"halfKelly":0.10056228436852468,"target_count":3,"stop_count":16,"partial_count":8,"dividend_trades":9,"missing_days":0,"cutoff_count":0}; this is a set of statistics for a trading strategy, where return percentage is 65.7846452193521 and drawdown percentage is 45.67749248211877. The strategy has a win rate of 52.94117647058824 and a mean percentage of 1.9543426177703498. The half Kelly, a measure of bet size, is 0.10056228436852468. The strategy uses a fee of 5 basis points and slippage of 20 basis points per side, with a stress test using a slippage of 50 basis points. Daily policies use a system called SIP all 1 day, while intra-day policies use 15-minute periods during regular trading hours. The raw data uses direct split bars and includes issuer cash dividend accrual. The training period is from 2021 to 2024, and the testing period is from 2025 to September 10, 2026, with a maximum of 20 sessions. There is a warm-up period in 2020, except for a cold start on March 17, 2021. The test has a cutoff count of 1, which is a forced endpoint marking and not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly is calculated from the mean win and loss convention, but is not the exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The automated trading fund manager reported the following results: the return percentage was 25.596337336396545, the drawdown percentage was 29.077422282309918, and the win rate was 53.84615384615385, based on a sample of 13 trades. The mean percentage was 2.1396270803245, and the half Kelly, a measure of optimal bet size, was 0.11094318269664549. There were 0 target counts, 6 stop counts, 4 partial counts, and 4 dividend trades. The results were calculated with a fee of 5 basis points and slippage of 20 basis points per side, and a stress test with a slippage of 50 basis points was also conducted. The daily policies used a system called SIPall1Day, while the intra-day policies used 15-minute bars during trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The model was trained on data from 2021 to 2024 and tested on data from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test was stopped at a forced endpoint, marked by a cutoff count of 1, which was not a completed exit. The sensitivities of 10 and 40 were not selected. The half Kelly was calculated using a binary convention based on the mean win and loss, which is not exactly log-optimal. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The automated trading fund manager reported the following results: a return percentage of 35.74960298743446, a drawdown percentage of 26.044818689708038, and a win rate of 61.53846153846154. The sample size was 13, with a mean percentage of 2.752244446958021. The half Kelly, a measure of optimal bet size, was 0.15222488651494415. There were 0 target counts, 6 stop counts, and 4 partial counts. Dividend trades numbered 4, with no missing days. A cutoff count of 1 was noted. The results were calculated with a final corrected fee of 5 basis points and slippage of 20 basis points per side, and a stress test with a slippage of 50 basis points. The daily policies used SIP all 1 day, while intra-day policies used 15-minute bars during regular trading hours. The raw data used direct split bars and issuer cash dividend accrual. The training period was from 2021 to 2024, and the testing period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 was a forced endpoint, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly was calculated from the mean win and loss convention, which is not exactly log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A news scan found the headline 'LPG R91106 intra_manage1_raw1_train_cost0.0055'. The provided data line shows the results of a trading simulation, including a return percentage of -8.32795665872622 and a drawdown percentage of 49.86639773404232. The win rate was 45.16129032258064, with a sample size of 31 and a mean percentage of 0.1557587001770845. The half Kelly criterion, a betting strategy, was 0.008821333984219859. There were 2 target counts, 17 stop counts, and 6 partial counts. The simulation also included 9 dividend trades and no missing days. A final corrected fee of 5 basis points and slippage of 20 basis points per side was applied, with a stress test slippage of 50 basis points. The daily policies used a specific strategy called SIPall1Day, while the intra-day policies used 15-minute bars during regular trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The training period was from 2021 to 2024, and the testing period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 was a forced endpoint, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly criterion was based on the mean win/loss convention, but was not an exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The results of a trading strategy are as follows: the return percentage is 10.25087764777548, the drawdown percentage is 46.616749379522204, and the win rate is 48.38709677419355, based on a sample of 31 trades. The average return per trade is 0.7535421633769763 percent. A calculation called half Kelly, which is a way to size bets, is 0.042452824838893566. There were 2 target counts, 17 stop counts, and 6 partial counts. The strategy also considered 9 dividend trades and had no missing days. The fee was 5 basis points and slippage was 20 basis points per side, with a stress test using 50 basis points slippage. The daily policies used a method called SIP all 1 day, while the intra-day policies used 15-minute bars during trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The training period was from 2021 to 2024, and the testing period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test had a forced endpoint marking with one cutoff count, which was not a completed exit. Sensitivities of 10 and 40 were not selected. The half Kelly calculation used a binary method based on the mean win and loss, which is not an exact log-optimal notional method. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The automated trading fund manager reported the following results: the return percentage was 30.448535515956856 percent, the drawdown percentage was 29.808887770174774 percent, and the win rate was 50 percent, based on a sample of 14 trades, with a mean percentage of 2.376246806929141 percent. The half Kelly, a measure of optimal bet size, was 0.10259124537665892. There was 1 target count, 6 stop counts, and 4 partial counts, with 0 dividend trades. The results were calculated with a final corrected fee of 5 basis points and slippage of 20 basis points per side, and a stress test with a slippage of 50 basis points. The daily policies used a system called SIP all 1 day, while the intra-day policies used 15-minute bars during regular trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The training period was from 2021 to 2024, and the testing period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 was a forced endpoint, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly was calculated from the mean win and loss convention, which is not the exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The automated trading fund manager reported the following results: a return percentage of 41.87975131726274, a drawdown percentage of 26.798036629245058, and a win rate of 57.14285714285714, based on a sample of 14 trades with a mean percentage of 2.992358784824173. The half Kelly, a measure of optimal bet size, was 0.13913337629897815. There was 1 target count, 6 stop counts, and 4 partial counts, with no dividend trades. The results were calculated with a fee of 5 basis points and slippage of 20 basis points per side, and a stress test with a slippage of 50 basis points. The daily policies used a system called SIPall1Day, while the intra-day policies used 15-minute bars during regular trading hours. The raw data used direct split bars and included issuer cash dividend accrual. The model was trained from 2021 to 2024 and tested from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test had a forced endpoint marking with a cutoff count of 1, which was not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly was calculated from the mean win and loss convention, which is not the exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The automated trading fund manager reported the following results: the return percentage was -13.748809504360327, the drawdown percentage was 53.25462562800406, and the win rate was 45.16129032258064. The sample size was 31, with a mean percentage of 0.021503430358123826. The half Kelly, a measure of optimal bet size, was 0.0010984906885182777. There were 3 target counts, 17 stop counts, and 7 partial counts, with no dividend trades. The final corrected fee was 5 basis points, and slippage was 20 basis points per side, with a stress slippage of 50 basis points. The daily policies used SIP all 1 day, while intra used 15-minute RTH opens. Raw 1 used direct split bars plus issuer cash dividend accrual. The training period was from 2021 to 2024, and the testing period was from 2025 to September 10, 2026, with a maximum of 20 sessions. There was a warm-up period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 was a forced endpoint marking, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly was calculated from the mean win/loss convention, which is not exactly log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split