Notes

{"symbol":"TLT","model":"constant","sample":"train","slippage_bp":5,"c_multiplier":1,"return":-10.2808941824015,"drawdown":40.62457944112138,"CAGR_pct":-2.675712240867001,"Sharpe0":-0.09468410936169237,"ann_vol_pct":15.68253499776433,"N_sessions":1008,"N_months":48,"win_rate_pct":0,"trades":1,"positive_months_pct":45.83333333333333,"mean_trade_pct":-10.454063752589066,"avgwin_pct":null,"avgloss_pct":10.454063752589066,"mean_exposure":0.8982391211658364,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","model":"monthly","sample":"test","slippage_bp":15,"c_multiplier":1,"return":-9.777625061966788,"drawdown":16.00312591960593,"CAGR_pct":-2.7849900679822737,"Sharpe0":-0.2622257855973011,"ann_vol_pct":9.168068040898744,"N_sessions":918,"N_months":44,"win_rate_pct":0,"trades":1,"positive_months_pct":50,"mean_trade_pct":-1.9575224351452936,"avgwin_pct":null,"avgloss_pct":1.9575224351452936,"mean_exposure":0.6691072842089557,"vectorbt_max_error":3.637978807091713e-12,"orders":38,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","model":"monthly","sample":"train","slippage_bp":15,"c_multiplier":1,"return":8.730427505708471,"drawdown":23.750118307164904,"CAGR_pct":2.114584344285819,"Sharpe0":0.25519080582613685,"ann_vol_pct":10.257655742537981,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":43.75,"mean_trade_pct":1.407577010353208,"avgwin_pct":1.407577010353208,"avgloss_pct":null,"mean_exposure":0.6245887117473539,"vectorbt_max_error":5.4569682106375694e-12,"orders":42,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","model":"monthly","sample":"test","slippage_bp":5,"c_multiplier":1,"return":-8.806069127829652,"drawdown":15.501575312076199,"CAGR_pct":-2.498733510499629,"Sharpe0":-0.2303439618468214,"ann_vol_pct":9.162817829362831,"N_sessions":918,"N_months":44,"win_rate_pct":0,"trades":1,"positive_months_pct":52.27272727272727,"mean_trade_pct":-1.7556728639748456,"avgwin_pct":null,"avgloss_pct":1.7556728639748456,"mean_exposure":0.6689970978799592,"vectorbt_max_error":3.637978807091713e-12,"orders":38,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","model":"monthly","sample":"train","slippage_bp":5,"c_multiplier":1,"return":9.857486794814951,"drawdown":23.293556457957177,"CAGR_pct":2.3781823888478826,"Sharpe0":0.2803428327711971,"ann_vol_pct":10.256670975224964,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":43.75,"mean_trade_pct":1.5824587053483854,"avgwin_pct":1.5824587053483854,"avgloss_pct":null,"mean_exposure":0.6245067003548438,"vectorbt_max_error":1.8189894035458565e-12,"orders":42,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":1,"return":12.883997182270646,"drawdown":18.846476101385136,"CAGR_pct":3.382755666765447,"Sharpe0":0.3585679859498814,"ann_vol_pct":10.956996348097261,"N_sessions":918,"N_months":44,"win_rate_pct":47.72727272727273,"trades":44,"positive_months_pct":47.72727272727273,"mean_trade_pct":0.5090993323715772,"avgwin_pct":4.505008846107263,"avgloss_pct":3.139339788865353,"mean_exposure":0.44894353572735796,"vectorbt_max_error":3.637978807091713e-12,"orders":103,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":1,"return":-24.762156998451978,"drawdown":43.999468717403,"CAGR_pct":-6.865822382952269,"Sharpe0":-0.574059657810283,"ann_vol_pct":11.278748776685577,"N_sessions":1008,"N_months":48,"win_rate_pct":33.33333333333333,"trades":48,"positive_months_pct":33.33333333333333,"mean_trade_pct":-0.26116030967943354,"avgwin_pct":5.465131218127857,"avgloss_pct":3.124306073583079,"mean_exposure":0.4250962843308522,"vectorbt_max_error":3.637978807091713e-12,"orders":104,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"adapter","sample":"test","slippage_bp":5,"c_multiplier":1,"return":19.83487452325221,"drawdown":17.78322013890761,"CAGR_pct":5.092534461608245,"Sharpe0":0.5107374852164633,"ann_vol_pct":10.889905956913232,"N_sessions":918,"N_months":44,"win_rate_pct":47.72727272727273,"trades":44,"positive_months_pct":47.72727272727273,"mean_trade_pct":0.6637547157483209,"avgwin_pct":4.660227636124764,"avgloss_pct":2.9851988202475623,"mean_exposure":0.4481712937144733,"vectorbt_max_error":3.637978807091713e-12,"orders":103,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"adapter","sample":"train","slippage_bp":5,"c_multiplier":1,"return":-14.870198591222184,"drawdown":42.916488123227126,"CAGR_pct":-3.944905175984803,"Sharpe0":-0.2929820417662786,"ann_vol_pct":11.48261777686324,"N_sessions":1008,"N_months":48,"win_rate_pct":35.41666666666667,"trades":48,"positive_months_pct":35.41666666666667,"mean_trade_pct":0.030022128411550063,"avgwin_pct":5.605935120595124,"avgloss_pct":3.0277366092375066,"mean_exposure":0.4505426549099557,"vectorbt_max_error":3.637978807091713e-12,"orders":106,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"constant","sample":"test","slippage_bp":15,"c_multiplier":1,"return":73.49998728871863,"drawdown":14.972165090313162,"CAGR_pct":16.32954899635177,"Sharpe0":1.0024829402606579,"ann_vol_pct":16.440115058127052,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":68.18181818181817,"mean_trade_pct":78.48054714037875,"avgwin_pct":78.48054714037875,"avgloss_pct":null,"mean_exposure":0.8605609375636921,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"constant","sample":"train","slippage_bp":15,"c_multiplier":1,"return":6.9403397381326615,"drawdown":35.27627543391352,"CAGR_pct":1.6916724372828984,"Sharpe0":0.1845222257068283,"ann_vol_pct":20.112198463654515,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":52.083333333333336,"mean_trade_pct":6.959107195852246,"avgwin_pct":6.959107195852246,"avgloss_pct":null,"mean_exposure":0.8596378359747886,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","model":"constant","sample":"test","slippage_bp":5,"c_multiplier":1,"return":73.82284179675555,"drawdown":14.97087506792436,"CAGR_pct":16.388932029119594,"Sharpe0":1.0056548528803921,"ann_vol_pct":16.438832015333602,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":68.18181818181817,"mean_trade_pct":78.89141198762043,"avgwin_pct":78.89141198762043,"avgloss_pct":null,"mean_exposure":0.8605418260921277,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":28.31974834463271,"drawdown_pct":19.096675953971175,"win_rate":54.54545454545454,"sample":11,"mean_pct":2.7720893428867353,"halfKelly":0.12933965504622297,"target_count":1,"stop_count":5,"partial_count":3,"dividend_trades":4,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":30.23090112239546,"drawdown_pct":38.387392946648646,"win_rate":48,"sample":25,"mean_pct":1.4843986619652383,"halfKelly":0.08000271168582784,"target_count":2,"stop_count":12,"partial_count":5,"dividend_trades":7,"missing_days":0,"cutoff_count":0}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"symbol":"EEM","model":"constant","sample":"train","slippage_bp":5,"c_multiplier":1,"return":7.143491049706818,"drawdown":35.27153425719338,"CAGR_pct":1.7399332155273006,"Sharpe0":0.18688094299423302,"ann_vol_pct":20.11171348959917,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":52.083333333333336,"mean_trade_pct":7.168403766617966,"avgwin_pct":7.168403766617966,"avgloss_pct":null,"mean_exposure":0.8596185241862038,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"return_pct":33.48742288535076,"drawdown_pct":29.14655306348477,"win_rate":62.5,"sample":16,"mean_pct":2.2398150891411626,"halfKelly":0.13572585146739485,"target_count":1,"stop_count":7,"partial_count":5,"dividend_trades":4,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"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}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":25.596337336396545,"drawdown_pct":29.077422282309918,"win_rate":53.84615384615385,"sample":13,"mean_pct":2.1396270803245,"halfKelly":0.11094318269664549,"target_count":0,"stop_count":6,"partial_count":4,"dividend_trades":4,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":35.74960298743446,"drawdown_pct":26.044818689708038,"win_rate":61.53846153846154,"sample":13,"mean_pct":2.752244446958021,"halfKelly":0.15222488651494415,"target_count":0,"stop_count":6,"partial_count":4,"dividend_trades":4,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":-8.32795665872622,"drawdown_pct":49.86639773404232,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.1557587001770845,"halfKelly":0.008821333984219859,"target_count":2,"stop_count":17,"partial_count":6,"dividend_trades":9,"missing_days":0,"cutoff_count":0}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":10.25087764777548,"drawdown_pct":46.616749379522204,"win_rate":48.38709677419355,"sample":31,"mean_pct":0.7535421633769763,"halfKelly":0.042452824838893566,"target_count":2,"stop_count":17,"partial_count":6,"dividend_trades":9,"missing_days":0,"cutoff_count":0}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":30.448535515956856,"drawdown_pct":29.808887770174774,"win_rate":50,"sample":14,"mean_pct":2.376246806929141,"halfKelly":0.10259124537665892,"target_count":1,"stop_count":6,"partial_count":4,"dividend_trades":0,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":41.87975131726274,"drawdown_pct":26.798036629245058,"win_rate":57.14285714285714,"sample":14,"mean_pct":2.992358784824173,"halfKelly":0.13913337629897815,"target_count":1,"stop_count":6,"partial_count":4,"dividend_trades":0,"missing_days":0,"cutoff_count":1}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"return_pct":-13.748809504360327,"drawdown_pct":53.25462562800406,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.021503430358123826,"halfKelly":0.0010984906885182777,"target_count":3,"stop_count":17,"partial_count":7,"dividend_trades":0,"missing_days":0,"cutoff_count":0}; Final corrected fee5bp/slippage20bp per side; stress slip50bp. daily policies use SIPall1Day, intra uses15min RTHopens; raw1 uses directsplit bars +issuer cashdividend accrual. Train2021–24, test2025–Sep10 2026 with20session maximum. 2020warmup except coldstart2021-03-17. Test cutoff_count=1 is forced endpoint marking, not completed exit. Sensitivities10/40 not selected. Binary halfKelly from mean win/loss convention; not exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split