Notes

A news scan found the headline 'LPG R91106 intra_manage1_raw0_train_cost0.0025'. The results of a trading simulation are as follows: the return percentage was 3.8831050100481157, the drawdown percentage was 50.36401439320215, and the win rate was 45.16129032258064. The simulation was based on a sample of 31 trades, with a mean percentage of 0.6234442929366264. The half Kelly criterion, a measure of optimal bet size, was 0.029834349010968292. There were 3 target counts, 17 stop counts, and 7 partial counts. No dividend trades were made, and there were no missing days or cutoff counts. The simulation used 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. 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 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 half Kelly criterion was calculated using a binary system based on the mean win and loss convention, 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: the return percentage was 30.19571715093845, the drawdown percentage was 29.537664806044862, and the win rate was 50. The sample size was 14, with a mean percentage of 2.3707421828086486. The half Kelly, a measure of optimal bet size, was 0.10245098250128234. There was 1 target count, 6 stop counts, and 0 partial counts. The dividend trades and missing days were both 0. The cutoff count was 1. The final corrected fee was 5 basis points, with a slippage of 20 basis points per side, and a stress slippage of 50 basis points. The daily policies used SIP all 1 day, while the intra policy used 15-minute RTH opens. The raw 1 policy 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 warmup 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 the exact log-optimal notional, a method of calculating optimal bet size based on logarithmic returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

The results of the LPG R91106 intra_manage0_raw0_test_cost0.0025 show a return percentage of 41.604778458308125 and a drawdown percentage of 26.51517954300119. The win rate is 57.14285714285714, based on a sample of 14. The mean percentage is 2.9868210332453007. The half Kelly, a measure of optimal bet size, is 0.13900115904095459. There was 1 target count, 6 stop counts, and 0 partial counts. The dividend trades and missing days are both 0. The cutoff count is 1. The final corrected fee is 5 basis points and slippage is 20 basis points per side, with a stress slippage of 50 basis points. The daily policies use SIP all 1 day, while intra uses 15 minute RTH opens. Raw 1 uses direct split bars plus 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 warmup period in 2020, except for a cold start on March 17, 2021. The test cutoff count of 1 is a forced endpoint marking, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly is based on the mean win/loss convention, and is not an exact log-optimal notional. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A news scan found the following data line: the return percentage is -7.685940558411708, the drawdown percentage is 52.651796722573174, the win rate is 45.16129032258064, the sample size is 31, and the mean percentage is 0.27806666242530037. The half Kelly, a betting strategy, is 0.013425621885241185. There were 3 target counts, 16 stop counts, and 0 partial counts. The number of dividend trades is 0, the number of missing days is 0, and the cutoff count is 0. The final corrected fee is 5 basis points, with a slippage of 20 basis points per side, and a stress slippage of 50 basis points. Daily policies use a strategy called SIP all 1 day, while intra-day policies use 15-minute bars 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 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 marking, not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly is based on the mean win/loss convention, which is not an exact log-optimal notional, referring to a mathematical concept of optimal betting. 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_manage0_raw0_train_cost0.0025'. The given data line shows the results of a trading simulation, including a return percentage of 11.18537698745321, a drawdown percentage of 49.723908130811104, and a win rate of 45.16129032258064. The simulation was based on a sample of 31 trades, with a mean percentage of 0.8815515519172139. The half Kelly criterion, a measure of bet size, was 0.03999796684340312. There were 3 target counts, 16 stop counts, and no partial counts or dividend trades. The simulation also accounted for a fee of 5 basis points and slippage of 20 basis points per side, with a stress test applying a slippage of 50 basis points. 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. The year 2020 was used as a warm-up period, except for a cold start on March 17, 2021. The test was stopped at a cutoff count of 1, which was a forced endpoint and not a completed exit. Sensitivities of 10 and 40 were not selected. The half Kelly criterion was calculated using a binary method 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 daily management results for LPG R91106 show a return percentage of 34.75874485433628 and a drawdown percentage of 26.259632179330172. The win rate is 46.666666666666664 percent, based on a sample of 15 trades. The mean percentage is 2.5294576575637318. The half Kelly, a measure of optimal bet size, is 0.09668522628436688. There were 2 target counts, 7 stop counts, and 0 partial counts. The results also show 0 dividend trades and 0 missing days, with 1 cutoff count. The final results are corrected for a fee of 5 basis points and slippage of 20 basis points per side, with a stress test slippage of 50 basis points. The daily policies use a system called SIP all 1 day, while intra-day policies use 15-minute bars 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 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 calculated from the mean win/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

A news scan found the following data: the return percentage is 47.449725642820795, the drawdown percentage is 23.096535548826925, the win rate is 53.333333333333336, the sample size is 15, and the mean percentage is 3.146491675904305. The half Kelly value, a measure of optimal bet size, is 0.13030308145761071. There were 2 target counts, 7 stop counts, 0 partial counts, and 0 dividend trades. The number of missing days is 0, and the cutoff count is 1. The final corrected fee is 5 basis points, and the slippage is 20 basis points per side, with a stress slippage of 50 basis points. The daily policies use a system called SIP all 1 day, and the 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 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 marking and not a completed exit. Sensitivities of 10 and 40 were not selected. The binary half Kelly value is based on the mean win/loss convention and is not an exact log-optimal notional value. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A news scan found the following data: the return percentage is -5.399826644358042, the drawdown percentage is 49.93380846086439, the win rate is 45.16129032258064, the sample size is 31, and the mean percentage is 0.3256836470003822. The half Kelly, a measure of optimal bet size, is 0.016059588037465433. There were 3 target counts, 16 stop counts, and 0 partial counts. The number of dividend trades is 0, and there are 0 missing days. The cutoff count is 0. The final corrected fee is 5 basis points, with a slippage of 20 basis points per side, and a stress slippage of 50 basis points. The 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 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. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

A news scan found the following data line: the return percentage is 13.938830133245794, the drawdown percentage is 46.837846610284586, the win rate is 45.16129032258064, the sample size is 31, and the mean percentage is 0.9294551009587914. The half Kelly, a measure of optimal bet size, is 0.0430196342220448. There were 3 target counts, 16 stop counts, and 0 partial counts. The dividend trades and missing days were both 0, and the cutoff count was 0. The final corrected fee is 5 basis points, with a slippage of 20 basis points per side, and a stress slippage of 50 basis points. The daily policies use a system called SIP all 1 day, and the 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 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 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 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

A monthly test of the EEM symbol had the following results: the return was 68.54262559605463 percent, the drawdown was 15.549896957604304 percent, and the compound annual growth rate, or CAGR, was 15.407504560159047 percent. The Sharpe ratio, a measure of risk, was 0.958427142579774. The annual volatility was 16.34863662378414 percent. There were 918 sessions over 44 months, with a win rate of 100 percent and one trade. The percentage of positive months was 68.18181818181817 percent. The mean trade percentage was 21.78520079372166 percent, and the average win percentage was also 21.78520079372166 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount invested, was 0.899228165363928. A news scan found the headline 'Sep11measurement' and other notes mentioned 'frozen2230, SIP/all, fee1bp, fractional normalized, daily proxy' and'vectorbt_max_error' of 1.8189894035458565e-12, and there were 15 orders from 2023-01-03 to 2026-08-31. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM VM9110600 monthly train slip15 scale1'. The details are as follows: the symbol is EEM, the model is monthly, the sample is train, the slippage is 15 basis points, and the multiplier is 1. The return is -0.9303762412577687, the drawdown is 31.475732190328763, and the compound annual growth rate is -0.23340999280470065 percent. The Sharpe ratio, a measure of risk, is 0.07860270003639748. The annual volatility is 18.240218076281423 percent. There were 1008 sessions, 48 months, and 1 trade, with a win rate of 0 percent. The average loss is 0.19271331916783735 percent. The mean exposure, or the average amount invested, is 0.8339756646286196. The vector backtest, a type of simulation, had a maximum error of 0. There were 31 orders, from January 2, 2019, to December 30, 2022. This is a measurement from September 11, with a frozen value of 2230, using a systematic investment plan, 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 following data line for the EEM symbol: the model used was monthly, the sample was a test, the slippage was 5 basis points, and the c multiplier was 1. The return was 69.42229454318145 percent, the drawdown was 15.518137983819958 percent, and the compound annual growth rate was 15.572541387882133 percent. The Sharpe ratio, a measure of risk, was 0.967168867549623, and the annualized volatility was 16.34872623843964 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The positive months percentage was 68.18181818181817 percent, the mean trade percentage was 22.01894761971307 percent, and the average win percentage was 22.01894761971307 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8992045501965156, and the vectorbt max error, a measure of calculation accuracy, was 7.275957614183426e-12. There were 15 orders, and the test started on 2023-01-03 and ended on 2026-08-31. This was measured on Sep 11, with a frozen 2230, SIP all, fee 1 basis point, fractional normalized, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the EEM symbol: the model used is monthly, the sample is for training, and the slippage is 5 basis points. The return is -0.048481014134449385, the drawdown is 31.193884881492362, and the compound annual growth rate is -0.012122457665175723 percent. The Sharpe ratio, a measure of risk, is 0.09076315415295107. The annual volatility is 18.24316462161169 percent. There were 1008 sessions, 48 months, and 1 trade, with a win rate of 0 percent. The average trade loss is 0.010006422804339676 percent. The mean exposure, or the average amount invested, is 0.8338905070796966. The vectorbt max error, a measure of calculation accuracy, is 1.8189894035458565e-12. There were 31 orders from January 2, 2019, to December 30, 2022. This data is based on a September 11 measurement, with a frozen value of 2230, using a systematic investment plan with a fee of 1 basis point, and fractional and normalized daily proxy values. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EFA adapter model, which is a type of computer program that helps make investment decisions, was conducted. 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, meaning the difference between the expected and actual price of a trade was 15 hundredths of a percent. The test also used a multiplier of 1, which is a factor that adjusts the model's predictions. The results showed a return of 4.277085141387316 percent, a drawdown of 17.797992253073534 percent, which is the largest decline in value during the test period, and a compound annual growth rate of 1.1563211749958446 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.1738387220923794. The annualized volatility, which is a measure of the ups and downs of the investment, was 8.89038197903275 percent. The test ran for 918 sessions, which is a period of time during which the model made trades, and 44 months, which is approximately 3.67 years. The win rate, which is the percentage of trades that were profitable, was 45.45454545454545 percent. There were 44 trades made during the test period, and 45.45454545454545 percent of the months had a positive return. The average return per trade was 0.2779066786959507 percent, the average win was 3.662258746157353 percent, and the average loss was 2.542386710855218 percent. The average exposure, which is the amount of money invested, was 0.46313920990093477 percent. The test also reported a maximum error of 3.637978807091713e-12, which is a very small number, and 98 orders were made during the test period. The test started on January 3, 2023, and ended on August 31, 2026. Additionally, a measurement was taken on September 11, and the test used a frozen dataset from 2230, with a systematic investment plan, a fee of 1 basis point, and fractional and normalized daily proxy data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the EFA adapter model: the symbol is EFA, the model is an adapter, and the sample is a train. The slippage is 15 basis points, which is a measure of the difference between expected and actual trade prices, and the c multiplier is 1. The return is -19.24993022293591 percent, the drawdown, which is the largest decline in value, is 26.84716311835046 percent, and the compound annual growth rate, or CAGR, is -5.2049354644210455 percent. The Sharpe ratio, which is a measure of risk-adjusted return, is -0.6177288178785227, and the annual volatility is 8.11708609767059 percent. There were 1008 sessions, which is a period of trading, and 48 months, with a win rate of 39.58333333333333 percent. There were 48 trades, and 39.58333333333333 percent of months were positive. The mean trade return, which is the average return per trade, is -0.1926965098488086 percent, the average win is 3.7820848328052525 percent, and the average loss is 2.7968635964152626 percent. The mean exposure, which is the average amount of capital invested, is 0.35766867047274287, and the vectorbt max error, which is a measure of the difference between expected and actual results, is 1.8189894035458565e-12. There were 103 orders, and the period is from 2019-01-02 to 2022-12-30. This data is from a Sep 11 measurement, with a frozen 2230, SIP all, fee 1 basis point, fractional normalized, and daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the EFA adapter model showed the following results: the symbol used was EFA, 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. The c_multiplier, a factor that affects the model's sensitivity, was 1. The return, or profit, was 11.00021993637197 percent. The drawdown, which is the largest decline in value, was 16.478975701870823 percent. The Compound Annual Growth Rate, or CAGR, was 2.9062703415785984 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.3683618821792932. The annual volatility, or ann_vol, was 8.839541945220247 percent. There were 918 trading sessions and 44 months in the test period. The win rate, or percentage of winning trades, was 45.45454545454545 percent. There were 44 trades in total. The percentage of positive months was also 45.45454545454545 percent. The mean trade return was 0.44030839362926644 percent. The average win was 3.8580629371113373 percent and the average loss was 2.407820392605793 percent. The mean exposure, which is the average amount of capital used, was 0.4645066627893206. The vectorbt_max_error, a measure of the model's accuracy, was 3.637978807091713e-12. There were 98 orders placed during the test. The test started on 2023-01-03 and ended on 2026-08-31. This test was measured on Sep 11, with parameters 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

The EFA adapter model had a return of -9.791543497569688 percent. The drawdown was 20.83371906457947 percent. The compound annual growth rate, or CAGR, was -2.5432749962841505 percent. The Sharpe ratio, a measure of risk, was -0.25184861401163106. The annual volatility was 8.716410444202188 percent. There were 1008 trading sessions over 48 months. The win rate was 43.75 percent. A total of 48 trades were made. The percentage of positive months was also 43.75 percent. The mean trade return was 0.08587477814985395 percent. The average win was 3.8644018292029307 percent and the average loss was 2.8529795948914276 percent. The mean exposure, or the average amount of capital used, was 0.4335561745319929. The vectorbt max error, a measure of calculation accuracy, was 3.637978807091713e-12. A total of 103 orders were placed from January 2, 2019 to December 30, 2022. This data was measured on September 11 and includes a fee of 1 basis point, or 0.01 percent, with fractional and normalized daily proxy data, and a frozen value of 2230, using the SIP, or securities information processor, for all data. https://runway.adityaperswal.workers.dev/data/stock-bars

A constant model test for the symbol EFA showed a return of 68.89241210000993, with a drawdown of 12.481923756298885. The Compound Annual Growth Rate, or CAGR, was 15.473203524294178 percent. The Sharpe ratio, a measure of risk, was 1.1525366236920986. Annual volatility was 13.245830243742112 percent. Over 918 sessions and 44 months, the win rate was 100 percent, with one trade. The average win was 73.97992171725892 percent. The model had a mean exposure of 0.8843821652913768. The test started on 2023-01-03 and ended on 2026-08-31, with 45 orders. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for SOL/USD: On September 11, the 05:00 UTC hour closed at 06:00 UTC, with the native day of September 10 being complete. The annualized 20 daily log return standard deviation is calculated using the square root of 365. The training median is from 2024 to 2025. Full metadata was fetched, with 986 exact metadata separate, and native daily data having no gaps, while hourly data had some missing values, which were accepted for the 2024 to September 11 window. The data includes the symbol SOL, with an hour of 2026-09-11 05:00:00+00:00, a close price of 99.8787, a threshold of 110.5357, and a signal of false, among other details. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91106 completed-hour entry and completed-day regime'. On September 11, at 05:00 UTC, the ETH/USD trading hour closed at 06:00 UTC, with the native day of September 10 being complete. The annualized 20 daily log return standard deviation is the square root of 365, with a training median of 2024-25. The full fetched data has 986 entries, with exact metadata separate, and native daily data has no gaps, while hourly data has some missing values, which were accepted in the 2024-September 11 window. The ETH symbol had a close price of 2467.145 at 2026-09-11 05:00:00 UTC, with a threshold of 2565.9, and a signal of false, and a distance of 4.002804861489695. The average true range, or atr, was 88.01349369021425, and the realized volatility, or rv, was 0.3916990382209099, with a training rv median of 0.6430540546546762. The highvol indicator was false, the trend indicator was true, and the slope indicator was true, with a 50-day simple moving average, or sma50, of 2147.8572900000004, and a daily close of 2436.8075, with 4 hour missing values and 0 daily missing values. https://runway.adityaperswal.workers.dev/data/crypto-bars

A performance report for the stock symbol EFA shows the following results: the model used was constant, the sample was a train set, and the slippage was 15 basis points, with a multiplier of 1. The return was 24.212469850999497 percent, and the drawdown was 30.35552971447504 percent. The compound annual growth rate was 5.570189070606824 percent, and the Sharpe ratio, a measure of risk, was 0.38321738553204493. The annual volatility was 18.792340483563986 percent. There were 1008 trading sessions, spanning 48 months, with a win rate of 100 percent, and only 1 trade. The percentage of positive months was 60.416666666666664 percent, with a mean trade percentage of 24.083103308460068 percent, and an average win percentage of 24.083103308460068 percent. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8841481003060483. The vectorbt max error was 0, indicating no errors, and there were 49 orders. The start date was 2019-01-02, and the end date was 2022-12-30. This report also mentions a September 11 measurement, and notes that the data is frozen as of 2230, with a system that uses a fee of 1 basis point, and allows for fractional and normalized trading, with daily proxy measurements. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the BTC/USD trading pair on September 11. The hour from 05:00 UTC to 06:00 UTC closed, and the native day of September 10 is complete. The annualized standard deviation of daily log returns is calculated by taking the square root of 365. The training data uses the median from 2024 to 2025. The data fetched is 986, with exact metadata separate. The native daily data has no gaps, and the hourly data with missing values is accepted for the 2024 to September 11 window. The symbol is BTC, with an hour of 2026-09-11 05:00:00+00:00, a close price of 77229.185, and a threshold of 82233.502538071. The signal is false, with a distance of 6.4798269437531975, an average true range (atr) of 2283.5704312907837, and a realized volatility (rv) of 0.3400945459873042. The training rv median is 0.43645444175668147, high volume is false, trend is true, slope is true, the simple moving average (sma50) is 70403.34736, daily close is 76535.875, hour missing is 4, and daily missing is 0. https://runway.adityaperswal.workers.dev/data/crypto-bars

A constant model test for the EFA symbol showed a return of 69.20518637653915, with a drawdown of 12.481738926862441. The Compound Annual Growth Rate, or CAGR, was 15.531867086268614 percent. The Sharpe ratio, a measure of risk, was 1.1565109851200883. The annual volatility was 13.244049644607209 percent. Over 918 sessions and 44 months, the model had a win rate of 100 percent, with one trade. The average win was 74.38294182072465 percent. The model had a mean exposure of 0.88436306928351. The test started on January 3, 2023, and ended on August 31, 2026. A news scan found the note 'Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy'. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for the EFA symbol using a constant model on a training sample shows the following results: the return was 24.453406075542116 percent, the drawdown was 30.354470021404133 percent, and the Compound Annual Growth Rate, which is a measure of return over time, was 5.621345774154518 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.3858004223469842, and the annual volatility, a measure of price movement, was 18.791901061848677 percent. There were 1008 trading sessions and 48 months in the period, with a win rate of 100 percent and only 1 trade. The average winning trade was 24.34240488318004 percent, and there were no losing trades, so the average loss is null. The mean exposure, which is the average amount of capital used, was 0.8841281737455254. The vectorbt max error, a measure of the difference between expected and actual results, was 0, and there were 49 orders. The period started on 2019-01-02 and ended on 2022-12-30. This report is based on a September 11 measurement, with specific settings including a frozen 2230 parameter, SIP for all, a fee of 1 basis point, and fractional normalization with daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars

A monthly test of the EFA symbol was conducted. The test 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 results showed a return of 57.96449093831391, a drawdown of 11.583296443854197, and a compound annual growth rate of 13.372186306547086 percent. The Sharpe ratio, a measure of risk-adjusted return, was 1.03036173194374. The annual volatility was 13.003791649233712 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The average monthly return was positive 70.45454545454545 percent of the time. The mean trade return was 14.453286494485138 percent, and the average win was also 14.453286494485138 percent. The average loss was null, meaning there were no losses. The mean exposure, or the average amount of capital used, was 0.8905798333744321. The vectorbt max error, a measure of the difference between expected and actual results, was 0. There were 20 orders. The test started on 2023-01-03 and ended on 2026-08-31. This was a Sep11 measurement, with a frozen 2230, SIP all, fee of 1 basis point, and fractional normalized daily proxy. https://runway.adityaperswal.workers.dev/data/stock-bars