Notes

{"return_pct":3.8831050100481157,"drawdown_pct":50.36401439320215,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.6234442929366264,"halfKelly":0.029834349010968292,"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

{"return_pct":30.19571715093845,"drawdown_pct":29.537664806044862,"win_rate":50,"sample":14,"mean_pct":2.3707421828086486,"halfKelly":0.10245098250128234,"target_count":1,"stop_count":6,"partial_count":0,"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":41.604778458308125,"drawdown_pct":26.51517954300119,"win_rate":57.14285714285714,"sample":14,"mean_pct":2.9868210332453007,"halfKelly":0.13900115904095459,"target_count":1,"stop_count":6,"partial_count":0,"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":-7.685940558411708,"drawdown_pct":52.651796722573174,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.27806666242530037,"halfKelly":0.013425621885241185,"target_count":3,"stop_count":16,"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":11.18537698745321,"drawdown_pct":49.723908130811104,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.8815515519172139,"halfKelly":0.03999796684340312,"target_count":3,"stop_count":16,"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":34.75874485433628,"drawdown_pct":26.259632179330172,"win_rate":46.666666666666664,"sample":15,"mean_pct":2.5294576575637318,"halfKelly":0.09668522628436688,"target_count":2,"stop_count":7,"partial_count":0,"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":47.449725642820795,"drawdown_pct":23.096535548826925,"win_rate":53.333333333333336,"sample":15,"mean_pct":3.146491675904305,"halfKelly":0.13030308145761071,"target_count":2,"stop_count":7,"partial_count":0,"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":-5.399826644358042,"drawdown_pct":49.93380846086439,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.3256836470003822,"halfKelly":0.016059588037465433,"target_count":3,"stop_count":16,"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":13.938830133245794,"drawdown_pct":46.837846610284586,"win_rate":45.16129032258064,"sample":31,"mean_pct":0.9294551009587914,"halfKelly":0.0430196342220448,"target_count":3,"stop_count":16,"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

{"symbol":"EEM","model":"monthly","sample":"test","slippage_bp":15,"c_multiplier":1,"return":68.54262559605463,"drawdown":15.549896957604304,"CAGR_pct":15.407504560159047,"Sharpe0":0.958427142579774,"ann_vol_pct":16.34863662378414,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":68.18181818181817,"mean_trade_pct":21.78520079372166,"avgwin_pct":21.78520079372166,"avgloss_pct":null,"mean_exposure":0.899228165363928,"vectorbt_max_error":1.8189894035458565e-12,"orders":15,"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":"monthly","sample":"train","slippage_bp":15,"c_multiplier":1,"return":-0.9303762412577687,"drawdown":31.475732190328763,"CAGR_pct":-0.23340999280470065,"Sharpe0":0.07860270003639748,"ann_vol_pct":18.240218076281423,"N_sessions":1008,"N_months":48,"win_rate_pct":0,"trades":1,"positive_months_pct":50,"mean_trade_pct":-0.19271331916783735,"avgwin_pct":null,"avgloss_pct":0.19271331916783735,"mean_exposure":0.8339756646286196,"vectorbt_max_error":0,"orders":31,"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":"monthly","sample":"test","slippage_bp":5,"c_multiplier":1,"return":69.42229454318145,"drawdown":15.518137983819958,"CAGR_pct":15.572541387882133,"Sharpe0":0.967168867549623,"ann_vol_pct":16.34872623843964,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":68.18181818181817,"mean_trade_pct":22.01894761971307,"avgwin_pct":22.01894761971307,"avgloss_pct":null,"mean_exposure":0.8992045501965156,"vectorbt_max_error":7.275957614183426e-12,"orders":15,"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":"monthly","sample":"train","slippage_bp":5,"c_multiplier":1,"return":-0.048481014134449385,"drawdown":31.193884881492362,"CAGR_pct":-0.012122457665175723,"Sharpe0":0.09076315415295107,"ann_vol_pct":18.24316462161169,"N_sessions":1008,"N_months":48,"win_rate_pct":0,"trades":1,"positive_months_pct":50,"mean_trade_pct":-0.010006422804339676,"avgwin_pct":null,"avgloss_pct":0.010006422804339676,"mean_exposure":0.8338905070796966,"vectorbt_max_error":1.8189894035458565e-12,"orders":31,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":1,"return":4.277085141387316,"drawdown":17.797992253073534,"CAGR_pct":1.1563211749958446,"Sharpe0":0.1738387220923794,"ann_vol_pct":8.89038197903275,"N_sessions":918,"N_months":44,"win_rate_pct":45.45454545454545,"trades":44,"positive_months_pct":45.45454545454545,"mean_trade_pct":0.2779066786959507,"avgwin_pct":3.662258746157353,"avgloss_pct":2.542386710855218,"mean_exposure":0.46313920990093477,"vectorbt_max_error":3.637978807091713e-12,"orders":98,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":1,"return":-19.24993022293591,"drawdown":26.84716311835046,"CAGR_pct":-5.2049354644210455,"Sharpe0":-0.6177288178785227,"ann_vol_pct":8.11708609767059,"N_sessions":1008,"N_months":48,"win_rate_pct":39.58333333333333,"trades":48,"positive_months_pct":39.58333333333333,"mean_trade_pct":-0.1926965098488086,"avgwin_pct":3.7820848328052525,"avgloss_pct":2.7968635964152626,"mean_exposure":0.35766867047274287,"vectorbt_max_error":1.8189894035458565e-12,"orders":103,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"adapter","sample":"test","slippage_bp":5,"c_multiplier":1,"return":11.00021993637197,"drawdown":16.478975701870823,"CAGR_pct":2.9062703415785984,"Sharpe0":0.3683618821792932,"ann_vol_pct":8.839541945220247,"N_sessions":918,"N_months":44,"win_rate_pct":45.45454545454545,"trades":44,"positive_months_pct":45.45454545454545,"mean_trade_pct":0.44030839362926644,"avgwin_pct":3.8580629371113373,"avgloss_pct":2.407820392605793,"mean_exposure":0.4645066627893206,"vectorbt_max_error":3.637978807091713e-12,"orders":98,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"adapter","sample":"train","slippage_bp":5,"c_multiplier":1,"return":-9.791543497569688,"drawdown":20.83371906457947,"CAGR_pct":-2.5432749962841505,"Sharpe0":-0.25184861401163106,"ann_vol_pct":8.716410444202188,"N_sessions":1008,"N_months":48,"win_rate_pct":43.75,"trades":48,"positive_months_pct":43.75,"mean_trade_pct":0.08587477814985395,"avgwin_pct":3.8644018292029307,"avgloss_pct":2.8529795948914276,"mean_exposure":0.4335561745319929,"vectorbt_max_error":3.637978807091713e-12,"orders":103,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"constant","sample":"test","slippage_bp":15,"c_multiplier":1,"return":68.89241210000993,"drawdown":12.481923756298885,"CAGR_pct":15.473203524294178,"Sharpe0":1.1525366236920986,"ann_vol_pct":13.245830243742112,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":73.97992171725892,"avgwin_pct":73.97992171725892,"avgloss_pct":null,"mean_exposure":0.8843821652913768,"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

Sep11 05UTC hour closes06UTC, nativeSep10daycomplete; annualized20dailylogreturnstdsqrt365, trainingmedian2024–25. Full fetched986? exactmetadata separate; native daily no gaps, hourlymissing full accepted2024–Sep11window. {"symbol":"SOL","hour":"2026-09-11 05:00:00+00:00","close":99.8787,"threshold":110.5357,"signal":false,"distance":10.669942640422846,"atr":4.975069381535714,"rv":0.6060817518751422,"training_rv_median":0.7496917283107307,"highvol":false,"trend":true,"slope":true,"sma50":86.343249,"daily_close":98.6025,"hour_missing":7,"daily_missing":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep11 05UTC hour closes06UTC, nativeSep10daycomplete; annualized20dailylogreturnstdsqrt365, trainingmedian2024–25. Full fetched986? exactmetadata separate; native daily no gaps, hourlymissing full accepted2024–Sep11window. {"symbol":"ETH","hour":"2026-09-11 05:00:00+00:00","close":2467.145,"threshold":2565.9,"signal":false,"distance":4.002804861489695,"atr":88.01349369021425,"rv":0.3916990382209099,"training_rv_median":0.6430540546546762,"highvol":false,"trend":true,"slope":true,"sma50":2147.8572900000004,"daily_close":2436.8075,"hour_missing":4,"daily_missing":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"EFA","model":"constant","sample":"train","slippage_bp":15,"c_multiplier":1,"return":24.212469850999497,"drawdown":30.35552971447504,"CAGR_pct":5.570189070606824,"Sharpe0":0.38321738553204493,"ann_vol_pct":18.792340483563986,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":60.416666666666664,"mean_trade_pct":24.083103308460068,"avgwin_pct":24.083103308460068,"avgloss_pct":null,"mean_exposure":0.8841481003060483,"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

Sep11 05UTC hour closes06UTC, nativeSep10daycomplete; annualized20dailylogreturnstdsqrt365, trainingmedian2024–25. Full fetched986? exactmetadata separate; native daily no gaps, hourlymissing full accepted2024–Sep11window. {"symbol":"BTC","hour":"2026-09-11 05:00:00+00:00","close":77229.185,"threshold":82233.502538071,"signal":false,"distance":6.4798269437531975,"atr":2283.5704312907837,"rv":0.3400945459873042,"training_rv_median":0.43645444175668147,"highvol":false,"trend":true,"slope":true,"sma50":70403.34736,"daily_close":76535.875,"hour_missing":4,"daily_missing":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"EFA","model":"constant","sample":"test","slippage_bp":5,"c_multiplier":1,"return":69.20518637653915,"drawdown":12.481738926862441,"CAGR_pct":15.531867086268614,"Sharpe0":1.1565109851200883,"ann_vol_pct":13.244049644607209,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":74.38294182072465,"avgwin_pct":74.38294182072465,"avgloss_pct":null,"mean_exposure":0.88436306928351,"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":"EFA","model":"constant","sample":"train","slippage_bp":5,"c_multiplier":1,"return":24.453406075542116,"drawdown":30.354470021404133,"CAGR_pct":5.621345774154518,"Sharpe0":0.3858004223469842,"ann_vol_pct":18.791901061848677,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":60.416666666666664,"mean_trade_pct":24.34240488318004,"avgwin_pct":24.34240488318004,"avgloss_pct":null,"mean_exposure":0.8841281737455254,"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":"EFA","model":"monthly","sample":"test","slippage_bp":15,"c_multiplier":1,"return":57.96449093831391,"drawdown":11.583296443854197,"CAGR_pct":13.372186306547086,"Sharpe0":1.03036173194374,"ann_vol_pct":13.003791649233712,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":14.453286494485138,"avgwin_pct":14.453286494485138,"avgloss_pct":null,"mean_exposure":0.8905798333744321,"vectorbt_max_error":0,"orders":20,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars