A news scan found the headline 'KALU R91104 costed L10 holdout slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 10 days, and the period being analyzed is called the holdout period, which means it is a period of time used to test a trading strategy. The slippage, which is the difference between the expected price of a trade and the actual price, was 0.002. The return percentage was 30.18%, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 36.07%. There were 18 trades, with a win percentage of 44.44%. The mean percentage return was 2.10%, the average win percentage was 13.68%, and the average loss percentage was 7.16%. The half Kelly criterion, which is a formula used to determine the optimal size of a trade, was 0.07675. There were 4 targets, which are prices at which a trade is closed for a profit, and 9 stops, which are prices at which a trade is closed for a loss. There were 5 time exits, which are trades closed at a specific time, and 0 ambiguous trades, which are trades that do not meet certain criteria. The trading strategy used is called vectorbt longonly, which means it only buys stocks and never sells short. The strategy allows for two trades per day, and the entry and exit prices are based on the original open and close prices, except for the exit price. The fees are 10 basis points per side, plus the listed slippage. The daily touch/gap model, which is a strategy that buys or sells based on the daily high or low price, is not used, and the data is not from a 15-minute venue. There are no ambiguous bars, which are bars that do not meet certain criteria. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L10 holdout slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 10, the period was holdout, and the slippage was 0.001. The return percentage was 34.94817857747001, the drawdown percentage was 35.488558983838594, and there were 18 trades. The win percentage was 44.44444444444444, the mean percentage was 2.3041343584088207, the average win percentage was 13.906240487761815, and the average loss percentage was 6.977550545073575. The half Kelly criterion, a measure of optimal bet size, was 0.08284533697071375. There were 4 targets, 9 stops, and 5 time exits, with 0 ambiguous results. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day, using original open and close marks except for exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L10 train slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 10 days, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.002. The return percentage was -44.71129600291954, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 65.70973491391605. There were 41 trades, with a win percentage of 36.58536585365854. The mean percentage return was -0.9250168300265742, the average win percentage was 10.739166639974234, and the average loss percentage was 7.654353447334733. The half Kelly criterion, a measure of optimal bet size, was 0. There were 4 targets, 25 stops, and 12 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, meaning only buy trades were made, and was run using the vectorbt platform. The strategy allowed for two accounting points per day, permitting entry and exit on the same day, using the original open and close prices except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout set.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L10 train slippage0.001'. The trading results for the symbol KALU are as follows: the return percentage was -39.986543545818364, the drawdown percentage was 64.38448238712951, and the win percentage was 36.58536585365854. The mean percentage return was -0.7266681182774423, the average win percentage was 10.960867117132304, and the average loss percentage was 7.46947690793691. The results also show 4 targets, 25 stops, and 12 time exits. The half Kelly criterion, a measure of optimal bet size, was 0. The trading strategy used was a long-only strategy, meaning only buy orders were placed, and no short selling was done. The strategy allowed for two trades per day, with entry and exit on the same day, using the original open and close prices, except for the exit price. The fees were 10 basis points per side, plus the listed slippage of 0.001. The daily touch and gap model did not use 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout set, which is a portion of the data set aside for testing.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L20 holdout slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, and the period being analyzed is called the holdout period, which means it is a period of time used to test the performance of a trading strategy. The slippage, which is the difference between the expected price of a trade and the actual price, was 0.002. The return percentage was 42.817883455928765, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 29.44829666622012. There were 17 trades, with a win percentage of 47.05882352941176. The mean percentage return was 2.7340449902618436, the average win percentage was 13.591500351319658, and the average loss percentage was 6.917026441789548. The half Kelly criterion, which is a formula used to determine the optimal size of a bet, was 0.10057921934999556. There were 4 targets, 8 stops, and 5 time exits, with 0 ambiguous exits. The block mean confidence interval percentage was between -2.377090450820088 and 7.303861340842961. The trading strategy used was a long-only strategy, meaning only buy trades were made, and no sell trades. The strategy allowed for two accounting points per day, which permitted entry and exit on the same day, using the original open and close marks except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model was used, but not the 15-minute venue model, and there were zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L20 holdout slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, and the period being analyzed is called the holdout period, which is a term used to describe a set of data used to test a trading strategy. The slippage, or the difference between the expected and actual price of a trade, was 0.001. The return percentage was 47.757195511096015, and the drawdown percentage, which is the maximum loss from a peak to a trough, was 28.952594454141124. There were 17 trades, with a win percentage of 47.05882352941176. The mean percentage return was 2.9397191657662316, the average win percentage was 13.818911217710431, and the average loss percentage was 6.7306737692952785. The half Kelly criterion, a formula used to determine the optimal bet size, was 0.10636580261108641. There were 4 targets, 8 stops, and 5 time exits, with 0 ambiguous exits. The block mean confidence interval percentage was between -2.181648799186779 and 7.518684316145904. The results were generated using a long-only strategy, meaning only buy trades were considered, and the vectorbt trading system. Two accounting points per day were used, allowing for entry and exit on the same day, with original open and close marks except for the exit price. Fees were 10 basis points per side, plus the listed slippage. A daily touch or gap model was used, but not a 15-minute venue model, and there were zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L20 train slippage0.002'. The trading results for the symbol KALU are as follows: the lookback period was 20 days, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.002. The return percentage was -19.21595748584149, and the drawdown percentage, which is the peak-to-trough decline, was 56.038622236494206. There were 31 trades, with a win percentage of 41.935483870967744. The mean percentage return was -0.16209404521847706, the average win percentage was 10.49694501915852, and the average loss percentage was 7.860288925046308. The half Kelly criterion, a betting strategy, was 0. The number of targets, which are profit goals, was 2, and the number of stops, which are loss limits, was 18. There were 11 time exits, which occur when a trade reaches a certain time limit. The ambiguous, or uncertain, trades were 0. The block mean confidence interval percentage, which is a measure of uncertainty, was between -3.8958771357204967 and 3.5261677426824396. The trading strategy used was vectorbt longonly, which means only buying stocks. The accounting rules allowed for two trades per day, with the same day entry and exit, using original open and close prices except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout, which is a set of data used for testing.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'KALU R91104 costed L20 train slippage0.001'. The trading results for the symbol KALU are as follows: the lookback period was 20, the period type was train, and the slippage was 0.001. The return percentage was -14.048808275721857, and the drawdown percentage was 55.15054140326862. There were 31 trades, with a win percentage of 41.935483870967744. The mean percentage was 0.037782042531024046, the average win percentage was 10.718160567175962, and the average loss percentage was 7.675824669712543. The half Kelly criterion, a measure of optimal bet size, was 0.0017625245625975394. The strategy used 2 targets and 18 stops, with 11 time exits and no ambiguous exits. The block mean confidence interval percentage was between -3.7034761041582973 and 3.7334277526978497. The trading model used was a long-only model, with two accounting points per day, allowing for same-day entry and exit. The original open and close marks were used, except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were no ambiguous bars. No parameters were selected from the holdout set.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L40 holdout slippage0.002'. The results for the stock symbol CSTM are as follows: the lookback period was 40, the period was holdout, and the slippage was 0.002. The return percentage was 1.3907931228781125, the drawdown percentage was 34.39219810138846, and there were 15 trades. The win percentage was 40, the mean percentage was 0.5622711955959284, the average win percentage was 11.714382668000082, and the average loss percentage was 6.872469786006841. The half Kelly criterion, a measure of optimal bet size, was 0.023999181669720954. There were 2 targets, 7 stops, and 6 time exits, with 0 ambiguous results. The model used was a vectorbt longonly model, which means it only considered buying the stock, not selling it short. The model allowed for two accounting points per day, which means the stock could be bought and sold on the same day. The original open and close prices were used, except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch/gap model was not based on 15-minute venue data, and there were zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L40 holdout slippage0.001'. The trading results for the symbol CSTM are as follows: the lookback period was 40, the period was holdout, and the slippage was 0.001. The return percentage was 4.478609788134727, the drawdown percentage was 33.334028015510995, and there were 15 trades. The win percentage was 40, the mean percentage was 0.7635974669109894, the average win percentage was 11.93803553350733, and the average loss percentage was 6.686027910819904. The half Kelly criterion, a measure of optimal bet size, was 0.03198170522979876. There were 2 target exits, 7 stop exits, and 6 time exits, with 0 ambiguous exits. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day, using original open and close marks except for exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameter was selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L40 train slippage0.002'. The given data line shows the results of a trade for the symbol CSTM, which is a stock symbol, with a lookback period of 40 days, meaning the system looked at 40 days of data to make decisions. The period is for training, which is a phase where the system learns from data. The slippage, which is the difference between expected and actual trade prices, is 0.002. The return percentage is 2.252059708996494%, and the drawdown percentage, which is the maximum loss from a peak, is 35.630192479805636%. There were 22 trades, with a win percentage of 40.909090909090914%. The mean percentage return per trade is 0.5875995058088154%. The average win percentage is 10.793045625785329%, and the average loss percentage is 6.477709346482617%. The half Kelly criterion, a formula to determine the optimal bet size, is 0.02722120920183088. There were 3 targets, which are profit goals, and 10 stops, which are loss limits. 9 trades were exited based on time, and there were no ambiguous trades. The system used a vectorbt long-only strategy, meaning it only bought stocks, and allowed for two trades per day. The original open and close prices were used, except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use 15-minute venue data, and there were no ambiguous bars. No parameters were selected from the holdout period, which is a set of data not used for training.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L40 train slippage0.001'. The results of a trade for the symbol CSTM are as follows: the lookback period was 40, the period type was train, and the slippage was 0.001. The return percentage was 6.851609117028383, the drawdown percentage was 35.37219700077182, and there were 22 trades. The win percentage was 40.909090909090914, the mean percentage was 0.7889764845531505, the average win percentage was 11.014853968996809, and the average loss percentage was 6.2904771585232275. The half Kelly percentage was 0.035814205380019615. There were 3 targets, 10 stops, and 9 time exits, with 0 ambiguous results. The trade used a vectorbt longonly strategy, with two accounting points per day, allowing for entry and exit on the same day, using original open and close marks except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use a 15-minute venue, and there were zero ambiguous bars. No parameters were selected from the holdout.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L10 holdout slippage0.002'. The given data line shows results for the symbol CSTM, which is a stock symbol, with a lookback period of 10 days, in the holdout period, which is a testing phase. The slippage, or difference between expected and actual trade price, is 0.002. The return percentage is 109.03323670691782, and the drawdown percentage, which is the decrease in value, is 19.998601589767706. There were 16 trades, with a win percentage of 62.5. The mean percentage return is 5.15661179420674, the average win percentage is 11.370880019976715, and the average loss percentage is 5.200501915409885. The half Kelly criterion, a measure of risk, is 0.22674638133317052. There were 3 target exits, 3 stop exits, and 10 time exits. The data is from a vectorbt longonly model, which is a type of trading strategy, and it allows for entry and exit on the same day, with two accounting points per day. The original open and close prices are used, except for the exit price. Fees are 10 basis points per side, plus the listed slippage. The model uses a daily touch or gap model, but not a 15-minute venue model, and there are no ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L10 holdout slippage0.001'. The trading results for the symbol CSTM are as follows: the lookback period was 10, the period was holdout, and the slippage was 0.001. The return percentage was 115.83049220586699, the drawdown percentage was 19.6779543810628, and there were 16 trades. The win percentage was 62.5, the mean percentage was 5.367135963012308, the average win percentage was 11.593845191118161, and the average loss percentage was 5.010712750497448. The half Kelly criterion, a measure of optimal bet size, was 0.23146487962095508. There were 3 targets and 3 stops, with 10 time exits. The ambiguous trades were 0. The trading strategy used was a long-only strategy, with two accounting points per day allowing for entry and exit on the same day. The original open and close marks were used, except for the exit price. The fees were 10 basis points per side, plus the listed slippage. The daily touch and gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameter was selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L10 train slippage0.002'. The trading results for the symbol CSTM are as follows: the return percentage was -64.49%, the drawdown percentage was 68.67%, and the win percentage was 34.88%. The average win percentage was 7.66% and the average loss percentage was 7.26%. The results are based on 43 trades, with 1 target, 24 stops, and 18 time exits. The half Kelly criterion, a measure of optimal bet size, was 0. The model used a daily touch or gap strategy, with no ambiguous bars, and fees of 10 basis points per side plus listed slippage of 0.002. The vectorbt longonly strategy was used, allowing for entry and exit on the same day, with two accounting points per day.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L10 train slippage0.001'. The trading results for the symbol CSTM are as follows: the return percentage was -61.29714714645047, the drawdown percentage was 66.69543938093223, and the win percentage was 34.883720930232556. The mean percentage return was -1.861651470978222, the average win percentage was 7.875420407128093, and the average loss percentage was 7.077939977106605. There were 43 trades, with 1 target, 24 stops, and 18 time exits. The half Kelly criterion was 0. A data line found the following information: Frozen2178, vectorbt longonly, with two accounting points per day allowing for same day entry and exit. Original open and close marks were used, except for the exit price. Fees were 10 basis points per side, plus the listed slippage of 0.001. A daily touch and gap model was used, but not based on 15 minute venue data, and there were zero ambiguous bars. No parameter was selected from the holdout set.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L20 holdout slippage0.002'. The symbol is CSTM, which is a stock ticker. The lookback period is 20, meaning the system looked at 20 days of data. The period is called the holdout period, which is a term used in finance to describe a set of data used to test a system. The slippage is 0.002, which refers to the difference between the expected price of a trade and the actual price. The return percentage is 27.889096029296635, the drawdown percentage is 19.94679403354033, and the number of trades is 15. The win percentage is 46.666666666666664, the mean percentage is 2.1162182531996745, the average win percentage is 11.767464607178923, and the average loss percentage is 6.328622306532168. The half Kelly criterion, a formula used to determine the optimal size of a bet, is 0.08991819069966198. There were 2 targets, 5 stops, and 8 time exits. The ambiguous count is 0, meaning there were no unclear trades. The block mean confidence interval percentage is between -2.692580486873163 and 7.417179296151888. The system used is called vectorbt longonly, which is a type of automated trading system. The system allows for two accounting points per day, which means it can enter and exit a trade on the same day. The original open and close marks are used, except for the exit price. The fees are 10 basis points per side, plus the listed slippage. The daily touch and gap model is not based on a 15-minute venue, and there are zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L20 holdout slippage0.001'. The symbol is CSTM, which is a stock symbol, a unique code to identify a stock. The lookback period is 20, meaning the system looked at 20 days of data. The period is holdout, which is a part of the data used to test the system. The slippage is 0.001, which is the difference between expected and actual trade prices. The return percentage is 31.783908071503248, and the drawdown percentage is 19.56254607203325. There were 15 trades, with a win percentage of 46.666666666666664. The mean percentage is 2.320655535863315, the average win percentage is 11.991223743047435, and the average loss percentage is 6.14109164542279. The half Kelly percentage is 0.09676475002014875. There were 2 targets, 5 stops, and 8 time exits, with 0 ambiguous results. The block mean confidence interval percentage is between -2.497770448188134 and 7.632229134682402. This data is from a system called vectorbt longonly, which is a type of trading strategy. The system allows for two accounting points per day, which means it can enter and exit a trade on the same day. The original open and close prices are used, except for the exit price. There are fees of 10 basis points per side, plus the listed slippage. The daily touch gap model is not based on 15-minute venue data, and there are zero ambiguous bars. No parameters were selected from the holdout period.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L20 train slippage0.002'. The trading results for the symbol CSTM are as follows: the lookback period was 20, the period type was train, and the slippage, which is the difference between expected and actual trade prices, was 0.002. The return percentage was -42.18650544451989, the drawdown percentage, which is the maximum loss from a peak to a trough, was 48.266373275999406, and there were 30 trades. The win percentage was 40, the mean percentage was -1.3722286173511689, the average win percentage was 8.278822088129175, and the average loss percentage was 7.806262421004731. The half Kelly criterion, a formula used to determine the optimal bet size, was 0. There were 2 targets, 15 stops, and 13 time exits. The ambiguous count, which refers to unclear trade signals, was 0. The block mean confidence interval percentage was between -5.556153132602278 and 2.8047947889460585. The trading strategy used was a long-only strategy, meaning only buy trades were made, and was based on a vectorbt model. The strategy allowed for two accounting points per day, permitting entry and exit on the same day, using original open and close marks except for the exit price. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data, and there were zero ambiguous bars. No parameters were selected from the holdout set, which is a portion of the data reserved for testing the model.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
A news scan found the headline 'CSTM R91104 costed L20 train slippage0.001'. The given data line shows results for the symbol CSTM, with a lookback period of 20 days, and a training period. The slippage, which is the difference between expected and actual trade prices, was 0.001. The return percentage was -38.61151, and the drawdown percentage, which is the peak-to-trough decline, was 47.11562. There were 30 trades, with a win percentage of 40. The mean percentage return was -1.17478, the average win percentage was 8.49560, and the average loss percentage was 7.62169. The half Kelly criterion, a measure of bet size, was 0. There were 2 targets and 15 stops, with 13 time exits and no ambiguous exits. The block mean confidence interval percentage was between -5.36708 and 3.01061. This data is from a vectorbt long-only strategy, with two accounting points per day, allowing for same-day entry and exit. Fees were 10 basis points per side, plus the listed slippage. The daily touch or gap model did not use venue 15-minute data and had zero ambiguous bars. No parameters were selected from the holdout set.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
BB Costed run-up stock proxy holdout sweep = 4
Convex events2026-09-11 04:12
A news scan found the following data line: Computed on September 11 in vectorbt, a system that uses numbers to make decisions. The system considered buying a stock and selling it later, with specific rules: buy at the open price 3, 5, or 10 days before a release, and sell at the close price 1 day before the release. The system also considered fees of 5 basis points per side, which means a small cost for each buy or sell, and slippage of 10 or 30 basis points per side, which means a small difference between expected and actual prices. The system started with $100 and used a method called compounding, which means adding the returns to the original amount. The system was trained on the first 8 sessions and tested on the last 4 sessions. The goal was to find the best rule based on total return over 5 sessions, but all training rules had negative results. The system did not consider option profit and loss, and did not validate stops or targets. The results were: for different combinations of window size and slippage, the return percentage, drawdown percentage, win percentage, and number of trades were: 3 days and 0.1% slippage, 3.11% return, -4.65% drawdown, 75% win, 4 trades; 3 days and 0.3% slippage, 1.47% return, -5.41% drawdown, 75% win, 4 trades; 5 days and 0.1% slippage, 2.23% return, -9.40% drawdown, 50% win, 4 trades; 5 days and 0.3% slippage, 0.61% return, -9.76% drawdown, 50% win, 4 trades; 10 days and 0.1% slippage, 23.28% return, -9.80% drawdown, 75% win, 4 trades; 10 days and 0.3% slippage, 21.32% return, -9.80% drawdown, 75% win, 4 trades.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/
BB Costed run-up stock proxy train sweep = 8
Convex events2026-09-11 04:12
A news scan found the following data line: Computed on September 11 in vectorbt, a system that analyzes data. The system considered buying stock at the open and selling at the close, based on a release calendar, with fees of 5 basis points per side and slippage of 10 or 30 basis points per side, using a $100 fully invested proxy that compounds. The first 8 sessions were used for training and the last 4 for holdout. The best base training was selected based on total return over 5 sessions, but all training rules had negative results. This did not consider option profit and loss or stops and targets. The results were as follows: for different combinations of window size and slippage, the return percentage, drawdown percentage, win percentage, and number of sessions were: for a window of 3 and slippage of 0.001, return was -10.363907698897975 percent, drawdown was -13.327768093525428 percent, win percentage was 25 percent, and the number of sessions was 8, for a window of 3 and slippage of 0.003, return was -13.186866652680065 percent, drawdown was -14.69704119604025 percent, win percentage was 25 percent, and the number of sessions was 8, for a window of 5 and slippage of 0.001, return was -2.7366395057719046 percent, drawdown was -19.33542394660733 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 5 and slippage of 0.003, return was -5.799808228698694 percent, drawdown was -19.818285153981886 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 10 and slippage of 0.001, return was -20.695155120182164 percent, drawdown was -25.79668182153567 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 10 and slippage of 0.003, return was -23.192746393792746 percent, drawdown was -27.205143232179875 percent, win percentage was 50 percent, and the number of sessions was 8.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly holdout trail1 slip20'. Coverage attribution control means managing how data is used. This system keeps daily data even if hourly data is incomplete. It uses a fixed set of rules, including a 20 basis point slip, a 10 basis point target, and a 2 times risk entry. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for the symbol SOL are as follows: the return was -11.38%, the drawdown was 35.68%, and the win rate was 28.57%. The system made 7 trades, with an average win of 13.52 and an average loss of 7.08. There were no trades made on days with zero volume. The results match another system called vectorbt, with no missing hour fills.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly holdout trail1 slip10'. This refers to a trading strategy for the SOL/USD currency pair. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if some hourly data is missing. The strategy uses specific rules, including a 20-day high and low, a 14-day average true range, a 10 basis point target, and a 25 basis point fee. It also has a 20-day timeout and checks the next timestamp open. If enabled, it uses a 2RBE entry and a 2ATR trail. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of -10.13513423271254, a drawdown of 35.03323677286272, and a win rate of 28.57142857142857. The average win was 13.7500032946408 and the average loss was 6.894719383827727. The results match another system called vectorbt, with no missing hour fills.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the headline 'SOL/USD C91104 full-native calendar/hourly holdout trail0 slip20'. Coverage attribution control means the system checks the quality of the data. It keeps valid daily data even if the hourly data for that day is incomplete. The system uses a fixed set of rules, including a high and low price that does not change, a measure of price volatility called 2ATR14, and a target profit of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. The system checks the next timestamp open and uses a 2RBE entry and 2ATR trail if enabled. The system was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results for the SOL symbol are as follows: the system made a return of -14.644645306834192, had a drawdown of 35.6796683685633, and a win rate of 28.57142857142857. The sample size was 7, the mean return was -1.763450950589423, the average win was 11.529782403440825, and the average loss was 7.080744292201521. There were no instances of zero volume entries or exits. The results match another system called vectorbt at a precision of 1e-10, and there were no fictitious missing hour fills.
https://runway.adityaperswal.workers.dev/data/crypto-bars