TLT QGAP91008 recent gap1.0 cost6 TLT measured backtest = -1.3771210089252195
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"TLT","return":-1.3771210089252195,"drawdown":1.978373977186354,"win_rate":35.714285714285715,"avg_win":0.2038304479278974,"avg_loss":0.2663857135123577,"mean":-0.09845137014083802,"n":14,"quarterKelly":0,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap1.0 cost6 EEM measured backtest = -0.5876988306438791
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"EEM","return":-0.5876988306438791,"drawdown":4.839403032664769,"win_rate":47.368421052631575,"avg_win":1.0576653197855328,"avg_loss":0.9977686550828979,"mean":-0.02414203540837808,"n":19,"quarterKelly":0,"target":1,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap1.0 cost6 EFA measured backtest = 3.5337838687472978
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"EFA","return":3.5337838687472978,"drawdown":3.0268884403284124,"win_rate":43.75,"avg_win":1.1041618246370812,"avg_loss":0.4648096378040756,"mean":0.2216153770139305,"n":16,"quarterKelly":0.050177286532880186,"target":2,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap1.0 cost6 IWM measured backtest = 1.4504193416989608
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"IWM","return":1.4504193416989608,"drawdown":1.5104226849679159,"win_rate":33.33333333333333,"avg_win":1.9020631793956966,"avg_loss":0.22166159531725738,"mean":0.4862466629203939,"n":3,"quarterKelly":0.06391042476765665,"target":0,"stop":0,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap1.0 cost6 QQQ measured backtest = 1.6410277575488186
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"QQQ","return":1.6410277575488186,"drawdown":2.5547692820627743,"win_rate":50.0,"avg_win":1.1045439293531856,"avg_loss":0.6860756365652726,"mean":0.2092341463939565,"n":8,"quarterKelly":0.047357588239266044,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap1.0 cost6 SPY measured backtest = -0.4477954207017354
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"SPY","return":-0.4477954207017354,"drawdown":1.7312337552572332,"win_rate":42.857142857142854,"avg_win":0.5412107188842514,"avg_loss":0.5139750870618992,"mean":-0.06175259879926319,"n":7,"quarterKelly":0,"target":0,"stop":1,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 recent gap0.5 cost16 PORT measured backtest = -7.92212822904207
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"PORT","return":-7.92212822904207,"drawdown":7.9421037043789555,"daily_close_drawdown":7.92212822904207,"win_rate":35.13513513513514,"avg_win":0.7036986980484246,"avg_loss":0.770646033629221,"mean":-0.25263301979653474,"n":259,"days":172,"signal_days":94,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 recent gap0.5 cost16 XLF measured backtest = -1.6856660970831383
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"XLF","return":-1.6856660970831383,"drawdown":4.095227008150926,"win_rate":33.33333333333333,"avg_win":0.8862207343014841,"avg_loss":0.5597591529524056,"mean":-0.07776585720110905,"n":21,"quarterKelly":0,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 recent gap0.5 cost16 GLD measured backtest = -16.163561054288035
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"GLD","return":-16.163561054288035,"drawdown":16.473028386897425,"win_rate":34.883720930232556,"avg_win":0.5394271807704346,"avg_loss":0.9101590016435814,"mean":-0.40448940312706416,"n":43,"quarterKelly":0,"target":0,"stop":5,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 recent gap0.5 cost16 TLT measured backtest = -13.87767956221978
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"TLT","return":-13.87767956221978,"drawdown":13.882466492272105,"win_rate":18.181818181818183,"avg_win":0.2691268556489157,"avg_loss":0.473193303531352,"mean":-0.33822600186221247,"n":44,"quarterKelly":0,"target":2,"stop":6,"partial":6}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap0.5 cost16 EEM measured backtest = -7.667428284712874
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"EEM","return":-7.667428284712874,"drawdown":10.537229048303098,"win_rate":43.58974358974359,"avg_win":0.9108149215366558,"avg_loss":1.0533776694117698,"mean":-0.19719115540860988,"n":39,"quarterKelly":0,"target":2,"stop":5,"partial":5}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap0.5 cost16 EFA measured backtest = -7.873485334980845
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"EFA","return":-7.873485334980845,"drawdown":9.226649238397155,"win_rate":40.476190476190474,"avg_win":0.6534101352624098,"avg_loss":0.76570697867548,"mean":-0.19130243255776272,"n":42,"quarterKelly":0,"target":3,"stop":9,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap0.5 cost16 IWM measured backtest = -1.7014688334858308
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"IWM","return":-1.7014688334858308,"drawdown":5.0737580124643795,"win_rate":40.909090909090914,"avg_win":1.0897770974861962,"avg_loss":0.873995536398073,"mean":-0.0706340043545084,"n":22,"quarterKelly":0,"target":1,"stop":2,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap0.5 cost16 QQQ measured backtest = -9.442288869298832
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"QQQ","return":-9.442288869298832,"drawdown":10.020760248120709,"win_rate":40.0,"avg_win":0.6664951202999387,"avg_loss":0.9858887728055389,"mean":-0.3249352155633478,"n":30,"quarterKelly":0,"target":0,"stop":4,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap0.5 cost16 SPY measured backtest = -4.450972986629987
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"SPY","return":-4.450972986629987,"drawdown":4.749676605263897,"win_rate":33.33333333333333,"avg_win":0.5318087564982088,"avg_loss":0.6406309548004928,"mean":-0.24981771770092556,"n":18,"quarterKelly":0,"target":1,"stop":2,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 recent gap0.5 cost6 PORT measured backtest = -1.7704022531129349
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"PORT","return":-1.7704022531129349,"drawdown":4.245519669257069,"daily_close_drawdown":4.200235967241195,"win_rate":43.62934362934363,"avg_win":0.7491102996723451,"avg_loss":0.6737021932059952,"mean":-0.05293844148687376,"n":259,"days":172,"signal_days":94,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 recent gap0.5 cost6 XLF measured backtest = 2.531480674599962
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"XLF","return":2.531480674599962,"drawdown":3.300328813187081,"win_rate":47.61904761904761,"avg_win":0.7908894894333617,"avg_loss":0.48554908844846095,"mean":0.12227880578097845,"n":21,"quarterKelly":0.03865230459333385,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 recent gap0.5 cost6 GLD measured backtest = -8.634509782166566
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"GLD","return":-8.634509782166566,"drawdown":9.118210972010365,"win_rate":48.837209302325576,"avg_win":0.5695628091633249,"avg_loss":0.9445485995945767,"mean":-0.20509884182908986,"n":43,"quarterKelly":0,"target":0,"stop":5,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 recent gap0.5 cost6 TLT measured backtest = -5.955440074843732
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"TLT","return":-5.955440074843732,"drawdown":7.097706037141749,"win_rate":34.090909090909086,"avg_win":0.28235629397763845,"avg_loss":0.3564919577165889,"mean":-0.1387027810026478,"n":44,"quarterKelly":0,"target":2,"stop":6,"partial":6}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap0.5 cost6 EEM measured backtest = -0.1771561502804775
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"EEM","return":-0.1771561502804775,"drawdown":6.1916400966940515,"win_rate":46.15384615384615,"avg_win":1.0598006163112659,"avg_loss":0.9035451810950218,"mean":0.002614417707880179,"n":39,"quarterKelly":0.0006167239544028619,"target":2,"stop":5,"partial":5}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap0.5 cost6 EFA measured backtest = 0.19946835374169414
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"EFA","return":0.19946835374169414,"drawdown":5.048446585582966,"win_rate":45.23809523809524,"avg_win":0.7801950106960376,"avg_loss":0.6289599196312667,"mean":0.00851492980251376,"n":42,"quarterKelly":0.0027284620145536786,"target":3,"stop":9,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap0.5 cost6 IWM measured backtest = 2.7202354767972503
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"IWM","return":2.7202354767972503,"drawdown":3.5427208467358917,"win_rate":40.909090909090914,"avg_win":1.2921591855558079,"avg_loss":0.6755449280245254,"mean":0.12942493662197463,"n":22,"quarterKelly":0.02504043968977089,"target":1,"stop":2,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap0.5 cost6 QQQ measured backtest = -3.8425064996780334
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"QQQ","return":-3.8425064996780334,"drawdown":5.625527649784945,"win_rate":43.333333333333336,"avg_win":0.8036587426551898,"avg_loss":0.8358308970357896,"mean":-0.12538538650303188,"n":30,"quarterKelly":0,"target":0,"stop":4,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap0.5 cost6 SPY measured backtest = -0.9485386570582843
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"SPY","return":-0.9485386570582843,"drawdown":2.5782229428879533,"win_rate":44.44444444444444,"avg_win":0.570911618149969,"avg_loss":0.5469408001838627,"mean":-0.05011750314660415,"n":18,"quarterKelly":0,"target":1,"stop":2,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 recent gap0.25 cost16 PORT measured backtest = -15.255117504697912
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"PORT","return":-15.255117504697912,"drawdown":15.255706329339102,"daily_close_drawdown":15.255117504697912,"win_rate":30.89622641509434,"avg_win":0.6261369315478525,"avg_loss":0.7287498707938604,"mean":-0.3101409766741331,"n":424,"days":172,"signal_days":121,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min