XLF QGAP91008 recent gap0.25 cost16 XLF measured backtest = -13.851626581455289
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"XLF","return":-13.851626581455289,"drawdown":13.960962510895325,"win_rate":28.26086956521739,"avg_win":0.6992735668138859,"avg_loss":0.7218650890537499,"mean":-0.3202389471781137,"n":46,"quarterKelly":0,"target":0,"stop":5,"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
GLD QGAP91008 recent gap0.25 cost16 GLD measured backtest = -18.402000050271095
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"GLD","return":-18.402000050271095,"drawdown":19.217004780593527,"win_rate":33.92857142857143,"avg_win":0.5866477080093019,"avg_loss":0.843138232550013,"mean":-0.35803228843167395,"n":56,"quarterKelly":0,"target":1,"stop":6,"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
TLT QGAP91008 recent gap0.25 cost16 TLT measured backtest = -20.76557087520322
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"TLT","return":-20.76557087520322,"drawdown":20.769974956143233,"win_rate":13.432835820895523,"avg_win":0.28078179171643225,"avg_loss":0.44347448716998633,"mean":-0.3461863303046465,"n":67,"quarterKelly":0,"target":3,"stop":7,"partial":7}; 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 gap0.25 cost16 EEM measured backtest = -16.872778520704447
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"EEM","return":-16.872778520704447,"drawdown":17.057373279477307,"win_rate":38.983050847457626,"avg_win":0.8223090999084504,"avg_loss":1.0270095806953896,"mean":-0.3060887391040622,"n":59,"quarterKelly":0,"target":3,"stop":8,"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
EFA QGAP91008 recent gap0.25 cost16 EFA measured backtest = -16.075307378594516
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"EFA","return":-16.075307378594516,"drawdown":15.984506064352534,"win_rate":33.87096774193548,"avg_win":0.5698980137234022,"avg_loss":0.7140494226364811,"mean":-0.2791640006436174,"n":62,"quarterKelly":0,"target":4,"stop":10,"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
IWM QGAP91008 recent gap0.25 cost16 IWM measured backtest = -9.553499471674453
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"IWM","return":-9.553499471674453,"drawdown":11.07813699379172,"win_rate":37.77777777777778,"avg_win":0.8117168767599733,"avg_loss":0.8425887402159922,"mean":-0.2176288404695163,"n":45,"quarterKelly":0,"target":1,"stop":4,"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
QQQ QGAP91008 recent gap0.25 cost16 QQQ measured backtest = -14.549542504670733
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"QQQ","return":-14.549542504670733,"drawdown":14.95498045040058,"win_rate":36.17021276595745,"avg_win":0.526312586983951,"avg_loss":0.815637027853643,"mean":-0.33025099695493876,"n":47,"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 gap0.25 cost16 SPY measured backtest = -12.1502923254851
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"SPY","return":-12.1502923254851,"drawdown":12.41708643446583,"win_rate":28.57142857142857,"avg_win":0.4693808847359186,"avg_loss":0.6158187516276951,"mean":-0.30576171266666263,"n":42,"quarterKelly":0,"target":1,"stop":3,"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
QGAP91008 recent gap0.25 cost6 PORT measured backtest = -5.78975499220361
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"PORT","return":-5.78975499220361,"drawdown":6.552816452444121,"daily_close_drawdown":6.446985891233203,"win_rate":41.9811320754717,"avg_win":0.6352282571504464,"avg_loss":0.6501980417843863,"mean":-0.11056152949570658,"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
XLF QGAP91008 recent gap0.25 cost6 XLF measured backtest = -5.549944490890246
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"XLF","return":-5.549944490890246,"drawdown":8.752454137993126,"win_rate":43.47826086956522,"avg_win":0.6137598179048442,"avg_loss":0.6856332039234738,"mean":-0.1206797161720312,"n":46,"quarterKelly":0,"target":0,"stop":5,"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
GLD QGAP91008 recent gap0.25 cost6 GLD measured backtest = -8.73157657939717
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"GLD","return":-8.73157657939717,"drawdown":10.093737112914381,"win_rate":48.214285714285715,"avg_win":0.5962233227564445,"avg_loss":0.8612675180948184,"mean":-0.15854871982724525,"n":56,"quarterKelly":0,"target":1,"stop":6,"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
TLT QGAP91008 recent gap0.25 cost6 TLT measured backtest = -9.403909518513942
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"TLT","return":-9.403909518513942,"drawdown":9.669568420402896,"win_rate":31.343283582089555,"avg_win":0.24992055385895637,"avg_loss":0.3277353851396354,"mean":-0.14667904605052456,"n":67,"quarterKelly":0,"target":3,"stop":7,"partial":7}; 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 gap0.25 cost6 EEM measured backtest = -6.461571578748249
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"EEM","return":-6.461571578748249,"drawdown":8.397240240947191,"win_rate":45.76271186440678,"avg_win":0.8984574223567597,"avg_loss":0.9544349995065562,"mean":-0.10650117933181842,"n":59,"quarterKelly":0,"target":3,"stop":8,"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
EFA QGAP91008 recent gap0.25 cost6 EFA measured backtest = -4.995903221607023
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"EFA","return":-4.995903221607023,"drawdown":7.648256194859315,"win_rate":40.32258064516129,"avg_win":0.6661133355628248,"avg_loss":0.5833305597569749,"mean":-0.07952253745060406,"n":62,"quarterKelly":0,"target":4,"stop":10,"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
IWM QGAP91008 recent gap0.25 cost6 IWM measured backtest = -1.0357554217491405
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"IWM","return":-1.0357554217491405,"drawdown":7.230167675038013,"win_rate":40.0,"avg_win":0.9574417177941226,"avg_loss":0.6680681179796687,"mean":-0.017864183670152203,"n":45,"quarterKelly":0,"target":1,"stop":4,"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
QQQ QGAP91008 recent gap0.25 cost6 QQQ measured backtest = -6.127557566067776
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"QQQ","return":-6.127557566067776,"drawdown":7.154664971707092,"win_rate":44.680851063829785,"avg_win":0.6054995437341913,"avg_loss":0.7253440574413554,"mean":-0.13071181010760052,"n":47,"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 gap0.25 cost6 SPY measured backtest = -4.452110925668517
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"SPY","return":-4.452110925668517,"drawdown":6.055037049670564,"win_rate":45.23809523809524,"avg_win":0.45202352304237575,"avg_loss":0.5672927765926785,"mean":-0.10617349818634444,"n":42,"quarterKelly":0,"target":1,"stop":3,"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
QGAP91008 holdout gap1.0 cost16 PORT measured backtest = -27.6673893344898
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"PORT","return":-27.6673893344898,"drawdown":27.935345452542983,"daily_close_drawdown":27.767350378548517,"win_rate":30.59418457648546,"avg_win":0.7591817270204465,"avg_loss":0.8025013200731146,"mean":-0.3247171261456282,"n":791,"days":1496,"signal_days":419,"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 holdout gap1.0 cost16 XLF measured backtest = -14.154455135109878
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"XLF","return":-14.154455135109878,"drawdown":19.377413425846857,"win_rate":36.36363636363637,"avg_win":1.8304591338193705,"avg_loss":1.547708914220232,"mean":-0.3192841694785585,"n":44,"quarterKelly":0,"target":4,"stop":9,"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
GLD QGAP91008 holdout gap1.0 cost16 GLD measured backtest = -36.38011426820809
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"GLD","return":-36.38011426820809,"drawdown":36.2783129080543,"win_rate":21.951219512195124,"avg_win":0.44121322917978706,"avg_loss":0.5917743729783382,"mean":-0.36502099689484735,"n":123,"quarterKelly":0,"target":2,"stop":21,"partial":8}; 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 holdout gap1.0 cost16 TLT measured backtest = -37.87448627558003
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"TLT","return":-37.87448627558003,"drawdown":37.945948013598255,"win_rate":27.480916030534353,"avg_win":0.39063252798515435,"avg_loss":0.645469261144739,"mean":-0.3607389984830889,"n":131,"quarterKelly":0,"target":4,"stop":15,"partial":11}; 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 holdout gap1.0 cost16 EEM measured backtest = -43.98576686924801
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"EEM","return":-43.98576686924801,"drawdown":44.46772243492971,"win_rate":30.434782608695656,"avg_win":0.5770483066684722,"avg_loss":0.6992395976332744,"mean":-0.3108041484979601,"n":184,"quarterKelly":0,"target":9,"stop":28,"partial":17}; 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 holdout gap1.0 cost16 EFA measured backtest = -40.580245214895974
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"EFA","return":-40.580245214895974,"drawdown":40.839879747801476,"win_rate":31.901840490797547,"avg_win":0.5423957756886904,"avg_loss":0.7171744380806269,"mean":-0.3153483576143416,"n":163,"quarterKelly":0,"target":7,"stop":34,"partial":24}; 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 holdout gap1.0 cost16 IWM measured backtest = -13.962738073787529
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"IWM","return":-13.962738073787529,"drawdown":20.67478889868941,"win_rate":36.84210526315789,"avg_win":1.3900414012670836,"avg_loss":1.4112233065026911,"mean":-0.37917841416645837,"n":38,"quarterKelly":0,"target":5,"stop":7,"partial":7}; 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 holdout gap1.0 cost16 QQQ measured backtest = -4.928144444688165
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"QQQ","return":-4.928144444688165,"drawdown":14.936467762092132,"win_rate":41.17647058823529,"avg_win":1.4687388823442808,"avg_loss":1.17085442489265,"mean":-0.0839630630892079,"n":51,"quarterKelly":0,"target":7,"stop":7,"partial":13}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min