SPY QGAP91008 holdout gap1.0 cost16 SPY measured backtest = -21.284200959498236
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":16,"s":"SPY","return":-21.284200959498236,"drawdown":22.5207121427608,"win_rate":35.08771929824561,"avg_win":0.8817860973151449,"avg_loss":1.1082008724445946,"mean":-0.40995983042363343,"n":57,"quarterKelly":0,"target":5,"stop":12,"partial":12}; 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 cost6 PORT measured backtest = -11.877450283114232
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"PORT","return":-11.877450283114232,"drawdown":14.206376270860144,"daily_close_drawdown":13.904748797806544,"win_rate":40.83438685208597,"avg_win":0.7446482758578647,"avg_loss":0.7254879908835279,"mean":-0.12516686046953315,"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 cost6 XLF measured backtest = -6.257675741720448
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"XLF","return":-6.257675741720448,"drawdown":14.563030646121945,"win_rate":38.63636363636363,"avg_win":1.9227180539742346,"avg_loss":1.4057044483609458,"mean":-0.11972302700417149,"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 cost6 GLD measured backtest = -18.63653358544468
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"GLD","return":-18.63653358544468,"drawdown":18.587711437422584,"win_rate":40.65040650406504,"avg_win":0.3866397549536589,"avg_loss":0.5437645530400185,"mean":-0.16555141970925535,"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 cost6 TLT measured backtest = -19.26622303808848
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"TLT","return":-19.26622303808848,"drawdown":19.439609620084696,"win_rate":38.16793893129771,"avg_win":0.4564310402476628,"avg_loss":0.5425521382089123,"mean":-0.16126084872166993,"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 cost6 EEM measured backtest = -19.06824892697462
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"EEM","return":-19.06824892697462,"drawdown":23.14434217619211,"win_rate":41.84782608695652,"avg_win":0.5942114306723721,"avg_loss":0.6188772850118991,"mean":-0.11122602899185084,"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 cost6 EFA measured backtest = -17.67892943296967
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"EFA","return":-17.67892943296967,"drawdown":19.44145419172748,"win_rate":40.49079754601227,"avg_win":0.6057625922565111,"avg_loss":0.6067253896572334,"mean":-0.11577933563080926,"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 cost6 IWM measured backtest = -7.169006755553509
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"IWM","return":-7.169006755553509,"drawdown":16.883607713358362,"win_rate":42.10526315789473,"avg_win":1.4160447141065804,"avg_loss":1.3403058305700126,"mean":-0.1797371801798681,"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 cost6 QQQ measured backtest = 5.281013102026
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"QQQ","return":5.281013102026,"drawdown":9.132855709946064,"win_rate":47.05882352941176,"avg_win":1.4701757146610437,"avg_loss":1.0875810483537596,"mean":0.11606919306497132,"n":51,"quarterKelly":0.01973729941045374,"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
SPY QGAP91008 holdout gap1.0 cost6 SPY measured backtest = -11.779090068106346
Quant replication2026-09-10 08:22
{"phase":"holdout","k":1.0,"cost":6,"s":"SPY","return":-11.779090068106346,"drawdown":14.57051274850617,"win_rate":40.35087719298245,"avg_win":0.956787069399545,"avg_loss":1.0002698585231062,"mean":-0.210580220940282,"n":57,"quarterKelly":0,"target":5,"stop":12,"partial":12}; 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 gap0.5 cost16 PORT measured backtest = -56.878653910898926
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"PORT","return":-56.878653910898926,"drawdown":56.92899648733805,"daily_close_drawdown":56.878653910898926,"win_rate":31.799163179916317,"avg_win":0.6145773323885411,"avg_loss":0.7417646379091295,"mean":-0.31045924149648113,"n":2151,"days":1496,"signal_days":887,"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 gap0.5 cost16 XLF measured backtest = -32.79073210828852
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"XLF","return":-32.79073210828852,"drawdown":36.29883221197713,"win_rate":37.85310734463277,"avg_win":0.9985354636586187,"avg_loss":0.9508441151804431,"mean":-0.2129433706481429,"n":177,"quarterKelly":0,"target":9,"stop":23,"partial":16}; 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 gap0.5 cost16 GLD measured backtest = -63.73926523871183
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"GLD","return":-63.73926523871183,"drawdown":63.77061819753864,"win_rate":23.18840579710145,"avg_win":0.3840451073604315,"avg_loss":0.5912507273497448,"mean":-0.3650951714749214,"n":276,"quarterKelly":0,"target":3,"stop":40,"partial":15}; 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 gap0.5 cost16 TLT measured backtest = -72.83097655769338
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"TLT","return":-72.83097655769338,"drawdown":73.19756064429728,"win_rate":26.13065326633166,"avg_win":0.40209785488632005,"avg_loss":0.5823650128866475,"mean":-0.32511843437310817,"n":398,"quarterKelly":0,"target":7,"stop":30,"partial":32}; 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 gap0.5 cost16 EEM measured backtest = -71.16273744791089
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"EEM","return":-71.16273744791089,"drawdown":71.3429266757335,"win_rate":29.51219512195122,"avg_win":0.478842643061447,"avg_loss":0.6263886391891551,"mean":-0.30021062662251397,"n":410,"quarterKelly":0,"target":12,"stop":44,"partial":37}; 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 gap0.5 cost16 EFA measured backtest = -66.34801614962348
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"EFA","return":-66.34801614962348,"drawdown":66.39010278038538,"win_rate":30.919220055710305,"avg_win":0.4466097073285901,"avg_loss":0.6347235357698818,"mean":-0.3003837308007164,"n":359,"quarterKelly":0,"target":12,"stop":53,"partial":37}; 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 gap0.5 cost16 IWM measured backtest = -32.67692996456171
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"IWM","return":-32.67692996456171,"drawdown":35.98561852886893,"win_rate":45.18072289156627,"avg_win":0.9846948533103694,"avg_loss":1.2257316145465955,"mean":-0.227044957382304,"n":166,"quarterKelly":0,"target":9,"stop":18,"partial":25}; 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 gap0.5 cost16 QQQ measured backtest = -46.71027358009695
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"QQQ","return":-46.71027358009695,"drawdown":48.9213644911354,"win_rate":39.77272727272727,"avg_win":0.8915406012002225,"avg_loss":1.165855769366365,"mean":-0.3475731219819267,"n":176,"quarterKelly":0,"target":9,"stop":20,"partial":22}; 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 holdout gap0.5 cost16 SPY measured backtest = -51.020128802355515
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":16,"s":"SPY","return":-51.020128802355515,"drawdown":51.225976647055546,"win_rate":38.095238095238095,"avg_win":0.6013661403220532,"avg_loss":0.9697039408790823,"mean":-0.3712010528024592,"n":189,"quarterKelly":0,"target":10,"stop":34,"partial":21}; 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 gap0.5 cost6 PORT measured backtest = -26.21287639423845
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"PORT","return":-26.21287639423845,"drawdown":27.351240982757385,"daily_close_drawdown":27.232688383897695,"win_rate":43.97954439795444,"avg_win":0.6175816643432409,"avg_loss":0.6827685166752534,"mean":-0.11088043148534386,"n":2151,"days":1496,"signal_days":887,"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 gap0.5 cost6 XLF measured backtest = -4.243210268992792
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"XLF","return":-4.243210268992792,"drawdown":13.834557036629958,"win_rate":48.58757062146893,"avg_win":0.9616032422083933,"avg_loss":0.9343829765195133,"mean":-0.013169333521773295,"n":177,"quarterKelly":0,"target":9,"stop":23,"partial":16}; 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 gap0.5 cost6 GLD measured backtest = -37.025110548074146
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"GLD","return":-37.025110548074146,"drawdown":37.74760104327037,"win_rate":40.94202898550724,"avg_win":0.3714986905012614,"avg_loss":0.537988079974737,"mean":-0.16562574278709993,"n":276,"quarterKelly":0,"target":3,"stop":40,"partial":15}; 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 gap0.5 cost6 TLT measured backtest = -39.77555442114201
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"TLT","return":-39.77555442114201,"drawdown":41.775607903951574,"win_rate":41.20603015075377,"avg_win":0.4159985382782513,"avg_loss":0.5051291076085225,"mean":-0.12556897211749013,"n":398,"quarterKelly":0,"target":7,"stop":30,"partial":32}; 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 gap0.5 cost6 EEM measured backtest = -34.52494189686739
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"EEM","return":-34.52494189686739,"drawdown":37.76903022557542,"win_rate":43.170731707317074,"avg_win":0.495894793170163,"avg_loss":0.5537511198240124,"mean":-0.10061129884847814,"n":410,"quarterKelly":0,"target":12,"stop":44,"partial":37}; 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 gap0.5 cost6 EFA measured backtest = -31.002326432068294
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"EFA","return":-31.002326432068294,"drawdown":31.308046269855804,"win_rate":42.33983286908078,"avg_win":0.49871354593254597,"avg_loss":0.5409960583653702,"mean":-0.10078474958185137,"n":359,"quarterKelly":0,"target":12,"stop":53,"partial":37}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min