IWM QGAP91008 holdout gap0.5 cost6 IWM measured backtest = -6.168245619302926
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"IWM","return":-6.168245619302926,"drawdown":21.571430239311205,"win_rate":51.204819277108435,"avg_win":1.0612027479368311,"avg_loss":1.1695542315289267,"mean":-0.027299151682002542,"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 cost6 QQQ measured backtest = -24.226854882046133
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"QQQ","return":-24.226854882046133,"drawdown":30.99567967218322,"win_rate":47.159090909090914,"avg_win":0.9408710215262471,"avg_loss":1.1199179663059018,"mean":-0.14806861408960403,"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 cost6 SPY measured backtest = -28.520561756461827
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.5,"cost":6,"s":"SPY","return":-28.520561756461827,"drawdown":30.64037036880426,"win_rate":45.5026455026455,"avg_win":0.6913825302364337,"avg_loss":0.8924124746913589,"mean":-0.17174384811045856,"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 gap0.25 cost16 PORT measured backtest = -75.74575132510398
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"PORT","return":-75.74575132510398,"drawdown":75.76466897850665,"daily_close_drawdown":75.74575132510398,"win_rate":31.964642144282863,"avg_win":0.5595310996190814,"avg_loss":0.7346169926128175,"mean":-0.32094718611382733,"n":3507,"days":1496,"signal_days":1142,"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 gap0.25 cost16 XLF measured backtest = -62.29404621841004
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"XLF","return":-62.29404621841004,"drawdown":63.10573968920883,"win_rate":38.315217391304344,"avg_win":0.7634707761564272,"avg_loss":0.8913688337535055,"mean":-0.2573134397391019,"n":368,"quarterKelly":0,"target":12,"stop":38,"partial":23}; 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 gap0.25 cost16 GLD measured backtest = -80.70829193525259
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"GLD","return":-80.70829193525259,"drawdown":80.72497257155601,"win_rate":24.489795918367346,"avg_win":0.3494890680373031,"avg_loss":0.6041999931409076,"mean":-0.3706434883625702,"n":441,"quarterKelly":0,"target":5,"stop":59,"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
TLT QGAP91008 holdout gap0.25 cost16 TLT measured backtest = -83.60391478233919
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"TLT","return":-83.60391478233919,"drawdown":84.05518080570035,"win_rate":27.504244482173174,"avg_win":0.41906365137323387,"avg_loss":0.5791730505268475,"mean":-0.3046155875254669,"n":589,"quarterKelly":0,"target":9,"stop":42,"partial":45}; 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 gap0.25 cost16 EEM measured backtest = -82.56068037826019
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"EEM","return":-82.56068037826019,"drawdown":82.64992130510001,"win_rate":28.623853211009177,"avg_win":0.4464911056955558,"avg_loss":0.6238688166328406,"mean":-0.3174905636360886,"n":545,"quarterKelly":0,"target":13,"stop":53,"partial":43}; 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 gap0.25 cost16 EFA measured backtest = -81.0230178763961
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"EFA","return":-81.0230178763961,"drawdown":81.04675131342482,"win_rate":30.174081237911025,"avg_win":0.40648051314672307,"avg_loss":0.6319965564382031,"mean":-0.3186456418245696,"n":517,"quarterKelly":0,"target":14,"stop":69,"partial":45}; 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 gap0.25 cost16 IWM measured backtest = -68.53057697559457
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"IWM","return":-68.53057697559457,"drawdown":69.07324117953111,"win_rate":40.11142061281337,"avg_win":0.8616642152885301,"avg_loss":1.0995847299559804,"mean":-0.31289991626458913,"n":359,"quarterKelly":0,"target":12,"stop":37,"partial":30}; 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 gap0.25 cost16 QQQ measured backtest = -70.69726054717964
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"QQQ","return":-70.69726054717964,"drawdown":70.87768224324356,"win_rate":39.08045977011494,"avg_win":0.696994521179858,"avg_loss":1.0138968931569132,"mean":-0.3452726622666809,"n":348,"quarterKelly":0,"target":10,"stop":33,"partial":27}; 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 gap0.25 cost16 SPY measured backtest = -69.70949991125221
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":16,"s":"SPY","return":-69.70949991125221,"drawdown":69.81444514950672,"win_rate":34.705882352941174,"avg_win":0.5255709995172613,"avg_loss":0.8097177657075818,"mean":-0.34629401777660684,"n":340,"quarterKelly":0,"target":11,"stop":48,"partial":28}; 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 gap0.25 cost6 PORT measured backtest = -41.762788796403726
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"PORT","return":-41.762788796403726,"drawdown":42.16807888628532,"daily_close_drawdown":42.040635473944846,"win_rate":44.02623324779014,"avg_win":0.5796487735008117,"avg_loss":0.6727917663842564,"mean":-0.12138937300457432,"n":3507,"days":1496,"signal_days":1142,"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 gap0.25 cost6 XLF measured backtest = -21.28617519877035
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"XLF","return":-21.28617519877035,"drawdown":28.921182436103443,"win_rate":48.09782608695652,"avg_win":0.7895226920760773,"avg_loss":0.8426843232638919,"mean":-0.057628231646569765,"n":368,"quarterKelly":0,"target":12,"stop":38,"partial":23}; 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 gap0.25 cost6 GLD measured backtest = -53.3964683312853
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"GLD","return":-53.3964683312853,"drawdown":53.68656878417271,"win_rate":39.229024943310655,"avg_win":0.37801840805972825,"avg_loss":0.5257083710021777,"mean":-0.17118516742460457,"n":441,"quarterKelly":0,"target":5,"stop":59,"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
TLT QGAP91008 holdout gap0.25 cost6 TLT measured backtest = -46.74754662684051
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"TLT","return":-46.74754662684051,"drawdown":49.82387654371726,"win_rate":42.10526315789473,"avg_win":0.4383219127654687,"avg_loss":0.500186526690646,"mean":-0.10502507849859773,"n":589,"quarterKelly":0,"target":9,"stop":42,"partial":45}; 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 gap0.25 cost6 EEM measured backtest = -48.13062255677676
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"EEM","return":-48.13062255677676,"drawdown":50.73105250168359,"win_rate":43.11926605504588,"avg_win":0.46216983201377543,"avg_loss":0.5576757679598097,"mean":-0.11792583035652063,"n":545,"quarterKelly":0,"target":13,"stop":53,"partial":43}; 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 gap0.25 cost6 EFA measured backtest = -46.63111502691757
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"EFA","return":-46.63111502691757,"drawdown":46.80435833057797,"win_rate":41.3926499032882,"avg_win":0.4694515276458558,"avg_loss":0.5347480270008874,"mean":-0.11908322101558168,"n":517,"quarterKelly":0,"target":14,"stop":69,"partial":45}; 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 gap0.25 cost6 IWM measured backtest = -35.477296468963026
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"IWM","return":-35.477296468963026,"drawdown":44.74998674557561,"win_rate":48.18941504178273,"avg_win":0.9041898331203746,"avg_loss":1.0597251206170586,"mean":-0.11332599249289164,"n":359,"quarterKelly":0,"target":12,"stop":37,"partial":30}; 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 gap0.25 cost6 QQQ measured backtest = -41.227047220392286
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"QQQ","return":-41.227047220392286,"drawdown":44.72919104888201,"win_rate":47.701149425287355,"avg_win":0.7555239026619306,"avg_loss":0.9678169386828007,"mean":-0.1457635488459461,"n":348,"quarterKelly":0,"target":10,"stop":33,"partial":27}; 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 gap0.25 cost6 SPY measured backtest = -40.21021233150546
Quant replication2026-09-10 08:22
{"phase":"holdout","k":0.25,"cost":6,"s":"SPY","return":-40.21021233150546,"drawdown":41.62762161722029,"win_rate":46.470588235294116,"avg_win":0.570992559597865,"avg_loss":0.7699142149172835,"mean":-0.14678694911318504,"n":340,"quarterKelly":0,"target":11,"stop":48,"partial":28}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 train gap1.0 cost16 PORT measured backtest = -11.942533256887366
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"PORT","return":-11.942533256887366,"drawdown":12.061056720808105,"daily_close_drawdown":11.966290123047274,"win_rate":28.307692307692307,"avg_win":0.39156421873285435,"avg_loss":0.5900384701871777,"mean":-0.31216940132366094,"n":325,"days":746,"signal_days":193,"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 train gap1.0 cost16 XLF measured backtest = -3.277788283555305
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"XLF","return":-3.277788283555305,"drawdown":5.931142665255374,"win_rate":57.14285714285714,"avg_win":0.670374132592418,"avg_loss":1.2495572406310804,"mean":-0.1524535987890813,"n":21,"quarterKelly":0,"target":1,"stop":6,"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
GLD QGAP91008 train gap1.0 cost16 GLD measured backtest = -18.178753098961774
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"GLD","return":-18.178753098961774,"drawdown":18.43744178763306,"win_rate":18.96551724137931,"avg_win":0.22211344141919065,"avg_loss":0.47708858854131514,"mean":-0.3444813069970813,"n":58,"quarterKelly":0,"target":2,"stop":9,"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
TLT QGAP91008 train gap1.0 cost16 TLT measured backtest = -18.23171490058295
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"TLT","return":-18.23171490058295,"drawdown":18.629929801492505,"win_rate":9.090909090909092,"avg_win":0.36303344589082354,"avg_loss":0.4373374597686215,"mean":-0.3645764683450356,"n":55,"quarterKelly":0,"target":1,"stop":7,"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