EEM QGAP91008 train gap1.0 cost16 EEM measured backtest = -19.83882763602941
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"EEM","return":-19.83882763602941,"drawdown":19.95265156049402,"win_rate":33.33333333333333,"avg_win":0.3397840550629326,"avg_loss":0.6683084519746718,"mean":-0.33227761629547037,"n":66,"quarterKelly":0,"target":1,"stop":13,"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
EFA QGAP91008 train gap1.0 cost16 EFA measured backtest = -21.66445264990443
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"EFA","return":-21.66445264990443,"drawdown":22.027938139652036,"win_rate":26.506024096385545,"avg_win":0.21828536616085506,"avg_loss":0.47704773010607854,"mean":-0.29274257205942145,"n":83,"quarterKelly":0,"target":2,"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
IWM QGAP91008 train gap1.0 cost16 IWM measured backtest = -2.1420933565602707
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"IWM","return":-2.1420933565602707,"drawdown":3.7395049383981194,"win_rate":50.0,"avg_win":1.0215583997103352,"avg_loss":1.7229201052137062,"mean":-0.3506808527516855,"n":6,"quarterKelly":0,"target":0,"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
QQQ QGAP91008 train gap1.0 cost16 QQQ measured backtest = -5.465876146057413
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"QQQ","return":-5.465876146057413,"drawdown":8.099818499102184,"win_rate":52.94117647058824,"avg_win":0.45445990926949636,"avg_loss":1.2039728423829636,"mean":-0.3259790326846025,"n":17,"quarterKelly":0,"target":2,"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
SPY QGAP91008 train gap1.0 cost16 SPY measured backtest = -4.326646790752964
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":16,"s":"SPY","return":-4.326646790752964,"drawdown":5.747956479947214,"win_rate":42.10526315789473,"avg_win":0.5360827247210709,"avg_loss":0.7851713872726006,"mean":-0.22885386643315994,"n":19,"quarterKelly":0,"target":2,"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
QGAP91008 train gap1.0 cost6 PORT measured backtest = -4.500218338224804
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"PORT","return":-4.500218338224804,"drawdown":5.298802397088654,"daily_close_drawdown":5.199789249412456,"win_rate":45.230769230769226,"avg_win":0.40783943751948615,"avg_loss":0.5423901809515412,"mean":-0.11259401505849193,"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 cost6 XLF measured backtest = 0.8710651612826137
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"XLF","return":0.8710651612826137,"drawdown":3.8593585735661406,"win_rate":61.904761904761905,"avg_win":0.8180485153375874,"avg_loss":1.2047947973580844,"mean":0.04744153907256957,"n":21,"quarterKelly":0.014498387987719685,"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 cost6 GLD measured backtest = -8.115065930448761
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"GLD","return":-8.115065930448761,"drawdown":9.445210682446437,"win_rate":37.93103448275862,"avg_win":0.252811310549987,"avg_loss":0.38805956028773614,"mean":-0.1449706092803239,"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 cost6 TLT measured backtest = -8.723845607401891
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"TLT","return":-8.723845607401891,"drawdown":9.620793750413858,"win_rate":29.09090909090909,"avg_win":0.2620304712343702,"avg_loss":0.3403414770870586,"mean":-0.16510600121173385,"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
EEM QGAP91008 train gap1.0 cost6 EEM measured backtest = -8.527406252659386
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"EEM","return":-8.527406252659386,"drawdown":9.393881906068335,"win_rate":45.45454545454545,"avg_win":0.4251989958439643,"avg_loss":0.5976937222397493,"mean":-0.1327424867471522,"n":66,"quarterKelly":0,"target":1,"stop":13,"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
EFA QGAP91008 train gap1.0 cost6 EFA measured backtest = -7.5191432585437585
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"EFA","return":-7.5191432585437585,"drawdown":8.96941550439071,"win_rate":50.602409638554214,"avg_win":0.2557819256189512,"avg_loss":0.4505485173842879,"mean":-0.09312829321397413,"n":83,"quarterKelly":0,"target":2,"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
IWM QGAP91008 train gap1.0 cost6 IWM measured backtest = -0.9607231522185566
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"IWM","return":-0.9607231522185566,"drawdown":3.305263038846451,"win_rate":50.0,"avg_win":1.2238039137078958,"avg_loss":1.526169046802417,"mean":-0.15118256654726064,"n":6,"quarterKelly":0,"target":0,"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
QQQ QGAP91008 train gap1.0 cost6 QQQ measured backtest = -2.1964470477455533
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"QQQ","return":-2.1964470477455533,"drawdown":6.430635847678612,"win_rate":52.94117647058824,"avg_win":0.6555700901015192,"avg_loss":1.006182849732573,"mean":-0.12643129334981834,"n":17,"quarterKelly":0,"target":2,"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
SPY QGAP91008 train gap1.0 cost6 SPY measured backtest = -0.6210957762347924
Quant replication2026-09-10 08:22
{"phase":"train","k":1.0,"cost":6,"s":"SPY","return":-0.6210957762347924,"drawdown":3.843936817197946,"win_rate":63.1578947368421,"avg_win":0.5410897450644954,"avg_loss":1.0065998431573233,"mean":-0.02911168217512203,"n":19,"quarterKelly":0,"target":2,"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
QGAP91008 train gap0.5 cost16 PORT measured backtest = -28.521872830732097
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"PORT","return":-28.521872830732097,"drawdown":28.585111014342445,"daily_close_drawdown":28.570498554369205,"win_rate":28.497942386831276,"avg_win":0.3909708447417285,"avg_loss":0.5411808252455504,"mean":-0.27553677937469,"n":972,"days":746,"signal_days":448,"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 gap0.5 cost16 XLF measured backtest = -13.18886571190464
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"XLF","return":-13.18886571190464,"drawdown":13.379027263252652,"win_rate":48.10126582278481,"avg_win":0.5328787576942434,"avg_loss":0.8306903722523845,"mean":-0.174796360379323,"n":79,"quarterKelly":0,"target":1,"stop":12,"partial":9}; 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 gap0.5 cost16 GLD measured backtest = -39.19644558862758
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"GLD","return":-39.19644558862758,"drawdown":39.615277240022365,"win_rate":23.75,"avg_win":0.25456609323943774,"avg_loss":0.4852269344770911,"mean":-0.3095260903944155,"n":160,"quarterKelly":0,"target":5,"stop":19,"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
TLT QGAP91008 train gap0.5 cost16 TLT measured backtest = -46.07075706405534
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"TLT","return":-46.07075706405534,"drawdown":46.450106307079,"win_rate":18.617021276595743,"avg_win":0.24482641937670976,"avg_loss":0.4579613540381045,"mean":-0.32712320473215506,"n":188,"quarterKelly":0,"target":6,"stop":18,"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
EEM QGAP91008 train gap0.5 cost16 EEM measured backtest = -39.22080475083659
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"EEM","return":-39.22080475083659,"drawdown":39.41255727041022,"win_rate":30.434782608695656,"avg_win":0.39460343955348065,"avg_loss":0.613546162239076,"mean":-0.3067180225630805,"n":161,"quarterKelly":0,"target":3,"stop":19,"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
EFA QGAP91008 train gap0.5 cost16 EFA measured backtest = -41.10615281692277
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"EFA","return":-41.10615281692277,"drawdown":41.2194726076169,"win_rate":21.62162162162162,"avg_win":0.22571160714198235,"avg_loss":0.4257285837499281,"mean":-0.28487665058410966,"n":185,"quarterKelly":0,"target":4,"stop":26,"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
IWM QGAP91008 train gap0.5 cost16 IWM measured backtest = -7.302737669812254
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"IWM","return":-7.302737669812254,"drawdown":9.201471683128792,"win_rate":46.93877551020408,"avg_win":0.5487523196859073,"avg_loss":0.7698922138137951,"mean":-0.15093661645679188,"n":49,"quarterKelly":0,"target":0,"stop":6,"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 train gap0.5 cost16 QQQ measured backtest = -11.574441802040402
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"QQQ","return":-11.574441802040402,"drawdown":12.882329269500413,"win_rate":44.0,"avg_win":0.5570410513099608,"avg_loss":0.7242828346287491,"mean":-0.16050032481571672,"n":75,"quarterKelly":0,"target":4,"stop":12,"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
SPY QGAP91008 train gap0.5 cost16 SPY measured backtest = -19.497751165288868
Quant replication2026-09-10 08:22
{"phase":"train","k":0.5,"cost":16,"s":"SPY","return":-19.497751165288868,"drawdown":19.746196204071286,"win_rate":28.000000000000004,"avg_win":0.49711448142807846,"avg_loss":0.590957475577638,"mean":-0.2862973276160374,"n":75,"quarterKelly":0,"target":3,"stop":16,"partial":10}; 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 gap0.5 cost6 PORT measured backtest = -8.88548640099389
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"PORT","return":-8.88548640099389,"drawdown":9.479429251017446,"daily_close_drawdown":9.422815105654859,"win_rate":44.958847736625515,"avg_win":0.4122449192636538,"avg_loss":0.4746060161962287,"mean":-0.07588805447198113,"n":972,"days":746,"signal_days":448,"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 gap0.5 cost6 XLF measured backtest = 1.670283205032086
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"XLF","return":1.670283205032086,"drawdown":7.0076498977139074,"win_rate":59.49367088607595,"avg_win":0.6144987983762653,"avg_loss":0.8406929311017229,"mean":0.025054047195308023,"n":79,"quarterKelly":0.0101928788394339,"target":1,"stop":12,"partial":9}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min