GLD QGAP91008 train gap0.5 cost6 GLD measured backtest = -16.26570802186199
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"GLD","return":-16.26570802186199,"drawdown":18.569273129180107,"win_rate":36.875,"avg_win":0.32518782956877623,"avg_loss":0.3641321574098797,"mean":-0.10994541221150031,"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 cost6 TLT measured backtest = -21.454876705412083
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"TLT","return":-21.454876705412083,"drawdown":22.325426993441532,"win_rate":34.57446808510639,"avg_win":0.2863703941415366,"avg_loss":0.34633084352486654,"mean":-0.1275777560338229,"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 cost6 EEM measured backtest = -16.13168452464484
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"EEM","return":-16.13168452464484,"drawdown":17.078372304718403,"win_rate":42.2360248447205,"avg_win":0.45970864734885314,"avg_loss":0.5215956490462829,"mean":-0.10713172261852352,"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 cost6 EFA measured backtest = -14.737304666193774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"EFA","return":-14.737304666193774,"drawdown":16.319486808052417,"win_rate":49.18918918918919,"avg_win":0.23894294625421206,"avg_loss":0.39908971887604777,"mean":-0.08524662413629834,"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 cost6 IWM measured backtest = 2.2416414863072776
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"IWM","return":2.2416414863072776,"drawdown":5.287751311225353,"win_rate":59.183673469387756,"avg_win":0.6213942408258061,"avg_loss":0.7810658310958529,"mean":0.04896155840880239,"n":49,"quarterKelly":0.019698266894031147,"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 cost6 QQQ measured backtest = 2.73585814135211
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"QQQ","return":2.73585814135211,"drawdown":6.0863570173906645,"win_rate":56.00000000000001,"avg_win":0.6159986440723252,"avg_loss":0.6945012209279021,"mean":0.0393787034722252,"n":75,"quarterKelly":0.01598165184743562,"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 cost6 SPY measured backtest = -6.469715488507677
Quant replication2026-09-10 08:21
{"phase":"train","k":0.5,"cost":6,"s":"SPY","return":-6.469715488507677,"drawdown":7.734130045059818,"win_rate":48.0,"avg_win":0.46036267963703364,"avg_loss":0.5916235222969275,"mean":-0.08667014536862613,"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 gap0.25 cost16 PORT measured backtest = -44.78662640611428
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"PORT","return":-44.78662640611428,"drawdown":44.835474824439636,"daily_close_drawdown":44.82418741046308,"win_rate":27.0516717325228,"avg_win":0.41264740556515644,"avg_loss":0.5475844453558549,"mean":-0.2878256771735752,"n":1645,"days":746,"signal_days":594,"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 gap0.25 cost16 XLF measured backtest = -31.020480537709048
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"XLF","return":-31.020480537709048,"drawdown":30.98088515636588,"win_rate":38.036809815950924,"avg_win":0.5218561792845808,"avg_loss":0.6822855184168012,"mean":-0.22426843094756388,"n":163,"quarterKelly":0,"target":1,"stop":17,"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
GLD QGAP91008 train gap0.25 cost16 GLD measured backtest = -50.079327780651774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"GLD","return":-50.079327780651774,"drawdown":50.90003496175007,"win_rate":23.333333333333332,"avg_win":0.2915164798091472,"avg_loss":0.4644499809915398,"mean":-0.28805780680471277,"n":240,"quarterKelly":0,"target":9,"stop":25,"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
TLT QGAP91008 train gap0.25 cost16 TLT measured backtest = -61.6375265971567
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"TLT","return":-61.6375265971567,"drawdown":61.90737602306432,"win_rate":17.08185053380783,"avg_win":0.23486624928063804,"avg_loss":0.4579718652448067,"mean":-0.33962229408031785,"n":281,"quarterKelly":0,"target":7,"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
EEM QGAP91008 train gap0.25 cost16 EEM measured backtest = -51.56937482876868
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"EEM","return":-51.56937482876868,"drawdown":51.65138997953772,"win_rate":30.0,"avg_win":0.410446236086931,"avg_loss":0.6038933523729269,"mean":-0.2995914758349696,"n":240,"quarterKelly":0,"target":5,"stop":26,"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
EFA QGAP91008 train gap0.25 cost16 EFA measured backtest = -55.14613586309258
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"EFA","return":-55.14613586309258,"drawdown":55.195969704013194,"win_rate":20.463320463320464,"avg_win":0.23918492509811345,"avg_loss":0.4489404659795663,"mean":-0.3081271620138635,"n":259,"quarterKelly":0,"target":5,"stop":35,"partial":20}; 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 gap0.25 cost16 IWM measured backtest = -23.976857562611485
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"IWM","return":-23.976857562611485,"drawdown":25.305786026092434,"win_rate":42.42424242424242,"avg_win":0.5150991678741973,"avg_loss":0.7339904645080967,"mean":-0.20407365077015382,"n":132,"quarterKelly":0,"target":0,"stop":14,"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
QQQ QGAP91008 train gap0.25 cost16 QQQ measured backtest = -36.97847584376625
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"QQQ","return":-36.97847584376625,"drawdown":37.24104439791584,"win_rate":34.93975903614458,"avg_win":0.5681014214137681,"avg_loss":0.7262897385719776,"mean":-0.27403258628780147,"n":166,"quarterKelly":0,"target":5,"stop":31,"partial":18}; 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 gap0.25 cost16 SPY measured backtest = -38.50836445564568
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"SPY","return":-38.50836445564568,"drawdown":38.67424940326967,"win_rate":24.390243902439025,"avg_win":0.4912535913663779,"avg_loss":0.5473054008356003,"mean":-0.2939983295668251,"n":164,"quarterKelly":0,"target":4,"stop":26,"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
QGAP91008 train gap0.25 cost6 PORT measured backtest = -16.73166288495652
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"PORT","return":-16.73166288495652,"drawdown":17.03109707593864,"daily_close_drawdown":16.96686588041436,"win_rate":43.890577507598785,"avg_win":0.4144621931069895,"avg_loss":0.4814011493866832,"mean":-0.08820155468733257,"n":1645,"days":746,"signal_days":594,"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 gap0.25 cost6 XLF measured backtest = -4.434679848954315
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"XLF","return":-4.434679848954315,"drawdown":8.225177958505192,"win_rate":53.37423312883436,"avg_win":0.5435036956741366,"avg_loss":0.6747513603237116,"mean":-0.02451706663160866,"n":163,"quarterKelly":0,"target":1,"stop":17,"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
GLD QGAP91008 train gap0.25 cost6 GLD measured backtest = -19.324437534706963
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"GLD","return":-19.324437534706963,"drawdown":22.91759605888911,"win_rate":39.58333333333333,"avg_win":0.3261183802127652,"avg_loss":0.36003753027921265,"mean":-0.08843414904280478,"n":240,"quarterKelly":0,"target":9,"stop":25,"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
TLT QGAP91008 train gap0.25 cost6 TLT measured backtest = -32.705377134739734
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"TLT","return":-32.705377134739734,"drawdown":33.45123315814258,"win_rate":34.16370106761566,"avg_win":0.2635022669524723,"avg_loss":0.34953969029615,"mean":-0.1401018686026705,"n":281,"quarterKelly":0,"target":7,"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
EEM QGAP91008 train gap0.25 cost6 EEM measured backtest = -21.732465679407774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"EEM","return":-21.732465679407774,"drawdown":25.058398031943774,"win_rate":44.166666666666664,"avg_win":0.44924728487937315,"avg_loss":0.5344629122518357,"mean":-0.09999090851888516,"n":240,"quarterKelly":0,"target":5,"stop":26,"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
EFA QGAP91008 train gap0.25 cost6 EFA measured backtest = -24.705258161948286
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"EFA","return":-24.705258161948286,"drawdown":26.070115545176996,"win_rate":45.173745173745175,"avg_win":0.2477910551595155,"avg_loss":0.4021434323596,"mean":-0.10854368317142812,"n":259,"quarterKelly":0,"target":5,"stop":35,"partial":20}; 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 gap0.25 cost6 IWM measured backtest = -1.0080943491552863
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"IWM","return":-1.0080943491552863,"drawdown":8.032208457998335,"win_rate":53.78787878787878,"avg_win":0.5889158308314475,"avg_loss":0.694725066200896,"mean":-0.004281856433499122,"n":132,"quarterKelly":0,"target":0,"stop":14,"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
QQQ QGAP91008 train gap0.25 cost6 QQQ measured backtest = -12.163539597761408
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"QQQ","return":-12.163539597761408,"drawdown":14.438695669444545,"win_rate":48.795180722891565,"avg_win":0.5779886354103272,"avg_loss":0.6960505948916417,"mean":-0.07438084998525928,"n":166,"quarterKelly":0,"target":5,"stop":31,"partial":18}; 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 gap0.25 cost6 SPY measured backtest = -14.63795931727102
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"SPY","return":-14.63795931727102,"drawdown":15.127408894845129,"win_rate":42.073170731707314,"avg_win":0.44112389918551315,"avg_loss":0.4833362701387311,"mean":-0.09438656475231127,"n":164,"quarterKelly":0,"target":4,"stop":26,"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