Notes

32996 observations, newest first

SPY QTOM91006 individual row2 = 0.07187791084424058

Quant replication2026-09-10 06:12

SPY QTOM91006 individual row1 = 0.27222216117445974

Quant replication2026-09-10 06:12

QTOM91006 pooled row18 = -0.2641972616828716

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"swing","cost":16,"months":8,"events":64,"mean_pct":-0.2641972616828716,"mean_ci_pct":[-0.989311001033667,0.4646589843260327],"paired_control_advantage_pct":0.5243731694921194,"paired_ci_pct":[-0.4143462453902701,1.2513562762102888],"avg_trade_correlation":0.5724870194568423,"win_rate":40.625,"avg_win_pct":1.3815857749200662,"avg_loss_pct":1.390259339358566,"return_monthly_rebalanced_pct":-2.14755641290868} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

QTOM91006 pooled row17 = -0.06452583502600062

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"swing","cost":6,"months":8,"events":64,"mean_pct":-0.06452583502600062,"mean_ci_pct":[-0.7836250337028501,0.6657895837420624],"paired_control_advantage_pct":0.5254229664153733,"paired_ci_pct":[-0.415175768025829,1.2538614958612748],"avg_trade_correlation":0.5724870194568411,"win_rate":42.1875,"avg_win_pct":1.5324754965547827,"avg_loss_pct":1.2299051850984646,"return_monthly_rebalanced_pct":-0.5693234106072698} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

QTOM91006 pooled row16 = 0.40049033029829645

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"calendar","cost":16,"months":8,"events":64,"mean_pct":0.40049033029829645,"mean_ci_pct":[-0.45329331902377534,1.0585838870185478],"paired_control_advantage_pct":1.1890607614732875,"paired_ci_pct":[0.02098243167311928,2.1544099679472364],"avg_trade_correlation":0.6772093071336728,"win_rate":57.8125,"avg_win_pct":1.6888876214464756,"avg_loss_pct":1.3650911427566161,"return_monthly_rebalanced_pct":3.1464226300816245} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 fundamental arithmetic = 1

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"Q4_OG_margin_pct":24.25227568270481,"Q4_OG_prior_margin_pct":23.779869659666904,"Q4_LH_margin_pct":21.1706837186424,"Q4_LH_prior_margin_pct":20.12473015111538,"cash_after_investment_m":1096.1999999999998,"cash_returns_m":1364.7,"guide_PE_low":18.451101321585902,"guide_PE_high":18.866666666666667,"annual_dividend_runrate":6.48,"indicated_yield_pct":3.0942603380765927}] https://www.sec.gov/Archives/edgar/data/940944/000094094426000016/exhibit991-q4fy26.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row15 = 0.6014924638440491

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"calendar","cost":6,"months":8,"events":64,"mean_pct":0.6014924638440491,"mean_ci_pct":[-0.29897505958585474,1.2601859829344726],"paired_control_advantage_pct":1.1914412652854232,"paired_ci_pct":[0.02102443857487088,2.1587231042542907],"avg_trade_correlation":0.6772093071336742,"win_rate":62.5,"avg_win_pct":1.7596081247311168,"avg_loss_pct":1.328700304301064,"return_monthly_rebalanced_pct":4.810040648156266} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 simulation size pair6 = 2

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"capital_fraction":1,"paths":50000,"events":10,"injected_gap":false,"assumed_gap_probability":0,"assumed_gap_loss":0,"terminal_quantiles":[45.68044420938494,53.109530768371364,59.982578504281385],"terminal_loss_frequency":0.19,"drawdown_p95_pct":12.765507562254541},{"capital_fraction":1,"paths":50000,"events":10,"injected_gap":true,"assumed_gap_probability":0.01,"assumed_gap_loss":0.2,"terminal_quantiles":[41.78708720521074,52.58812096995669,59.762404635379994],"terminal_loss_frequency":0.2659,"drawdown_p95_pct":22.16006044413681}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row14 = 0.5937299331635619

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"published","cost":16,"months":8,"events":64,"mean_pct":0.5937299331635619,"mean_ci_pct":[-0.6265325762836893,1.6530268498020695],"paired_control_advantage_pct":1.382300364338553,"paired_ci_pct":[-0.1255866517034871,2.5221537814136026],"avg_trade_correlation":0.7787790543953285,"win_rate":62.5,"avg_win_pct":1.9946073352606981,"avg_loss_pct":1.7410657369983316,"return_monthly_rebalanced_pct":4.678911835645927} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 simulation size pair4 = 2

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"capital_fraction":0.5,"paths":50000,"events":10,"injected_gap":false,"assumed_gap_probability":0,"assumed_gap_loss":0,"terminal_quantiles":[47.444122461376224,51.133877354787835,54.325119012429205],"terminal_loss_frequency":0.18264,"drawdown_p95_pct":6.527986139310816},{"capital_fraction":0.5,"paths":50000,"events":10,"injected_gap":true,"assumed_gap_probability":0.01,"assumed_gap_loss":0.2,"terminal_quantiles":[45.57336694230341,50.86807070295581,54.23351753527086],"terminal_loss_frequency":0.2582,"drawdown_p95_pct":11.196692718507117}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row13 = 0.7951189330715585

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"published","cost":6,"months":8,"events":64,"mean_pct":0.7951189330715585,"mean_ci_pct":[-0.42758654619663505,1.8565365658500192],"paired_control_advantage_pct":1.3850677345129327,"paired_ci_pct":[-0.08646417557132113,2.5697431291420205],"avg_trade_correlation":0.7787790543953281,"win_rate":65.625,"avg_win_pct":2.09969041852718,"avg_loss_pct":1.6954266300709924,"return_monthly_rebalanced_pct":6.367246916997016} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 simulation size pair2 = 2

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"capital_fraction":0.25,"paths":50000,"events":10,"injected_gap":false,"assumed_gap_probability":0,"assumed_gap_loss":0,"terminal_quantiles":[48.30105927718046,50.14045540706686,51.67570903054866],"terminal_loss_frequency":0.17866,"drawdown_p95_pct":3.300714305312824},{"capital_fraction":0.25,"paths":50000,"events":10,"injected_gap":true,"assumed_gap_probability":0.01,"assumed_gap_loss":0.2,"terminal_quantiles":[47.3766928396397,50.00578709193058,51.6343009800235],"terminal_loss_frequency":0.25408,"drawdown_p95_pct":5.626747763308238}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row12 = -0.26426307943205807

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"swing","cost":16,"months":71,"events":568,"mean_pct":-0.26426307943205807,"mean_ci_pct":[-0.56873276088078,0.03443157555471181],"paired_control_advantage_pct":0.22817619258952188,"paired_ci_pct":[-0.3166042162893297,0.7804836355222227],"avg_trade_correlation":0.6066635941898023,"win_rate":44.36619718309859,"avg_win_pct":1.1873750897830535,"avg_loss_pct":1.421898581464362,"return_monthly_rebalanced_pct":-17.563170388480852} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 simulation size pair0 = 2

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"capital_fraction":0,"paths":50000,"events":10,"injected_gap":false,"assumed_gap_probability":0,"assumed_gap_loss":0,"terminal_quantiles":[49.14,49.14,49.14],"terminal_loss_frequency":0,"drawdown_p95_pct":0},{"capital_fraction":0,"paths":50000,"events":10,"injected_gap":true,"assumed_gap_probability":0.01,"assumed_gap_loss":0.2,"terminal_quantiles":[49.14,49.14,49.14],"terminal_loss_frequency":0,"drawdown_p95_pct":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row11 = -0.0645917845425505

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"swing","cost":6,"months":71,"events":568,"mean_pct":-0.0645917845425505,"mean_ci_pct":[-0.36835839249882846,0.23491211864485279],"paired_control_advantage_pct":0.22863300212684542,"paired_ci_pct":[-0.3240098521366945,0.7777762940333364],"avg_trade_correlation":0.6066635941898019,"win_rate":47.359154929577464,"avg_win_pct":1.309002066287049,"avg_loss_pct":1.3003668543524576,"return_monthly_rebalanced_pct":-4.985220593878903} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 empirical risk and Wilson intervals = 1

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"empirical_general_Kelly_capital_fraction":8.814653604998412,"quarter_general_Kelly_capital_fraction":2.203663401249603,"clipped_to_cash_fraction":1,"adopted_fraction":0,"win_probability":0.6666666666666666,"win_Wilson95":[0.29999331513839955,0.9032285888942164],"partial_probability":0.8333333333333334,"partial_Wilson95":[0.43649717781353975,0.9699466302516921],"target_probability":0.6666666666666666,"stop_probability":0.3333333333333333,"expected_net_pct":0.7628015993749515,"single20pct_gap_fullbook_loss":9.828000000000001,"max_notional_for_assumed20pct_gap":42.549499999999995,"account_risk_budget":8.5099,"fund_cash":49.14,"venue_cap":212.7475,"max_intraday_daily_close_diff_pct":0.11010052656772462,"intraday_volume_share_range":[0.40946075526746534,0.8882447321301675]}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row10 = 0.11378049656474164

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"calendar","cost":16,"months":71,"events":568,"mean_pct":0.11378049656474164,"mean_ci_pct":[-0.36935812320415023,0.5765909503149922],"paired_control_advantage_pct":0.6062197685863218,"paired_ci_pct":[-0.08602098784978796,1.2715029269166187],"avg_trade_correlation":0.7851364468371315,"win_rate":53.16901408450704,"avg_win_pct":1.792504387737814,"avg_loss_pct":1.7921391092031824,"return_monthly_rebalanced_pct":6.631951391646007} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 current technical inputs = 1

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"date":"2026-09-09","close":209.42,"sma20":219.04450000000003,"sma50":209.45300000000003,"return20_pct":-4.330744632252181,"adr20":5.462654999999998,"atr14":5.177257142857142,"rv20_pct":31.284299490935364,"median_dollar_volume20":202326900.98950198,"whole_shares":0,"training_atr_cut_pct":1.7026764654693283}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row9 = 0.3142086360184409

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"calendar","cost":6,"months":71,"events":568,"mean_pct":0.3142086360184409,"mean_ci_pct":[-0.17599238496638397,0.7783289399565757],"paired_control_advantage_pct":0.607433422687837,"paired_ci_pct":[-0.0822910236202838,1.273103751342029],"avg_trade_correlation":0.7851364468371319,"win_rate":59.683098591549296,"avg_win_pct":1.7898653314993618,"avg_loss_pct":1.8702787865493853,"return_monthly_rebalanced_pct":22.901516068319783} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 statistical part1 = 2

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"split":"training","N":12,"correlation":0.20272528894470693,"beta":0.19068619113974453,"alpha_pct":0.2514743761666302,"excess_mean_pct":0.22976524442531085},{"split":"holdout","N":6,"correlation":-0.9028522546930734,"beta":-1.6786564237602635,"alpha_pct":-0.27887052108119664,"excess_mean_pct":1.3833408030571184}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row8 = -0.1365398825401708

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"published","cost":16,"months":71,"events":568,"mean_pct":-0.1365398825401708,"mean_ci_pct":[-0.572847648354746,0.281034847951028],"paired_control_advantage_pct":0.355899389481409,"paired_ci_pct":[-0.26520040236043946,0.9437508056316851],"avg_trade_correlation":0.7341331834282209,"win_rate":49.647887323943664,"avg_win_pct":1.6184150238777875,"avg_loss_pct":1.8669499650921435,"return_monthly_rebalanced_pct":-10.567658173001126} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 groups part3 = 1

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"split":"holdout","indicator":"high_atr","value":true,"N":5,"mean_pct":0.9870503611680403,"win_pct":80,"CI_pct":[-1.774975509090506,2.752878180197027]}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row7 = 0.06338711463718555

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"published","cost":6,"months":71,"events":568,"mean_pct":0.06338711463718555,"mean_ci_pct":[-0.3606460879893228,0.4813242565618911],"paired_control_advantage_pct":0.35661190130658144,"paired_ci_pct":[-0.24180061236304606,0.9421830236351235],"avg_trade_correlation":0.7341331834282213,"win_rate":55.1056338028169,"avg_win_pct":1.652762574240838,"avg_loss_pct":1.8874933514645524,"return_monthly_rebalanced_pct":3.077644670577806} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

DRI DARDEN06 groups part2 = 10

Catalyst run-ups2026-09-10 06:12

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"split":"training","indicator":"high_atr","value":true,"N":6,"mean_pct":0.8089652252765386,"win_pct":66.66666666666666,"CI_pct":[-0.9195723603002193,2.2839293958101066]},{"split":"holdout","indicator":"trend","value":false,"N":3,"mean_pct":0.08997707142659461,"win_pct":66.66666666666666,"CI_pct":[-4.4502812956149995,2.888489963584817]},{"split":"holdout","indicator":"trend","value":true,"N":3,"mean_pct":1.4356261273233084,"win_pct":66.66666666666666,"CI_pct":[-0.35844220959049267,3.0778442137527673]},{"split":"holdout","indicator":"momentum","value":false,"N":2,"mean_pct":-0.7808956660150912,"win_pct":50,"CI_pct":[-4.4502812956149995,2.888489963584817]},{"split":"holdout","indicator":"momentum","value":true,"N":4,"mean_pct":1.5346502320699729,"win_pct":75,"CI_pct":[0.18909897938462206,2.705252254766488]},{"split":"holdout","indicator":"market","value":false,"N":1,"mean_pct":-4.4502812956149995,"win_pct":0,"CI_pct":[-4.4502812956149995,-4.4502812956149995]},{"split":"holdout","indicator":"market","value":true,"N":5,"mean_pct":1.8054181783729417,"win_pct":80,"CI_pct":[0.680127942524198,2.752878180197027]},{"split":"holdout","indicator":"trend_and_momentum","value":false,"N":3,"mean_pct":0.08997707142659461,"win_pct":66.66666666666666,"CI_pct":[-4.4502812956149995,2.888489963584817]},{"split":"holdout","indicator":"trend_and_momentum","value":true,"N":3,"mean_pct":1.4356261273233084,"win_pct":66.66666666666666,"CI_pct":[-0.35844220959049267,3.0778442137527673]},{"split":"holdout","indicator":"high_atr","value":false,"N":1,"mean_pct":-0.35844220959049267,"win_pct":0,"CI_pct":[-0.35844220959049267,-0.35844220959049267]}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

QTOM91006 pooled row6 = -0.3141377862895534

Quant replication2026-09-10 06:12

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"train","mode":"swing","cost":16,"months":35,"events":280,"mean_pct":-0.3141377862895534,"mean_ci_pct":[-0.6293568308157778,0.002469947884975026],"paired_control_advantage_pct":-0.346408376313174,"paired_ci_pct":[-0.7695548644869376,0.13706030360795415],"avg_trade_correlation":0.4982465756533198,"win_rate":42.857142857142854,"avg_win_pct":0.7779163342639668,"avg_loss_pct":1.1331783767046937,"return_monthly_rebalanced_pct":-10.530856453602011} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all