Notes

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2026-03-19","split":"holdout","entry_date":"2026-03-12","exit_date":"2026-03-18","entry":198.27,"daily_entry":198.27,"daily_exit":197.55,"exit1545":197.07,"adr":5.491000000000001,"adr_pct":2.769455792606043,"atr_pct":3.102503549489515,"trend":false,"momentum":false,"market":true,"liquidity":234151901.01,"bars":130,"excluded_bars":8,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094426000005/exhibit991-q3fy26.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094426000005/exhibit991-q3fy26.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2025-12-18","split":"holdout","entry_date":"2025-12-11","exit_date":"2025-12-17","entry":175.89,"daily_entry":175.89,"daily_exit":185.16,"exit1545":185.92,"adr":3.426499999999997,"adr_pct":1.9480925578486539,"atr_pct":2.038075645138903,"trend":false,"momentum":true,"market":true,"liquidity":230068026.185,"bars":130,"excluded_bars":13,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094425000067/exhibit991-q2fy26.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094425000067/exhibit991-q2fy26.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2025-09-18","split":"holdout","entry_date":"2025-09-11","exit_date":"2025-09-17","entry":204.98,"daily_entry":204.98,"daily_exit":202.34,"exit1545":203.03,"adr":3.042499999999998,"adr_pct":1.4842911503561314,"atr_pct":1.3210085673853782,"trend":true,"momentum":true,"market":true,"liquidity":171842568.01999998,"bars":130,"excluded_bars":19,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094425000045/exhibit991-q1fy26.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094425000045/exhibit991-q1fy26.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2025-06-20","split":"holdout","entry_date":"2025-06-12","exit_date":"2025-06-18","entry":208.38,"daily_entry":208.38,"daily_exit":214.37,"exit1545":214.04,"adr":3.3414999999999977,"adr_pct":1.6035608023802657,"atr_pct":1.7161542868054207,"trend":true,"momentum":true,"market":true,"liquidity":275440307.445,"bars":130,"excluded_bars":16,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094425000028/exhibit991-q4fy25.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094425000028/exhibit991-q4fy25.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2025-03-20","split":"holdout","entry_date":"2025-03-13","exit_date":"2025-03-19","entry":181.79,"daily_entry":181.79,"daily_exit":179.78,"exit1545":180.83,"adr":4.696000000000001,"adr_pct":2.58320039606139,"atr_pct":2.6555817232334826,"trend":false,"momentum":false,"market":false,"liquidity":227565333.64,"bars":130,"excluded_bars":21,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094425000011/exhibit991-q3fy25.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094425000011/exhibit991-q3fy25.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2024-12-19","split":"training","entry_date":"2024-12-12","exit_date":"2024-12-18","entry":158.97,"daily_entry":158.97,"daily_exit":151.59,"exit1545":152.16,"adr":3.3329999999999957,"adr_pct":2.0966220041517243,"atr_pct":2.2639544695595957,"trend":true,"momentum":true,"market":true,"liquidity":183757881.225,"bars":130,"excluded_bars":11,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094424000078/exhibit991-q2fy25.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094424000078/exhibit991-q2fy25.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2024-09-19","split":"training","entry_date":"2024-09-12","exit_date":"2024-09-18","entry":148.4,"daily_entry":148.4,"daily_exit":149.57,"exit1545":149.86,"adr":2.6815000000000024,"adr_pct":1.8069407008086271,"atr_pct":1.6378802653047433,"trend":true,"momentum":true,"market":true,"liquidity":161066080.28,"bars":130,"excluded_bars":22,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094424000044/exhibit991-q1fy25.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094424000044/exhibit991-q1fy25.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2024-06-20","split":"training","entry_date":"2024-06-12","exit_date":"2024-06-18","entry":137.38,"daily_entry":137.38,"daily_exit":141.39,"exit1545":141.24,"adr":2.161,"adr_pct":1.5730091716407046,"atr_pct":1.5283682744465634,"trend":false,"momentum":false,"market":true,"liquidity":131149587.06,"bars":130,"excluded_bars":20,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094424000026/exhibit991-q4fy24.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094424000026/exhibit991-q4fy24.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2024-03-21","split":"training","entry_date":"2024-03-14","exit_date":"2024-03-20","entry":160.94,"daily_entry":160.94,"daily_exit":161.09,"exit1545":161.15,"adr":2.419500000000005,"adr_pct":1.5033552876848548,"atr_pct":1.4539343579010866,"trend":true,"momentum":true,"market":true,"liquidity":147936937.515,"bars":130,"excluded_bars":19,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094424000011/exhibit991-q3fy24.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094424000011/exhibit991-q3fy24.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2023-12-15","split":"training","entry_date":"2023-12-08","exit_date":"2023-12-14","entry":147.41,"daily_entry":147.41,"daily_exit":149.29,"exit1545":148.7,"adr":1.8850000000000022,"adr_pct":1.2787463537073485,"atr_pct":1.3829416209722727,"trend":true,"momentum":true,"market":true,"liquidity":110702455.03999999,"bars":130,"excluded_bars":18,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094423000071/exhibit991-q2fy24.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094423000071/exhibit991-q2fy24.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2023-09-21","split":"training","entry_date":"2023-09-14","exit_date":"2023-09-20","entry":135.6,"daily_entry":135.6,"daily_exit":135.54,"exit1545":135.38,"adr":2.1690000000000027,"adr_pct":1.599557522123896,"atr_pct":1.5233155136823195,"trend":false,"momentum":false,"market":true,"liquidity":132840193.05,"bars":130,"excluded_bars":18,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094423000041/exhibit991-q1fy24.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094423000041/exhibit991-q1fy24.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2023-06-22","split":"training","entry_date":"2023-06-14","exit_date":"2023-06-21","entry":150.04,"daily_entry":150.04,"daily_exit":149.71,"exit1545":149.76,"adr":2.481000000000003,"adr_pct":1.6535590509197569,"atr_pct":1.605684448099767,"trend":true,"momentum":true,"market":true,"liquidity":185693562.21,"bars":130,"excluded_bars":22,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094423000031/exhibit991-q4fy23.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094423000031/exhibit991-q4fy23.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2023-03-23","split":"training","entry_date":"2023-03-16","exit_date":"2023-03-22","entry":131.08,"daily_entry":131.08,"daily_exit":134.82,"exit1545":136.29,"adr":2.5379999999999976,"adr_pct":1.9362221544095188,"atr_pct":2.037566619004286,"trend":true,"momentum":true,"market":false,"liquidity":148119488.54500002,"bars":130,"excluded_bars":16,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094423000012/exhibit991-q3fy23.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094423000012/exhibit991-q3fy23.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2022-12-16","split":"training","entry_date":"2022-12-09","exit_date":"2022-12-15","entry":126.83,"daily_entry":126.83,"daily_exit":126.46,"exit1545":126.53,"adr":2.5320000000000027,"adr_pct":1.9963730978475147,"atr_pct":1.7674726656339135,"trend":true,"momentum":true,"market":false,"liquidity":129238764.255,"bars":130,"excluded_bars":24,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094422000077/exhibit991-q2fy23.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094422000077/exhibit991-q2fy23.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2022-09-22","split":"training","entry_date":"2022-09-15","exit_date":"2022-09-21","entry":114.17,"daily_entry":114.17,"daily_exit":115.15,"exit1545":115.89,"adr":2.768500000000003,"adr_pct":2.4248927038626635,"atr_pct":2.833643738359814,"trend":true,"momentum":false,"market":false,"liquidity":112016598.8,"bars":130,"excluded_bars":30,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094422000047/exhibit991-q1fy23.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094422000047/exhibit991-q1fy23.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2022-06-23","split":"training","entry_date":"2022-06-15","exit_date":"2022-06-22","entry":99.58,"daily_entry":99.58,"daily_exit":99.93,"exit1545":100,"adr":3.468,"adr_pct":3.4826270335408713,"atr_pct":3.450913604479982,"trend":false,"momentum":false,"market":false,"liquidity":120018106.7,"bars":130,"excluded_bars":23,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094422000032/exhibit991-q4fy22.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094422000032/exhibit991-q4fy22.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

DARDEN06 Sep10 frozen audit1832; measured inputs/results, retrospective execution diagnostic; not independent future observations. [{"event":"2022-03-24","split":"training","entry_date":"2022-03-17","exit_date":"2022-03-23","entry":109.89,"daily_entry":109.89,"daily_exit":112.69,"exit1545":113.4,"adr":4.8475,"adr_pct":4.411229411229412,"atr_pct":4.9308755760368665,"trend":false,"momentum":false,"market":false,"liquidity":167543131.44,"bars":130,"excluded_bars":23,"source":"https://www.sec.gov/Archives/edgar/data/940944/000094094422000014/q3fy22exhibit991-earnings.htm"}] https://www.sec.gov/Archives/edgar/data/940944/000094094422000014/q3fy22exhibit991-earnings.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

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[90,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[60,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[60,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[120,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[120,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[90,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[60,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[60,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[120,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[120,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[90,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0],[60,10,-7.77750821,14.81011773,3,0,33.33333333,-2.50791771,5.29641536,-6.41008424,-7.24840624,5.29641536,0],[60,20,-8.32918776,14.98032763,3,0,33.33333333,-2.70270747,5.08603249,-6.59707745,-7.43372448,5.08603249,0],[120,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[120,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[90,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0],[60,10,-11.93075769,18.0569334,3,0,33.33333333,-3.79448804,7.47613675,-9.42980044,-12.37163476,7.47613675,0],[60,20,-12.45759229,18.38405176,3,0,33.33333333,-3.98670723,7.26139878,-9.61076024,-12.54671675,7.26139878,0],[120,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[120,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees