Notes

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"train","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-9.09268366461652,"drawdown_pct":-9.09268366461652,"sample":327,"win_rate":1.834862385321101,"avg_win_pct":0.14988536269445002,"avg_loss_pct":0.35907171311572045,"mean_trade_pct":-0.34973305117424935,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"train","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-3.9994773698029396,"drawdown_pct":-3.9994773698029396,"sample":327,"win_rate":11.62079510703364,"avg_win_pct":0.11403664609731172,"avg_loss_pct":0.18432832887387857,"mean_trade_pct":-0.14965594646132435,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"mode":"swing","bp":16,"paths":20000,"horizon_sessions":21,"loss_probability":0.7049,"end_return_p05_p50_p95_pct":[-1.029646280547436,-0.2068673112035957,0.4129219570688569],"drawdown_p05_pct":-1.2251543888879945,"fund_dollar_p05_p50_p95":[-1.9277037664409098,-0.38729698003537183,0.7730724880243139],"gap_hit_fraction":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"mode":"swing","bp":6,"paths":20000,"horizon_sessions":21,"loss_probability":0.5838,"end_return_p05_p50_p95_pct":[-0.8378266092129281,-0.06932105629388063,0.5751849229414407],"drawdown_p05_pct":-1.0305851623769624,"fund_dollar_p05_p50_p95":[-1.5685789777684438,-0.12978288159340332,1.0768612127309654],"gap_hit_fraction":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"mode":"long","bp":16,"paths":20000,"horizon_sessions":21,"loss_probability":0.45585,"end_return_p05_p50_p95_pct":[-2.4744204952729443,0.07143641479074869,1.6073792716541302],"drawdown_p05_pct":-3.494592920212458,"fund_dollar_p05_p50_p95":[-4.632610051250007,0.1337432557712397,3.0093354723908625],"gap_hit_fraction":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"mode":"long","bp":6,"paths":20000,"horizon_sessions":21,"loss_probability":0.40485,"end_return_p05_p50_p95_pct":[-2.1279675844255608,0.2060072635894361,1.8079718083520602],"drawdown_p05_pct":-3.347564394112079,"fund_dollar_p05_p50_p95":[-3.983980911561535,0.3856867988921423,3.384884819596727],"gap_hit_fraction":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"AGG/BND","sample":10,"long_mean_pct":-0.182652628,"partner_mean_pct":-0.18958003200000004,"diff_mean_pct":0.0069274040000000085,"daily_return_corr":0.9953393094452129} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"GLD/IAU","sample":10,"long_mean_pct":2.7709298880000004,"partner_mean_pct":2.7773573680000005,"diff_mean_pct":-0.006427479999999928,"daily_return_corr":0.9999239537719827} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"XLI/VIS","sample":7,"long_mean_pct":-1.2069397985714285,"partner_mean_pct":-1.3108160385714285,"diff_mean_pct":0.10387624000000001,"daily_return_corr":0.9912650364597148} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"XLV/VHT","sample":4,"long_mean_pct":0.4392219899999999,"partner_mean_pct":0.5050638749999999,"diff_mean_pct":-0.06584188500000003,"daily_return_corr":0.9884657675247908} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"XLE/VDE","sample":9,"long_mean_pct":-0.3572590944444446,"partner_mean_pct":-0.5437325788888889,"diff_mean_pct":0.18647348444444448,"daily_return_corr":0.9958380030330954} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"XLK/VGT","sample":6,"long_mean_pct":0.6858516333333334,"partner_mean_pct":1.085953881666666,"diff_mean_pct":-0.4001022483333332,"daily_return_corr":0.9917806930488856} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"XLF/VFH","sample":2,"long_mean_pct":-1.05510179,"partner_mean_pct":-1.02505714,"diff_mean_pct":-0.03004464999999995,"daily_return_corr":0.9951143516497548} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"EEM/VWO","sample":7,"long_mean_pct":0.31701450714285706,"partner_mean_pct":0.6717225199999998,"diff_mean_pct":-0.35470801285714293,"daily_return_corr":0.9450252329384082} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"EFA/VEA","sample":7,"long_mean_pct":0.4269960642857143,"partner_mean_pct":0.5260547642857143,"diff_mean_pct":-0.09905869999999996,"daily_return_corr":0.9760816884606963} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"IWM/IJR","sample":4,"long_mean_pct":1.8619125900000002,"partner_mean_pct":0.6796308500000001,"diff_mean_pct":1.1822817399999999,"daily_return_corr":0.9323434104154688} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"VTI/ITOT","sample":7,"long_mean_pct":1.032819777142857,"partner_mean_pct":1.04461069,"diff_mean_pct":-0.011790912857142892,"daily_return_corr":0.9995321175217114} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"2026","pair":"SPY/IVV","sample":12,"long_mean_pct":0.32348768666666666,"partner_mean_pct":0.3227410325,"diff_mean_pct":0.0007466541666666435,"daily_return_corr":0.9989285067663709} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"AGG/BND","sample":74,"long_mean_pct":-0.2052266037837838,"partner_mean_pct":-0.20410323621621626,"diff_mean_pct":-0.0011233675675675681,"daily_return_corr":0.8799163319044446} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"GLD/IAU","sample":76,"long_mean_pct":-0.24218712868421055,"partner_mean_pct":-0.24450092,"diff_mean_pct":0.0023137913157894813,"daily_return_corr":0.9968533037403523} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"XLI/VIS","sample":50,"long_mean_pct":0.7153449008000001,"partner_mean_pct":0.7797831508,"diff_mean_pct":-0.06443825000000003,"daily_return_corr":0.993522363862892} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"XLV/VHT","sample":48,"long_mean_pct":-0.07808418770833334,"partner_mean_pct":-0.13415400458333349,"diff_mean_pct":0.056069816875000074,"daily_return_corr":0.9860267711023821} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"XLE/VDE","sample":51,"long_mean_pct":0.20477373960784323,"partner_mean_pct":0.13235847392156858,"diff_mean_pct":0.07241526568627456,"daily_return_corr":0.9925357275754584} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"XLK/VGT","sample":53,"long_mean_pct":0.23139598339622633,"partner_mean_pct":0.3084507258490566,"diff_mean_pct":-0.07705474245283017,"daily_return_corr":0.992102031681954} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozenbase60/2,train2017–19/holdout2020–25/2026separate. Bootstrap/regression/simulationmethods inarchivedcode;notindependentprospectiveevidence. {"era":"holdout","pair":"XLF/VFH","sample":46,"long_mean_pct":-0.05823152739130423,"partner_mean_pct":-0.09971095652173904,"diff_mean_pct":0.04147942913043483,"daily_return_corr":0.990753172901578} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all