Notes

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":16,"sample":559,"win_rate":42.039355992844364,"avg_win_pct":1.1796974666917164,"avg_loss_pct":1.4902632350584741,"mean_trade_pct":-0.36782895078066596,"return_pct":-15.915186580083873,"drawdown_pct":-15.921001496177867,"annual_pct":-2.8551804009670834,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.268336314847943} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":6,"sample":559,"win_rate":45.61717352415027,"avg_win_pct":1.2809050950233092,"avg_loss_pct":1.3840356299599672,"mean_trade_pct":-0.1683649951285978,"return_pct":-7.842212431169305,"drawdown_pct":-8.45868935564571,"annual_pct":-1.3554732890207366,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.268336314847943} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":35.880398671096344,"avg_win_pct":0.6373041113335394,"avg_loss_pct":0.9383220533762738,"mean_trade_pct":-0.37298110391228767,"return_pct":-8.932926433984012,"drawdown_pct":-9.145974164065962,"annual_pct":-3.079005443123095,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.262458471760797} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":45.51495016611295,"avg_win_pct":0.684249818070603,"avg_loss_pct":0.8900853134464352,"mean_trade_pct":-0.17352746288884638,"return_pct":-4.285327590394261,"drawdown_pct":-4.892227469697163,"annual_pct":-1.4531634702433127,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.262458471760797} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":47.58064516129033,"avg_win_pct":0.9758636361460251,"avg_loss_pct":1.3731600201284655,"mean_trade_pct":-0.2554794094817321,"return_pct":-2.6677009075476543,"drawdown_pct":-2.77565785719438,"annual_pct":-3.8841273866202397,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.193548387096774} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":52.41935483870967,"avg_win_pct":1.0792302716657671,"avg_loss_pct":1.3062371751761885,"mean_trade_pct":-0.055790529654195696,"return_pct":-0.6442127658688901,"drawdown_pct":-1.5127051992297469,"annual_pct":-0.9424309403245457,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.193548387096774} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-08-21T04:00:00Z",546.8,549.09,541.88,547.63,41514600,547.19,357431],["2024-08-22T04:00:00Z",549.53,550.13,542.12,543.33,56121456,545.1,438323],["2024-08-23T04:00:00Z",546.57,550.04,544.38,549.11,50639393,547.86,479176],["2024-08-26T04:00:00Z",550.13,550.84,546.1,547.8,35788609,548.13,374792],["2024-08-27T04:00:00Z",546.53,549.04,545.38,548.55,32693898,547.98,306107],["2024-08-28T04:00:00Z",548.21,548.64,542.18,545.36,41066024,545.41,389475],["2024-08-29T04:00:00Z",547.33,550.62,544.27,545.41,38715176,547.39,400443],["2024-08-30T04:00:00Z",547.78,551.13,544.23,550.62,62700110,548.27,430114],["2024-09-03T04:00:00Z",547.48,547.82,536.78,539.29,60600113,541.66,592610],["2024-09-04T04:00:00Z",537.45,541.58,536.73,538.18,47224939,538.79,510879],["2024-09-05T04:00:00Z",538.13,540.97,534.42,536.88,44264258,537.1,501683],["2024-09-06T04:00:00Z",537.2,538.82,526.94,527.84,68493805,530.03,673258],["2024-09-09T04:00:00Z",532.03,535.02,530.11,533.75,40445822,532.89,458651],["2024-09-10T04:00:00Z",535.65,536.43,530.79,536.07,36394579,534.46,410778],["2024-09-11T04:00:00Z",535.99,542.49,527.45,541.57,75248608,535.15,646260],["2024-09-12T04:00:00Z",542.15,546.44,539.93,546.14,51892735,544.11,478029],["2024-09-13T04:00:00Z",546.74,549.98,546.49,548.99,39310501,548.68,400749],["2024-09-16T04:00:00Z",548.72,550.06,546.93,549.8,36656122,548.74,360839],["2024-09-17T04:00:00Z",552.01,553.45,547.8,550.02,49320970,550.52,443173],["2024-09-18T04:00:00Z",550.68,555.51,547.84,548.39,59044937,550.7,621397],["2024-09-19T04:00:00Z",557.78,559.61,554.92,557.75,75315470,557.73,548399],["2024-09-20T04:00:00Z",556.38,557.82,553.77,556.79,77503110,556.1,471471]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":45.497630331753555,"avg_win_pct":1.0776699739856686,"avg_loss_pct":1.3933618717551135,"mean_trade_pct":-0.26910093720006556,"return_pct":-20.104018536924762,"drawdown_pct":-20.88459186806456,"annual_pct":-3.68119992041549,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2265402843601896} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-07-22T04:00:00Z",540.19,542.4,538.25,541.8,43346720,540.8,419641],["2024-07-23T04:00:00Z",541.69,543.84,540.46,540.95,34439561,542.09,308680],["2024-07-24T04:00:00Z",536.14,536.45,527.77,528.69,74515266,531.18,537919],["2024-07-25T04:00:00Z",528.81,534.77,525,525.94,61158288,529.19,555720],["2024-07-26T04:00:00Z",529.72,534.51,528.94,531.83,53763788,531.47,458201],["2024-07-29T04:00:00Z",533.37,534.37,530.15,532.14,39515824,532.67,364441],["2024-07-30T04:00:00Z",533.6,534.66,526.04,529.44,46853632,529.98,428534],["2024-07-31T04:00:00Z",536.26,540.68,534.89,538.05,65663388,537.85,499830],["2024-08-01T04:00:00Z",539.77,542.01,526.93,530.43,76428732,532.19,658124],["2024-08-02T04:00:00Z",523.34,524.55,516.35,520.55,82789070,519.41,746100],["2024-08-05T04:00:00Z",499.79,511.45,498.45,505.39,146267391,505.21,1274896],["2024-08-06T04:00:00Z",507.19,517.48,505.87,510.05,84826312,512.25,731363],["2024-08-07T04:00:00Z",516.23,519.27,506.05,506.64,70698340,512,644157],["2024-08-08T04:00:00Z",511.77,518.98,509.75,518.35,63276589,515.98,570742],["2024-08-09T04:00:00Z",517.53,522.13,516.31,520.64,45619558,519.42,459823],["2024-08-12T04:00:00Z",521.83,523.32,518.65,520.91,42542069,520.86,437515],["2024-08-13T04:00:00Z",524.1,529.72,523.85,529.48,52333073,527.52,422228],["2024-08-14T04:00:00Z",530.27,532.33,527.61,531.15,42446929,530.5,389697],["2024-08-15T04:00:00Z",536.77,540.54,536.16,540.26,60846812,538.92,480232],["2024-08-16T04:00:00Z",538.64,542.16,538.49,541.47,44430728,540.69,328824],["2024-08-19T04:00:00Z",541.88,546.64,541.03,546.64,39121793,544.33,365312],["2024-08-20T04:00:00Z",546.19,547.85,544.41,545.75,33732264,545.9,335460]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":49.19431279620853,"avg_win_pct":1.1907219652802217,"avg_loss_pct":1.2896328185144275,"mean_trade_pct":-0.06943932771876582,"return_pct":-5.043380124532726,"drawdown_pct":-7.610219931561602,"annual_pct":-0.8610597873892178,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.2265402843601896} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Checked2026Sep10~04:15:34UTC. Jobs170/171acceptedactive but lastRunAt,lastOutput,lastExitCode allnull; schedulednexttimestamps04:10:23/24 are not proof execution. Therefore remotecompactpayload/footer andcadence remainUNVERIFIED atfinish. Localtests1441/1283chars passed,old164/160cancelled. Queryopen[] andpending[];noholdingsorqueuedorders. Monitor173at06UTC explicitly checksactualremoteoutput;14/25preserved. No automaticorders. list_jobs fund=crypto ; query_trades fund=crypto status=open,pending

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-06-18T04:00:00Z",532.76,534.19,532.34,534.06,41376417,533.45,324668],["2024-06-20T04:00:00Z",534.98,535.65,530.84,532.61,70328226,533.17,470269],["2024-06-21T04:00:00Z",531.79,533.01,530.44,531.89,64513859,531.83,392335],["2024-06-24T04:00:00Z",531.72,534.28,530.05,530.16,45528654,531.83,392113],["2024-06-25T04:00:00Z",531.39,532.57,529.87,532.21,38273346,531.5,314940],["2024-06-26T04:00:00Z",531.09,533.58,530.45,532.87,38550637,532.04,336264],["2024-06-27T04:00:00Z",532.73,534.29,531.99,533.71,35041480,533.12,318146],["2024-06-28T04:00:00Z",534.48,537.53,530.37,531.61,75925045,533.48,490952],["2024-07-01T04:00:00Z",532.99,533.23,529.95,532.7,40297810,532.06,370685],["2024-07-02T04:00:00Z",531.1,536.29,531.05,536.29,40434792,534.21,326760],["2024-07-03T04:00:00Z",535.98,539.04,535.94,538.68,32789911,537.59,253838],["2024-07-05T04:00:00Z",538.99,542.19,538.35,541.79,41488389,540.81,339620],["2024-07-08T04:00:00Z",542.57,543.36,541.35,542.41,36110451,542.29,315486],["2024-07-09T04:00:00Z",543.37,544.27,542.65,542.94,27314125,543.29,298712],["2024-07-10T04:00:00Z",544.16,548.66,543.87,548.31,38701220,546.39,339735],["2024-07-11T04:00:00Z",548.43,549.3,542.95,543.59,53054184,544.98,458805],["2024-07-12T04:00:00Z",544.71,550.61,544.24,547.02,53084405,547.74,418470],["2024-07-15T04:00:00Z",549.01,551.75,546.66,548.52,40584293,549.09,398072],["2024-07-16T04:00:00Z",549.82,552.07,549.08,551.77,36475260,550.62,354166],["2024-07-17T04:00:00Z",545.85,547.52,543.71,544.04,57118956,545.12,472516],["2024-07-18T04:00:00Z",545.57,546.56,537.68,539.85,56270392,541.26,510019],["2024-07-19T04:00:00Z",539.62,541.24,535.21,536.27,65509081,537.18,446111]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":38.62876254180602,"avg_win_pct":0.6669547956375789,"avg_loss_pct":0.90618732902756,"mean_trade_pct":-0.2985019932455415,"return_pct":-13.793694231032172,"drawdown_pct":-13.807549164616372,"annual_pct":-4.839653038266134,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.1103678929765888} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-05-16T04:00:00Z",515.94,517.54,514.63,514.78,50244827,516.05,436763],["2024-05-17T04:00:00Z",514.9,515.59,513.45,515.52,59187585,514.88,372347],["2024-05-20T04:00:00Z",515.64,517.57,515.25,516.11,37764206,516.43,331754],["2024-05-21T04:00:00Z",515.35,517.54,515.15,517.38,33437001,516.54,306615],["2024-05-22T04:00:00Z",516.69,517.4,513.72,515.89,48389968,515.65,340286],["2024-05-23T04:00:00Z",518.94,519.04,510.91,512.12,57211197,514.17,440800],["2024-05-24T04:00:00Z",513.96,516.32,513.02,515.51,41331076,515.05,328934],["2024-05-28T04:00:00Z",516.32,516.55,513.24,515.87,36269602,515.3,343542],["2024-05-29T04:00:00Z",511.85,513.44,511.55,512.26,45190323,512.52,359207],["2024-05-30T04:00:00Z",510.72,511.38,507.61,508.86,46468510,509.83,385210],["2024-05-31T04:00:00Z",509.81,513.62,504.72,513.49,90785855,509.37,530032],["2024-06-03T04:00:00Z",515.1,515.38,508.85,513.91,46835702,512.67,468403],["2024-06-04T04:00:00Z",512.61,515.23,511.15,514.49,34632661,513.21,357976],["2024-06-05T04:00:00Z",516.8,520.62,514.81,520.6,47610365,518.46,409460],["2024-06-06T04:00:00Z",520.9,521.33,518.66,520.59,30808530,520.29,304874],["2024-06-07T04:00:00Z",519.62,522.76,518.52,519.96,43224525,520.57,336983],["2024-06-10T04:00:00Z",519.15,521.89,518.56,521.57,35729252,520.66,344628],["2024-06-11T04:00:00Z",520.02,522.88,518.05,522.82,36383411,520.89,360292],["2024-06-12T04:00:00Z",527.38,529.8,526.08,527.12,63251305,528.03,488541],["2024-06-13T04:00:00Z",528.86,529.03,525.39,528.18,44760949,527.64,350322],["2024-06-14T04:00:00Z",526.65,528.53,525.65,528.5,40089895,527.32,342838],["2024-06-17T04:00:00Z",527.82,534.1,527.36,532.71,55839457,531.52,402255]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":48.99665551839465,"avg_win_pct":0.7093926925127068,"avg_loss_pct":0.8753895320837929,"mean_trade_pct":-0.09889924478149452,"return_pct":-4.93432438790764,"drawdown_pct":-5.99111006057268,"annual_pct":-1.6769937279006997,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.1103678929765888} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-04-16T04:00:00Z",491.65,493.17,489,490.28,73484020,490.89,689033],["2024-04-17T04:00:00Z",492.74,492.9,485.99,487.38,75910305,488.87,704743],["2024-04-18T04:00:00Z",488.77,490.87,485.44,486.38,74548085,487.62,627452],["2024-04-19T04:00:00Z",486.3,487.29,480.87,482.13,102212587,483.54,756686],["2024-04-22T04:00:00Z",484.73,489.16,482.39,486.57,67962998,485.78,601783],["2024-04-23T04:00:00Z",488.58,492.77,486.39,492.35,64633620,491.4,527370],["2024-04-24T04:00:00Z",493.23,494.02,489.89,492.11,55928076,492.06,495174],["2024-04-25T04:00:00Z",486.05,491,484.4,490.24,69122368,487.77,625039],["2024-04-26T04:00:00Z",493.03,496.46,492.39,494.89,64306118,495.13,491759],["2024-04-29T04:00:00Z",496.67,497.31,493.9,496.64,46415449,496.13,440177],["2024-04-30T04:00:00Z",495.18,496.15,488.77,488.77,77483566,492.3,575798],["2024-05-01T04:00:00Z",488.19,494.82,486.71,487.19,80242839,489.56,733935],["2024-05-02T04:00:00Z",490.89,492.58,486.41,491.74,62685179,490.11,532686],["2024-05-03T04:00:00Z",497.71,499.06,495.18,497.84,72838709,497.32,579112],["2024-05-06T04:00:00Z",500.23,503.02,499.79,502.98,47264703,501.34,444751],["2024-05-07T04:00:00Z",503.94,504.93,502.86,503.53,52561299,503.91,432297],["2024-05-08T04:00:00Z",501.7,504.12,501.59,503.58,42047214,503.3,369156],["2024-05-09T04:00:00Z",503.77,506.52,503.11,506.48,43643668,505.45,399521],["2024-05-10T04:00:00Z",508.08,508.88,505.92,507.14,52233171,507.23,428544],["2024-05-13T04:00:00Z",508.81,508.92,506.06,507.2,36716361,507.36,360851],["2024-05-14T04:00:00Z",507.4,510.05,506.86,509.53,57535867,508.62,417237],["2024-05-15T04:00:00Z",511.99,516.13,511.36,515.84,59504897,514.29,510553]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":41.86046511627907,"avg_win_pct":0.8351060346293194,"avg_loss_pct":1.2728225726035887,"mean_trade_pct":-0.3904338532967899,"return_pct":-1.3980311234274234,"drawdown_pct":-1.4883348339884361,"annual_pct":-2.0416020345138786,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.6511627906976745} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-03-14T04:00:00Z",501.81,501.96,496.81,499.85,110171820,499.15,729546],["2024-03-15T04:00:00Z",496.79,498.24,494.75,496.42,107646297,496.46,694373],["2024-03-18T04:00:00Z",500.48,501.92,498.96,499.37,88893331,500.35,568827],["2024-03-19T04:00:00Z",498.67,502.42,497.67,502.14,60755263,500.45,489558],["2024-03-20T04:00:00Z",502.2,506.92,501.53,506.79,69594574,504.19,566876],["2024-03-21T04:00:00Z",509.62,510.32,508.18,508.46,60256112,509.35,506364],["2024-03-22T04:00:00Z",508.37,508.85,507.26,507.5,79070842,508.08,467269],["2024-03-25T04:00:00Z",506.12,507.24,505.94,506.09,48512108,506.62,413060],["2024-03-26T04:00:00Z",507.52,507.86,504.76,505.16,65463744,506.42,427328],["2024-03-27T04:00:00Z",507.98,509.44,505.82,509.4,82999777,507.49,518970],["2024-03-28T04:00:00Z",509.44,510.81,509.02,509.31,96294886,509.81,495562],["2024-04-01T04:00:00Z",510.05,510.58,507.26,508.42,62477540,508.63,449575],["2024-04-02T04:00:00Z",504.6,505.32,502.89,505.19,74230308,504.27,570884],["2024-04-03T04:00:00Z",504.1,507.24,504.04,505.74,59155759,506.07,486600],["2024-04-04T04:00:00Z",509.75,510.08,499.26,499.57,96908074,504.28,772269],["2024-04-05T04:00:00Z",500.92,506.75,500.49,504.79,74546483,504.2,669740],["2024-04-08T04:00:00Z",505.49,506.49,504.26,505.07,48401702,505.29,443840],["2024-04-09T04:00:00Z",506.8,507.05,500.82,505.66,68124385,503.78,532493],["2024-04-10T04:00:00Z",499.97,502.58,498.62,500.59,82652806,500.37,753675],["2024-04-11T04:00:00Z",502.11,505.81,498.61,504.37,70099007,502.74,582634],["2024-04-12T04:00:00Z",500.84,502.24,495.69,497.41,92486785,498.29,767726],["2024-04-15T04:00:00Z",501.58,501.74,490.33,491.18,92101447,495.17,841318]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":48.837209302325576,"avg_win_pct":0.9037510090819894,"avg_loss_pct":1.2360192162949841,"mean_trade_pct":-0.19101515273878783,"return_pct":-0.6881866719859575,"drawdown_pct":-0.9448239334113762,"annual_pct":-1.006657835633351,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.6511627906976745} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-02-12T05:00:00Z",486.47,488.73,485.57,486.29,56502283,486.97,437189],["2024-02-13T05:00:00Z",480.03,482.51,476.32,479.59,113099199,479.09,779480],["2024-02-14T05:00:00Z",482.22,484.43,479.9,483.95,68387827,482.26,536843],["2024-02-15T05:00:00Z",484.65,487.47,484.17,487.29,61682960,486.1,516093],["2024-02-16T05:00:00Z",486.99,488.12,484.12,484.86,75532928,486.24,532752],["2024-02-20T05:00:00Z",483.12,483.79,479.95,482.19,71736740,481.59,595486],["2024-02-21T05:00:00Z",480.89,482.78,479.09,482.63,59603771,480.96,499405],["2024-02-22T05:00:00Z",489.23,493.58,488.27,492.62,76402535,491.41,613961],["2024-02-23T05:00:00Z",494.33,495.17,492.23,492.96,61321818,493.64,489694],["2024-02-26T05:00:00Z",493.39,493.83,491.02,491.15,50386738,492.27,434429],["2024-02-27T05:00:00Z",491.84,492.29,489.95,492.06,48831828,491.32,400260],["2024-02-28T05:00:00Z",490.51,491.99,490.15,491.41,56506634,491.13,420488],["2024-02-29T05:00:00Z",493.17,494.79,490.53,493.18,83924795,493.13,547845],["2024-03-01T05:00:00Z",494.05,498.24,493.65,497.81,76844844,496.57,544943],["2024-03-04T05:00:00Z",497.01,499.12,496.98,497.28,49799257,497.74,466601],["2024-03-05T05:00:00Z",495.28,495.72,490.1,492.31,73320623,492.57,593892],["2024-03-06T05:00:00Z",495.58,497.05,493.51,494.8,68392367,495.17,603738],["2024-03-07T05:00:00Z",498.09,500.76,494.85,499.71,58652085,499.41,526279],["2024-03-08T05:00:00Z",500.34,503.02,496.14,496.71,86532535,499.13,737848],["2024-03-11T04:00:00Z",495.51,496.87,493.59,496.29,62557183,495.52,573251],["2024-03-12T04:00:00Z",498.39,502.21,495.88,501.62,73694439,500.11,602906],["2024-03-13T04:00:00Z",501.94,502.12,499.4,500.84,55104088,501.15,471659]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":360,"win_rate":44.72222222222222,"avg_win_pct":1.042408216854915,"avg_loss_pct":1.4596200646989612,"mean_trade_pct":-0.34065741655958887,"return_pct":-9.78589136108815,"drawdown_pct":-10.152459356731248,"annual_pct":-1.7062348259282545,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.172222222222222} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2024-01-10T05:00:00Z",460.25,463.45,459.97,462.58,67310640,461.75,470045],["2024-01-11T05:00:00Z",463.58,464.1,458.41,462.38,77940823,461.17,576613],["2024-01-12T05:00:00Z",463.83,464.56,461.29,462.7,58026520,462.65,470856],["2024-01-16T05:00:00Z",461.32,462.63,459.19,461,85015070,460.82,592233],["2024-01-17T05:00:00Z",457.98,458.92,456.09,458.44,68843871,457.78,520417],["2024-01-18T05:00:00Z",460.11,463.07,458.57,462.52,91856348,460.85,558708],["2024-01-19T05:00:00Z",463.64,468.56,462.56,468.28,110834483,466.07,608468],["2024-01-22T05:00:00Z",469.82,470.99,468.62,469.27,76044931,469.73,548090],["2024-01-23T05:00:00Z",469.82,470.88,468.73,470.64,49945297,469.82,388977],["2024-01-24T05:00:00Z",473.5,474.44,470.66,471.15,81765039,472.63,621290],["2024-01-25T05:00:00Z",473.28,473.98,471.15,473.72,72524989,472.74,546403],["2024-01-26T05:00:00Z",473.29,474.78,472.27,473.12,76641609,473.43,480277],["2024-01-29T05:00:00Z",473.43,477,472.88,476.86,61322751,474.79,447982],["2024-01-30T05:00:00Z",476.17,477.2,475.74,476.49,58618386,476.52,447676],["2024-01-31T05:00:00Z",474.29,474.74,468.7,468.72,126011062,471.45,780578],["2024-02-01T05:00:00Z",470.42,474.88,469.61,474.85,91891637,472.4,650358],["2024-02-02T05:00:00Z",475.29,481.5,474.95,479.85,99228192,478.91,677113],["2024-02-05T05:00:00Z",479.22,479.88,475.85,478.1,75685102,478.17,537117],["2024-02-06T05:00:00Z",479.05,479.82,477.62,479.49,55918602,478.56,456773],["2024-02-07T05:00:00Z",481.74,483.91,480.83,483.49,70556506,482.85,501857],["2024-02-08T05:00:00Z",483.49,484.08,482.68,483.71,52343636,483.42,406775],["2024-02-09T05:00:00Z",484.21,486.94,483.87,486.5,63979375,485.65,467171]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":360,"win_rate":46.94444444444444,"avg_win_pct":1.189217616286065,"avg_loss_pct":1.3182609422859861,"mean_trade_pct":-0.14113906340077312,"return_pct":-4.243771265240226,"drawdown_pct":-5.1274420243051395,"annual_pct":-0.7220395650756162,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.172222222222222} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2023-12-07T05:00:00Z",441.72,443.64,441.12,443,67002346,442.61,458079],["2023-12-08T05:00:00Z",442.25,445.43,442.01,444.9,83194404,444.15,525610],["2023-12-11T05:00:00Z",444.41,446.8,444.19,446.63,65803711,445.68,461247],["2023-12-12T05:00:00Z",446.28,448.77,445.29,448.67,68329617,447.51,438136],["2023-12-13T05:00:00Z",449.05,455.11,448.69,454.86,93277960,452.03,662497],["2023-12-14T05:00:00Z",456.79,457.98,453.65,456.32,119028953,456.21,713141],["2023-12-15T05:00:00Z",455.72,456.9,453.72,455.57,141554383,455.74,669182],["2023-12-18T05:00:00Z",457.17,459.11,456.11,458.13,70375385,458.2,459241],["2023-12-19T05:00:00Z",458.67,460.99,458.59,460.91,55762005,460.09,416105],["2023-12-20T05:00:00Z",460.06,461.94,454.1,454.53,102920959,457.9,666863],["2023-12-21T05:00:00Z",457.51,459.1,455.09,458.84,86679796,457.4,600930],["2023-12-22T05:00:00Z",459.96,461.44,457.87,459.76,67160419,460.05,486178],["2023-12-26T05:00:00Z",460.17,462.6,460.09,461.7,55386952,461.41,348986],["2023-12-27T05:00:00Z",461.5,462.68,460.96,462.54,68000811,461.79,425538],["2023-12-28T05:00:00Z",462.89,463.54,462.29,462.71,77158117,462.96,374241],["2023-12-29T05:00:00Z",462.52,463.04,459.42,461.37,122288349,461.27,604838],["2024-01-02T05:00:00Z",458.31,459.78,456.69,458.79,123007793,458.2,657585],["2024-01-03T05:00:00Z",456.63,457.37,454.44,455.04,103595966,455.85,656572],["2024-01-04T05:00:00Z",454.57,457.15,453.35,453.58,84232169,455.04,536471],["2024-01-05T05:00:00Z",453.78,456.64,452.75,454.2,86118913,454.59,562579],["2024-01-08T05:00:00Z",454.69,460.83,454.57,460.68,74879074,458.23,523806],["2024-01-09T05:00:00Z",458.03,461,457.53,459.98,65931439,459.47,448472]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":159,"win_rate":38.36477987421384,"avg_win_pct":0.8716144209496273,"avg_loss_pct":1.0496082005401668,"mean_trade_pct":-0.31253537091200684,"return_pct":-4.085481259013113,"drawdown_pct":-4.3364725999543445,"annual_pct":-1.3844427138611781,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2955974842767297} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all