Notes

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2023-11-06T05:00:00Z",420.99,421.65,419.26,421.2,67831662,420.57,494718],["2023-11-07T05:00:00Z",421.2,423.04,420.06,422.4,64256116,422.11,488374],["2023-11-08T05:00:00Z",423,423.52,420.41,422.71,61746029,422.28,461557],["2023-11-09T05:00:00Z",423.85,423.89,418.99,419.42,83174419,421.11,622940],["2023-11-10T05:00:00Z",421.49,426.27,419.41,425.96,89558056,423.63,585764],["2023-11-13T05:00:00Z",424.63,426.66,423.84,425.56,52236070,425.38,406682],["2023-11-14T05:00:00Z",431.48,435.1,431.26,433.81,97176937,433.63,653304],["2023-11-15T05:00:00Z",435.15,436.37,433.88,434.73,77327573,435.14,555373],["2023-11-16T05:00:00Z",434.28,435.58,433.22,435.26,66665799,434.48,507746],["2023-11-17T05:00:00Z",435.27,436.41,434.35,435.8,83193904,435.44,439854],["2023-11-20T05:00:00Z",435.55,439.99,435.54,439.16,70055635,438.38,488764],["2023-11-21T05:00:00Z",438.12,439.03,436.93,438.2,49244640,437.92,405391],["2023-11-22T05:00:00Z",439.85,441.21,438.8,439.89,59446575,439.96,479664],["2023-11-24T05:00:00Z",439.94,440.36,439.61,440.16,29737377,439.93,190770],["2023-11-27T05:00:00Z",439.53,440.35,438.98,439.37,50505987,439.68,400700],["2023-11-28T05:00:00Z",438.98,441.1,438.42,439.81,62115013,439.63,461132],["2023-11-29T05:00:00Z",441.95,443.08,439.1,439.5,63145994,440.77,455449],["2023-11-30T05:00:00Z",440.34,441.57,438.27,441.23,79752702,439.9,516019],["2023-12-01T05:00:00Z",440.62,444.37,440.03,443.84,89183402,442.73,606484],["2023-12-04T05:00:00Z",440.45,443.86,439.23,441.51,72431488,440.77,538575],["2023-12-05T05:00:00Z",440.12,442.38,439.75,441.42,69793569,441.1,483242],["2023-12-06T05:00:00Z",443.56,443.59,439.21,439.64,69124885,441.03,465901]] 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":6,"sample":159,"win_rate":45.28301886792453,"avg_win_pct":0.9269833324920604,"avg_loss_pct":0.9736040688872069,"mean_trade_pct":-0.11296071731923675,"return_pct":-1.5165060953130527,"drawdown_pct":-2.008623277398003,"annual_pct":-0.5094233549708949,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.2955974842767297} 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. [["2023-10-05T04:00:00Z",410.25,411.23,407.17,410.39,70142746,409.38,532999],["2023-10-06T04:00:00Z",407.94,416.79,406.62,415.26,113273311,412.96,737828],["2023-10-09T04:00:00Z",413.36,418.49,412.81,417.92,80374364,415.9,509698],["2023-10-10T04:00:00Z",418.55,422.68,418.15,420.09,78607270,420.67,559799],["2023-10-11T04:00:00Z",421.16,422.07,418.78,421.81,62451738,420.59,452206],["2023-10-12T04:00:00Z",422.42,422.8,416.89,419.24,81154231,419.92,607473],["2023-10-13T04:00:00Z",420.74,421.94,415.59,417.15,95201134,417.94,665922],["2023-10-16T04:00:00Z",419.4,422.61,419.16,421.54,75433196,421.4,540501],["2023-10-17T04:00:00Z",418.42,423.57,418.07,421.52,75324710,420.9,579314],["2023-10-18T04:00:00Z",419.75,420.71,414.82,415.91,93559799,417.69,691077],["2023-10-19T04:00:00Z",416.62,418.43,411.57,412.25,121322959,414.75,880806],["2023-10-20T04:00:00Z",411.82,412.36,407.08,407.19,123919876,409.03,733333],["2023-10-23T04:00:00Z",405.66,410.34,403.91,406.48,92035097,407.48,668638],["2023-10-24T04:00:00Z",408.6,410.7,406.75,409.55,78564241,409.05,579424],["2023-10-25T04:00:00Z",407.86,407.89,403.15,403.67,94223200,404.98,753892],["2023-10-26T04:00:00Z",402.6,403.45,397.92,398.83,115156763,400.31,846343],["2023-10-27T04:00:00Z",400.42,400.82,395.61,397.03,107367673,397.84,800491],["2023-10-30T04:00:00Z",399.81,402.83,398.51,401.77,86562677,400.93,638015],["2023-10-31T04:00:00Z",402.34,404.62,400.44,404.3,79665152,403.02,563417],["2023-11-01T04:00:00Z",405.26,409.42,404.73,408.61,98068117,407.07,724433],["2023-11-02T04:00:00Z",412.4,416.59,412.38,416.44,94938911,415.01,639385],["2023-11-03T04:00:00Z",418.74,421.78,418.61,420.24,100167777,420.4,647003]] 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":1.5,"cost_bp_side":16,"sample":129,"win_rate":47.286821705426355,"avg_win_pct":0.9200076755636855,"avg_loss_pct":1.2918516665177053,"mean_trade_pct":-0.24593368305286162,"return_pct":-2.658207096163989,"drawdown_pct":-3.1848498740007836,"annual_pct":-3.870391374182558,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.124031007751938} 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. [["2023-09-05T04:00:00Z",434.21,434.53,432.71,432.78,55166212,433.53,451488],["2023-09-06T04:00:00Z",431.97,432.07,427.55,429.87,70758514,429.6,535484],["2023-09-07T04:00:00Z",426.87,429.22,426.53,428.55,70355427,428.16,487844],["2023-09-08T04:00:00Z",428.6,430.73,428.24,429.19,62068439,429.44,405861],["2023-09-11T04:00:00Z",431.81,432.32,430.11,432.02,60180120,431.38,432854],["2023-09-12T04:00:00Z",430.57,432.09,429.07,429.65,67565424,430.36,453020],["2023-09-13T04:00:00Z",429.87,431.3,428.77,430.15,60199274,430.24,460627],["2023-09-14T04:00:00Z",432.61,434.55,431.31,433.86,83430816,433.31,508850],["2023-09-15T04:00:00Z",432.27,432.6,428.19,428.63,111907859,429.75,665595],["2023-09-18T04:00:00Z",428.32,430.18,427.85,428.88,55752214,429.02,412316],["2023-09-19T04:00:00Z",427.96,428.55,425.31,427.99,66514650,427.09,445860],["2023-09-20T04:00:00Z",429.25,429.66,423.85,424.06,82562603,427.08,507727],["2023-09-21T04:00:00Z",421.21,421.48,416.89,417.05,104095828,419.12,677716],["2023-09-22T04:00:00Z",418.07,419.67,415.69,416.11,100829685,417.6,637169],["2023-09-25T04:00:00Z",414.9,417.9,414.47,417.86,70874824,416.5,488035],["2023-09-26T04:00:00Z",414.82,415.53,410.89,411.72,96172890,412.76,633690],["2023-09-27T04:00:00Z",412.89,413.45,408.25,411.89,104707452,411.18,693420],["2023-09-28T04:00:00Z",411.33,415.95,410.74,414.27,92258310,413.84,616077],["2023-09-29T04:00:00Z",417.32,417.49,411.75,413.27,115111320,414.3,745038],["2023-10-02T04:00:00Z",412.44,414.35,410.35,413.1,83798601,412.09,668260],["2023-10-03T04:00:00Z",410.93,413.16,406.21,407.57,103760609,408.09,741557],["2023-10-04T04:00:00Z",408.04,411.29,406.58,410.54,87452970,409.04,645255]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&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. [["2023-08-03T04:00:00Z",431.62,434.27,430.98,432.39,64928592,432.66,486817],["2023-08-04T04:00:00Z",434.2,436.3,429.92,430.44,101621488,432.87,663141],["2023-08-07T04:00:00Z",432.27,434.34,431.57,434.19,58357466,433.09,445170],["2023-08-08T04:00:00Z",431.66,434.18,428.95,432.31,71361326,430.72,527040],["2023-08-09T04:00:00Z",432.58,432.74,428.65,429.42,78789577,430.66,559468],["2023-08-10T04:00:00Z",431.77,435.15,428.4,429.57,93005596,431.33,680010],["2023-08-11T04:00:00Z",427.7,430.33,427.1,429.32,68690903,428.91,502514],["2023-08-14T04:00:00Z",428.4,431.69,428.1,431.69,47867443,430.34,404518],["2023-08-15T04:00:00Z",429.92,430.27,426.09,426.66,75707535,427.77,540999],["2023-08-16T04:00:00Z",426.25,427.9,423.42,423.53,80107206,425.55,569003],["2023-08-17T04:00:00Z",424.99,425.25,419.78,420.3,95711317,422.46,582074],["2023-08-18T04:00:00Z",417.49,421.54,417.14,420.5,98851962,419.56,636961],["2023-08-21T04:00:00Z",421.52,423.98,419.37,423.24,68718959,421.89,524987],["2023-08-22T04:00:00Z",425.01,425.01,421.54,422.09,65062863,422.77,476084],["2023-08-23T04:00:00Z",423.15,427.41,423.01,426.8,68441023,425.87,469244],["2023-08-24T04:00:00Z",428.39,428.9,420.85,420.88,88517274,424.06,584152],["2023-08-25T04:00:00Z",422.6,425.13,419.06,423.85,102325105,422.6,651734],["2023-08-28T04:00:00Z",426.03,427.15,423.85,426.53,61595395,425.9,457440],["2023-08-29T04:00:00Z",426.43,432.98,426.25,432.7,83081918,430.95,560023],["2023-08-30T04:00:00Z",433.04,435.12,432.33,434.48,69053913,434.15,480799],["2023-08-31T04:00:00Z",435.1,436.24,433.66,433.85,66084565,434.91,446692],["2023-09-01T04:00:00Z",436.56,437.05,433.2,434.66,58944100,434.71,444469]] 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":1.5,"cost_bp_side":6,"sample":129,"win_rate":52.71317829457365,"avg_win_pct":1.018184632529663,"avg_loss_pct":1.23278146497626,"mean_trade_pct":-0.046225692647556445,"return_pct":-0.54732687668817,"drawdown_pct":-1.6100694499301182,"annual_pct":-0.8008758210364508,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.124031007751938} 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. [["2023-07-03T04:00:00Z",426.69,427.81,426.41,427.53,32501144,427.28,251275],["2023-07-05T04:00:00Z",425.72,427.62,425.71,426.89,58418434,427.02,415751],["2023-07-06T04:00:00Z",423.32,423.97,421.04,423.55,80658303,422.66,567513],["2023-07-07T04:00:00Z",422.56,426.42,422.24,422.48,86134179,424.1,530029],["2023-07-10T04:00:00Z",422.12,423.72,421.55,423.55,62443502,422.82,419236],["2023-07-11T04:00:00Z",424.31,426.74,423.34,426.25,64463753,425.05,455994],["2023-07-12T04:00:00Z",430.03,431.08,428.61,429.68,91924527,429.83,585101],["2023-07-13T04:00:00Z",431.49,433.88,431.05,433.09,72425242,432.43,449369],["2023-07-14T04:00:00Z",433.97,434.82,432.05,432.82,69815823,433.43,484539],["2023-07-17T04:00:00Z",432.67,435.37,432.62,434.32,52680223,434.03,385757],["2023-07-18T04:00:00Z",433.99,438.19,433.56,437.55,80744449,436.61,519351],["2023-07-19T04:00:00Z",438.34,439.7,437.47,438.52,65891689,438.83,502907],["2023-07-20T04:00:00Z",437.53,438.42,434.9,435.61,70591643,436.68,532941],["2023-07-21T04:00:00Z",437.32,437.52,435.6,435.61,71275619,436.44,475417],["2023-07-24T04:00:00Z",436.76,438.36,435.72,437.56,54023384,437.37,400896],["2023-07-25T04:00:00Z",437.29,440,437.24,438.75,55191240,438.77,383335],["2023-07-26T04:00:00Z",437.82,440.24,436.77,438.82,71052885,438.24,527718],["2023-07-27T04:00:00Z",442.2,442.6,435,435.91,92194375,438.8,627051],["2023-07-28T04:00:00Z",439.17,441,435.91,440.18,80011791,439.89,528395],["2023-07-31T04:00:00Z",440.65,441.37,439.33,441.01,62040450,440.33,438677],["2023-08-01T04:00:00Z",439.55,440.49,438.8,439.75,55502201,439.66,418014],["2023-08-02T04:00:00Z",436.64,436.9,432.88,433.63,93933371,434.56,622259]] 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":1.5,"cost_bp_side":16,"sample":1250,"win_rate":44.96,"avg_win_pct":0.9991524950386164,"avg_loss_pct":1.3146485534808583,"mean_trade_pct":-0.27436360206650245,"return_pct":-24.69125611973888,"drawdown_pct":-24.861128206134442,"annual_pct":-4.628241813404744,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.128} 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. [["2023-05-31T04:00:00Z",401.46,402.36,399.48,401.05,111771940,400.93,665151],["2023-06-01T04:00:00Z",401.28,405.91,400.03,404.86,88865018,403.61,653408],["2023-06-02T04:00:00Z",407.43,411.5,406.9,410.71,91426171,409.95,678309],["2023-06-05T04:00:00Z",411.06,412.39,409.23,409.93,70216018,410.83,551798],["2023-06-06T04:00:00Z",409.51,411.34,408.86,410.82,64022176,410.35,491102],["2023-06-07T04:00:00Z",411.21,412.34,408.98,409.4,85372762,410.13,582563],["2023-06-08T04:00:00Z",409.47,412.33,408.7,411.87,61952842,411.03,473941],["2023-06-09T04:00:00Z",412.67,414.62,411.62,412.61,85647169,413.05,594919],["2023-06-12T04:00:00Z",413.59,416.43,412.87,416.36,76256703,414.63,523160],["2023-06-13T04:00:00Z",417.82,419.74,417.15,419.1,95898626,418.73,672828],["2023-06-14T04:00:00Z",419.44,421.41,416.15,419.6,100608099,419.03,712238],["2023-06-15T04:00:00Z",418.78,426.05,418.69,424.8,110301303,423.29,748181],["2023-06-16T04:00:00Z",426.79,427.35,422.88,423.36,114164649,424.78,631588],["2023-06-20T04:00:00Z",421.42,422.31,419.09,421.16,76160359,421.01,550939],["2023-06-21T04:00:00Z",420.18,420.98,418.41,419,76982252,419.5,551344],["2023-06-22T04:00:00Z",418.05,420.62,417.71,420.51,70637175,419.42,479203],["2023-06-23T04:00:00Z",417.07,419.12,416.62,417.33,92075438,417.72,553269],["2023-06-26T04:00:00Z",416.77,418.68,415.39,415.63,72823560,416.7,509726],["2023-06-27T04:00:00Z",416.51,420.8,416.05,420.19,72813700,418.9,497930],["2023-06-28T04:00:00Z",419.11,421.41,418.49,420.4,75635976,419.68,537350],["2023-06-29T04:00:00Z",419.98,422.22,419.58,422.06,67882305,421.22,474149],["2023-06-30T04:00:00Z",425.26,428.02,424.95,427.04,102201286,426.92,581165]] 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":1.5,"cost_bp_side":6,"sample":1250,"win_rate":49.519999999999996,"avg_win_pct":1.0994328199664198,"avg_loss_pct":1.2265286468028567,"mean_trade_pct":-0.07471252845871092,"return_pct":-7.8068411097516055,"drawdown_pct":-8.873407114089693,"annual_pct":-1.3491473932544573,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.128} 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. [["2023-04-28T04:00:00Z",394.94,399.21,394.89,399.2,89312589,397.74,611065],["2023-05-01T04:00:00Z",398.76,400.83,398.57,398.8,62122254,399.52,502374],["2023-05-02T04:00:00Z",398.09,398.14,391.42,394.32,103998484,393.99,750845],["2023-05-03T04:00:00Z",394.82,397.23,391.37,391.61,91531769,394.34,737915],["2023-05-04T04:00:00Z",390.57,390.89,387.51,388.84,94901863,389.07,716763],["2023-05-05T04:00:00Z",392.47,397.08,392.21,396.04,87832433,395.05,577848],["2023-05-08T04:00:00Z",396.36,396.62,394.74,396.14,50046768,395.89,422762],["2023-05-09T04:00:00Z",394.6,395.52,394.18,394.41,49220119,394.76,385994],["2023-05-10T04:00:00Z",397.24,397.87,392.43,396.25,96142922,395.39,691578],["2023-05-11T04:00:00Z",395.38,395.85,393.48,395.56,70157064,394.81,530526],["2023-05-12T04:00:00Z",396.8,397.01,392.62,395.04,70441226,394.46,500185],["2023-05-15T04:00:00Z",395.64,396.81,393.73,396.4,54289383,395.48,427865],["2023-05-16T04:00:00Z",395.3,396.22,393.74,393.75,57705495,394.88,447536],["2023-05-17T04:00:00Z",395.77,399.13,394.12,398.53,87286957,397.23,585039],["2023-05-18T04:00:00Z",398.22,402.79,398,402.37,97177195,400.47,672492],["2023-05-19T04:00:00Z",403.27,403.8,400.57,401.79,103625186,402.09,640868],["2023-05-22T04:00:00Z",401.81,403.49,400.57,401.95,60745399,402.22,493532],["2023-05-23T04:00:00Z",400.31,401.88,397.05,397.44,86383493,399.14,624936],["2023-05-24T04:00:00Z",395.84,396.22,393.4,394.56,89213678,394.52,673415],["2023-05-25T04:00:00Z",398.06,399.43,395.83,397.98,90961606,397.48,672404],["2023-05-26T04:00:00Z",398.63,403.85,398.55,403.13,93687752,402.35,625214],["2023-05-30T04:00:00Z",405.06,405.59,401.9,403.28,72215960,403.55,609042]] 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":1.5,"cost_bp_side":16,"sample":671,"win_rate":40.38748137108793,"avg_win_pct":0.7307616041580737,"avg_loss_pct":0.9223516792475618,"mean_trade_pct":-0.2547008598691307,"return_pct":-12.80070932705124,"drawdown_pct":-13.042833422236944,"annual_pct":-4.474705077497898,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.0268256333830106} 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. [["2023-03-28T04:00:00Z",379.86,380.55,377.86,379.69,62871680,379.26,494862],["2023-03-29T04:00:00Z",383.84,385.45,382.65,385.21,77497876,384.11,553838],["2023-03-30T04:00:00Z",387.84,388.09,385.6,387.47,69840049,387.06,516344],["2023-03-31T04:00:00Z",388.39,393.23,388.28,392.93,111956715,391.05,694257],["2023-04-03T04:00:00Z",392.41,394.83,392.02,394.43,67391097,393.5,569791],["2023-04-04T04:00:00Z",395.07,395.36,390.86,392.24,66601534,392.69,537050],["2023-04-05T04:00:00Z",391.51,392.27,389.56,391.21,65200243,390.85,524249],["2023-04-06T04:00:00Z",390.41,393.01,389.37,392.74,63743345,391.59,482110],["2023-04-10T04:00:00Z",390.26,393.22,389.65,393.14,63681042,391.43,468057],["2023-04-11T04:00:00Z",393.76,394.65,392.48,393.24,59297945,393.58,402951],["2023-04-12T04:00:00Z",395.31,395.6,391.06,391.64,86420379,393.23,639356],["2023-04-13T04:00:00Z",392.73,397.2,391.59,396.84,85814754,395.22,566796],["2023-04-14T04:00:00Z",396.21,398.4,393.57,395.87,78135828,395.56,592073],["2023-04-17T04:00:00Z",395.79,397.31,394.55,397.29,66424139,395.93,477935],["2023-04-18T04:00:00Z",398.87,399,396.18,397.55,63559997,397.41,493081],["2023-04-19T04:00:00Z",395.64,398.39,395.59,397.49,55227330,397.02,420720],["2023-04-20T04:00:00Z",394.67,397.06,393.77,395.32,75840359,395.37,546274],["2023-04-21T04:00:00Z",395.62,396.09,393.68,395.62,73434638,395.15,480045],["2023-04-24T04:00:00Z",395.42,396.46,394.09,396.04,64332095,395.46,463295],["2023-04-25T04:00:00Z",394.07,394.63,389.69,389.75,97766721,391.69,611558],["2023-04-26T04:00:00Z",390.37,391.44,387.54,388.1,80447049,389.35,571685],["2023-04-27T04:00:00Z",390.63,396.1,390.38,395.83,92968369,393.73,614869]] 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":1.5,"cost_bp_side":6,"sample":671,"win_rate":49.92548435171386,"avg_win_pct":0.775878687204791,"avg_loss_pct":0.8834266457181259,"mean_trade_pct":-0.055010421382541475,"return_pct":-2.799399874620534,"drawdown_pct":-4.329135444262455,"annual_pct":-0.9444654489147997,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.0268256333830106} 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. [["2023-02-24T05:00:00Z",378.08,379.83,376.37,378.99,108144871,378.04,753684],["2023-02-27T05:00:00Z",382.33,383.69,379.35,380.29,80444736,381.26,592301],["2023-02-28T05:00:00Z",379.81,381.77,378.77,378.88,96438567,380.15,600688],["2023-03-01T05:00:00Z",378.07,379.29,376.13,377.43,99706823,377.67,699148],["2023-03-02T05:00:00Z",375.46,381.2,375.12,380.36,85404726,378.03,612512],["2023-03-03T05:00:00Z",382.18,386.71,381.53,386.46,90032260,384.55,642924],["2023-03-06T05:00:00Z",387.28,389.58,386.29,386.73,72795946,387.81,539397],["2023-03-07T05:00:00Z",386.68,386.92,380.18,380.8,108310596,382.6,776311],["2023-03-08T05:00:00Z",380.92,382.18,379.2,381.42,74746632,380.72,578078],["2023-03-09T05:00:00Z",382.21,383.87,373.4,374.39,111945322,378.23,849092],["2023-03-10T05:00:00Z",373.84,375.92,367.46,368.98,189443810,371.13,1382948],["2023-03-13T04:00:00Z",365.06,373.27,363.95,368.46,157748594,369.23,1390572],["2023-03-14T04:00:00Z",373.37,376.19,370.07,374.55,149752357,373.59,1032582],["2023-03-15T04:00:00Z",368.96,372.41,366.88,372.21,172976539,369.76,1334145],["2023-03-16T04:00:00Z",369.85,379.08,369.35,378.74,143753940,375.7,999801],["2023-03-17T04:00:00Z",377.41,378.54,372.93,374.31,140069974,375.03,919378],["2023-03-20T04:00:00Z",375.09,378.32,374.38,377.91,93055783,376.78,725425],["2023-03-21T04:00:00Z",381.27,383.35,379.67,382.87,91524248,381.47,629617],["2023-03-22T04:00:00Z",382.7,386.31,376.3,376.34,111746583,381.98,874190],["2023-03-23T04:00:00Z",379.2,383.23,374.65,377.36,119351319,378.97,871935],["2023-03-24T04:00:00Z",376.08,379.92,373.74,379.84,107684280,377.07,806051],["2023-03-27T04:00:00Z",382.11,382.88,379.65,380.55,74010408,381.08,569544]] 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,"cost_bp_side":16,"sample":85,"win_rate":44.70588235294118,"avg_win_pct":0.944269809591242,"avg_loss_pct":1.3829640925000688,"mean_trade_pct":-0.3425536421533652,"return_pct":-2.3871083914865365,"drawdown_pct":-2.917901489156405,"annual_pct":-3.477892493775503,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706} 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. [["2023-01-24T05:00:00Z",381.38,383.56,380.2,382.65,59524911,382.31,434104],["2023-01-25T05:00:00Z",378.58,383.12,376.3,382.79,84800251,379.89,583223],["2023-01-26T05:00:00Z",385.45,387.16,382.48,387,72287425,385.02,521284],["2023-01-27T05:00:00Z",385.95,390.26,385.74,387.89,68270538,388.13,494449],["2023-01-30T05:00:00Z",385.13,387.36,382.72,383.02,74202018,384.51,514525],["2023-01-31T05:00:00Z",383.54,388.7,383.19,388.65,86811786,386.34,512621],["2023-02-01T05:00:00Z",387.44,395.53,384.7,392.78,101459155,389.87,833210],["2023-02-02T05:00:00Z",396.66,399.96,394.77,398.5,101654463,397.4,724700],["2023-02-03T05:00:00Z",393.54,398.68,393.06,394.26,94630250,395.58,662995],["2023-02-06T05:00:00Z",391.82,393.25,390.2,391.85,60295325,391.93,461546],["2023-02-07T05:00:00Z",390.94,398.22,389.69,396.98,90990745,393.88,695519],["2023-02-08T05:00:00Z",395.01,396.35,391.95,392.64,76227462,393.57,529228],["2023-02-09T05:00:00Z",396.23,396.39,388.01,389.23,78694859,391.81,566609],["2023-02-10T05:00:00Z",388.06,390.53,387.25,390.14,70726597,389.09,488396],["2023-02-13T05:00:00Z",390.79,394.86,390.33,394.72,64913539,393.54,426599],["2023-02-14T05:00:00Z",393.2,396.85,390.59,394.54,88389313,393.89,627808],["2023-02-15T05:00:00Z",392.35,395.9,391.51,395.82,61685279,393.94,427502],["2023-02-16T05:00:00Z",390.86,394.8,390.24,390.37,76431469,392.36,583413],["2023-02-17T05:00:00Z",388.25,389.64,386.33,389.4,89166502,388.02,561230],["2023-02-21T05:00:00Z",385.38,386.43,381.33,381.59,82655924,383.12,559129],["2023-02-22T05:00:00Z",382,383.54,379.61,381.06,83742293,381.44,568097],["2023-02-23T05:00:00Z",383.95,384.56,378.87,383.09,96242399,382.02,740996]] 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,"cost_bp_side":6,"sample":85,"win_rate":49.411764705882355,"avg_win_pct":1.046315050016964,"avg_loss_pct":1.3047338220121734,"mean_trade_pct":-0.14303908524483494,"return_pct":-0.9904116127343765,"drawdown_pct":-1.9254991703749558,"annual_pct":-1.4477200319909067,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706} 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. [["2022-12-20T05:00:00Z",362.6,365.47,361.28,363.85,74427240,363.96,513483],["2022-12-21T05:00:00Z",366.44,370.42,365.9,369.29,78167369,368.81,478300],["2022-12-22T05:00:00Z",366.25,369.27,358.33,364.02,100120855,362.13,679690],["2022-12-23T05:00:00Z",363,366.26,361.45,366.12,59746356,364.67,440048],["2022-12-27T05:00:00Z",366,366.34,363,364.67,51638180,364.95,429000],["2022-12-28T05:00:00Z",364.6,366.57,359.91,360.14,70911520,362.24,503138],["2022-12-29T05:00:00Z",362.98,367.49,362.45,366.62,66970877,366.18,481641],["2022-12-30T05:00:00Z",363.94,365.8,361.83,365.66,83957691,364.03,547366],["2023-01-03T05:00:00Z",367.51,369.48,361.26,364.12,74850731,364.05,590240],["2023-01-04T05:00:00Z",366.37,368.95,363.33,366.93,85934098,366.45,632808],["2023-01-05T05:00:00Z",364.98,365.09,362.15,362.74,76970456,363.37,530899],["2023-01-06T05:00:00Z",365.83,372.18,362.77,371.06,104026233,368.98,685781],["2023-01-09T05:00:00Z",373.25,376.43,370.67,370.85,73978071,373.52,549428],["2023-01-10T05:00:00Z",370.26,373.52,369.33,373.45,65358094,371.98,471959],["2023-01-11T05:00:00Z",375.03,378.25,374.21,378.17,68881080,376.35,452704],["2023-01-12T05:00:00Z",379.27,381.01,375.21,379.55,90157699,378.93,665043],["2023-01-13T05:00:00Z",376.36,381.6,376.09,381.02,63859516,379.32,467201],["2023-01-17T05:00:00Z",381,382.68,379.64,380.32,62677281,380.78,437654],["2023-01-18T05:00:00Z",381.51,382.57,374.12,374.32,99632262,377.39,642981],["2023-01-19T05:00:00Z",372.28,373.93,370.27,371.59,86958919,372.12,548675],["2023-01-20T05:00:00Z",372.99,378.67,371.35,378.52,91540638,375.73,504225],["2023-01-23T05:00:00Z",379.32,384.98,378.36,383.06,84178797,382.53,568459]] 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,"cost_bp_side":16,"sample":693,"win_rate":43.722943722943725,"avg_win_pct":1.0497530757657871,"avg_loss_pct":1.4076187714913904,"mean_trade_pct":-0.3331834616516719,"return_pct":-17.443805966494452,"drawdown_pct":-17.631252757542924,"annual_pct":-3.1525611975993906,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.168831168831169} 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. [["2022-11-17T05:00:00Z",371.63,375.9,371.32,375.22,74496255,373.64,499524],["2022-11-18T05:00:00Z",378.56,378.62,374.08,376.93,92769313,376.21,523108],["2022-11-21T05:00:00Z",375.61,376.73,373.72,375.56,51243189,375.45,401650],["2022-11-22T05:00:00Z",377.5,380.77,376.09,380.61,60429025,379.07,416891],["2022-11-23T05:00:00Z",380.28,383.5,380.05,383.01,68261628,382.21,476626],["2022-11-25T05:00:00Z",382.45,383.48,382.17,382.92,30545434,382.9,184647],["2022-11-28T05:00:00Z",379.84,381.48,376.05,376.81,68021749,378.34,441562],["2022-11-29T05:00:00Z",376.95,378.14,374.33,376.17,52310039,376.1,421324],["2022-11-30T05:00:00Z",376.41,388.02,374.5,388.02,144566653,382.29,814133],["2022-12-01T05:00:00Z",389.05,390.22,385.23,387.73,76398170,387.68,600444],["2022-12-02T05:00:00Z",382.85,388.19,382.74,387.28,85266739,385.5,573028],["2022-12-05T05:00:00Z",384.47,385.4,378.97,380.32,77289815,381.63,553485],["2022-12-06T05:00:00Z",380.16,380.7,372.75,374.83,77972217,375.54,613994],["2022-12-07T05:00:00Z",373.99,376.56,373.06,374.2,65927896,374.49,486280],["2022-12-08T05:00:00Z",376.08,378.19,374.3,377.13,60737912,376.71,463709],["2022-12-09T05:00:00Z",375.89,378.44,374.19,374.31,81353584,376.41,483853],["2022-12-12T05:00:00Z",375.1,379.71,374.44,379.71,75405835,377.26,442294],["2022-12-13T05:00:00Z",390.43,390.69,379.82,382.58,123782534,384.28,894907],["2022-12-14T05:00:00Z",382.24,385.94,377.2,380.14,108111349,381.85,851107],["2022-12-15T05:00:00Z",375.28,376.19,369.18,370.84,117705889,371.37,851158],["2022-12-16T05:00:00Z",368.29,369.62,364.33,366.46,118935616,366.5,744379],["2022-12-19T05:00:00Z",366.65,366.99,361.69,363.35,79878103,363.83,521301]] 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,"cost_bp_side":6,"sample":693,"win_rate":47.33044733044733,"avg_win_pct":1.1622766582272532,"avg_loss_pct":1.298209026864466,"mean_trade_pct":-0.13365014560893357,"return_pct":-7.482735811444297,"drawdown_pct":-8.062771031087145,"annual_pct":-1.2912775159435896,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.168831168831169} 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. [["2022-10-18T04:00:00Z",357.04,357.34,349.79,353.23,98962943,353.19,678100],["2022-10-19T04:00:00Z",351.19,353.91,347.92,350.73,81191329,350.73,534024],["2022-10-20T04:00:00Z",350.28,354.7,347.02,347.79,89795566,350.09,637990],["2022-10-21T04:00:00Z",347.51,356.72,346.01,356.24,134419474,352.88,720347],["2022-10-24T04:00:00Z",357.76,361.73,355.11,360.6,87697246,359.2,627087],["2022-10-25T04:00:00Z",360.52,366.67,360.41,366.35,80716012,364.67,599910],["2022-10-26T04:00:00Z",363.21,368.89,362.96,363.59,104989718,365.28,659898],["2022-10-27T04:00:00Z",364.59,366.43,361.03,361.65,83114489,363.22,602264],["2022-10-28T04:00:00Z",361.55,370.73,361.37,370.26,103100112,367.71,597440],["2022-10-31T04:00:00Z",367.8,369.67,366.68,367.58,97000212,367.98,593420],["2022-11-01T04:00:00Z",371.32,371.56,364.8,365.97,85675227,366.95,542405],["2022-11-02T04:00:00Z",365.38,369.89,356.68,356.79,129869586,363,896387],["2022-11-03T04:00:00Z",353.55,356.15,351,353.12,87348809,354.07,642147],["2022-11-04T04:00:00Z",358.82,360.6,352.15,358.2,106018690,356.19,704416],["2022-11-07T05:00:00Z",359.49,362.21,357.42,361.62,68286947,360.03,479700],["2022-11-08T05:00:00Z",362.73,366.54,359.5,363.58,84641062,363.65,602485],["2022-11-09T05:00:00Z",361.61,362.76,355.59,356.08,78495470,358.86,595032],["2022-11-10T05:00:00Z",369.33,375.99,367.04,375.65,141455847,372.28,963919],["2022-11-11T05:00:00Z",376.51,380.09,374.63,379.29,93752318,377.82,650865],["2022-11-14T05:00:00Z",377.53,380.88,375.79,376.06,71893165,378.52,528091],["2022-11-15T05:00:00Z",381.8,382.91,375.46,379.27,93194452,379.57,751201],["2022-11-16T05:00:00Z",377.64,378.59,375.75,376.38,68508454,376.89,485119]] 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,"cost_bp_side":16,"sample":327,"win_rate":36.08562691131498,"avg_win_pct":0.7219622563489604,"avg_loss_pct":0.9572955037660856,"mean_trade_pct":-0.35132481357166523,"return_pct":-8.991668540893727,"drawdown_pct":-9.243124263749024,"annual_pct":-3.099904585973068,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all