IPHA IPHA study raw SIP panel part 3/103 = 26
Catalyst run-ups2026-09-10 04:15
Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-01-14T05:00:00Z",4.56,4.605,4.47,4.53,25513,4.540462,141],["2022-01-18T05:00:00Z",4.5,4.52,4.4005,4.48,33472,4.483187,245],["2022-01-19T05:00:00Z",4.32,4.36,4.2205,4.3,18830,4.291532,183],["2022-01-20T05:00:00Z",4.36,4.52,4.33,4.43,10790,4.378621,96],["2022-01-21T05:00:00Z",4.25,4.28,4.12,4.12,23881,4.181443,198],["2022-01-24T05:00:00Z",3.92,3.93,3.56,3.71,81308,3.731689,390],["2022-01-25T05:00:00Z",3.86,4.0574,3.71,3.81,185866,3.801857,1150],["2022-01-26T05:00:00Z",3.89,3.91,3.72,3.89,35968,3.868965,347],["2022-01-27T05:00:00Z",3.76,3.8,3.65,3.74,6454,3.756404,73],["2022-01-28T05:00:00Z",3.74,3.88,3.4402,3.59,129648,3.661197,293],["2022-01-31T05:00:00Z",3.74,3.84,3.64,3.79,30242,3.756577,119],["2022-02-01T05:00:00Z",3.83,3.88,3.6624,3.88,44225,3.795882,268],["2022-02-02T05:00:00Z",3.9,3.9,3.8,3.82,4489,3.848551,85],["2022-02-03T05:00:00Z",3.785,4.1,3.785,3.98,62925,4.020383,449],["2022-02-04T05:00:00Z",3.82,3.84,3.76,3.82,11317,3.779538,92],["2022-02-07T05:00:00Z",3.77,3.79,3.74,3.79,1958,3.771544,40],["2022-02-08T05:00:00Z",3.72,3.8,3.72,3.8,4607,3.76938,85],["2022-02-09T05:00:00Z",3.76,3.77,3.5,3.61,28447,3.632347,254],["2022-02-10T05:00:00Z",3.73,3.8243,3.56,3.56,83134,3.743974,485],["2022-02-11T05:00:00Z",3.78,3.85,3.6301,3.68,26372,3.787334,198],["2022-02-14T05:00:00Z",3.63,3.63,3.44,3.49,25170,3.507853,278],["2022-02-15T05:00:00Z",3.6,3.7751,3.57,3.71,20947,3.653095,137],["2022-02-16T05:00:00Z",3.7401,3.76,3.6126,3.67,16942,3.689806,194],["2022-02-17T05:00:00Z",3.76,3.7699,3.55,3.6,4755,3.68899,79],["2022-02-18T05:00:00Z",3.61,3.641,3.5,3.52,16461,3.575405,135],["2022-02-22T05:00:00Z",3.5,3.56,3.355,3.41,29772,3.447977,225]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all
IPHA IPHA study raw SIP panel part 2/103 = 26
Catalyst run-ups2026-09-10 04:15
Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2021-12-08T05:00:00Z",4.8975,5.11,4.81,4.99,70785,4.946755,751],["2021-12-09T05:00:00Z",5,5.08,4.85,4.86,160410,5.017172,1029],["2021-12-10T05:00:00Z",4.88,5.2,4.84,5.04,103738,4.991811,935],["2021-12-13T05:00:00Z",4.88,4.98,4.6519,4.92,55391,4.848465,809],["2021-12-14T05:00:00Z",4.78,5.05,4.76,4.94,66258,4.922222,631],["2021-12-15T05:00:00Z",5.1,5.23,4.94,5.15,67700,5.110329,659],["2021-12-16T05:00:00Z",5.0847,5.17,5,5.11,71740,5.092056,783],["2021-12-17T05:00:00Z",5.01,5.38,4.92,5.28,1114913,5.263435,1431],["2021-12-20T05:00:00Z",4.94,5.19,4.9101,5.02,36635,5.043222,547],["2021-12-21T05:00:00Z",5.0233,5.07,4.98,5.02,31632,5.02904,556],["2021-12-22T05:00:00Z",5.19,5.19,4.95,5.02,56197,5.070037,623],["2021-12-23T05:00:00Z",5.08,5.22,5,5.17,23127,5.131395,360],["2021-12-27T05:00:00Z",5.32,5.34,4.865,5.08,65704,5.142076,743],["2021-12-28T05:00:00Z",5.15,5.25,4.6001,4.82,490288,5.054144,1878],["2021-12-29T05:00:00Z",4.86,4.86,4.6,4.65,82757,4.729932,655],["2021-12-30T05:00:00Z",4.75,4.8999,4.56,4.68,61689,4.751619,378],["2021-12-31T05:00:00Z",4.67,4.71,4.42,4.56,93694,4.533419,735],["2022-01-03T05:00:00Z",4.8,4.85,4.78,4.8,98376,4.809612,635],["2022-01-04T05:00:00Z",4.79,4.79,4.6,4.67,25030,4.70004,361],["2022-01-05T05:00:00Z",4.81,4.87,4.76,4.79,22830,4.808798,364],["2022-01-06T05:00:00Z",4.73,4.73,4.54,4.57,28869,4.636417,365],["2022-01-07T05:00:00Z",4.64,4.67,4.5,4.53,23812,4.599666,305],["2022-01-10T05:00:00Z",4.62,4.64,4.505,4.56,32443,4.581527,418],["2022-01-11T05:00:00Z",4.61,4.6949,4.58,4.63,56974,4.638029,431],["2022-01-12T05:00:00Z",4.71,4.72,4.62,4.62,21267,4.687388,297],["2022-01-13T05:00:00Z",4.66,4.74,4.61,4.65,9048,4.655758,123]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all
IPHA IPHA study raw SIP panel part 1/103 = 26
Catalyst run-ups2026-09-10 04:15
Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2021-11-01T04:00:00Z",5.63,5.91,5.608,5.87,114582,5.800709,1351],["2021-11-02T04:00:00Z",5.84,5.855,5.77,5.8,59269,5.812099,594],["2021-11-03T04:00:00Z",5.82,5.98,5.72,5.97,69895,5.860308,675],["2021-11-04T04:00:00Z",5.97,6.0399,5.8601,5.92,34956,5.93162,361],["2021-11-05T04:00:00Z",5.79,5.79,5.47,5.55,62433,5.60365,755],["2021-11-08T05:00:00Z",5.51,5.6,5.35,5.42,61993,5.482997,431],["2021-11-09T05:00:00Z",5.52,5.53,5.35,5.41,28668,5.436752,329],["2021-11-10T05:00:00Z",5.26,5.49,5.2461,5.41,51412,5.388171,642],["2021-11-11T05:00:00Z",5.22,5.35,5.22,5.35,41480,5.287876,525],["2021-11-12T05:00:00Z",5.32,5.32,5.05,5.1,54117,5.138889,576],["2021-11-15T05:00:00Z",5.1,5.2,5.0807,5.19,20808,5.132697,270],["2021-11-16T05:00:00Z",5.31,5.35,5.19,5.29,42972,5.28688,453],["2021-11-17T05:00:00Z",5.2073,5.2073,5.08,5.08,16736,5.128164,439],["2021-11-18T05:00:00Z",5.13,5.215,5.095,5.21,34898,5.161214,396],["2021-11-19T05:00:00Z",5.05,5.0608,4.95,5.01,45024,5.019836,499],["2021-11-22T05:00:00Z",4.78,4.91,4.74,4.81,111811,4.810015,710],["2021-11-23T05:00:00Z",4.81,4.84,4.73,4.83,56489,4.79069,507],["2021-11-24T05:00:00Z",4.71,4.789,4.71,4.73,11471,4.757417,223],["2021-11-26T05:00:00Z",4.83,4.91,4.75,4.8,27803,4.839234,403],["2021-11-29T05:00:00Z",5.04,5.06,4.95,4.99,151614,5.005652,973],["2021-11-30T05:00:00Z",5.04,5.1591,4.94,4.96,45697,5.013533,580],["2021-12-01T05:00:00Z",5.19,5.21,4.92,5.05,76859,5.071056,538],["2021-12-02T05:00:00Z",4.87,4.92,4.67,4.74,103089,4.778674,627],["2021-12-03T05:00:00Z",4.69,4.69,4.27,4.34,171194,4.486336,1087],["2021-12-06T05:00:00Z",4.57,4.69,4.53,4.65,91892,4.597339,1015],["2021-12-07T05:00:00Z",4.68,4.99,4.68,4.73,43373,4.819244,776]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2/16 = -8.891612928631144
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":2,"cost_bp_side":16,"sample":559,"win_rate":50.089445438282645,"avg_win_pct":2.4565548593468005,"avg_loss_pct":2.724374867752562,"mean_trade_pct":-0.12927589890136076,"return_pct":-8.891612928631144,"drawdown_pct":-22.118667996111153,"annual_pct":-1.5440770632390355,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.200357781753131}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2/6 = -0.17590098973788715
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":2,"cost_bp_side":6,"sample":559,"win_rate":54.56171735241503,"avg_win_pct":2.4504837287838,"avg_loss_pct":2.786989937298047,"mean_trade_pct":0.07066564079669971,"return_pct":-0.17590098973788715,"drawdown_pct":-21.657446809396262,"annual_pct":-0.029416150752470394,"quarter_kelly":0.007209356255527127,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.200357781753131}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/2/16 = -7.3594097060821095
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":43.18936877076412,"avg_win_pct":1.370798072743794,"avg_loss_pct":1.5936359471081902,"mean_trade_pct":-0.31331560630833016,"return_pct":-7.3594097060821095,"drawdown_pct":-10.3205718273348,"annual_pct":-2.5224920322262867,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/2/6 = -2.660748632315546
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":51.162790697674424,"avg_win_pct":1.3433968988402982,"avg_loss_pct":1.6402695194627386,"mean_trade_pct":-0.11374251474955696,"return_pct":-2.660748632315546,"drawdown_pct":-8.49961904081823,"annual_pct":-0.8972638566615454,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2/16 = -7.464710876653003
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":2,"cost_bp_side":16,"sample":301,"win_rate":43.85382059800664,"avg_win_pct":1.336831376963703,"avg_loss_pct":1.6086349773673916,"mean_trade_pct":-0.3169354465643867,"return_pct":-7.464710876653003,"drawdown_pct":-10.589007914710235,"annual_pct":-2.5595370580115406,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2/6 = -2.766007548088023
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":2,"cost_bp_side":6,"sample":301,"win_rate":51.49501661129568,"avg_win_pct":1.3240860905491265,"avg_loss_pct":1.647682152182201,"mean_trade_pct":-0.11736960193849402,"return_pct":-2.766007548088023,"drawdown_pct":-8.826135955349812,"annual_pct":-0.9330934708535077,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.4485049833887045}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/1.5/16 = 0.8077353288156619
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":45.16129032258064,"avg_win_pct":2.64901687549503,"avg_loss_pct":1.9920741956895571,"mean_trade_pct":0.10390241710348201,"return_pct":0.8077353288156619,"drawdown_pct":-4.732183913137355,"annual_pct":1.1856459997830804,"quarter_kelly":0.00980575266098159,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/1.5/6 = 2.9026855756213443
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":49.193548387096776,"avg_win_pct":2.629597506595963,"avg_loss_pct":1.947157319159152,"mean_trade_pct":0.30431078060747724,"return_pct":2.9026855756213443,"drawdown_pct":-4.567855756216687,"annual_pct":4.281332992760367,"quarter_kelly":0.028931307913488455,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/1.5/16 = 0.8537419840112914
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":124,"win_rate":45.96774193548387,"avg_win_pct":2.4629571032107096,"avg_loss_pct":1.9039928160795947,"mean_trade_pct":0.10339545327159368,"return_pct":0.8537419840112914,"drawdown_pct":-4.382766026048646,"annual_pct":1.2533109695237465,"quarter_kelly":0.010495052181055786,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/1.5/6 = 2.9451813246295977
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":124,"win_rate":51.61290322580645,"avg_win_pct":2.3895905894547687,"avg_loss_pct":1.921037504965165,"mean_trade_pct":0.30380280183222014,"return_pct":2.9451813246295977,"drawdown_pct":-4.21783386901623,"annual_pct":4.344434415496923,"quarter_kelly":0.031783980399497924,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.032258064516129}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/1.5/16 = -8.540617475931523
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":48.72037914691943,"avg_win_pct":2.395026495255244,"avg_loss_pct":2.408484339947669,"mean_trade_pct":-0.06819564867345364,"return_pct":-8.540617475931523,"drawdown_pct":-23.728343423393905,"annual_pct":-1.4807938542688026,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/1.5/6 = 9.22262696687719
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":53.459715639810426,"avg_win_pct":2.3785345074386623,"avg_loss_pct":2.4488239078030034,"mean_trade_pct":0.1318681738996502,"return_pct":9.22262696687719,"drawdown_pct":-23.150732699943287,"annual_pct":1.4851209829046974,"quarter_kelly":0.013860233421802773,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/1.5/16 = -8.098528620397827
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":1055,"win_rate":49.00473933649289,"avg_win_pct":2.3918951885588324,"avg_loss_pct":2.425537943936246,"mean_trade_pct":-0.06476739464718856,"return_pct":-8.098528620397827,"drawdown_pct":-24.055724350870943,"annual_pct":-1.4013740384215878,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/1.5/6 = 9.726292519607394
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":1055,"win_rate":53.17535545023697,"avg_win_pct":2.4000321514853686,"avg_loss_pct":2.436585151131907,"mean_trade_pct":0.1353032913024926,"return_pct":9.726292519607394,"drawdown_pct":-23.481944821444834,"annual_pct":1.5631756250980233,"quarter_kelly":0.014093904035697435,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.815165876777251}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/1.5/16 = -5.2295594356480235
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":46.65551839464883,"avg_win_pct":1.3809062413190731,"avg_loss_pct":1.3940179508396346,"mean_trade_pct":-0.09936268392946837,"return_pct":-5.2295594356480235,"drawdown_pct":-13.937288436380136,"annual_pct":-1.7791530597251248,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/1.5/6 = 4.387882917230401
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"partner","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":55.35117056856187,"avg_win_pct":1.351291119219926,"avg_loss_pct":1.4497954781579332,"mean_trade_pct":0.10063874212981165,"return_pct":4.387882917230401,"drawdown_pct":-11.21593311288005,"annual_pct":1.4455933151593214,"quarter_kelly":0.018618997175809948,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/1.5/16 = -4.846516247413135
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":16,"sample":598,"win_rate":47.15719063545151,"avg_win_pct":1.3842022661179492,"avg_loss_pct":1.4051545881264262,"mean_trade_pct":-0.08977225886737304,"return_pct":-4.846516247413135,"drawdown_pct":-14.237138773158364,"annual_pct":-1.646650491745849,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/1.5/6 = 4.817315067172112
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":120,"threshold":1.5,"cost_bp_side":6,"sample":598,"win_rate":55.51839464882943,"avg_win_pct":1.3639937206739663,"avg_loss_pct":1.4545766603171857,"mean_trade_pct":0.11024836725649735,"return_pct":4.817315067172112,"drawdown_pct":-11.517683616735885,"annual_pct":1.5848811060482415,"quarter_kelly":0.02020690520518345,"reconciliation_error":4.547473508864641e-13,"mean_holding":5.8879598662207355}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/60/2.5/16 = -0.011390753006634835
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":51.162790697674424,"avg_win_pct":1.8426251865026122,"avg_loss_pct":1.929797315073492,"mean_trade_pct":0.0002793136398636214,"return_pct":-0.011390753006634835,"drawdown_pct":-1.9562562535828332,"annual_pct":-0.016688335564130075,"quarter_kelly":0.000037896155158090306,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/60/2.5/6 = 0.7120918786366781
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"partner","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":55.81395348837209,"avg_win_pct":1.8825944267432826,"avg_loss_pct":1.9242956125660584,"mean_trade_pct":0.20048022332752732,"return_pct":0.7120918786366781,"drawdown_pct":-1.8582079570809262,"annual_pct":1.0450229453156323,"quarter_kelly":0.026622864234536678,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/60/2.5/16 = -0.0038246271938713328
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":16,"sample":43,"win_rate":51.162790697674424,"avg_win_pct":1.81640032599299,"avg_loss_pct":1.9022019173223632,"mean_trade_pct":0.00033876530409656633,"return_pct":-0.0038246271938713328,"drawdown_pct":-1.4617832418732046,"annual_pct":-0.005603473722337604,"quarter_kelly":0.00004662591434950736,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/60/2.5/6 = 0.7195658441347952
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"2026","mode":"long","lookback":60,"threshold":2.5,"cost_bp_side":6,"sample":43,"win_rate":55.81395348837209,"avg_win_pct":1.857964332231668,"avg_loss_pct":1.893049096365756,"mean_trade_pct":0.2005397940142015,"return_pct":0.7195658441347952,"drawdown_pct":-1.3632517161076496,"annual_pct":1.0560095623848742,"quarter_kelly":0.02698380568120566,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.27906976744186}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all