Notes

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"green",0,-2.598294162686841,3.2859841275300394,15,0.4666666666666667,0.3134940123123204,0.5997839756469164,-0.17358758126593923,0],[0.1,"green",6,-4.335840161901752,4.40213816254551,15,0.26666666666666666,0.37703653818321237,0.5371088807194131,-0.29333676901204625,0],[0.1,"green",16,-7.163146381649119,7.163146381649154,15,0.2,0.25318174760983697,0.6790092002250434,-0.49257101065806747,0],[0.2,"open",0,-3.148280944662827,4.720877148113079,27,0.4444444444444444,0.42569832591803974,0.5498815113815549,-0.11629047258173517,0],[0.2,"open",6,-6.23598592971182,6.891677065273982,27,0.3333333333333333,0.42435158456779387,0.5663297714633551,-0.23610265278630546,0],[0.2,"open",16,-11.164967832179695,11.4326283559803,27,0.18518518518518517,0.4660910224680661,0.6403472190476381,-0.43545124839658184,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"open",0,-2.1810892366203576,2.8717248135395557,15,0.4666666666666667,0.41447215205836235,0.6335274637261357,-0.14446097636003663,0],[0.1,"open",6,-3.926077741527581,3.9926597192559643,15,0.26666666666666666,0.5535540057938347,0.5616226192490887,-0.26424218590430915,0],[0.1,"open",16,-6.765494283904718,6.765494283904716,15,0.2,0.4880681277343796,0.7014352302199265,-0.46353455862906523,0],[0.1,"managed",0,-1.9134236310864368,2.7495550277735092,15,0.4666666666666667,0.414472152058364,0.599783975646919,-0.12646444938445361,0],[0.1,"managed",6,-3.663187014400876,3.7299511829269716,15,0.26666666666666666,0.5535540057938301,0.537108880719414,-0.2462654443158823,0],[0.1,"managed",16,-6.510373160244706,6.510373160244698,15,0.2,0.4880681277343782,0.6790092002250434,-0.44559373463315893,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"green",0,-4.913642048931126,6.194674073586315,43,0.4883720930232558,0.6271014439971442,0.8199802480368142,-0.11326593332255556,0],[0.3,"green",6,-9.695661368074013,10.21465545481276,43,0.4418604651162791,0.5679387587371909,0.8672224283494114,-0.23308143870649414,0],[0.3,"green",16,-17.137267537249727,17.188597419692098,43,0.3953488372093023,0.4202229036397368,0.9899438616360396,-0.4324360707130582,0],[0,"buyhold",6,15.987469277740773,12.033882263865214,1,1,15.989068024668551,0,15.989068024668551,0.25],[0,"buyhold",16,15.755725908746761,12.03388226386516,1,1,15.75730148133763,0,15.75730148133763,0.25]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"open",0,3.0600353707999033,4.090401892921425,43,0.4883720930232558,0.9447379415392433,0.7537427917311398,0.07574779893579146,0.020044658842741356],[0.3,"open",6,-2.1229907834706636,5.177550469446668,43,0.4418604651162791,0.9186247085009079,0.8065715130919268,-0.04427550820206957,0],[0.3,"open",16,-10.188629341269575,10.244263604838865,43,0.3953488372093023,0.8113829202396369,0.9340702605435857,-0.24400737511766055,0],[0.3,"managed",0,2.290525262956737,4.227503312976866,43,0.4883720930232558,0.9799307553097358,0.8199802480368134,0.059046055923129226,0.015063833746208427],[0.3,"managed",6,-2.853801205246441,5.313097825919355,43,0.4418604651162791,0.9574792652582853,0.8672224283494118,-0.06095888931345282,0],[0.3,"managed",16,-10.85921670593026,10.914435569601777,43,0.3953488372093023,0.8547218366588356,0.9899438616360418,-0.26065742277527626,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.2,"managed",0,-2.159647363272768,6.537135892422475,25,0.48,0.9377431700285315,1.0192039335491683,-0.07986932383187247,0],[0.2,"managed",6,-5.051266982269124,8.14931119585236,25,0.44,0.8967702126632837,1.061250783982397,-0.19972154545829737,0],[0.2,"managed",16,-9.6819762267054,10.774642200792428,25,0.36,0.8686487555681824,1.1122755978948617,-0.39914283064816597,0],[0.2,"green",0,-6.2673853471101655,8.109345415194092,25,0.48,0.5748693866910962,1.0192039335491672,-0.25404873983384074,0],[0.2,"green",6,-9.037602953300357,10.209281087334487,25,0.44,0.5013431147092182,1.0612507839823946,-0.3737094685580849,0],[0.2,"green",16,-13.47389609290003,13.643629703105209,25,0.36,0.38631460384222055,1.1122755978948624,-0.5727831252695126,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"green",0,-3.3510887124397413,5.426473295917478,12,0.5,0.6477026227583639,1.2034873094906364,-0.2778923433661363,0],[0.1,"green",6,-4.732860497913475,6.498477318064633,12,0.5,0.5270505083156936,1.3221042251667088,-0.39752685842550756,0],[0.1,"green",16,-6.992055512809828,8.258145752638402,12,0.4166666666666667,0.40605560357523957,1.3127018789687261,-0.5965529279087403,0],[0.2,"open",0,-1.6543092553116594,5.847264341029545,25,0.48,0.8890141855609237,0.9365823702112707,-0.06029602344061745,0],[0.2,"open",6,-4.56086387349635,7.471339492471996,25,0.44,0.8436697634187633,0.9846151068993216,-0.18016976395936435,0],[0.2,"open",16,-9.215490385042143,10.116048687783163,25,0.36,0.803877878015428,1.0453533590039947,-0.3796301136770026,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"open",0,-1.2422263376773683,3.481977713351414,12,0.5,0.9288386913987259,1.121681236274482,-0.09642127243787782,0],[0.1,"open",6,-2.6541481423295292,4.458290413317778,12,0.5,0.8078774958778954,1.240388089571979,-0.21625529684704187,0],[0.1,"open",16,-4.962638398120942,6.256354505993588,12,0.4166666666666667,0.7423746766867177,1.2427994219942626,-0.4156435475438541,0],[0.1,"managed",0,-1.6974674668584044,3.8343842302814513,12,0.5,0.9353226384105058,1.203487309490635,-0.13408233554006468,0],[0.1,"managed",6,-3.102880772454444,4.89870653594976,12,0.5,0.8143543144363882,1.3221042251667094,-0.25387495536516075,0],[0.1,"managed",16,-5.4007296410236,6.688482139552354,12,0.4166666666666667,0.7501313301095616,1.3127018789687281,-0.45318804185277434,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"green",0,-7.6913530311219,8.09547419691018,46,0.45652173913043476,0.6003764605239638,0.8172966335189389,-0.1700980471080485,0],[0.3,"green",6,-12.648708959218391,12.968050272588204,46,0.3695652173913043,0.6049123181423567,0.8143675408922857,-0.28985107124904835,0],[0.3,"green",16,-20.32644556310072,20.53821685654714,46,0.32608695652173914,0.4699154135365231,0.9531282567836006,-0.4890922773313862,0],[0,"buyhold",6,19.349800508044588,11.041643407390922,1,1,19.351735488095382,0,19.351735488095382,0.25],[0,"buyhold",16,19.111339189501052,11.0416434073909,1,1,19.11325032341999,0,19.11325032341999,0.25]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"open",0,3.223108614712328,3.4988909684775082,46,0.45652173913043476,1.0070075965300083,0.7079075695496775,0.07498848453017903,0.018616663069021946],[0.3,"open",6,-2.3203990220121113,5.859561930941048,46,0.3695652173913043,1.1066691297821827,0.7201702981340636,-0.04503398781719008,0],[0.3,"open",16,-10.905941822188812,11.512861520088757,46,0.32608695652173914,1.0374369532832548,0.8651843195642104,-0.244764339287863,0],[0.3,"managed",0,0.4105205762855007,4.8269625173458675,46,0.45652173913043476,1.0070075965300083,0.8172966335189396,0.015537906286014879,0.00385744515224018],[0.3,"managed",6,-4.981939456087526,7.794323320983598,46,0.3695652173913043,1.106669129782181,0.8143675408922882,-0.10441920607781054,0],[0.3,"managed",16,-13.333546315879733,13.923928872963954,46,0.32608695652173914,1.0374369532832544,0.953128256783599,-0.30403090567484287,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.2,"managed",0,-2.451276128653865,5.150753074944658,32,0.46875,0.9888984997831396,1.0043911567282917,-0.07003663023855836,0],[0.2,"managed",6,-6.126138469588807,6.490143511624735,32,0.40625,1.010497523648966,1.0112240520651112,-0.1898996619312673,0],[0.2,"managed",16,-11.945854664315481,11.945854664315414,32,0.34375,0.972297336304994,1.102579475251193,-0.3893405712787538,0],[0.2,"green",0,-7.943230152404396,8.619934056584366,32,0.46875,0.5965548319527313,1.0043911567282924,-0.25394772453406256,0],[0.2,"green",6,-11.4111992176606,11.411199217660606,32,0.40625,0.5582909947054838,1.0112240520651132,-0.373608564314558,0],[0.2,"green",16,-16.903267725115803,16.90326772511581,32,0.34375,0.43893922327441076,1.1025794752511913,-0.5726824226330155,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"green",0,0.028011539733302015,1.2046251273379882,11,0.45454545454545453,0.7530825477062235,0.6178439352183023,0.005304466111027664,0.0017609178858228325],[0.1,"green",6,-1.2836820807768958,1.6186827845943719,11,0.45454545454545453,0.6323145785424612,0.7371047073956588,-0.11464139560560425,0],[0.1,"green",16,-3.4317282568564,3.43172825685637,11,0.45454545454545453,0.43123088226887185,0.9354522991498243,-0.3142326712322352,0],[0.2,"open",0,0.2811504373044613,3.498890968477475,32,0.46875,0.9888984997831397,0.8435248861852608,0.015423575987427003,0.00389918075282987],[0.2,"open",6,-3.4966480681245,4.528016379778721,32,0.40625,1.0104975236489657,0.8674493131183523,-0.10453341068162922,0],[0.2,"open",16,-9.479379692533154,9.479379692533163,32,0.34375,0.9722973363049894,0.9727574726892362,-0.30414488209747115,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"open",0,2.165323398626947,1.1856741229678502,11,0.45454545454545453,1.1821032154496163,0.6178439352183046,0.20031386053984118,0.04236386846804474],[0.1,"open",6,0.8256026456446762,1.3633671160081184,11,0.45454545454545453,1.0608635808351028,0.7371047073956545,0.08015360543650792,0.018888763570668474],[0.1,"open",16,-1.3683411194693236,2.415954588036706,11,0.45454545454545453,0.8589236421571487,0.9354522991498242,-0.11982687128301833,0],[0.1,"managed",0,2.165323398626947,1.1856741229678502,11,0.45454545454545453,1.1821032154496163,0.6178439352183046,0.20031386053984118,0.04236386846804474],[0.1,"managed",6,0.8256026456446762,1.3633671160081184,11,0.45454545454545453,1.0608635808351028,0.7371047073956545,0.08015360543650792,0.018888763570668474],[0.1,"managed",16,-1.3683411194693236,2.415954588036706,11,0.45454545454545453,0.8589236421571487,0.9354522991498242,-0.11982687128301833,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"green",0,-4.45932450201284,6.968583931703687,58,0.4827586206896552,0.4165425070543638,0.5376678106150988,-0.07701455380915131,0],[0.3,"green",6,-10.88282530858877,11.700241762301411,58,0.41379310344827586,0.35183984825125775,0.5841944520095521,-0.1968699139705964,0],[0.3,"green",16,-20.643373939523418,20.643373939523425,58,0.3103448275862069,0.2376643068700576,0.6815794383502338,-0.3962968967301434,0],[0,"buyhold",6,-10.730272760504203,23.32268370607029,1,0,0,10.731345787780256,-10.731345787780256,0],[0,"buyhold",16,-10.908633987527082,23.32268370607039,1,0,0,10.909724850925834,-10.909724850925834,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"open",0,1.7344000836593407,5.665620307579767,58,0.46551724137931033,0.628446087395058,0.48715909841856925,0.03217435014984343,0.012799168773254599],[0.3,"open",6,-5.105524352584109,8.268005713317772,58,0.39655172413793105,0.6027442779088327,0.5415879836221016,-0.08780105232535171,0],[0.3,"open",16,-15.4988312271671,15.524591622779859,58,0.29310344827586204,0.5815242812933322,0.647750687194713,-0.2874459550516653,0],[0.3,"managed",0,0.5375948694917951,6.326236204016911,58,0.46551724137931033,0.6249695526774812,0.5221482388524475,0.011854870997691806,0.004742179417742548],[0.3,"managed",6,-6.221864579263911,8.910397318957731,58,0.39655172413793105,0.5986676152746907,0.5725442943145057,-0.10809819223603126,0],[0.3,"managed",16,-16.492904414873646,16.518361764753987,58,0.29310344827586204,0.576019816510813,0.6741240066005826,-0.30770254120586316,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.2,"managed",0,1.3149767009708626,5.103084666451052,33,0.5151515151515151,0.582182807062189,0.5317979059824096,0.04207094619208056,0.018066037712612545],[0.2,"managed",6,-2.6186958954000374,5.953312916640674,33,0.42424242424242425,0.5665412659451421,0.552778096376659,-0.07791533660377362,0],[0.2,"managed",16,-8.838362140782555,9.597998302243916,33,0.30303030303030304,0.557645120606134,0.6407213439075915,-0.2775799910246444,0],[0.2,"green",0,-1.0597950303920698,5.2611999475225435,33,0.5454545454545454,0.41349737110981716,0.5634803606497155,-0.03058341605360674,0],[0.2,"green",6,-4.90126433376056,6.968121503315983,33,0.45454545454545453,0.35734538346356004,0.5736858276929774,-0.15048982262182395,0],[0.2,"green",16,-10.975144753009557,11.121574057233586,33,0.3333333333333333,0.2554883241256981,0.6527583715118213,-0.35000947296598156,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"green",0,-0.7155130506299656,2.852093467374661,13,0.46153846153846156,0.5632284649728103,0.5811260177572706,-0.05296241034338706,0],[0.1,"green",6,-2.2523327940386366,3.3826240670251084,13,0.46153846153846156,0.44266922144454124,0.7004271576240952,-0.17284421343857076,0],[0.1,"green",16,-4.761020596401897,4.97529883719785,13,0.38461538461538464,0.32869980713888747,0.8104560788633968,-0.37231919963174887,0],[0.2,"open",0,2.029480756787189,4.433842733045646,33,0.5151515151515151,0.5821828070621876,0.4880778553830057,0.0632685464826999,0.02716867696676145],[0.2,"open",6,-1.9319332961370377,5.290067051663683,33,0.42424242424242425,0.5665412659451416,0.5160016881554629,-0.056741040961267,0],[0.2,"open",16,-8.195462521138735,8.960455868042816,33,0.30303030303030304,0.5576451206061324,0.6104015331357789,-0.25644800169883614,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"open",0,0.637882394765677,2.8231578642488375,13,0.38461538461538464,0.9552141235578061,0.511706527211348,0.05249372308448049,0.013738731921425495],[0.1,"open",6,-0.91988649090099,3.2304321485578047,13,0.38461538461538464,0.8342239308789573,0.6310839868868872,-0.06750401851540855,0],[0.1,"open",16,-3.462771444802934,3.905358425436145,13,0.3076923076923077,0.838849126804898,0.7587621866044881,-0.2671894747862154,0],[0.1,"managed",0,0.6079162242214011,2.8520934673746723,13,0.38461538461538464,0.9552141235578065,0.5155554012842173,0.050125185193484176,0.013118834813389033],[0.1,"managed",6,-0.9493888165492878,3.259246480742972,13,0.38461538461538464,0.8342239308789529,0.6349286295064507,-0.06986995243514164,0],[0.1,"managed",16,-3.4915165950973917,3.9339717899991578,13,0.3076923076923077,0.8388491268048988,0.7621728186135246,-0.2695506815617021,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"green",0,-5.944335511134568,11.789483180839898,59,0.4406779661016949,0.72091216353637,0.7466375141311271,-0.0999207070234166,0],[0.3,"green",6,-12.373209618417025,15.772091518167542,59,0.423728813559322,0.6256304549888028,0.8413548099928208,-0.21975088415314975,0],[0.3,"green",16,-22.126427239452198,23.09301061307255,59,0.3898305084745763,0.46905103299811735,0.986582517987795,-0.4191321506543038,0],[0,"buyhold",6,20.54922095918821,19.551591128254643,1,1,20.551275881284123,0,20.551275881284123,0.25],[0,"buyhold",16,20.30836319439129,19.551591128254586,1,1,20.310394030710725,0,20.310394030710725,0.25]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"open",0,0.8622411950248989,9.389956666762211,59,0.4406779661016949,0.9984205881821593,0.7499499780097545,0.020518407091766815,0.005137716342850304],[0.3,"open",6,-6.031874692040503,13.480901001261003,59,0.423728813559322,0.9139219200613417,0.8445663138489927,-0.09944418083613911,0],[0.3,"open",16,-16.49090864248244,19.892770668883696,59,0.3898305084745763,0.781785226169578,0.9896095448446943,-0.2990658205509949,0],[0.3,"managed",0,1.6793552156526628,9.461314251132025,59,0.4406779661016949,1.025862082737953,0.7466375141311288,0.034464003133212275,0.008398790566766609],[0.3,"managed",6,-5.270611886737674,13.549036868757646,59,0.423728813559322,0.9424296984445383,0.8413548099928212,-0.0855139165871603,0],[0.3,"managed",16,-15.814377478890776,19.955857035089373,59,0.3898305084745763,0.8127100302373508,0.986582517987796,-0.285163389018671,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.2,"managed",0,-3.8605174079402103,8.49266844553458,40,0.375,1.0248852628571308,0.7618421843206138,-0.09181939162895958,0],[0.2,"managed",6,-8.366211177247283,11.56929747672758,40,0.35,0.9709549896610479,0.8484503411209706,-0.2116584753472641,0],[0.2,"managed",16,-15.41135898740257,16.81084811212553,40,0.325,0.8283874595125829,1.007824940520131,-0.4110559105094989,0],[0.2,"green",0,-8.909528604119838,10.34203547735515,40,0.375,0.658688628115654,0.7618421843206133,-0.22914312965701306,0],[0.2,"green",6,-13.178594323489074,14.065501676029202,40,0.35,0.579032806034506,0.8484503411209692,-0.348831239616553,0],[0.2,"green",16,-19.853748149766286,20.434046998188336,40,0.325,0.4071607130299406,1.0078249405201298,-0.547954603116357,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"green",0,-3.390506862800032,6.488446863406139,23,0.43478260869565216,0.639247681799009,0.7502847614536683,-0.14614022090902595,0],[0.1,"green",6,-6.020468637132535,8.541518055508446,23,0.43478260869565216,0.5186048627209671,0.8693999281469531,-0.26591958429133566,0],[0.1,"green",16,-10.245608434210306,11.863558971138033,23,0.391304347826087,0.3530883245509821,0.9912566320734741,-0.46520860556825216,0],[0.2,"open",0,-4.633111992113743,8.420547428116866,40,0.375,0.9773200056270852,0.7662146366403975,-0.11238914579009147,0],[0.2,"open",6,-9.102597176661993,11.499601288142614,40,0.35,0.9200482425482008,0.8526500000098112,-0.2322056151145069,0],[0.2,"open",16,-16.09112888179892,17.479371454229142,40,0.325,0.7736743446234557,1.0118609763293211,-0.43156199701966885,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.1,"open",0,0.847000435196287,4.2205942286801745,23,0.43478260869565216,1.0217875181009979,0.7101465794104312,0.04286824559453797,0.01048854209782503],[0.1,"open",6,-1.898317313484972,6.103511730629785,23,0.43478260869565216,0.9007241346122198,0.8293058740330885,-0.07711891375251974,0],[0.1,"open",16,-6.308781141812449,9.514108202743731,23,0.391304347826087,0.7768169870515425,0.9541008250236889,-0.276785159429033,0],[0.1,"managed",0,1.0088045852740832,4.726427720486748,23,0.43478260869565216,1.0931354039460706,0.7502847614536696,0.05120226698099984,0.011709955325791901],[0.1,"managed",6,-1.7409178933754106,6.655011907515595,23,0.43478260869565216,0.9719935805701981,0.869399928146952,-0.06879405479166927,0],[0.1,"managed",16,-6.158458098274446,10.045576272014811,23,0.391304347826087,0.8558470418913942,0.9912566320734771,-0.2684769335654841,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"green",0,0.9059706740324032,3.9349309654945874,51,0.6078431372549019,0.4074887919892291,0.5817790524445154,0.019540617701486098,0.011988438753183284],[0.3,"green",6,-5.084303202213539,7.393374019623355,51,0.43137254901960786,0.43301223371829217,0.505094303423117,-0.10042089524447001,0],[0.3,"green",16,-14.288330345509554,14.526857769853274,51,0.35294117647058826,0.2981585731840019,0.6263310325702635,-0.30004058348052276,0],[0,"buyhold",6,20.688933631154825,13.616429564659338,1,1,20.691002524517938,0,20.691002524517938,0.25],[0,"buyhold",16,20.447796719951043,13.616429564659304,1,1,20.449841499623027,0,20.449841499623027,0.25]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.3,"open",0,12.47266109375913,2.7334264590803237,51,0.6078431372549019,0.7115283144319139,0.5045527663480424,0.23463377294957824,0.08244006885970177],[0.3,"open",6,5.795731680748872,3.951284189863613,51,0.43137254901960786,0.8609605564599659,0.451893349289058,0.11443578652424646,0.03322910256039345],[0.3,"open",16,-4.463338408669619,7.403180875277848,51,0.37254901960784315,0.7749164137829261,0.5965526360510559,-0.08561318611290572,0],[0.3,"managed",0,9.457588465001322,2.7441352671140673,51,0.6078431372549019,0.6731946370305315,0.5817790524445122,0.18104809213835762,0.06723467559729918],[0.3,"managed",6,2.9596485675010284,5.410869551714814,51,0.43137254901960786,0.8070043049284464,0.5050943034231195,0.06090901782657567,0.0188688639746402],[0.3,"managed",16,-7.024404987923048,9.887132857116299,51,0.37254901960784315,0.7125655807012158,0.6446696702638999,-0.13903300813964112,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

Sep9 08UTC retrieval. extension: {"columns":["threshold","rule","cost_bps","return_pct","drawdown_pct","sample","win_probability","average_win_pct","average_loss_pct","mean_pct","quarter_kelly"],"rows":[[0.2,"managed",0,5.383549527541379,3.603729879226958,29,0.5517241379310345,0.887437078708468,0.6763602613959413,0.18642447797200865,0.05251766081357609],[0.2,"managed",6,1.779279780863294,4.486311256815789,29,0.3793103448275862,1.1467854909684723,0.5940297282062388,0.06627949286003093,0.014448973539954973],[0.2,"managed",16,-3.955994019407171,6.864855959851679,29,0.3793103448275862,0.9446738800137678,0.7926631842688686,-0.13367326333407545,0],[0.2,"green",0,-1.7209763649829026,4.4664636031112925,29,0.5517241379310345,0.4453213531347413,0.6763602613959387,-0.05750143958590834,0],[0.2,"green",6,-5.082261055134461,6.955548651199573,29,0.3793103448275862,0.5044150714594375,0.5940297282062379,-0.17737825247098174,0],[0.2,"green",16,-10.430886261792125,10.960748305067646,29,0.3448275862068966,0.3378950733701939,0.7530227338533392,-0.3768441796383279,0]]}. Costs per side. vbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator forcost>0. DD syntheticopen/exitmarks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all