Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":-0.08401977932607015,"avgwin":1.2172714686549826,"avgloss":1.385311027307123,"quarterkelly":0,"worst":-2.6085973636653548,"return":-5.525158486861767,"drawdown":15.540056317746675,"exit_counts":{"stop":24,"target":17,"time":13,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.5343863089392982,0.3558105847322603]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.08058763530190434,"avgwin":1.35088186927971,"avgloss":1.3331234518108168,"quarterkelly":0,"worst":-2.632670655234226,"return":-5.352821681556577,"drawdown":15.169304279264395,"exit_counts":{"stop":25,"target":18,"time":11,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.5384132804230017,0.3688965096031281]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.1406497136867759,"avgwin":2.320397107214911,"avgloss":1.7813475942879007,"quarterkelly":0,"worst":-2.8682861833437046,"return":-9.366729816881252,"drawdown":14.48459303781563,"exit_counts":{"stop":29,"target":13,"time":8,"target_gap":6,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.720911143109945,0.4403412532730253]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":51.66666666666667,"mean":0.11601236328200185,"avgwin":1.3803425895682437,"avgloss":1.2355130510239807,"quarterkelly":0.02101151630014718,"worst":-2.4136194342297634,"return":6.5201002071559735,"drawdown":13.054940939184734,"exit_counts":{"stop":24,"target":17,"time":13,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.3433145385782938,0.5529626459909923]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":0.1194513784705344,"avgwin":1.4577840148348322,"avgloss":1.2188812578937636,"quarterkelly":0.02048509540078683,"worst":-2.437740920612763,"return":6.714409437808991,"drawdown":12.585822135172043,"exit_counts":{"stop":25,"target":18,"time":11,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.34244407085547524,0.5671640798455138]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":40.67796610169492,"mean":-0.2181440157706377,"avgwin":2.806679982397939,"avgloss":2.2923090430862327,"quarterkelly":0,"worst":-8.297837431050514,"return":-14.592445799377924,"drawdown":25.849507218118994,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-1.0374408929836936,0.6505821087605181]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":50.847457627118644,"mean":0.11788165375982923,"avgwin":1.8372983596821661,"avgloss":1.660825283401209,"quarterkelly":0.0160400804173446,"worst":-5.356638510366518,"return":5.623908220535554,"drawdown":16.807928902383363,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5054466639583844,0.7048781644021327]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":50.847457627118644,"mean":0.19143140928143407,"avgwin":2.0114276045368387,"avgloss":1.6913232754655363,"quarterkelly":0.02379297778971194,"worst":-5.325733056183113,"return":10.146093229272855,"drawdown":17.88311820023899,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.45579119100890186,0.7680961042916299]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.018380390354034735,"avgwin":2.7870916150466645,"avgloss":2.22875227339701,"quarterkelly":0,"worst":-8.11424938017067,"return":-3.89564028410523,"drawdown":20.908833619823298,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8292675547324921,0.8411595463917519]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":54.23728813559322,"mean":0.3183180037446023,"avgwin":1.9180182987916898,"avgloss":1.5776230866815757,"quarterkelly":0.04149048055812811,"worst":-5.167162168938566,"return":18.852695938119428,"drawdown":15.971833777467925,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.2869960731161579,0.8886823371933752]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":54.23728813559322,"mean":0.39201500613455986,"avgwin":2.086771990239839,"avgloss":1.6165858639161417,"quarterkelly":0.04696428358824965,"worst":-5.136194841927555,"return":23.941258640203795,"drawdown":16.891778401962444,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.2623273815218235,0.9896438222452073]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":35.59322033898305,"mean":-0.4091393983674977,"avgwin":2.2377319796358193,"avgloss":1.8718841072640677,"quarterkelly":0,"worst":-2.96563791968405,"return":-22.48079753058456,"drawdown":29.38058523593631,"exit_counts":{"stop":29,"target":14,"time":9,"stop_gap":5,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.8987482232294268,0.09120619193328358]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.16104953580731612,"avgwin":1.2724377294903424,"avgloss":1.2904637448297138,"quarterkelly":0,"worst":-2.6057987013548556,"return":-9.60782045573161,"drawdown":16.730343581494743,"exit_counts":{"stop":23,"target":13,"time":13,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.45428274364684795,0.18141094546399805]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.1865084383361398,"avgwin":1.2975388567326487,"avgloss":1.3557578223297309,"quarterkelly":0,"worst":-2.4043802011397997,"return":-10.977752212408655,"drawdown":18.551592936111938,"exit_counts":{"stop":23,"target":13,"time":12,"stop_gap":7,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.4935341534433897,0.1586437901659813]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":37.28813559322034,"mean":-0.20975814637629056,"avgwin":2.3401869113738942,"avgloss":1.7259416942277517,"quarterkelly":0,"worst":-2.7713747866930594,"return":-12.771962752731248,"drawdown":21.953468096181993,"exit_counts":{"stop":29,"target":14,"time":9,"stop_gap":5,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.6927995776992211,0.2928714143282031]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":45.76271186440678,"mean":0.038828392958291685,"avgwin":1.4231303173527696,"avgloss":1.129176355749549,"quarterkelly":0.0068209482443108566,"worst":-2.4108151689875124,"return":1.713280748213299,"drawdown":10.420607801086557,"exit_counts":{"stop":23,"target":13,"time":13,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.2518469790244874,0.38129036434880187]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":0.013318521617373416,"avgwin":1.5003368845724891,"avgloss":1.1582717037412027,"quarterkelly":0.0022192551810069627,"worst":-2.2089934282291,"return":0.17177290898068803,"drawdown":11.807864735989304,"exit_counts":{"stop":23,"target":13,"time":12,"stop_gap":7,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.2911011068320421,0.36246475530043293]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":45.76271186440678,"mean":-0.35343621114870716,"avgwin":2.2971213073239656,"avgloss":2.5898441173600246,"quarterkelly":0,"worst":-9.897564581212459,"return":-21.249763213283952,"drawdown":35.281025505026854,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-1.054775209822575,0.3565530263015914]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":55.932203389830505,"mean":-0.27154322988385626,"avgwin":1.1959083609166608,"avgloss":2.134077941284512,"quarterkelly":0,"worst":-9.3557184984573,"return":-16.07472892713332,"drawdown":25.059144687443847,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.7529129982684402,0.23340556001949672]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":57.6271186440678,"mean":-0.22945847415794898,"avgwin":1.2786650084586106,"avgloss":2.28050641051647,"quarterkelly":0,"worst":-9.594185166473522,"return":-14.094520163295943,"drawdown":24.018695063626495,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.7292754818013253,0.2987935886628051]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":47.45762711864407,"mean":-0.1539434411814485,"avgwin":2.416228829053768,"avgloss":2.4753893626842247,"quarterkelly":0,"worst":-9.717179189694336,"return":-11.386748459220758,"drawdown":30.525503585869394,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8833410497274427,0.5577701554873787]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":57.6271186440678,"mean":-0.07188650988106986,"avgwin":1.361607809020747,"avgloss":2.021438783587541,"quarterkelly":0,"worst":-9.1742483291823,"return":-5.563570858208515,"drawdown":20.594177152230365,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5472218785802274,0.4272605120601107]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":59.32203389830508,"mean":-0.029717500326692042,"avgwin":1.4442761337694483,"avgloss":2.1792915500502303,"quarterkelly":0,"worst":-9.413192408303727,"return":-3.3353523225817185,"drawdown":21.099857703418323,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5358768931625457,0.49960100962237136]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.5420817759835841,"avgwin":1.867969412648322,"avgloss":1.988112489162728,"quarterkelly":0,"worst":-2.8709162974557723,"return":-4.4180864533784305,"drawdown":6.955931469826582,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.2608010346617,-0.10483365572555002]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.36436903930294057,"avgwin":1.3796759549679813,"avgloss":1.4107960358654936,"quarterkelly":0,"worst":-2.0212633894303056,"return":-2.9616429358751817,"drawdown":4.99999412289045,"exit_counts":{"stop":3,"time":2,"target":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.586599581574085,0.4720918321003201]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all