Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":31.666666666666664,"mean":-0.3131438770824653,"avgwin":1.427589755384601,"avgloss":1.1198253165184229,"quarterkelly":0,"worst":-2.9877007192556926,"return":-17.62306906048268,"drawdown":21.32923828793889,"exit_counts":{"stop":27,"time":11,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.6727504570270106,0.030426563291928107]}. 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":36.666666666666664,"mean":-0.19360246723780133,"avgwin":1.4715128092413547,"avgloss":1.1576165746731024,"quarterkelly":0,"worst":-3.0606298441918645,"return":-11.545505688238881,"drawdown":18.540571416885165,"exit_counts":{"stop":27,"target":12,"time":8,"stop_gap":7,"target_gap":6},"ambiguous":0,"mean_ci_pct":[-0.587107387542253,0.19306596168132276]}. 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":45,"mean":-0.41404789327947794,"avgwin":1.5903373651384871,"avgloss":2.053999468348722,"quarterkelly":0,"worst":-3.5257708418437894,"return":-22.929592202646095,"drawdown":30.480539064810188,"exit_counts":{"stop":26,"time":12,"target":11,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.9850229555668926,0.17362149701384771]}. 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":33.33333333333333,"mean":-0.4937410183732025,"avgwin":1.2885546072867526,"avgloss":1.3848888312031802,"quarterkelly":0,"worst":-3.1815316322773457,"return":-26.149479181698588,"drawdown":26.562989302483853,"exit_counts":{"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8884585875861224,-0.11406985577770268]}. 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":38.333333333333336,"mean":-0.426002575540663,"avgwin":1.2478153712473878,"avgloss":1.4664840019224243,"quarterkelly":0,"worst":-3.2543150445670244,"return":-23.102939414036076,"drawdown":23.42848005140471,"exit_counts":{"stop":25,"target":12,"time":10,"target_gap":7,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.8386232633166744,-0.01533846674509171]}. 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":45,"mean":-0.2146764681122909,"avgwin":1.7937215766184165,"avgloss":1.8579112319828697,"quarterkelly":0,"worst":-3.3326290969262318,"return":-13.10334656196436,"drawdown":27.571072460280877,"exit_counts":{"stop":26,"time":12,"target":11,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.774056076679098,0.3598478822545628]}. 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":33.33333333333333,"mean":-0.2945291391217747,"avgwin":1.4913346486277168,"avgloss":1.1874610329965205,"quarterkelly":0,"worst":-2.9877007192556926,"return":-16.73375946524187,"drawdown":20.477168617650122,"exit_counts":{"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.6905987476232384,0.0873275355915378]}. 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":38.333333333333336,"mean":-0.2266550836892643,"avgwin":1.4505138524950012,"avgloss":1.2692195575335374,"quarterkelly":0,"worst":-3.0606298441918645,"return":-13.298795022445109,"drawdown":19.943720791051323,"exit_counts":{"stop":25,"target":12,"time":10,"target_gap":7,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.6401543962372986,0.18498301786731924]}. 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
IWM QOE90906 holdout open week3 16bps = -35.726776439888184
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.6973616222513102,"avgwin":1.5494366571213811,"avgloss":2.663310116702415,"quarterkelly":0,"worst":-7.4647245583241535,"return":-35.726776439888184,"drawdown":40.87490186964485,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.2899203422375403,-0.09068858347562941]}. 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
SPY QOE90906 holdout open week3 16bps = -27.926942188750818
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.5220446969261033,"avgwin":1.5704800047407046,"avgloss":1.8228032952595243,"quarterkelly":0,"worst":-5.595890260034519,"return":-27.926942188750818,"drawdown":29.3937518966256,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9494345995284358,-0.11426221283177679]}. 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
OEF QOE90906 holdout open week3 16bps = -25.791260666000447
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.4710990583761978,"avgwin":1.5810487932279598,"avgloss":1.9369189523791674,"quarterkelly":0,"worst":-5.567607780120132,"return":-25.791260666000447,"drawdown":27.271882835959893,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9198222967252466,-0.039604375564836466]}. 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
IWM QOE90906 holdout open week3 6bps = -27.532133374280953
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.49855739216253836,"avgwin":1.7527389852405046,"avgloss":2.4684417223902013,"quarterkelly":0,"worst":-7.2794686125530745,"return":-27.532133374280953,"drawdown":36.714541438829414,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.0921638231656152,0.12097433113459148]}. 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
SPY QOE90906 holdout open week3 6bps = -18.73784367002339
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.32288948173834764,"avgwin":1.7025609793739054,"avgloss":1.6731897891465162,"quarterkelly":0,"worst":-5.406892901447968,"return":-18.73784367002339,"drawdown":22.206382789286415,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.761479295985527,0.08544783961316062]}. 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
OEF QOE90906 holdout open week3 6bps = -16.329869164108928
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.27184184984149984,"avgwin":1.7844144089543612,"avgloss":1.740596320409972,"quarterkelly":0,"worst":-5.37855379990968,"return":-16.329869164108928,"drawdown":20.87490591240213,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.7316860417040933,0.16115322679388758]}. 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":48.333333333333336,"mean":-0.6069232057786861,"avgwin":1.8081613151369234,"avgloss":2.866195822119095,"quarterkelly":0,"worst":-8.37363471690723,"return":-32.38137837171406,"drawdown":43.129032402791964,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.3047777733461294,0.12985818514410147]}. 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":-0.45527366589125223,"avgwin":1.700161021196986,"avgloss":1.8922301239500776,"quarterkelly":0,"worst":-6.055381329155574,"return":-25.149062672834415,"drawdown":29.309168553048014,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.0035406331975347,0.024752591706999873]}. 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":-0.42529454908207254,"avgwin":1.830826910786315,"avgloss":1.9293755223276643,"quarterkelly":0,"worst":-6.252386715183766,"return":-23.891953304387687,"drawdown":28.726380950548414,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9820689316767992,0.06146685442889362]}. 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":-0.4079379176631524,"avgwin":1.9503254309429179,"avgloss":2.766201266269223,"quarterkelly":0,"worst":-8.190198412459381,"return":-23.760207094783755,"drawdown":39.12728474003154,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.1081294791488856,0.30872193916407276]}. 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":41.66666666666667,"mean":-0.25598477486533083,"avgwin":1.827721784024197,"avgloss":1.744346602643565,"quarterkelly":0,"worst":-5.867303873299933,"return":-15.605792854593458,"drawdown":25.184244312482885,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.8039118822120892,0.22672599681316433]}. 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":41.66666666666667,"mean":-0.22594563975921908,"avgwin":1.9543941369579247,"avgloss":1.7833311945571788,"quarterkelly":0,"worst":-6.064703664801474,"return":-14.188405815318243,"drawdown":24.459920619336472,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.7968893242333759,0.2545970704792932]}. 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":-0.09686801310574875,"avgwin":1.4622907276187418,"avgloss":1.9447598539644042,"quarterkelly":0,"worst":-6.463794885905405,"return":-6.722116142443769,"drawdown":15.956789813250216,"exit_counts":{"time":25,"stop":18,"target":11,"stop_gap":3,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.5090033561586979,0.31854463707001335]}. 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":-0.1957573993577271,"avgwin":1.089886619589124,"avgloss":1.3569842551806892,"quarterkelly":0,"worst":-5.726520549591063,"return":-11.575395864137374,"drawdown":16.49748709719573,"exit_counts":{"time":25,"stop":20,"target":11,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.6350255781130311,0.24624480887870215]}. 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":-0.08047273523702604,"avgwin":1.0775929649433251,"avgloss":1.2784717354235962,"quarterkelly":0,"worst":-4.299702486050849,"return":-5.278684960512839,"drawdown":12.803513473699656,"exit_counts":{"time":25,"target":16,"stop":14,"stop_gap":2,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.47798764569864605,0.3336584131099558]}. 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":0.10313840729326143,"avgwin":1.6189286580058768,"avgloss":1.8207492186112122,"quarterkelly":0.015926953726963858,"worst":-6.276535075421874,"return":4.9604029489787305,"drawdown":11.907888614833862,"exit_counts":{"time":25,"stop":18,"target":11,"stop_gap":3,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.30404229255149273,0.5131683490699077]}. 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":52.54237288135594,"mean":0.0040510441433976195,"avgwin":1.177908872640079,"avgloss":1.2955772659779283,"quarterkelly":0.0008597957442832704,"worst":-5.537784713302097,"return":-0.500722176790498,"drawdown":14.895684379912788,"exit_counts":{"time":25,"stop":20,"target":11,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.4317498941015847,0.4521418802360194]}. 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