Notes

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918C00585000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.2282718565391905e-17,4.0294487340528523e-17,7.609451885022308e-14,6.143188207693702e-14,1.3987122067979116e-27,9.341210233515063e-28],-0.052000000000000005,{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"U","c":" ","t":"2026-09-04T19:59:59.473844487Z"},{}],["GLD260918P00323000",0.03,0.06,0.5352,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.4112567049231265e-07,2.856441932662558e-07,4.13314736666855e-06,4.7553178305940036e-06,3.855261187183934e-11,4.9978278735388515e-11],-0.06199999996144739,{"ap":0.06,"as":106,"ax":"A","bp":0.03,"bs":35,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468140673Z"},{"delta":-0.0039,"gamma":0.0003,"rho":-0.0005,"theta":-0.0209,"vega":0.0079}],["GLD260911C00560000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.8853333942675106e-50,1.5081232407229589e-50,5.916542694074806e-37,4.919754884941519e-37,0.0,0.0],-0.07200000000000001,{"ap":0.07,"as":1,"ax":"I","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.473890625Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw

{"key":"EEM_holdout_0_0_base","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"base","return":-3.329479822172654,"drawdown":42.31802072940659,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187,"mean_exposure":1,"annvol":16.427476126013417,"sharpe0":0.04065040924726241,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_holdout_0_0_zero","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"zero","return":7.480388696910456,"drawdown":39.963976760586526,"n":53,"win":49.056603773584904,"W":3.8300750715956178,"L":3.3621545599316223,"K":0.010842413646468041,"mean_exposure":1,"annvol":16.43050579634497,"sharpe0":0.1702138085726755,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_66_1_stress","s":"EEM","period":"train","window":66,"managed":true,"cost":"stress","return":3.7958778097332946,"drawdown":6.224867269437451,"n":24,"win":66.66666666666666,"W":1.7866467942134083,"L":1.4388637795631258,"K":0.0995547364564297,"mean_exposure":0.7800293822379128,"annvol":3.9274213655139256,"sharpe0":0.49298473865341536,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918C00595000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3122115726035942e-18,1.000831396941556e-18,3.903167705791253e-15,3.1229489024186335e-15,1.1857238542859945e-30,7.775649823015895e-31],-0.052000000000000005,{"ap":0.05,"as":272,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.965009572Z"},{}],["GLD260918C00605000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7917004877435286e-20,1.349728983879532e-20,1.7157273965518312e-16,1.3604929310713643e-16,7.0574467036366235e-34,4.556172696379243e-34],-0.052000000000000005,{"ap":0.05,"as":104,"ax":"B","bp":0.03,"bs":2,"bx":"U","c":" ","t":"2026-09-04T19:59:59.47800457Z"},{}],["GLD260918P00295000",0.03,0.07,0.7309,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3493614008424208e-13,1.6991371124606944e-13,3.2881514543606467e-11,3.9723777248805054e-11,2.5305570215185756e-21,3.60975919886593e-21],-0.07200000000000001,{"ap":0.07,"as":51,"ax":"A","bp":0.03,"bs":2,"bx":"N","c":"A","t":"2026-09-04T19:59:59.469703379Z"},{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0239,"vega":0.0066}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw

{"key":"EEM_train_66_1_base","s":"EEM","period":"train","window":66,"managed":true,"cost":"base","return":9.800433545740827,"drawdown":3.247244029578733,"n":24,"win":70.83333333333334,"W":1.9819836561427038,"L":1.3365948752355334,"K":0.1279103531809142,"mean_exposure":0.7800293822379128,"annvol":3.9105958156422793,"sharpe0":1.2126133364968217,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_66_1_zero","s":"EEM","period":"train","window":66,"managed":true,"cost":"zero","return":13.996199175251235,"drawdown":2.1118788493701746,"n":24,"win":70.83333333333334,"W":2.186151540297165,"L":1.1390707902820763,"K":0.13909088697554578,"mean_exposure":0.7800293822379128,"annvol":3.9556945192680923,"sharpe0":1.672383960498076,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_66_0_stress","s":"EEM","period":"train","window":66,"managed":false,"cost":"stress","return":10.96615787520534,"drawdown":15.578158287147403,"n":22,"win":63.63636363636363,"W":5.4364088683773595,"L":4.094827435071778,"K":0.09061610365135982,"mean_exposure":0.7657856773497627,"annvol":12.624753433108522,"sharpe0":0.4746293330142136,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918C00635000",0.01,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.1578893199984385e-26,3.034985784196809e-26,6.113591756459656e-21,4.720359761949948e-21,2.4076894946705382e-46,1.4763746265660314e-46],-0.042,{"ap":0.04,"as":107,"ax":"Z","bp":0.01,"bs":6,"bx":"X","c":" ","t":"2026-09-04T19:59:59.902951667Z"},{}],["GLD260911P00369000",0.01,0.05,0.4305,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.00011010189749995635,0.00011863577213489537,0.000568742945010472,0.0006053844374336048,7.415998637211101e-07,8.302769344862993e-07],-0.051999258400136285,{"ap":0.05,"as":2,"ax":"Q","bp":0.01,"bs":472,"bx":"A","c":" ","t":"2026-09-04T19:59:59.466274096Z"},{"delta":-0.0058,"gamma":0.001,"rho":-0.0002,"theta":-0.0436,"vega":0.0061}],["GLD260918P00334000",0.05,0.08,0.4844,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.3742316230206861e-05,1.592465955637509e-05,0.00011290713260501289,0.00012768886613716098,2.235928492059458e-08,2.7993387626700274e-08],-0.08199997764071508,{"ap":0.08,"as":95,"ax":"E","bp":0.05,"bs":164,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470269412Z"},{"delta":-0.006,"gamma":0.0005,"rho":-0.0007,"theta":-0.0277,"vega":0.0115}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw

{"key":"EEM_train_66_0_base","s":"EEM","period":"train","window":66,"managed":false,"cost":"base","return":16.742182108724933,"drawdown":14.558992689267725,"n":22,"win":63.63636363636363,"W":5.753193288396973,"L":3.8066797076381014,"K":0.09893965495150786,"mean_exposure":0.7657856773497627,"annvol":12.580850876188565,"sharpe0":0.677150662517937,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_66_0_zero","s":"EEM","period":"train","window":66,"managed":false,"cost":"zero","return":20.759908670711003,"drawdown":13.872723863560088,"n":22,"win":63.63636363636363,"W":5.9649111398957855,"L":3.6141007362267206,"K":0.10400968412734868,"mean_exposure":0.7657856773497627,"annvol":12.56551763757787,"sharpe0":0.8122337505888032,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_22_1_stress","s":"EEM","period":"train","window":22,"managed":true,"cost":"stress","return":0.16838021502336709,"drawdown":7.305630061059388,"n":24,"win":66.66666666666666,"W":1.7866467942134232,"L":1.438863779563116,"K":0.09955473645643073,"mean_exposure":0.7243918157835422,"annvol":3.751402231048225,"sharpe0":0.041158284012389565,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_22_1_base","s":"EEM","period":"train","window":22,"managed":true,"cost":"base","return":5.546758441590205,"drawdown":4.60297542989948,"n":24,"win":70.83333333333334,"W":1.9819836561427056,"L":1.3365948752355288,"K":0.12791035318091443,"mean_exposure":0.7243918157835422,"annvol":3.6394576254357123,"sharpe0":0.7583984903374497,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260911C00575000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,1.9434283606839234e-46,1.592118154218363e-46,0.0,0.0],-0.082,{"ap":0.08,"as":179,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.487458873Z"},{}],["GLD260911C00530000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[6.252693735046722e-30,5.1834629179104675e-30,7.853468823739153e-24,6.737393181946206e-24,0.0,0.0],-0.082,{"ap":0.08,"as":68,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472116663Z"},{}],["GLD260918C00535000",0.01,0.05,0.5814,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[8.695027000634447e-10,7.121363674545613e-10,4.1403014554261457e-08,3.509040297010427e-08,3.5250278737948272e-15,2.592095442842373e-15],-0.05199999999999741,{"ap":0.05,"as":94,"ax":"Q","bp":0.01,"bs":328,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470630301Z"},{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.016,"vega":0.0055}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw

{"key":"EEM_train_22_1_zero","s":"EEM","period":"train","window":22,"managed":true,"cost":"zero","return":9.293369210172164,"drawdown":2.813020455004689,"n":24,"win":70.83333333333334,"W":2.1861515402971756,"L":1.1390707902820763,"K":0.13909088697554595,"mean_exposure":0.7243918157835422,"annvol":3.6173408029454373,"sharpe0":1.2440476568552215,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_22_0_stress","s":"EEM","period":"train","window":22,"managed":false,"cost":"stress","return":8.51317239135312,"drawdown":16.69244432293947,"n":22,"win":63.63636363636363,"W":5.436408868377353,"L":4.094827435071767,"K":0.09061610365135996,"mean_exposure":0.7223417418743959,"annvol":12.02318114500471,"sharpe0":0.39939755392194143,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_22_0_base","s":"EEM","period":"train","window":22,"managed":false,"cost":"base","return":13.844510891117977,"drawdown":15.777908565352893,"n":22,"win":63.63636363636363,"W":5.7531932883969645,"L":3.8066797076380916,"K":0.09893965495150793,"mean_exposure":0.7223417418743959,"annvol":11.9705929554094,"sharpe0":0.600591123417372,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["GLD260918C00625000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.365810781666516e-24,3.2202375529883445e-24,2.1268681549366649e-19,1.6566477320520433e-19,2.539112173023744e-41,1.5853429483118897e-41],-0.042,{"ap":0.04,"as":99,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},{}],["GLD260914C00495000",0.03,0.08,0.5942,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[1.7917656546687933e-08,1.5509759094648938e-08,4.587236664441096e-07,4.0685610618224876e-07,5.819655314038201e-13,4.663778757506766e-13],-0.08199999999953363,{"ap":0.08,"as":37,"ax":"E","bp":0.03,"bs":10,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468119146Z"},{"delta":0.0057,"gamma":0.0005,"rho":0.0004,"theta":-0.042,"vega":0.0084}],["GLD260918C00575000",0.03,0.06,0.7444,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.1689697738254025e-15,1.692761824950324e-15,1.2718410370684112e-12,1.0359841145723473e-12,9.08929109006941e-25,6.183886259966919e-25],-0.062,{"ap":0.06,"as":258,"ax":"E","bp":0.03,"bs":4,"bx":"T","c":"A","t":"2026-09-04T19:59:59.986917768Z"},{"delta":0.0031,"gamma":0.0002,"rho":0.0003,"theta":-0.0235,"vega":0.0063}]] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw

{"key":"EEM_train_22_0_zero","s":"EEM","period":"train","window":22,"managed":false,"cost":"zero","return":17.544974889152144,"drawdown":15.162521557737064,"n":22,"win":63.63636363636363,"W":5.964911139895788,"L":3.6141007362267183,"K":0.10400968412734873,"mean_exposure":0.7223417418743959,"annvol":11.948263816996953,"sharpe0":0.7351142964895568,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_0_1_stress","s":"EEM","period":"train","window":0,"managed":true,"cost":"stress","return":17.973591557901592,"drawdown":6.544637716880142,"n":24,"win":66.66666666666666,"W":1.7866467942134046,"L":1.4388637795631292,"K":0.09955473645642941,"mean_exposure":1,"annvol":7.210606405820695,"sharpe0":1.1796122822525865,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_0_1_base","s":"EEM","period":"train","window":0,"managed":true,"cost":"base","return":26.780957546726913,"drawdown":3.5431668457211574,"n":24,"win":70.83333333333334,"W":1.981983656142701,"L":1.3365948752355363,"K":0.12791035318091404,"mean_exposure":1,"annvol":7.25055406874498,"sharpe0":1.6691959067697577,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-06-16 04:00:00+00:00","2026-07-16 04:00:00+00:00","398.2278299999999","367.08254999999997","0.4997501249374636","0.4606648164817803","-0.07917059736884766","-79.1310318529212","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

{"key":"EEM_train_0_1_zero","s":"EEM","period":"train","window":0,"managed":true,"cost":"zero","return":33.01485452718331,"drawdown":2.990121027029402,"n":24,"win":70.83333333333334,"W":2.186151540297169,"L":1.1390707902820738,"K":0.13909088697554592,"mean_exposure":1,"annvol":7.316381398019112,"sharpe0":1.9823536586460329,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_0_0_stress","s":"EEM","period":"train","window":0,"managed":false,"cost":"stress","return":48.73696418618027,"drawdown":15.957004605348956,"n":22,"win":63.63636363636363,"W":5.4364088683773675,"L":4.094827435071768,"K":0.0906161036513601,"mean_exposure":1,"annvol":17.495305544941715,"sharpe0":1.2201067543673663,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json

{"key":"EEM_train_0_0_base","s":"EEM","period":"train","window":0,"managed":false,"cost":"base","return":58.884807026443895,"drawdown":14.686856458235976,"n":22,"win":63.63636363636363,"W":5.7531932883969645,"L":3.8066797076380965,"K":0.09893965495150785,"mean_exposure":1,"annvol":17.474549624945226,"sharpe0":1.4099662757366962,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled. https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json