EEM QVM90806 variant 109/162 EEM_train_0_0_zero = 66.03181325460493
Quant replication2026-09-08 06:10
{"key":"EEM_train_0_0_zero","s":"EEM","period":"train","window":0,"managed":false,"cost":"zero","return":66.03181325460493,"drawdown":13.872723863560111,"n":22,"win":63.63636363636363,"W":5.96491113989578,"L":3.6141007362267192,"K":0.10400968412734865,"mean_exposure":1,"annvol":17.475058198705064,"sharpe0":1.5356852243648997,"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
GLD 06UTC hold10 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:10
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","2026-07-01 04:00:00+00:00","398.2278299999999","370.833795","0.4997501249374636","0.4653723859086114","-0.06975546086897011","-69.72060056868577","Closed"],["2026-07-13 04:00:00+00:00","2026-07-27 04:00:00+00:00","373.1427699999999","373.51610999999997","0.4649072460925936","0.46537239907214256","2.830015985769015e-08","2.631389876683876e-05","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
EFA QVM90806 variant 108/162 EFA_recent_66_1_stress = -4.143075277649588
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_1_stress","s":"EFA","period":"recent","window":66,"managed":true,"cost":"stress","return":-4.143075277649588,"drawdown":5.5929382240705205,"n":9,"win":55.55555555555556,"W":0.690346469503819,"L":2.524570315418771,"K":0,"mean_exposure":0.5502748320477121,"annvol":5.427711237402462,"sharpe0":-1.1278165708607308,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 107/162 EFA_recent_66_1_base = -2.710998909742124
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_1_base","s":"EFA","period":"recent","window":66,"managed":true,"cost":"base","return":-2.710998909742124,"drawdown":5.215482867307375,"n":9,"win":55.55555555555556,"W":0.9928712986809246,"L":2.231704735128991,"K":0,"mean_exposure":0.5502748320477121,"annvol":5.321829429818504,"sharpe0":-0.7384123788144648,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 106/162 EFA_recent_66_1_zero = -1.7436716330755608
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_1_zero","s":"EFA","period":"recent","window":66,"managed":true,"cost":"zero","return":-1.7436716330755608,"drawdown":5.0156874899942245,"n":9,"win":55.55555555555556,"W":1.1950589784110888,"L":2.03597266145861,"K":0,"mean_exposure":0.5502748320477121,"annvol":5.274047762942777,"sharpe0":-0.4675807188087414,"fillerr":0,"reconcile":0,"partial_count":5} 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
GLD 06UTC hold5 test realized trade audit part 1/1 = 3
Options mispricing2026-09-08 06:10
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","2026-06-24 04:00:00+00:00","398.2278299999999","364.44519","0.4997501249374636","0.45735510055985384","-0.0857900275578426","-85.74715398085218","Closed"],["2026-06-26 04:00:00+00:00","2026-07-06 04:00:00+00:00","372.64226999999994","379.82979","0.4568979740224677","0.46571061711387557","0.01827834499290729","16.702677591489586","Closed"],["2026-07-13 04:00:00+00:00","2026-07-20 04:00:00+00:00","373.1427699999999","367.42221","0.46524513923566246","0.4581125804735247","-0.016323088586172735","-15.188475244061223","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
EFA QVM90806 variant 105/162 EFA_recent_66_0_stress = 7.069683174374397
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_0_stress","s":"EFA","period":"recent","window":66,"managed":false,"cost":"stress","return":7.069683174374397,"drawdown":2.5068413654119714,"n":8,"win":87.5,"W":1.5302850305415348,"L":0.2091397762892847,"K":0.2144791498782241,"mean_exposure":0.5093409700974907,"annvol":7.401462569015768,"sharpe0":1.4051397322955552,"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
EFA QVM90806 variant 104/162 EFA_recent_66_0_base = 8.391549384029018
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_0_base","s":"EFA","period":"recent","window":66,"managed":false,"cost":"base","return":8.391549384029018,"drawdown":2.3236974120927734,"n":8,"win":100,"W":1.6172520976238316,"L":0,"K":0,"mean_exposure":0.5093409700974907,"annvol":7.294382054559059,"sharpe0":1.6741452025521133,"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
EFA QVM90806 variant 103/162 EFA_recent_66_0_zero = 9.282616155618362
Quant replication2026-09-08 06:10
{"key":"EFA_recent_66_0_zero","s":"EFA","period":"recent","window":66,"managed":false,"cost":"zero","return":9.282616155618362,"drawdown":2.201405194887951,"n":8,"win":100,"W":1.8206897886506854,"L":0,"K":0,"mean_exposure":0.5093409700974907,"annvol":7.234708915721552,"sharpe0":1.8551857838337305,"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
GLD 06UTC hold20 train realized trade audit part 2/2 = 2
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-11-12 05:00:00+00:00","2024-12-11 05:00:00+00:00","241.53128999999996","249.10065","0.568136309762167","0.5859411592194355","0.030323375617296023","34.45562144548733","Closed"],["2024-12-17 05:00:00+00:00","2025-01-17 05:00:00+00:00","244.0438","249.4503","0.5853555108842556","0.5983233657104289","0.021142733189698042","24.752030775495825","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
EFA QVM90806 variant 102/162 EFA_recent_22_1_stress = -3.0942233525427576
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_1_stress","s":"EFA","period":"recent","window":22,"managed":true,"cost":"stress","return":-3.0942233525427576,"drawdown":4.1579576928534205,"n":9,"win":55.55555555555556,"W":0.6903464695038166,"L":2.524570315418752,"K":0,"mean_exposure":0.5380819296205966,"annvol":4.313939061242871,"sharpe0":-1.058122466514374,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 101/162 EFA_recent_22_1_base = -1.6783485216956828
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_1_base","s":"EFA","period":"recent","window":22,"managed":true,"cost":"base","return":-1.6783485216956828,"drawdown":3.686054713401654,"n":9,"win":55.55555555555556,"W":0.9928712986809477,"L":2.2317047351290125,"K":0,"mean_exposure":0.5380819296205966,"annvol":4.1816282875337665,"sharpe0":-0.578863050753403,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 100/162 EFA_recent_22_1_zero = -0.7222548475890322
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_1_zero","s":"EFA","period":"recent","window":22,"managed":true,"cost":"zero","return":-0.7222548475890322,"drawdown":3.554236559464774,"n":9,"win":55.55555555555556,"W":1.1950589784110885,"L":2.035972661458587,"K":0,"mean_exposure":0.5380819296205966,"annvol":4.127439947900466,"sharpe0":-0.239506475084797,"fillerr":0,"reconcile":0,"partial_count":5} 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
GLD 06UTC hold20 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-06-14 04:00:00+00:00","2022-07-14 04:00:00+00:00","169.77961","158.86098","0.4997501249374636","0.46761089039313186","-0.06527845301918159","-65.24583010412954","Closed"],["2022-09-16 04:00:00+00:00","2022-10-14 04:00:00+00:00","154.81465999999998","153.86598","0.4671435131913313","0.4642809308745594","-0.007124779526693265","-6.656589077626443","Closed"],["2022-10-18 04:00:00+00:00","2022-11-15 05:00:00+00:00","154.23408","165.10473000000002","0.4638168819681141","0.4965073936110055","0.06944626372459325","64.42069901015572","Closed"],["2023-02-14 05:00:00+00:00","2023-03-15 04:00:00+00:00","172.14197","178.68114000000003","0.4960111343469862","0.5148531467242989","0.036968081897750124","36.67316047347362","Closed"],["2023-08-03 04:00:00+00:00","2023-08-31 04:00:00+00:00","179.61943999999997","180.18963","0.5143385508754363","0.5159712844945534","0.0021728464636125377","2.2351574027388503","Closed"],["2023-10-03 04:00:00+00:00","2023-10-31 04:00:00+00:00","169.30913999999996","184.89492","0.5154555710666955","0.5629059162189667","0.09100913258433702","93.82232881710215","Closed"],["2024-06-05 04:00:00+00:00","2024-07-05 04:00:00+00:00","216.90668999999997","219.36042","0.5623432916149795","0.5687047302822232","0.01030671965442859","11.591829312449802","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
EFA QVM90806 variant 99/162 EFA_recent_22_0_stress = 6.792256927268747
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_stress","s":"EFA","period":"recent","window":22,"managed":false,"cost":"stress","return":6.792256927268747,"drawdown":2.123136341965459,"n":8,"win":87.5,"W":1.5302850305415334,"L":0.20913977628929456,"K":0.2144791498782239,"mean_exposure":0.5232430578968492,"annvol":6.779849547326355,"sharpe0":1.4707688573636242,"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
EFA QVM90806 variant 98/162 EFA_recent_22_0_base = 8.146408847651433
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_base","s":"EFA","period":"recent","window":22,"managed":false,"cost":"base","return":8.146408847651433,"drawdown":1.8719699810819002,"n":8,"win":100,"W":1.6172520976238434,"L":0,"K":0,"mean_exposure":0.5232430578968492,"annvol":6.668872649211338,"sharpe0":1.774324065195344,"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
EFA QVM90806 variant 97/162 EFA_recent_22_0_zero = 9.059353593594576
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_zero","s":"EFA","period":"recent","window":22,"managed":false,"cost":"zero","return":9.059353593594576,"drawdown":1.7363950759861968,"n":8,"win":100,"W":1.820689788650672,"L":0,"K":0,"mean_exposure":0.5232430578968492,"annvol":6.6093962034205935,"sharpe0":1.978319698455996,"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
EFA QVM90806 variant 96/162 EFA_recent_0_1_stress = -6.5971180194952295
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_stress","s":"EFA","period":"recent","window":0,"managed":true,"cost":"stress","return":-6.5971180194952295,"drawdown":9.141618421729858,"n":9,"win":55.55555555555556,"W":0.6903464695038162,"L":2.5245703154187624,"K":0,"mean_exposure":1,"annvol":7.381093925028074,"sharpe0":-1.332839178550061,"fillerr":0,"reconcile":0,"partial_count":5} 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
GLD 06UTC hold10 train realized trade audit part 2/2 = 6
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-10-03 04:00:00+00:00","2023-10-17 04:00:00+00:00","169.30913999999996","178.19163","0.49346696138161406","0.519355790241095","0.05143691365392357","50.764834967302136","Closed"],["2024-06-05 04:00:00+00:00","2024-06-20 04:00:00+00:00","216.90668999999994","216.10368","0.5188366939989919","0.5169159092889777","-0.0047002477655252","-4.877322023282327","Closed"],["2024-06-25 04:00:00+00:00","2024-07-10 04:00:00+00:00","215.17495999999997","219.91986","0.5163992517084353","0.5277865562974124","0.021040331969853946","21.73042336986113","Closed"],["2024-11-12 05:00:00+00:00","2024-11-26 05:00:00+00:00","241.53128999999996","242.46729000000002","0.5272590335025598","0.5293023068827788","0.0028733366596106684","3.0299854201473173","Closed"],["2024-11-29 05:00:00+00:00","2024-12-13 05:00:00+00:00","245.49524999999997","245.42433","0.5287732690946996","0.5286205142034258","-0.0012887409837866212","-1.3629035660265751","Closed"],["2024-12-17 05:00:00+00:00","2025-01-02 05:00:00+00:00","244.04379999999998","243.97578","0.528092157867377","0.5279449677786517","-0.001278581098966642","-1.350417303123507","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
EFA QVM90806 variant 95/162 EFA_recent_0_1_base = -4.0408844409915545
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_base","s":"EFA","period":"recent","window":0,"managed":true,"cost":"base","return":-4.0408844409915545,"drawdown":8.223217872074907,"n":9,"win":55.55555555555556,"W":0.9928712986809405,"L":2.2317047351289947,"K":0,"mean_exposure":1,"annvol":7.19549769593691,"sharpe0":-0.8131386106729855,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 94/162 EFA_recent_0_1_zero = -2.297982909408469
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_zero","s":"EFA","period":"recent","window":0,"managed":true,"cost":"zero","return":-2.297982909408469,"drawdown":7.763162215976671,"n":9,"win":55.55555555555556,"W":1.1950589784110892,"L":2.035972661458602,"K":0,"mean_exposure":1,"annvol":7.113535002788381,"sharpe0":-0.44837216820904857,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 93/162 EFA_recent_0_0_stress = 10.954753051209343
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_stress","s":"EFA","period":"recent","window":0,"managed":false,"cost":"stress","return":10.954753051209343,"drawdown":6.170650489580942,"n":8,"win":87.5,"W":1.530285030541547,"L":0.20913977628928682,"K":0.21447914987822408,"mean_exposure":1,"annvol":13.939905238523442,"sharpe0":1.1748288966444187,"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
EFA QVM90806 variant 92/162 EFA_recent_0_0_base = 13.649881359119597
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_base","s":"EFA","period":"recent","window":0,"managed":false,"cost":"base","return":13.649881359119597,"drawdown":5.888739581753743,"n":8,"win":100,"W":1.6172520976238316,"L":0,"K":0,"mean_exposure":1,"annvol":13.829262273766174,"sharpe0":1.4405486974756838,"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
GLD 06UTC hold10 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-06-14 04:00:00+00:00","2022-06-29 04:00:00+00:00","169.77961","170.40942","0.4997501249374636","0.501603984928062","0.0027077190541315447","2.7063658711959473","Closed"],["2022-07-01 04:00:00+00:00","2022-07-18 04:00:00+00:00","167.30213499999996","159.91992000000002","0.5011026316196876","0.4789914531600331","-0.04510298704496465","-45.20245100429","Closed"],["2022-09-16 04:00:00+00:00","2022-09-30 04:00:00+00:00","154.81465999999998","154.78506","0.47851270108287736","0.47842121119460235","-0.001191100765263361","-1.139913688896188","Closed"],["2022-10-11 04:00:00+00:00","2022-10-25 04:00:00+00:00","155.64549","153.80594010000002","0.4779430290743676","0.4722942945602868","-0.012812935440981678","-12.24770635199677","Closed"],["2022-10-31 04:00:00+00:00","2022-11-14 05:00:00+00:00","152.31215999999998","164.0358","0.47182223629476994","0.5081389298688712","0.07593265055134168","71.65342598186022","Closed"],["2023-02-14 05:00:00+00:00","2023-03-01 05:00:00+00:00","172.14197","170.77904999999998","0.5076310448814638","0.5036119175083755","-0.00891345968679223","-9.049497708630863","Closed"],["2023-08-03 04:00:00+00:00","2023-08-17 04:00:00+00:00","179.61943999999997","176.35347","0.5031085572709344","0.4939606751999233","-0.019173628728605098","-19.29283337459608","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
EFA QVM90806 variant 91/162 EFA_recent_0_0_zero = 15.482902879297278
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_zero","s":"EFA","period":"recent","window":0,"managed":false,"cost":"zero","return":15.482902879297278,"drawdown":5.700328889994422,"n":8,"win":100,"W":1.8206897886506819,"L":0,"K":0,"mean_exposure":1,"annvol":13.774476702502536,"sharpe0":1.618052890000333,"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