EFA QVM90806 variant 90/162 EFA_holdout_66_1_stress = -17.6018619619409
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_stress","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"stress","return":-17.6018619619409,"drawdown":18.77606001077724,"n":60,"win":38.333333333333336,"W":0.6995612052335579,"L":1.3978266390857337,"K":0,"mean_exposure":0.6267500811867226,"annvol":3.0369644977965673,"sharpe0":-1.2647583027910112,"fillerr":0,"reconcile":0,"partial_count":31} 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 89/162 EFA_holdout_66_1_base = -7.77658653133556
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_base","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"base","return":-7.77658653133556,"drawdown":9.848533390574655,"n":60,"win":51.66666666666667,"W":0.8020411692102303,"L":1.4680332171998023,"K":0,"mean_exposure":0.6267500811867226,"annvol":2.857729964555539,"sharpe0":-0.554508328246649,"fillerr":0,"reconcile":0,"partial_count":31} 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 train realized trade audit part 3/3 = 4
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","2024-11-19 05:00:00+00:00","241.53128999999996","242.50725","0.5134151186477993","0.5154896847182437","0.003038698340078463","3.1202273376122385","Closed"],["2024-11-27 05:00:00+00:00","2024-12-05 05:00:00+00:00","245.09484999999998","243.91584","0.5149744526495397","0.5124972074956191","-0.00580801818153242","-5.981961968026701","Closed"],["2024-12-09 05:00:00+00:00","2024-12-16 05:00:00+00:00","246.52627999999999","245.16459","0.5119849664085905","0.5091570131011778","-0.006520746733370476","-6.677048594488217","Closed"],["2024-12-18 05:00:00+00:00","2024-12-26 05:00:00+00:00","243.81356999999997","242.14761","0.5086481105392977","0.5051725558102499","-0.007829509202461397","-7.9649301245650035","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 88/162 EFA_holdout_66_1_zero = -0.5789261858047068
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_zero","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"zero","return":-0.5789261858047068,"drawdown":5.762784362382256,"n":60,"win":51.66666666666667,"W":1.0038468067347501,"L":1.2707722720042538,"K":0,"mean_exposure":0.6267500811867226,"annvol":2.783847198222185,"sharpe0":-0.02795670677497216,"fillerr":0,"reconcile":0,"partial_count":31} 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 87/162 EFA_holdout_66_0_stress = 10.272184746003932
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_stress","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"stress","return":10.272184746003932,"drawdown":19.074450255177723,"n":53,"win":58.490566037735846,"W":3.282693366998174,"L":3.991831443684101,"K":0.020035323530694538,"mean_exposure":0.6198935854064522,"annvol":8.624368556376442,"sharpe0":0.2707731991460825,"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 86/162 EFA_holdout_66_0_base = 21.70733543718464
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_base","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"base","return":21.70733543718464,"drawdown":16.233453045068526,"n":53,"win":58.490566037735846,"W":3.5930069277538665,"L":3.7033742637881115,"K":0.03926518976742317,"mean_exposure":0.6198935854064522,"annvol":8.602108414561565,"sharpe0":0.501592026093857,"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 85/162 EFA_holdout_66_0_zero = 29.987820549036613
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_zero","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"zero","return":29.987820549036613,"drawdown":15.177527349718268,"n":53,"win":60.37735849056604,"W":3.686764448215846,"L":3.8698503108205675,"K":0.0469676108768666,"mean_exposure":0.6198935854064522,"annvol":8.600350740005648,"sharpe0":0.6553798664646915,"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 84/162 EFA_holdout_22_1_stress = -18.80316314408751
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_stress","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"stress","return":-18.80316314408751,"drawdown":19.513211673058308,"n":60,"win":38.333333333333336,"W":0.6995612052335601,"L":1.3978266390857392,"K":0,"mean_exposure":0.6229847858885602,"annvol":3.068207470664648,"sharpe0":-1.3476554565499839,"fillerr":0,"reconcile":0,"partial_count":31} 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 train realized trade audit part 2/3 = 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 [["2022-10-31 04:00:00+00:00","2022-11-07 05:00:00+00:00","152.31215999999998","156.06378","0.4972595019654591","0.5095075633991427","0.023618810408834262","23.489355801831106","Closed"],["2023-02-14 05:00:00+00:00","2023-02-22 05:00:00+00:00","172.14197","170.63919","0.5089983104621751","0.5045548125691858","-0.009725522369704365","-9.900548909083941","Closed"],["2023-08-03 04:00:00+00:00","2023-08-10 04:00:00+00:00","179.61943999999997","178.04178","0.50405050990787","0.49962325900759175","-0.009778956052863544","-9.858175569626553","Closed"],["2023-10-03 04:00:00+00:00","2023-10-10 04:00:00+00:00","169.30913999999996","171.90792000000002","0.49912388543532415","0.5067850971749832","0.014341644343595809","14.316514496615483","Closed"],["2024-06-05 04:00:00+00:00","2024-06-12 04:00:00+00:00","216.90668999999997","216.25353","0.5062785653436777","0.5047540346446482","-0.004009743129637623","-4.060093998139578","Closed"],["2024-06-14 04:00:00+00:00","2024-06-24 04:00:00+00:00","215.55533999999997","215.33445","0.5042495328608538","0.5037328039349795","-0.0020242360732049577","-2.041440188627546","Closed"],["2024-06-26 04:00:00+00:00","2024-07-03 04:00:00+00:00","212.60238999999996","217.12266","0.5032293228715616","0.5139287906023797","0.020250983420271113","20.3817773481331","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 83/162 EFA_holdout_22_1_base = -9.178735745511258
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_base","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"base","return":-9.178735745511258,"drawdown":10.219369124186839,"n":60,"win":51.66666666666667,"W":0.8020411692102223,"L":1.468033217199808,"K":0,"mean_exposure":0.6229847858885602,"annvol":2.881351976995016,"sharpe0":-0.6564731800971754,"fillerr":0,"reconcile":0,"partial_count":31} 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 82/162 EFA_holdout_22_1_zero = -2.1318296351150123
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_zero","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"zero","return":-2.1318296351150123,"drawdown":5.3801116382481755,"n":60,"win":51.66666666666667,"W":1.0038468067347557,"L":1.2707722720042522,"K":0,"mean_exposure":0.6229847858885602,"annvol":2.8031236694198047,"sharpe0":-0.14032828186674048,"fillerr":0,"reconcile":0,"partial_count":31} 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 81/162 EFA_holdout_22_0_stress = 3.8064447384475564
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_stress","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"stress","return":3.8064447384475564,"drawdown":20.18802823834045,"n":53,"win":58.490566037735846,"W":3.2826933669981657,"L":3.9918314436841005,"K":0.020035323530694232,"mean_exposure":0.6221430276103864,"annvol":8.355246134799337,"sharpe0":0.13158006455556048,"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 80/162 EFA_holdout_22_0_base = 14.617314375925062
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_base","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"base","return":14.617314375925062,"drawdown":17.510830506263208,"n":53,"win":58.490566037735846,"W":3.5930069277538674,"L":3.7033742637881173,"K":0.039265189767423034,"mean_exposure":0.6221430276103864,"annvol":8.339643896593067,"sharpe0":0.3702204654999311,"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 hold5 train realized trade audit part 1/3 = 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","2022-06-22 04:00:00+00:00","169.77961","171.43839000000003","0.4997501249374636","0.5046327814134408","0.008765310510490882","8.76093004546815","Closed"],["2022-06-24 04:00:00+00:00","2022-07-01 04:00:00+00:00","170.41024","166.967865","0.5041284008223101","0.49394474634369107","-0.021190417034211036","-21.365382104429845","Closed"],["2022-07-06 04:00:00+00:00","2022-07-13 04:00:00+00:00","164.48431999999997","159.9399","0.493451048446218","0.47981784125925053","-0.02861447285674379","-28.23968326379661","Closed"],["2022-09-16 04:00:00+00:00","2022-09-23 04:00:00+00:00","154.81465999999998","153.7461","0.47933826320695516","0.47602978005346813","-0.00789873762600998","-7.572334350359088","Closed"],["2022-09-27 04:00:00+00:00","2022-10-04 04:00:00+00:00","152.40224999999998","159.02082000000001","0.4755539881692812","0.49620648745646095","0.04240658169416822","40.33323809858267","Closed"],["2022-10-11 04:00:00+00:00","2022-10-18 04:00:00+00:00","155.64549","153.92592000000002","0.49571052894816603","0.4902339233989199","-0.012042467179742646","-11.939155551024543","Closed"],["2022-10-20 04:00:00+00:00","2022-10-27 04:00:00+00:00","152.07191999999998","154.5600852","0.48974393446997055","0.49775701022163843","0.015353585312791695","15.038650558614373","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 79/162 EFA_holdout_22_0_zero = 22.448298658629984
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_zero","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"zero","return":22.448298658629984,"drawdown":15.674714972099624,"n":53,"win":60.37735849056604,"W":3.6867644482158424,"L":3.869850310820565,"K":0.04696761087686657,"mean_exposure":0.6221430276103864,"annvol":8.342872802406086,"sharpe0":0.5291949617525294,"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 78/162 EFA_holdout_0_1_stress = -30.365921327359867
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_stress","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"stress","return":-30.365921327359867,"drawdown":31.377915952768742,"n":60,"win":38.333333333333336,"W":0.6995612052335577,"L":1.3978266390857312,"K":0,"mean_exposure":1,"annvol":5.2138043884956895,"sharpe0":-1.3673882836935447,"fillerr":0,"reconcile":0,"partial_count":31} 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 77/162 EFA_holdout_0_1_base = -16.632860762834056
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_base","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"base","return":-16.632860762834056,"drawdown":20.16088442964261,"n":60,"win":51.66666666666667,"W":0.8020411692102272,"L":1.4680332171998045,"K":0,"mean_exposure":1,"annvol":4.9289273206793,"sharpe0":-0.7162813605595019,"fillerr":0,"reconcile":0,"partial_count":31} 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 76/162 EFA_holdout_0_1_zero = -6.003823348299342
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_zero","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"zero","return":-6.003823348299342,"drawdown":11.90441448332119,"n":60,"win":51.66666666666667,"W":1.0038468067347541,"L":1.2707722720042596,"K":0,"mean_exposure":1,"annvol":4.7975852431242805,"sharpe0":-0.23506476433820947,"fillerr":0,"reconcile":0,"partial_count":31} 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 75/162 EFA_holdout_0_0_stress = 9.715242694065672
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_stress","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"stress","return":9.715242694065672,"drawdown":33.6693145907593,"n":53,"win":58.490566037735846,"W":3.2826933669981644,"L":3.991831443684097,"K":0.020035323530694288,"mean_exposure":1,"annvol":14.636336357101024,"sharpe0":0.20023599122699148,"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 costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":0.983993906468936,"dd":6.974682048947479,"n":18,"p":0.3888888888888889,"W":1.8253659147175778,"L":1.0494802403589294},{"period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685},{"period":"train","hold":20,"ret":19.60484080551473,"dd":10.401464075548372,"n":9,"p":0.7777777777777778,"W":3.733845044738794,"L":3.6201616272937427},{"period":"test","hold":5,"ret":-8.423295163342392,"dd":9.665601988506756,"n":3,"p":0.3333333333333333,"W":1.827834499290729,"L":5.105655807200766},{"period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":2.830015985769015e-06,"L":6.975546086897011},{"period":"test","hold":20,"ret":-7.913103185292118,"dd":8.158821689010798,"n":1,"p":0.0,"W":null,"L":7.917059736884766}]
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 74/162 EFA_holdout_0_0_base = 28.62335772617226
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_base","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"base","return":28.62335772617226,"drawdown":30.808127206392598,"n":53,"win":58.490566037735846,"W":3.59300692775387,"L":3.70337426378811,"K":0.039265189767423325,"mean_exposure":1,"annvol":14.609150203815005,"sharpe0":0.4189008365924937,"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 73/162 EFA_holdout_0_0_zero = 43.006249127765585
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_zero","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"zero","return":43.006249127765585,"drawdown":29.10394097237744,"n":53,"win":60.37735849056604,"W":3.686764448215843,"L":3.869850310820564,"K":0.0469676108768666,"mean_exposure":1,"annvol":14.607655844192848,"sharpe0":0.5646684228399788,"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 72/162 EFA_train_66_1_stress = -1.751962996195866
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_1_stress","s":"EFA","period":"train","window":66,"managed":true,"cost":"stress","return":-1.751962996195866,"drawdown":5.965608728857741,"n":24,"win":66.66666666666666,"W":1.320095186320498,"L":1.0618430668256271,"K":0.09963595316023491,"mean_exposure":0.5869543223774825,"annvol":2.6145610165649327,"sharpe0":-0.3242368568927851,"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
EFA QVM90806 variant 71/162 EFA_train_66_1_base = 2.496271168430675
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_1_base","s":"EFA","period":"train","window":66,"managed":true,"cost":"base","return":2.496271168430675,"drawdown":3.279251418359508,"n":24,"win":70.83333333333334,"W":1.5397446037406999,"L":0.9000180432434625,"K":0.13446177421649366,"mean_exposure":0.5869543223774825,"annvol":2.400852606185467,"sharpe0":0.5244784846119608,"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
GLD 06UTC variance forecast windows part 8/8 = 12
Options mispricing2026-09-08 06:10
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-03-03","test",2,0.17683887,0.029381787,0.216312171,0.961014026,1.132178083,0.171164057],["2026-03-17","test",2,0.090575262,0.232110585,0.110793128,0.621593912,0.355441641,-0.266152272],["2026-03-31","test",1,0.148558145,0.037919729,0.161223667,0.620756671,0.682520633,0.061763962],["2026-04-15","test",1,0.120922707,0.047783822,0.131232133,0.323624464,0.374397413,0.050772949],["2026-04-29","test",3,0.061128487,0.042208348,0.067460044,0.060845702,0.094596684,0.033750982],["2026-05-13","test",3,0.052728212,0.036474522,0.058189687,0.060282511,0.093915223,0.033632712],["2026-05-28","test",3,0.043837066,0.123227514,0.048377615,0.777482045,0.612205935,-0.16527611],["2026-06-11","test",3,0.08522815,0.069821195,0.094055898,0.018621085,0.040288883,0.021667798],["2026-06-26","test",3,0.088984629,0.044467772,0.098201465,0.193423136,0.24507831,0.051655173],["2026-07-13","test",3,0.06155838,0.041644962,0.067934464,0.067317254,0.102379792,0.035062538],["2026-07-27","test",1,0.048752867,0.075590349,0.052909358,0.111915462,0.071927966,-0.039987496],["2026-08-10","test",0,0.062307688,0.066324781,0.076262382,0.001993091,0.009308158,0.007315067]]
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