Notes

{"key":"SPY_recent_22_1_base","s":"SPY","period":"recent","window":22,"managed":true,"cost":"base","return":-1.5349218446606416,"drawdown":2.12686642758112,"n":9,"win":55.55555555555556,"W":0.8487116000544024,"L":1.2560334934209487,"K":0,"mean_exposure":0.5267010878460157,"annvol":2.2986050194899894,"sharpe0":-0.9860169597056373,"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

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-06-24","train",3,0.033714211,0.017849289,0.037206256,0.165385008,0.214252174,0.048867166],["2024-07-09","train",0,0.022713117,0.028351939,0.027800043,0.026509979,0.000194488,-0.026315491],["2024-07-23","train",2,0.025072823,0.026128615,0.030669483,0.000862457,0.012178861,0.011316404],["2024-08-06","train",2,0.026846963,0.028307647,0.03283964,0.001428518,0.010500605,0.009072087],["2024-08-20","train",0,0.027254241,0.011163753,0.033358216,0.302152215,0.429294694,0.127142479],["2024-09-04","train",2,0.019573079,0.016515518,0.023942107,0.013642103,0.061148832,0.047506729],["2024-09-18","train",0,0.01597741,0.021625424,0.019555778,0.050806166,0.005234097,-0.045572068],["2024-10-02","train",2,0.018967658,0.007848274,0.023201547,0.296213065,0.422190431,0.125977366],["2024-10-16","train",0,0.014323666,0.015620964,0.017531655,0.003869526,0.006409041,0.002539515],["2024-10-30","train",0,0.013133703,0.057015729,0.016075183,1.873031389,1.280766228,-0.592265161],["2024-11-13","train",3,0.035396481,0.040620307,0.039062772,0.009924669,0.000774394,-0.009150275],["2024-11-27","train",3,0.043541662,0.020066404,0.048051614,0.235526525,0.290829798,0.055303273],["2024-12-12","train",0,0.030570911,0.019470991,0.037417702,0.08803558,0.173586629,0.08555105],["2024-12-27","train",1,0.022370661,0.014425015,0.024277901,0.083604914,0.11476502,0.031160106]] 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":"SPY_recent_22_1_zero","s":"SPY","period":"recent","window":22,"managed":true,"cost":"zero","return":-0.596599103120532,"drawdown":1.5291743616817621,"n":9,"win":55.55555555555556,"W":1.050610671851544,"L":1.058348124460187,"K":0.026959475642124878,"mean_exposure":0.5267010878460157,"annvol":2.1285052341925343,"sharpe0":-0.40611659549247625,"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

{"key":"SPY_recent_22_0_stress","s":"SPY","period":"recent","window":22,"managed":false,"cost":"stress","return":2.1150839300856816,"drawdown":2.9455861693440943,"n":8,"win":62.5,"W":3.1527050268918373,"L":1.8911092923995274,"K":0.10001527627856058,"mean_exposure":0.5327059667417635,"annvol":6.65965559749018,"sharpe0":0.49907739774878734,"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":"SPY_recent_22_0_base","s":"SPY","period":"recent","window":22,"managed":false,"cost":"base","return":3.4350495738303177,"drawdown":2.947106490651352,"n":8,"win":62.5,"W":3.4626280364098228,"L":1.5963404722777241,"K":0.11302938325965664,"mean_exposure":0.5327059667417635,"annvol":6.647052468213803,"sharpe0":0.7863616264389185,"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":"SPY_recent_22_0_zero","s":"SPY","period":"recent","window":22,"managed":false,"cost":"zero","return":4.32525892968505,"drawdown":2.948120656803821,"n":8,"win":62.5,"W":3.669760172836007,"L":1.3993363983994285,"K":0.12050167281474856,"mean_exposure":0.5327059667417635,"annvol":6.653166813218111,"sharpe0":0.9766757571015096,"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":"SPY_recent_0_1_stress","s":"SPY","period":"recent","window":0,"managed":true,"cost":"stress","return":-3.4773723732903106,"drawdown":4.058278500456036,"n":9,"win":55.55555555555556,"W":0.5466186026573255,"L":1.5518217064094249,"K":0,"mean_exposure":1,"annvol":5.061385332982735,"sharpe0":-1.0112040951937906,"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

{"key":"SPY_recent_0_1_base","s":"SPY","period":"recent","window":0,"managed":true,"cost":"base","return":-0.8357581368018896,"drawdown":3.2242155517375193,"n":9,"win":55.55555555555556,"W":0.8487116000543993,"L":1.2560334934209578,"K":0,"mean_exposure":1,"annvol":4.8581468830170715,"sharpe0":-0.23188003755331538,"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

{"key":"SPY_recent_0_1_zero","s":"SPY","period":"recent","window":0,"managed":true,"cost":"zero","return":0.9653579809471458,"drawdown":2.9334282774735043,"n":9,"win":55.55555555555556,"W":1.0506106718515236,"L":1.0583481244601807,"K":0.02695947564212335,"mean_exposure":1,"annvol":4.811334725208747,"sharpe0":0.3199427472446311,"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

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-11-30","train",0,0.013306571,0.041258287,0.016286767,0.969001016,0.603740825,-0.365260191],["2023-12-14","train",0,0.02673673,0.009201485,0.032724801,0.410824832,0.549946047,0.139121214],["2023-12-29","train",0,0.021658125,0.008400728,0.02650877,0.334941117,0.466060986,0.131119869],["2024-01-16","train",0,0.011386761,0.009183833,0.013936988,0.021542747,0.07605561,0.054512863],["2024-01-30","train",0,0.010075275,0.011872887,0.012331777,0.014245158,0.000710036,-0.013535123],["2024-02-13","train",3,0.011183536,0.003439563,0.012341903,0.486654307,0.556345705,0.069691398],["2024-02-28","train",0,0.007747446,0.025550258,0.009482597,1.104610023,0.703247518,-0.401362505],["2024-03-13","train",0,0.01479724,0.007822913,0.018111293,0.166057464,0.271414291,0.105356827],["2024-03-27","train",0,0.014279336,0.03551364,0.017477397,0.575961839,0.322966975,-0.252994864],["2024-04-11","train",0,0.022439636,0.031996176,0.027465312,0.071090146,0.01227421,-0.058815936],["2024-04-25","train",2,0.030158541,0.022585881,0.036890417,0.038048155,0.10286933,0.064821175],["2024-05-09","train",0,0.026076902,0.037219765,0.031917195,0.071517783,0.012440166,-0.059077617],["2024-05-23","train",2,0.031004512,0.048109572,0.037925222,0.112347418,0.030672876,-0.081674542],["2024-06-07","train",3,0.043394403,0.019850058,0.047889102,0.239557134,0.29518155,0.055624416]] 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":"SPY_recent_0_0_stress","s":"SPY","period":"recent","window":0,"managed":false,"cost":"stress","return":10.060786491984409,"drawdown":4.949616388622779,"n":8,"win":62.5,"W":3.1527050268918346,"L":1.891109292399543,"K":0.10001527627856008,"mean_exposure":1,"annvol":11.365855100204342,"sharpe0":1.3071043661127264,"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":"SPY_recent_0_0_base","s":"SPY","period":"recent","window":0,"managed":false,"cost":"base","return":12.734200047177357,"drawdown":4.520746499651585,"n":8,"win":62.5,"W":3.462628036409808,"L":1.5963404722777266,"K":0.11302938325965639,"mean_exposure":1,"annvol":11.324368083788217,"sharpe0":1.6258307842752369,"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":"SPY_recent_0_0_zero","s":"SPY","period":"recent","window":0,"managed":false,"cost":"zero","return":14.552452842227348,"drawdown":4.4943330612658094,"n":8,"win":62.5,"W":3.6697601728360105,"L":1.3993363983994276,"K":0.12050167281474862,"mean_exposure":1,"annvol":11.320524740983288,"sharpe0":1.8360075524866033,"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":"SPY_holdout_66_1_stress","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"stress","return":-15.390169239740281,"drawdown":15.535867170611672,"n":60,"win":41.66666666666667,"W":0.9495663981227371,"L":1.465627000143719,"K":0,"mean_exposure":0.4570045589141872,"annvol":2.1394442333244146,"sharpe0":-1.557665181431262,"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

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-05-11","train",2,0.019682549,0.015403249,0.024076012,0.027737996,0.086413305,0.058675308],["2023-05-25","train",3,0.018737975,0.017682953,0.020678814,0.001647196,0.01163277,0.009985574],["2023-06-09","train",1,0.017573251,0.008253114,0.019071482,0.225428026,0.270349869,0.044921844],["2023-06-26","train",3,0.013412446,0.004155778,0.014801679,0.481528306,0.551004866,0.06947656],["2023-07-11","train",1,0.007805979,0.010239739,0.008471488,0.040395381,0.019159729,-0.021235652],["2023-07-25","train",2,0.008279785,0.013485161,0.010127968,0.140911978,0.045188259,-0.095723719],["2023-08-08","train",3,0.011226119,0.002176662,0.012388896,0.834343148,0.914702567,0.080359419],["2023-08-22","train",3,0.007245529,0.007655727,0.007996005,0.001544542,0.000932047,-0.000612495],["2023-09-06","train",3,0.005959719,0.002928925,0.006577013,0.201841393,0.254272819,0.052431426],["2023-09-20","train",0,0.005237664,0.01412633,0.006410713,0.704902183,0.413480615,-0.291421568],["2023-10-04","train",3,0.008883198,0.041873706,0.009803301,2.163313128,1.819449417,-0.343863711],["2023-10-18","train",0,0.026645851,0.009914449,0.032613569,0.360722587,0.494732955,0.134010368],["2023-11-01","train",2,0.021947219,0.01148675,0.026846194,0.170826904,0.276802437,0.105975533],["2023-11-15","train",0,0.012921252,0.01333752,0.015815151,0.000508045,0.013725421,0.013217376]] 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":"SPY_holdout_66_1_base","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"base","return":-8.14970776808195,"drawdown":8.48198921058031,"n":60,"win":51.66666666666667,"W":1.0526035952368733,"L":1.4566983983029806,"K":0,"mean_exposure":0.4570045589141872,"annvol":1.9664406276829818,"sharpe0":-0.858177012107062,"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

{"key":"SPY_holdout_66_1_zero","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"zero","return":-2.976173643757485,"drawdown":4.396199661468669,"n":60,"win":51.66666666666667,"W":1.2549108591143914,"L":1.2594147607829862,"K":0.007899659939188106,"mean_exposure":0.4570045589141872,"annvol":1.892424607866745,"sharpe0":-0.3111101175611738,"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

{"key":"SPY_holdout_66_0_stress","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"stress","return":22.421049131581206,"drawdown":12.16931241770325,"n":53,"win":64.15094339622641,"W":3.3802324790022045,"L":4.013158676010978,"K":0.05397346953474608,"mean_exposure":0.46017088662604,"annvol":6.446062979465247,"sharpe0":0.662436042946917,"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; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-10-19","train",3,0.027942436,0.017580386,0.030836654,0.092527095,0.132033478,0.039506383],["2022-11-02","train",3,0.020025214,0.061900848,0.022099383,0.962603652,0.771037363,-0.191566289],["2022-11-16","train",0,0.038560372,0.018991676,0.047196517,0.20074232,0.312715042,0.111972723],["2022-12-01","train",0,0.035333615,0.026381427,0.043247082,0.038812744,0.104285862,0.065473119],["2022-12-15","train",2,0.025898432,0.016566379,0.031679381,0.086474407,0.171229608,0.084755201],["2022-12-30","train",0,0.022119367,0.02506075,0.027073315,0.008128402,0.002908087,-0.005220315],["2023-01-17","train",0,0.022135744,0.010319606,0.02709336,0.229344585,0.346133681,0.116789096],["2023-01-31","train",2,0.017290051,0.033760443,0.02114947,0.283435074,0.128603487,-0.154831586],["2023-02-14","train",2,0.022077591,0.006986252,0.027005666,0.467059755,0.610798288,0.143738533],["2023-03-01","train",1,0.017701946,0.040597962,0.019211149,0.463374752,0.365023008,-0.098351744],["2023-03-15","train",0,0.02577838,0.04881634,0.031551816,0.255164145,0.110746103,-0.144418043],["2023-03-29","train",2,0.040078198,0.021462512,0.049024302,0.160040616,0.263801677,0.10376106],["2023-04-13","train",0,0.032073848,0.014012272,0.039257243,0.264982775,0.387137139,0.122154363],["2023-04-27","train",2,0.019458617,0.022238927,0.023802095,0.009329015,0.002255834,-0.007073181]] 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":"SPY_holdout_66_0_base","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"base","return":31.75082005431349,"drawdown":10.608803097080155,"n":53,"win":64.15094339622641,"W":3.6908390969727902,"L":3.724765573992856,"K":0.06993089876317146,"mean_exposure":0.46017088662604,"annvol":6.4357995487989275,"sharpe0":0.8925829281226944,"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":"SPY_holdout_66_0_zero","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"zero","return":38.369255493890144,"drawdown":9.60958418608302,"n":53,"win":67.9245283018868,"W":3.6921576466277704,"L":3.9693852386948856,"K":0.08360163249902065,"mean_exposure":0.46017088662604,"annvol":6.439540216760098,"sharpe0":1.044969997393589,"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":"SPY_holdout_22_1_stress","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"stress","return":-14.170065394849097,"drawdown":14.257869288861114,"n":60,"win":41.66666666666667,"W":0.94956639812271,"L":1.4656270001437015,"K":0,"mean_exposure":0.432252257627826,"annvol":1.9434066155042766,"sharpe0":-1.5689384050780502,"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

{"key":"SPY_holdout_22_1_base","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"base","return":-7.235101511721009,"drawdown":7.663389057270464,"n":60,"win":51.66666666666667,"W":1.05260359523687,"L":1.4566983983029813,"K":0,"mean_exposure":0.432252257627826,"annvol":1.7336175122680673,"sharpe0":-0.861158087317345,"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

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-03-30","train",2,0.039918318,0.006762538,0.048828733,0.944846439,1.115415721,0.170569282],["2022-04-13","train",0,0.0177425,0.020213272,0.021716185,0.008880737,0.002511373,-0.006369364],["2022-04-28","train",3,0.017140578,0.026704774,0.018915962,0.114591903,0.066922467,-0.047669436],["2022-05-12","train",3,0.02366466,0.013291354,0.026115795,0.138523192,0.184365846,0.045842655],["2022-05-26","train",1,0.019306113,0.016214654,0.020952081,0.014377877,0.03021487,0.015836993],["2022-06-10","train",1,0.016201983,0.030548706,0.017583305,0.251303112,0.184997527,-0.066305585],["2022-06-27","train",3,0.022151212,0.020134593,0.024445587,0.004414064,0.017659719,0.013245655],["2022-07-12","train",3,0.022873561,0.013463439,0.025242755,0.11860659,0.161919951,0.043313361],["2022-07-26","train",1,0.016837027,0.020363987,0.01827249,0.019288869,0.006090175,-0.013198693],["2022-08-09","train",0,0.017679636,0.011686837,0.021639242,0.074984092,0.156121329,0.081137238],["2022-08-23","train",3,0.015676865,0.014859385,0.017300641,0.001408778,0.011004069,0.009595291],["2022-09-07","train",3,0.014344777,0.018066462,0.015830578,0.028773904,0.009124393,-0.019649511],["2022-09-21","train",3,0.016460307,0.042301672,0.01816523,0.62604524,0.483399283,-0.142645956],["2022-10-05","train",1,0.029492397,0.019918168,0.032006811,0.067866429,0.096626747,0.028760318]] 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":"SPY_holdout_22_1_zero","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"zero","return":-2.2981419759339206,"drawdown":3.6002301151548455,"n":60,"win":51.66666666666667,"W":1.2549108591143836,"L":1.2594147607829955,"K":0.007899659939186468,"mean_exposure":0.432252257627826,"annvol":1.6378160756112143,"sharpe0":-0.2768415975759926,"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