SPY QVM90806 variant 27/162 SPY_holdout_22_0_stress = 23.815952896705063
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_stress","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"stress","return":23.815952896705063,"drawdown":9.184497428480043,"n":53,"win":64.15094339622641,"W":3.38023247900221,"L":4.013158676010964,"K":0.053973469534746604,"mean_exposure":0.4335186146231508,"annvol":5.915227546481526,"sharpe0":0.754824193472686,"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
SPY QVM90806 variant 26/162 SPY_holdout_22_0_base = 32.69209273882656
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_base","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"base","return":32.69209273882656,"drawdown":7.7314421009081595,"n":53,"win":64.15094339622641,"W":3.690839096972813,"L":3.724765573992841,"K":0.06993089876317239,"mean_exposure":0.4335186146231508,"annvol":5.9049067504477595,"sharpe0":0.9915181177237116,"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
SPY QVM90806 variant 25/162 SPY_holdout_22_0_zero = 38.96661810408584
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_zero","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"zero","return":38.96661810408584,"drawdown":7.245335557652821,"n":53,"win":67.9245283018868,"W":3.6921576466277655,"L":3.969385238694887,"K":0.08360163249902051,"mean_exposure":0.4335186146231508,"annvol":5.909090045792443,"sharpe0":1.1478943610453753,"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 bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"GLD","date":"2026-09-04 04:00:00+00:00","S":406.77,"sigma":0.26768441537626697,"rv20":0.26493605793901054,"rv60":0.25602865210674003,"atr":8.614992857142868,"group":2,"bars":1173,"neg":true,"below":false,"calibrated_sigma":0.29605656775449324,"sha256":"1af86b93f4a7c1f3e236723093b16c4d89d752313f1a8ed1c620dc49550070ae","bars_truncated":false,"chain_truncated":false,"first":"2022-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z"}]
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
SPY QVM90806 variant 24/162 SPY_holdout_0_1_stress = -24.591272570792157
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_stress","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"stress","return":-24.591272570792157,"drawdown":26.42301149218489,"n":60,"win":41.66666666666667,"W":0.9495663981227316,"L":1.465627000143716,"K":0,"mean_exposure":1,"annvol":5.418234073600081,"sharpe0":-1.0187194825691017,"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
SPY QVM90806 variant 23/162 SPY_holdout_0_1_base = -9.719350056697918
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_base","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"base","return":-9.719350056697918,"drawdown":14.134520506777637,"n":60,"win":51.66666666666667,"W":1.0526035952368598,"L":1.4566983983029798,"K":0,"mean_exposure":1,"annvol":5.199320814494804,"sharpe0":-0.3688514996630603,"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
SPY QVM90806 variant 22/162 SPY_holdout_0_1_zero = 1.7911373627534477
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_zero","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"zero","return":1.7911373627534477,"drawdown":8.288556843642159,"n":60,"win":51.66666666666667,"W":1.2549108591143827,"L":1.2594147607829855,"K":0.007899659939187328,"mean_exposure":1,"annvol":5.1140935240492,"sharpe0":0.09525410460128525,"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
SPY QVM90806 variant 21/162 SPY_holdout_0_0_stress = 40.16725236851681
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_stress","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"stress","return":40.16725236851681,"drawdown":28.87167777720727,"n":53,"win":64.15094339622641,"W":3.380232479002207,"L":4.013158676010971,"K":0.05397346953474634,"mean_exposure":1,"annvol":15.907403637741735,"sharpe0":0.5055942589498721,"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
TLT 06UTC indicative American calendar flags part 3/3 = 2
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260914P00091000","far":"TLT260916P00091000","gap":0.08000000000000007},{"s":"TLT","near":"TLT260918P00115000","far":"TLT260930P00115000","gap":0.11999999999999744}]
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
SPY QVM90806 variant 20/162 SPY_holdout_0_0_base = 64.32340861030043
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_base","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"base","return":64.32340861030043,"drawdown":27.898353568630075,"n":53,"win":64.15094339622641,"W":3.690839096972797,"L":3.7247655739928573,"K":0.0699308987631716,"mean_exposure":1,"annvol":15.883496755661444,"sharpe0":0.7071775069740123,"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
SPY QVM90806 variant 19/162 SPY_holdout_0_0_zero = 82.69834294510616
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_zero","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"zero","return":82.69834294510616,"drawdown":27.319227551914725,"n":53,"win":67.9245283018868,"W":3.6921576466277637,"L":3.9693852386948882,"K":0.08360163249902046,"mean_exposure":1,"annvol":15.882866288932998,"sharpe0":0.8412595441857098,"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
SPY QVM90806 variant 18/162 SPY_train_66_1_stress = -1.7686333323013947
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_stress","s":"SPY","period":"train","window":66,"managed":true,"cost":"stress","return":-1.7686333323013947,"drawdown":3.8708760712009016,"n":24,"win":66.66666666666666,"W":1.6255484973471825,"L":1.3496436841389186,"K":0.0974775239280017,"mean_exposure":0.3896421134010059,"annvol":2.11037686128044,"sharpe0":-0.41137834783714367,"fillerr":0,"reconcile":0,"partial_count":16} 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
TLT 06UTC indicative American calendar flags part 2/3 = 15
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260930P00074000","far":"TLT261016P00074000","gap":0.009999999999999998},{"s":"TLT","near":"TLT261002P00077000","far":"TLT261009P00077000","gap":0.009999999999999995},{"s":"TLT","near":"TLT260914P00088000","far":"TLT260916P00088000","gap":0.0600000000000005},{"s":"TLT","near":"TLT260918P00088000","far":"TLT260925P00088000","gap":0.05999999999999961},{"s":"TLT","near":"TLT260911P00092000","far":"TLT260914P00092000","gap":0.14000000000000057},{"s":"TLT","near":"TLT260914P00089000","far":"TLT260916P00089000","gap":0.009999999999999787},{"s":"TLT","near":"TLT260918P00089000","far":"TLT260925P00089000","gap":0.05999999999999961},{"s":"TLT","near":"TLT260916P00095000","far":"TLT260918P00095000","gap":0.019999999999999574},{"s":"TLT","near":"TLT260911P00096000","far":"TLT260914P00096000","gap":0.09999999999999964},{"s":"TLT","near":"TLT260916P00094000","far":"TLT260918P00094000","gap":0.20000000000000107},{"s":"TLT","near":"TLT261002P00100000","far":"TLT261009P00100000","gap":0.019999999999999574},{"s":"TLT","near":"TLT260918P00099000","far":"TLT260930P00099000","gap":0.07000000000000028},{"s":"TLT","near":"TLT261002P00105000","far":"TLT261009P00105000","gap":0.379999999999999},{"s":"TLT","near":"TLT260918P00101000","far":"TLT260930P00101000","gap":0.6099999999999994},{"s":"TLT","near":"TLT261002P00110000","far":"TLT261009P00110000","gap":0.33999999999999986}]
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
SPY QVM90806 variant 17/162 SPY_train_66_1_base = 1.030188133892307
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_base","s":"SPY","period":"train","window":66,"managed":true,"cost":"base","return":1.030188133892307,"drawdown":2.3443774428746122,"n":24,"win":66.66666666666666,"W":1.9308831501531403,"L":1.0532480253074052,"K":0.12121043656353694,"mean_exposure":0.3896421134010059,"annvol":1.9320471606386784,"sharpe0":0.274363812642701,"fillerr":0,"reconcile":0,"partial_count":16} 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
SPY QVM90806 variant 16/162 SPY_train_66_1_zero = 2.9420196446382274
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_zero","s":"SPY","period":"train","window":66,"managed":true,"cost":"zero","return":2.9420196446382274,"drawdown":1.5092562928412656,"n":24,"win":66.66666666666666,"W":2.134948731017885,"L":0.8551566795350941,"K":0.13328738425460224,"mean_exposure":0.3896421134010059,"annvol":1.857943077489077,"sharpe0":0.7880560638764855,"fillerr":0,"reconcile":0,"partial_count":16} 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
SPY QVM90806 variant 15/162 SPY_train_66_0_stress = 1.5303037586992696
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_stress","s":"SPY","period":"train","window":66,"managed":false,"cost":"stress","return":1.5303037586992696,"drawdown":12.439589858388455,"n":22,"win":72.72727272727273,"W":4.737668286836175,"L":4.093902436246069,"K":0.12290107435884229,"mean_exposure":0.400600349581954,"annvol":7.954061759031358,"sharpe0":0.13522899631333568,"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
TLT 06UTC indicative American calendar flags part 1/3 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","near":"TLT260930C00081000","far":"TLT261002C00081000","gap":0.010000000000000009},{"s":"TLT","near":"TLT260918C00086500","far":"TLT260925C00086500","gap":0.010000000000000002},{"s":"TLT","near":"TLT260918C00065000","far":"TLT260925C00065000","gap":0.08999999999999986},{"s":"TLT","near":"TLT260916C00069000","far":"TLT261016C00069000","gap":0.129999999999999},{"s":"TLT","near":"TLT260916C00071000","far":"TLT260918C00071000","gap":0.049999999999998934},{"s":"TLT","near":"TLT260918C00074000","far":"TLT260930C00074000","gap":0.009999999999999787},{"s":"TLT","near":"TLT260911C00084000","far":"TLT260914C00084000","gap":0.020000000000000004},{"s":"TLT","near":"TLT260925C00090000","far":"TLT260930C00090000","gap":0.009999999999999998},{"s":"TLT","near":"TLT261002C00090000","far":"TLT261009C00090000","gap":0.020000000000000004},{"s":"TLT","near":"TLT261009C00089000","far":"TLT261016C00089000","gap":0.010000000000000009},{"s":"TLT","near":"TLT261002C00093000","far":"TLT261009C00093000","gap":0.009999999999999998},{"s":"TLT","near":"TLT260925P00077500","far":"TLT261002P00077500","gap":0.010000000000000002},{"s":"TLT","near":"TLT260911P00081000","far":"TLT260914P00081000","gap":0.010000000000000009},{"s":"TLT","near":"TLT261002P00088500","far":"TLT261009P00088500","gap":0.0600000000000005}]
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
SPY QVM90806 variant 14/162 SPY_train_66_0_base = 4.271373249218802
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_base","s":"SPY","period":"train","window":66,"managed":false,"cost":"base","return":4.271373249218802,"drawdown":12.439589876230805,"n":22,"win":72.72727272727273,"W":5.052353333952478,"L":3.8057519296444124,"K":0.13045932606113123,"mean_exposure":0.400600349581954,"annvol":7.9583783462286615,"sharpe0":0.30222709346394594,"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
SPY QVM90806 variant 13/162 SPY_train_66_0_zero = 6.141391116512884
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_zero","s":"SPY","period":"train","window":66,"managed":false,"cost":"zero","return":6.141391116512884,"drawdown":12.439589888122738,"n":22,"win":72.72727272727273,"W":5.262668102810489,"L":3.613171100820065,"K":0.1350068362719273,"mean_exposure":0.400600349581954,"annvol":7.9697782146868485,"sharpe0":0.41320332846575386,"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
SPY QVM90806 variant 12/162 SPY_train_22_1_stress = -3.7511798622800074
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_stress","s":"SPY","period":"train","window":22,"managed":true,"cost":"stress","return":-3.7511798622800074,"drawdown":6.022352468861325,"n":24,"win":66.66666666666666,"W":1.6255484973473049,"L":1.3496436841389126,"K":0.09747752392800721,"mean_exposure":0.44028864450196686,"annvol":2.1726810478165106,"sharpe0":-0.8671833254516536,"fillerr":0,"reconcile":0,"partial_count":16} 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
SPY QVM90806 variant 11/162 SPY_train_22_1_base = -0.6452892950703615
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_base","s":"SPY","period":"train","window":22,"managed":true,"cost":"base","return":-0.6452892950703615,"drawdown":3.8450881458973796,"n":24,"win":66.66666666666666,"W":1.9308831501531576,"L":1.0532480253074077,"K":0.12121043656353725,"mean_exposure":0.44028864450196686,"annvol":1.8526968987536845,"sharpe0":-0.16508255625843796,"fillerr":0,"reconcile":0,"partial_count":16} 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
TLT 06UTC indicative vertical flags part 5/5 = 6
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"TLT","a":"TLT260914P00096000","b":"TLT260914P00097000","monotone_gap":-1.3900000000000006,"width_gap":0.129999999999999},{"s":"TLT","a":"TLT260914P00097000","b":"TLT260914P00098000","monotone_gap":-1.370000000000001,"width_gap":0.120000000000001},{"s":"TLT","a":"TLT260911P00088500","b":"TLT260911P00089000","monotone_gap":-0.8099999999999996,"width_gap":0.02999999999999936},{"s":"TLT","a":"TLT260911P00093000","b":"TLT260911P00094000","monotone_gap":-1.5299999999999994,"width_gap":0.06999999999999851},{"s":"TLT","a":"TLT261002P00077000","b":"TLT261002P00077500","monotone_gap":0.019999999999999997,"width_gap":-0.54},{"s":"TLT","a":"TLT261002P00100000","b":"TLT261002P00105000","monotone_gap":-5.440000000000001,"width_gap":0.10000000000000142}]
https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
SPY QVM90806 variant 10/162 SPY_train_22_1_zero = 1.4823627755976343
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_zero","s":"SPY","period":"train","window":22,"managed":true,"cost":"zero","return":1.4823627755976343,"drawdown":2.4722104921366728,"n":24,"win":66.66666666666666,"W":2.1349487310179422,"L":0.8551566795350861,"K":0.13328738425460346,"mean_exposure":0.44028864450196686,"annvol":1.6847889353470296,"sharpe0":0.4442672885954333,"fillerr":0,"reconcile":0,"partial_count":16} 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
SPY QVM90806 variant 9/162 SPY_train_22_0_stress = -0.8282868191326842
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_0_stress","s":"SPY","period":"train","window":22,"managed":false,"cost":"stress","return":-0.8282868191326842,"drawdown":9.332585376100278,"n":22,"win":72.72727272727273,"W":4.7376682868361435,"L":4.093902436246095,"K":0.12290107435884154,"mean_exposure":0.4401158255960119,"annvol":8.301248713642034,"sharpe0":-0.008325410334271994,"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
SPY QVM90806 variant 8/162 SPY_train_22_0_base = 2.1134278561414144
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_0_base","s":"SPY","period":"train","window":22,"managed":false,"cost":"base","return":2.1134278561414144,"drawdown":8.337235486468519,"n":22,"win":72.72727272727273,"W":5.052353333952462,"L":3.805751929644382,"K":0.13045932606113148,"mean_exposure":0.4401158255960119,"annvol":8.265917783237809,"sharpe0":0.16775028162648672,"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