GD GD training complete trade ledger part 4 = 8
Supply chain2026-09-08 04:13
[{"entry_date":"2024-04-05 04:00:00+00:00","exit_date":"2024-04-08 04:00:00+00:00","entry":277.85,"exit":282.2,"reason":"gap_target","bars":1,"net_return":0.012613526795162144},{"entry_date":"2024-05-10 04:00:00+00:00","exit_date":"2024-05-24 04:00:00+00:00","entry":283.9,"exit":285.55,"reason":"signal_or_time","bars":10,"net_return":0.002798990762476583},{"entry_date":"2024-08-01 04:00:00+00:00","exit_date":"2024-08-01 04:00:00+00:00","entry":288.39,"exit":284.66749999999996,"reason":"entry_day_stop","bars":0,"net_return":-0.01586470747652413},{"entry_date":"2024-09-10 04:00:00+00:00","exit_date":"2024-09-11 04:00:00+00:00","entry":292.59,"exit":289.03,"reason":"gap_stop","bars":1,"net_return":-0.015126254761896663},{"entry_date":"2024-09-17 04:00:00+00:00","exit_date":"2024-09-27 04:00:00+00:00","entry":292.18,"exit":289.47,"reason":"signal_or_time","bars":8,"net_return":-0.012242826008251217},{"entry_date":"2024-10-18 04:00:00+00:00","exit_date":"2024-10-22 04:00:00+00:00","entry":300.01,"exit":296.125,"reason":"stop","bars":2,"net_return":-0.015906283092204432},{"entry_date":"2024-11-12 05:00:00+00:00","exit_date":"2024-11-14 05:00:00+00:00","entry":304.49,"exit":300.6785,"reason":"stop","bars":2,"net_return":-0.015475661018826692},{"entry_date":"2025-03-06 05:00:00+00:00","exit_date":"2025-03-07 05:00:00+00:00","entry":254.31,"exit":260.70675,"reason":"target","bars":1,"net_return":0.02208250388553168}]
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 130/240 = -6.9494896603194185
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-6.9494896603194185,"drawdown_pct":45.33366519372382,"n":195,"win_pct":45.64102564102564,"avgwin_pct":2.619510318317559,"avgloss_pct":2.16589779554648,"mean_pct":0.01821154872992765,"quarterKelly":0.0017380680467813658,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD GD training complete trade ledger part 3 = 8
Supply chain2026-09-08 04:13
[{"entry_date":"2023-12-14 05:00:00+00:00","exit_date":"2023-12-14 05:00:00+00:00","entry":242.19,"exit":240.2065,"reason":"entry_day_stop","bars":0,"net_return":-0.01116082344640279},{"entry_date":"2023-12-27 05:00:00+00:00","exit_date":"2023-12-29 05:00:00+00:00","entry":242,"exit":245.639,"reason":"target","bars":2,"net_return":0.011996640856510865},{"entry_date":"2024-01-02 05:00:00+00:00","exit_date":"2024-01-03 05:00:00+00:00","entry":246.19,"exit":243.7845,"reason":"stop","bars":1,"net_return":-0.012737145084076196},{"entry_date":"2024-01-25 05:00:00+00:00","exit_date":"2024-01-26 05:00:00+00:00","entry":249.65,"exit":254.22425,"reason":"target","bars":1,"net_return":0.015272260868721244},{"entry_date":"2024-01-31 05:00:00+00:00","exit_date":"2024-01-31 05:00:00+00:00","entry":256.57,"exit":253.1765,"reason":"entry_day_stop","bars":0,"net_return":-0.016182295410624326},{"entry_date":"2024-02-22 05:00:00+00:00","exit_date":"2024-03-05 05:00:00+00:00","entry":258.25,"exit":263.51125,"reason":"target","bars":8,"net_return":0.017316169094566014},{"entry_date":"2024-03-19 04:00:00+00:00","exit_date":"2024-03-21 04:00:00+00:00","entry":266.35,"exit":269.79325,"reason":"target","bars":2,"net_return":0.00989330919739606},{"entry_date":"2024-04-02 04:00:00+00:00","exit_date":"2024-04-02 04:00:00+00:00","entry":278.38,"exit":275.8035,"reason":"entry_day_stop","bars":0,"net_return":-0.012223115276487229}]
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 129/240 = -6.453622785150381
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-6.453622785150381,"drawdown_pct":35.73506118318185,"n":28,"win_pct":50,"avgwin_pct":3.306179777888696,"avgloss_pct":3.606215450686397,"mean_pct":-0.1500178363988505,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":4,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD GD training complete trade ledger part 2 = 8
Supply chain2026-09-08 04:13
[{"entry_date":"2023-07-13 04:00:00+00:00","exit_date":"2023-07-14 04:00:00+00:00","entry":204.98,"exit":202.51,"reason":"gap_stop","bars":1,"net_return":-0.015009365630985871},{"entry_date":"2023-07-27 04:00:00+00:00","exit_date":"2023-07-27 04:00:00+00:00","entry":210.49,"exit":207.7255,"reason":"entry_day_stop","bars":0,"net_return":-0.016089803908221678},{"entry_date":"2023-08-03 04:00:00+00:00","exit_date":"2023-08-04 04:00:00+00:00","entry":214.05,"exit":211.07850000000002,"reason":"stop","bars":1,"net_return":-0.01683619132784875},{"entry_date":"2023-10-10 04:00:00+00:00","exit_date":"2023-10-12 04:00:00+00:00","entry":226.88,"exit":223.779,"reason":"stop","bars":2,"net_return":-0.016622580959459787},{"entry_date":"2023-10-16 04:00:00+00:00","exit_date":"2023-10-17 04:00:00+00:00","entry":232.08,"exit":228.86,"reason":"stop","bars":1,"net_return":-0.016828470054416234},{"entry_date":"2023-11-14 05:00:00+00:00","exit_date":"2023-11-29 05:00:00+00:00","entry":233.21,"exit":232.69,"reason":"signal_or_time","bars":10,"net_return":-0.005218576027249844},{"entry_date":"2023-12-04 05:00:00+00:00","exit_date":"2023-12-04 05:00:00+00:00","entry":235.87,"exit":238.9165,"reason":"entry_day_target","bars":0,"net_return":0.009881817828808037},{"entry_date":"2023-12-05 05:00:00+00:00","exit_date":"2023-12-13 05:00:00+00:00","entry":239.16,"exit":242.3175,"reason":"target","bars":6,"net_return":0.010167405326747092}]
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 128/240 = 48.52587654538867
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":48.52587654538867,"drawdown_pct":34.37929333597173,"n":190,"win_pct":50.526315789473685,"avgwin_pct":2.667200203380421,"avgloss_pct":2.235534364540271,"mean_pct":0.2651687262463972,"quarterKelly":0.022648917136101593,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":38,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD GD training complete trade ledger part 1 = 8
Supply chain2026-09-08 04:13
[{"entry_date":"2022-08-01 04:00:00+00:00","exit_date":"2022-08-12 04:00:00+00:00","entry":209.09,"exit":215.213,"reason":"target","bars":9,"net_return":0.02620081462452095},{"entry_date":"2022-08-15 04:00:00+00:00","exit_date":"2022-08-17 04:00:00+00:00","entry":218.04,"exit":223.992,"reason":"target","bars":2,"net_return":0.024220467755002195},{"entry_date":"2022-08-18 04:00:00+00:00","exit_date":"2022-08-22 04:00:00+00:00","entry":224.22,"exit":220.33,"reason":"gap_stop","bars":2,"net_return":-0.02029256832795623},{"entry_date":"2022-10-19 04:00:00+00:00","exit_date":"2022-10-24 04:00:00+00:00","entry":220.22,"exit":227.5145,"reason":"target","bars":3,"net_return":0.0300289670424001},{"entry_date":"2022-10-25 04:00:00+00:00","exit_date":"2022-10-28 04:00:00+00:00","entry":225.11,"exit":232.07975000000002,"reason":"target","bars":3,"net_return":0.02787327924908034},{"entry_date":"2022-10-31 04:00:00+00:00","exit_date":"2022-11-11 05:00:00+00:00","entry":230.51,"exit":225.92899999999997,"reason":"stop","bars":9,"net_return":-0.022809298964720393},{"entry_date":"2022-12-05 05:00:00+00:00","exit_date":"2022-12-06 05:00:00+00:00","entry":235.03,"exit":231.6005,"reason":"stop","bars":1,"net_return":-0.017543549812156556},{"entry_date":"2023-06-20 04:00:00+00:00","exit_date":"2023-06-21 04:00:00+00:00","entry":203.52,"exit":200.925,"reason":"stop","bars":1,"net_return":-0.015707900408938547}]
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 127/240 = 37.433821099280415
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":37.433821099280415,"drawdown_pct":31.102256434358623,"n":195,"win_pct":50.256410256410255,"avgwin_pct":2.5764100362494182,"avgloss_pct":2.1638226048325797,"mean_pct":0.21844815837786047,"quarterKelly":0.021196951892784102,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":34,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD GD holdout complete net trade distribution and confidence interval = 7
Supply chain2026-09-08 04:13
{"meanCI":[-1.9966112220308814,0.17507941595601428],"trades":[{"entry_date":"2026-01-06 05:00:00+00:00","exit_date":"2026-01-07 05:00:00+00:00","entry":353.83,"exit":349.0415,"reason":"stop","bars":1,"net_return":-0.016488301285240037},{"entry_date":"2026-01-16 05:00:00+00:00","exit_date":"2026-01-20 05:00:00+00:00","entry":365.77,"exit":359.88849999999996,"reason":"stop","bars":1,"net_return":-0.0190271150973077},{"entry_date":"2026-03-03 05:00:00+00:00","exit_date":"2026-03-05 05:00:00+00:00","entry":359.87,"exit":352.42400000000004,"reason":"stop","bars":2,"net_return":-0.02362433084237514},{"entry_date":"2026-06-12 04:00:00+00:00","exit_date":"2026-06-18 04:00:00+00:00","entry":356.94,"exit":351.1975,"reason":"stop","bars":4,"net_return":-0.01903545120486172},{"entry_date":"2026-07-06 04:00:00+00:00","exit_date":"2026-07-20 04:00:00+00:00","entry":371,"exit":371.4,"reason":"signal_or_time","bars":10,"net_return":-0.0019205677837277335},{"entry_date":"2026-07-24 04:00:00+00:00","exit_date":"2026-07-28 04:00:00+00:00","entry":384.09,"exit":394.07062499999995,"reason":"target","bars":2,"net_return":0.02291177686520407},{"entry_date":"2026-07-29 04:00:00+00:00","exit_date":"2026-07-29 04:00:00+00:00","entry":396.675,"exit":390.33275000000003,"reason":"entry_day_stop","bars":0,"net_return":-0.018936141172694265}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 126/240 = -17.827316762377265
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-17.827316762377265,"drawdown_pct":32.346072448942785,"n":30,"win_pct":53.333333333333336,"avgwin_pct":1.8159963539952153,"avgloss_pct":3.3284074508303214,"mean_pct":-0.5847254215900352,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":1}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD Sep8 GD frozen test measured simulation
Supply chain2026-09-08 04:13
{"paths":20000,"trades_per_path":20,"fraction":0.1,"loss_probability":99.77000000000001,"median_return":-2.1983654000603203,"p95_drawdown":3.2085826160208955}
https://runway.adityaperswal.workers.dev/data/stock-bars
GD Sep8 GD frozen test measured technical
Supply chain2026-09-08 04:13
{"c":359.4,"s20":382.46525,"s50":377.78380000000004,"adr":5.39325,"prior20":397.08,"signal":false,"date":"2026-09-04 04:00:00+00:00","raw_bar_counts":{"GD":1172,"GE":1173,"TXT":1172}}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 125/240 = -68.33058305254215
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-68.33058305254215,"drawdown_pct":68.52034556386918,"n":221,"win_pct":45.248868778280546,"avgwin_pct":1.2271023708841489,"avgloss_pct":1.9301229934477213,"mean_pct":-0.5015142313066036,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":30}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD Sep8 GD frozen test measured stats
Supply chain2026-09-08 04:12
{"daily_matched_n":1171,"correlation":{"GD":{"GD":1,"GE":0.3498455821482155,"TXT":0.5254546137132177},"GE":{"GD":0.3498455821482155,"GE":1,"TXT":0.4758017141810914},"TXT":{"GD":0.5254546137132177,"GE":0.4758017141810914,"TXT":1}},"GD_daily_quantiles_pct":{"p01":-3.5825872884847954,"p05":-1.887584784391949,"p50":0.07346896266930969,"p95":2.009759340020345,"p99":3.7212703803027267},"GD_realized_vol_ann_pct":20.913608106848134}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 124/240 = -57.25815206631386
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-57.25815206631386,"drawdown_pct":66.78068797620116,"n":226,"win_pct":46.46017699115044,"avgwin_pct":1.3228756140789912,"avgloss_pct":1.8126224953864054,"mean_pct":-0.355864524174606,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":36}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD Sep8 GD frozen test measured stress = -9.366835773268157
Supply chain2026-09-08 04:12
{"return":-9.366835773268157,"drawdown":10.591714042554889,"win_rate":14.285714285714285,"sample":7,"avg_win":1.9847630094397495,"avg_loss":1.9451390200734202,"mean":-1.3837244444286816,"quarter_kelly":0,"vectorbt_trades":7,"buy_hold":7.808141104478494,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00"}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 123/240 = -10.088749017283282
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-10.088749017283282,"drawdown_pct":29.918756424066196,"n":30,"win_pct":63.33333333333333,"avgwin_pct":1.804324706690401,"avgloss_pct":3.8966461058701003,"mean_pct":-0.28603125791511624,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":1}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD Sep8 GD frozen test measured holdout = -7.443407764963612
Supply chain2026-09-08 04:12
{"return":-7.443407764963612,"drawdown":9.512347858423375,"win_rate":14.285714285714285,"sample":7,"avg_win":2.291177686520407,"avg_loss":1.65053178977011,"mean":-1.0874304360143219,"quarter_kelly":0,"vectorbt_trades":7,"buy_hold":7.808141104478494,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00"}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 122/240 = -38.54208630517213
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-38.54208630517213,"drawdown_pct":41.4413903152086,"n":221,"win_pct":50.2262443438914,"avgwin_pct":1.396342510979817,"avgloss_pct":1.8160181973911302,"mean_pct":-0.2025700587975778,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":30}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
GD Sep8 GD frozen test measured train = -15.03920903738239
Supply chain2026-09-08 04:12
{"return":-15.03920903738239,"drawdown":23.345937582644073,"win_rate":38.775510204081634,"sample":49,"avg_win":1.652035669680707,"avg_loss":1.5662566512837033,"mean":-0.31834738397097273,"quarter_kelly":0,"vectorbt_trades":49,"buy_hold":76.01462329130018,"start":"2022-01-03 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00"}
https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 121/240 = -15.801283969165347
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":-15.801283969165347,"drawdown_pct":49.60693867783458,"n":226,"win_pct":51.32743362831859,"avgwin_pct":1.4902686200023112,"avgloss_pct":1.687602367708467,"mean_pct":-0.05648274569762487,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":36}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 120/240 = -4.528947283584362
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":-4.528947283584362,"drawdown_pct":28.25234339262941,"n":30,"win_pct":66.66666666666666,"avgwin_pct":1.9147662089778008,"avgloss_pct":4.088743646423883,"mean_pct":-0.0864037428227608,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":1}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 119/240 = -4.382806977449949
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-4.382806977449949,"drawdown_pct":22.017927679650374,"n":221,"win_pct":51.58371040723983,"avgwin_pct":1.5591065326186637,"avgloss_pct":1.6985859058079489,"mean_pct":-0.0027754542593076046,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":30}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 118/240 = 32.31424135822174
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":32.31424135822174,"drawdown_pct":34.546199164080285,"n":226,"win_pct":53.09734513274337,"avgwin_pct":1.640806320731402,"avgloss_pct":1.5811748158003767,"mean_pct":0.14360432586074814,"quarterKelly":0.019748160818580607,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":36}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 117/240 = -16.46094463902911
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-16.46094463902911,"drawdown_pct":32.299343592723254,"n":30,"win_pct":50,"avgwin_pct":2.101684803272841,"avgloss_pct":3.1684714941996996,"mean_pct":-0.5333933454634295,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py