EEM QTM90800 raw parent later 10bp shift0 = -0.09938969164351441
Quant replication2026-09-08 00:11
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-0.09938969164351441,"drawdown":12.043521155891934,"sample":59,"win rate":47.45762711864407,"average win":1.6909142042132637,"average loss":1.4943159508553334,"mean":0.01731869900772954,"quarter Kelly":0.0025605525940607388,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EEM QTM90800 raw parent train 10bp shift0 = 19.000292484072535
Quant replication2026-09-08 00:11
{"rule":"parent","split":"train","cost":10,"shift":0,"return":19.000292484072535,"drawdown":15.144191009399199,"sample":58,"win rate":56.896551724137936,"average win":2.2367713307810835,"average loss":2.1513941196058175,"mean":0.34532070561431594,"quarter Kelly":0.03859588828574283,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw swing recent 10bp shift0 = -0.023393372238900145
Quant replication2026-09-08 00:11
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.023393372238900145,"drawdown":3.9697125097672536,"sample":8,"win rate":50,"average win":1.6654817965506497,"average loss":1.637539651262851,"mean":0.013971072643899352,"quarter Kelly":0.0020971518080886015,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw swing later 10bp shift0 = -10.08207324158188
Quant replication2026-09-08 00:11
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-10.08207324158188,"drawdown":13.912748551067677,"sample":59,"win rate":54.23728813559322,"average win":1.0106066204568511,"average loss":1.5662122433067065,"mean":-0.16861557143494646,"quarter Kelly":0,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw swing train 10bp shift0 = -10.237414407405609
Quant replication2026-09-08 00:11
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-10.237414407405609,"drawdown":17.04234931658666,"sample":58,"win rate":48.275862068965516,"average win":1.0457873503577322,"average loss":1.3180313620280675,"mean":-0.1768775008763021,"quarter Kelly":0,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw delay recent 10bp shift0 = 0.026165321742710468
Quant replication2026-09-08 00:11
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":0.026165321742710468,"drawdown":8.381897093952627,"sample":8,"win rate":50,"average win":1.991461431473246,"average loss":1.920623573615468,"mean":0.035418928928888926,"quarter Kelly":0.004446348843257106,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw delay later 10bp shift0 = -6.883921234117918
Quant replication2026-09-08 00:11
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-6.883921234117918,"drawdown":20.568881529113426,"sample":59,"win rate":62.71186440677966,"average win":1.2076063480435502,"average loss":2.290682424931327,"mean":-0.09684031306572599,"quarter Kelly":0,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw delay train 10bp shift0 = 2.9206965671335183
Quant replication2026-09-08 00:11
{"rule":"delay","split":"train","cost":10,"shift":0,"return":2.9206965671335183,"drawdown":20.419278176642784,"sample":58,"win rate":55.172413793103445,"average win":1.5161357755096998,"average loss":1.7026171173508746,"mean":0.07324654767564927,"quarter Kelly":0.012077834462257353,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw parent recent 10bp shift0 = 4.149599881677224
Quant replication2026-09-08 00:11
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.149599881677224,"drawdown":7.3695680308842775,"sample":8,"win rate":62.5,"average win":1.8616853099879638,"average loss":1.6718168035132226,"mean":0.5366220174250189,"quarter Kelly":0.0720613218767473,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw parent later 10bp shift0 = -14.800401325974255
Quant replication2026-09-08 00:11
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-14.800401325974255,"drawdown":23.41562526777117,"sample":59,"win rate":50.847457627118644,"average win":1.164093540858752,"average loss":1.719474625796807,"mean":-0.2532535241075399,"quarter Kelly":0,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
EFA QTM90800 raw parent train 10bp shift0 = -2.0318230021290407
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-2.0318230021290407,"drawdown":17.413867421793306,"sample":58,"win rate":60.3448275862069,"average win":1.3895924114347702,"average loss":2.1396528295629635,"mean":-0.009935873788468972,"quarter Kelly":0,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
IWM QTM90800 raw swing recent 10bp shift0 = -2.942865587011967
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-2.942865587011967,"drawdown":5.4799661193468125,"sample":8,"win rate":50,"average win":1.0588987077886913,"average loss":1.7763609123293334,"mean":-0.358731102270321,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
LTC/USD Daily slow rule holdout costed results
Crypto majors2026-09-08 00:10
[{"window":"holdout","look":20,"slip":0.001,"return":9.088471452870035,"dd":10.059013636356118,"n":1,"win":0,"avgwin":null,"avgloss":7.22344440731754,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":8.436331222614681,"dd":10.239075671118192,"n":1,"win":0,"avgwin":null,"avgloss":7.594809014567612,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw swing later 10bp shift0 = -18.361256534723214
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-18.361256534723214,"drawdown":22.248449630407585,"sample":59,"win rate":49.152542372881356,"average win":1.3980863700382575,"average loss":1.9918145268208922,"mean":-0.32559205209351366,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
LTC/USD Daily slow rule development costed results
Crypto majors2026-09-08 00:10
[{"window":"development","look":15,"slip":0.001,"return":-64.66263752058227,"dd":65.19009783409244,"n":14,"win":28.57142857142857,"avgwin":17.76477090076799,"avgloss":15.19482525914326,"kelly":-0.08130977057285219},{"window":"development","look":20,"slip":0.001,"return":-70.10639726840365,"dd":70.55260173762336,"n":13,"win":23.076923076923077,"avgwin":20.854377932772806,"avgloss":16.022333341830027,"kelly":-0.09005690641921811},{"window":"development","look":20,"slip":0.003,"return":-71.62114638770025,"dd":71.9888864122084,"n":13,"win":23.076923076923077,"avgwin":20.370925874801483,"avgloss":16.358572538786387,"kelly":-0.09673755738679511},{"window":"development","look":30,"slip":0.001,"return":-60.161923848677226,"dd":60.75656370468396,"n":11,"win":27.27272727272727,"avgwin":18.332589777717757,"avgloss":16.08091530195358,"kelly":-0.09130480196429439}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw swing train 10bp shift0 = -23.25584579162524
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-23.25584579162524,"drawdown":31.673866864145282,"sample":58,"win rate":43.103448275862064,"average win":1.3163393532219319,"average loss":1.764044142899746,"mean":-0.43629263595074685,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SOL/USD Daily slow rule holdout costed results
Crypto majors2026-09-08 00:10
[{"window":"holdout","look":20,"slip":0.001,"return":11.42797134768127,"dd":12.827723549104997,"n":1,"win":0,"avgwin":null,"avgloss":8.05854242942352,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":10.761845386580445,"dd":13.002242621078752,"n":1,"win":0,"avgwin":null,"avgloss":8.426573302053175,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw delay recent 10bp shift0 = 4.450740615978055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":4.450740615978055,"drawdown":4.311182896812404,"sample":8,"win rate":50,"average win":2.3204350515503624,"average loss":1.1856117537927313,"mean":0.5674116488788156,"quarter Kelly":0.06113203303187782,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
IWM QTM90800 raw delay later 10bp shift0 = -13.820358032760849
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-13.820358032760849,"drawdown":26.97061612634768,"sample":59,"win rate":49.152542372881356,"average win":2.0815680654767603,"average loss":2.4194076625368197,"mean":-0.2070636606318396,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SOL/USD Daily slow rule development costed results
Crypto majors2026-09-08 00:10
[{"window":"development","look":15,"slip":0.001,"return":-31.31832479250814,"dd":44.980156417933834,"n":5,"win":20,"avgwin":8.676911498752593,"avgloss":10.574893501270012,"kelly":-0.19374787049033004},{"window":"development","look":20,"slip":0.001,"return":-18.549906127320337,"dd":34.75157076351266,"n":4,"win":25,"avgwin":8.676911498752592,"avgloss":8.861337453613983,"kelly":-0.12898527362431692},{"window":"development","look":20,"slip":0.003,"return":-19.842742956429436,"dd":35.65843069923626,"n":4,"win":25,"avgwin":8.2420722267837,"avgloss":9.226163546092858,"kelly":-0.14738722463155016},{"window":"development","look":30,"slip":0.001,"return":-27.6147222175599,"dd":35.09305462141654,"n":4,"win":25,"avgwin":2.254202344746737,"avgloss":10.689274931328015,"kelly":-0.8266123080830535}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw delay train 10bp shift0 = -3.4025776611242287
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":-3.4025776611242287,"drawdown":24.42012969580798,"sample":58,"win rate":56.896551724137936,"average win":1.5704044354264604,"average loss":2.1434781999595223,"mean":-0.030407045343359636,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
ETH/USD Daily slow rule holdout costed results
Crypto majors2026-09-08 00:10
[{"window":"holdout","look":20,"slip":0.001,"return":3.907384948314029,"dd":7.24079999132321,"n":1,"win":0,"avgwin":null,"avgloss":5.692073579464417,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":3.28621769715588,"dd":7.426504095444686,"n":1,"win":0,"avgwin":null,"avgloss":6.0695514618155135,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw parent recent 10bp shift0 = 5.527258022350057
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":5.527258022350057,"drawdown":4.975600349116672,"sample":8,"win rate":37.5,"average win":3.668089978187424,"average loss":1.0736852868895164,"mean":0.7044804375143363,"quarter Kelly":0.04801411918079864,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
ETH/USD Daily slow rule development costed results
Crypto majors2026-09-08 00:10
[{"window":"development","look":15,"slip":0.001,"return":-5.729542402435491,"dd":46.28348204247457,"n":15,"win":40,"avgwin":20.288874319507542,"avgloss":11.782272705407301,"kelly":0.012891130479732171},{"window":"development","look":20,"slip":0.001,"return":3.732167427964651,"dd":45.0679072746781,"n":13,"win":46.15384615384615,"avgwin":17.136622971204076,"avgloss":11.801173125053431,"kelly":0.02268143449470017},{"window":"development","look":20,"slip":0.003,"return":-1.524081230486827,"dd":45.831818222818654,"n":13,"win":46.15384615384615,"avgwin":16.668012294839958,"avgloss":12.154263311450977,"kelly":0.017223490863838148},{"window":"development","look":30,"slip":0.001,"return":62.413979380178844,"dd":32.17987263307831,"n":10,"win":60,"avgwin":15.864931549916674,"avgloss":8.971199059711681,"kelly":0.09345264565759315}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 raw parent later 10bp shift0 = -19.284501645930796
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-19.284501645930796,"drawdown":30.25774318249367,"sample":59,"win rate":47.45762711864407,"average win":1.8121021895469918,"average loss":2.2545790128666665,"mean":-0.32462861172120144,"quarter Kelly":0,"symbol":"IWM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08