EEM QTM90800 all delay recent 10bp shift0 = -3.7919807771400915
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":-3.7919807771400915,"drawdown":9.229903464881684,"sample":8,"win rate":37.5,"average win":3.267480079229338,"average loss":2.6267651653752577,"mean":-0.4164231986485342,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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 all delay recent 2bp shift0 = -2.552602909357904
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":-2.552602909357904,"drawdown":8.981455442526254,"sample":8,"win rate":37.5,"average win":3.4328403169432122,"average loss":2.47084326966452,"mean":-0.2569619246866203,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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 all delay later 20bp shift0 = 1.2191188167298916
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":1.2191188167298916,"drawdown":15.517478200093437,"sample":59,"win rate":50.847457627118644,"average win":1.9164675602645824,"average loss":1.8799458392339687,"mean":0.050433855426311534,"quarter Kelly":0.006579012406991755,"symbol":"EEM","adjustment":"all"}; 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 all delay later 10bp shift0 = 13.896231966071838
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":13.896231966071838,"drawdown":12.905724220028569,"sample":59,"win rate":55.932203389830505,"average win":1.9377480347154408,"average loss":1.8904734553594922,"mean":0.2507351746824194,"quarter Kelly":0.032348784541438066,"symbol":"EEM","adjustment":"all"}; 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 all delay later 2bp shift0 = 25.171875578379364
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":25.171875578379364,"drawdown":11.14632339777588,"sample":59,"win rate":55.932203389830505,"average win":2.1009789979780913,"average loss":1.733372549837519,"mean":0.41126475656782246,"quarter Kelly":0.04893727602270287,"symbol":"EEM","adjustment":"all"}; 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 all delay train 20bp shift0 = 8.23245458708557
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":8.23245458708557,"drawdown":27.058557772853753,"sample":58,"win rate":51.724137931034484,"average win":2.2933233789492444,"average loss":2.083848005352533,"mean":0.18020615894148986,"quarter Kelly":0.01964465201415,"symbol":"EEM","adjustment":"all"}; 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 all delay train 10bp shift0 = 21.544615006274825
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":21.544615006274825,"drawdown":20.904495050273088,"sample":58,"win rate":53.44827586206896,"average win":2.422225109294506,"average loss":1.9631287402034254,"mean":0.3807672828040898,"quarter Kelly":0.03929932867748524,"symbol":"EEM","adjustment":"all"}; 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 all delay train 2bp shift0 = 33.36388990002055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":33.36388990002055,"drawdown":17.254670700714026,"sample":58,"win rate":62.06896551724138,"average win":2.24160707894262,"average loss":2.2404800022889493,"mean":0.5415050826134042,"quarter Kelly":0.060392506753328454,"symbol":"EEM","adjustment":"all"}; 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 all parent recent 20bp shift0 = 2.358536502687092
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":2.358536502687092,"drawdown":10.608875101960248,"sample":8,"win rate":62.5,"average win":2.4602360608125196,"average loss":3.1725746094097986,"mean":0.3479320594791502,"quarter Kelly":0.035355556426183155,"symbol":"EEM","adjustment":"all"}; 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 all parent recent 10bp shift0 = 4.009446939400219
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.009446939400219,"drawdown":10.340388433016168,"sample":8,"win rate":75,"average win":2.22236946701716,"average loss":4.471792516321455,"mean":0.5488289711825065,"quarter Kelly":0.06173916841099544,"symbol":"EEM","adjustment":"all"}; 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 all parent recent 2bp shift0 = 5.349324920656207
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":5.349324920656207,"drawdown":10.12496758838719,"sample":8,"win rate":75,"average win":2.3860561891273018,"average loss":4.318825027565431,"mean":0.7098358849541186,"quarter Kelly":0.07437334126797539,"symbol":"EEM","adjustment":"all"}; 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 all parent later 20bp shift0 = -11.281060224395222
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-11.281060224395222,"drawdown":18.754293949916224,"sample":59,"win rate":44.06779661016949,"average win":1.6116553939593496,"average loss":1.5982712921028037,"mean":-0.18372732875338027,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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 all parent later 10bp shift0 = -0.16952268906643697
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-0.16952268906643697,"drawdown":12.048694417327388,"sample":59,"win rate":47.45762711864407,"average win":1.6888238083826408,"average loss":1.4947374159428777,"mean":0.01610519899126656,"quarter Kelly":0.0023840851412869485,"symbol":"EEM","adjustment":"all"}; 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 all parent later 2bp shift0 = 9.713621506080795
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":9.713621506080795,"drawdown":9.912329027817046,"sample":59,"win rate":54.23728813559322,"average win":1.6306914367529408,"average loss":1.5475126187045491,"mean":0.17625907239103863,"quarter Kelly":0.027022137422578335,"symbol":"EEM","adjustment":"all"}; 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 all parent train 20bp shift0 = 5.816144040345739
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":5.816144040345739,"drawdown":19.66451696540945,"sample":58,"win rate":51.724137931034484,"average win":2.241176945377615,"average loss":2.106379173450248,"mean":0.14235675008140541,"quarter Kelly":0.015879686605626303,"symbol":"EEM","adjustment":"all"}; 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 all parent train 10bp shift0 = 18.83110789549598
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":18.83110789549598,"drawdown":15.151199474562716,"sample":58,"win rate":56.896551724137936,"average win":2.2326599519251085,"average loss":2.1517174661772005,"mean":0.34284209929480297,"quarter Kelly":0.03838942188656941,"symbol":"EEM","adjustment":"all"}; 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 all parent train 2bp shift0 = 30.386515184191932
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":30.386515184191932,"drawdown":13.920537119723885,"sample":58,"win rate":60.3448275862069,"average win":2.263203724366544,"average loss":2.174261673010564,"mean":0.5035191702342423,"quarter Kelly":0.055620177363305434,"symbol":"EEM","adjustment":"all"}; 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 all delay recent 10bp shift8 = 1.1450988848971333
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":1.1450988848971333,"drawdown":4.780517701010889,"sample":8,"win rate":25,"average win":3.394912391840066,"average loss":0.91733326099346,"mean":0.16072815221492148,"quarter Kelly":0.011835957284291335,"symbol":"EFA","adjustment":"all"}; 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 all delay later 10bp shift8 = 2.1068516536421056
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":2.1068516536421056,"drawdown":13.027366519866245,"sample":60,"win rate":53.333333333333336,"average win":1.7380834620853096,"average loss":1.8588641933530676,"mean":0.05950788954740031,"quarter Kelly":0.008559411968054181,"symbol":"EFA","adjustment":"all"}; 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 all delay train 10bp shift8 = -17.40585218604621
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-17.40585218604621,"drawdown":25.132688195505494,"sample":59,"win rate":49.152542372881356,"average win":1.0594930133265887,"average loss":1.5921873790581451,"mean":-0.2888190505978521,"quarter Kelly":0,"symbol":"EFA","adjustment":"all"}; 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 all swing recent 20bp shift0 = -1.6108283988034655
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-1.6108283988034655,"drawdown":4.451649129407698,"sample":8,"win rate":50,"average win":1.4629523148854295,"average loss":1.8347766784190311,"mean":-0.1859121817668008,"quarter Kelly":0,"symbol":"EFA","adjustment":"all"}; 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 all swing recent 10bp shift0 = -0.023938669760648068
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.023938669760648068,"drawdown":3.9728065348004216,"sample":8,"win rate":50,"average win":1.66608150104825,"average loss":1.6382495572593636,"mean":0.013915971894443158,"quarter Kelly":0.002088128924918692,"symbol":"EFA","adjustment":"all"}; 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 all swing recent 2bp shift0 = 1.2639801411828744
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":1.2639801411828744,"drawdown":3.5879506539674644,"sample":8,"win rate":50,"average win":1.8288774498944504,"average loss":1.4807447704408339,"mean":0.1740663397268083,"quarter Kelly":0.023794150304720263,"symbol":"EFA","adjustment":"all"}; 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 all swing later 20bp shift0 = -24.2962934067562
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":-24.2962934067562,"drawdown":25.22245524759056,"sample":59,"win rate":45.76271186440678,"average win":0.8998361876419666,"average loss":1.6059936348631014,"mean":-0.45925795337773123,"quarter Kelly":0,"symbol":"EFA","adjustment":"all"}; 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 all swing later 10bp shift0 = -14.81483905775347
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-14.81483905775347,"drawdown":16.758781385097564,"sample":59,"win rate":50.847457627118644,"average win":1.0066305997670117,"average loss":1.570260803057265,"mean":-0.2599770389093275,"quarter Kelly":0,"symbol":"EFA","adjustment":"all"}; 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