EFA QTM90800 all swing later 2bp shift0 = -6.38157046526856
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":-6.38157046526856,"drawdown":12.538208255389671,"sample":59,"win rate":50.847457627118644,"average win":1.168370582517076,"average loss":1.4126471471489825,"mean":-0.10026525070861371,"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 train 20bp shift0 = -20.002368885813727
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":20,"shift":0,"return":-20.002368885813727,"drawdown":24.365862718778896,"sample":58,"win rate":43.103448275862064,"average win":0.947900114038294,"average loss":1.3771542136746746,"mean":-0.37497562414322255,"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 train 10bp shift0 = -10.162979188795385
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-10.162979188795385,"drawdown":16.929935144383666,"sample":58,"win rate":48.275862068965516,"average win":1.0397432513226692,"average loss":1.3097772551366222,"mean":-0.17552597615627472,"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 train 2bp shift0 = -1.4270228936689056
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":2,"shift":0,"return":-1.4270228936689056,"drawdown":12.635922842440428,"sample":58,"win rate":50,"average win":1.164233676696802,"average loss":1.1955915928697542,"mean":-0.01567895808647606,"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 delay recent 20bp shift0 = -1.558927000703847
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":20,"shift":0,"return":-1.558927000703847,"drawdown":8.570300313415046,"sample":8,"win rate":50,"average win":1.7883049361756609,"average loss":2.1165504582607935,"mean":-0.16412276104256635,"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 delay recent 10bp shift0 = 0.028799830575221286
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":0.028799830575221286,"drawdown":8.387257734180697,"sample":8,"win rate":50,"average win":1.9920854794266807,"average loss":1.9205874491959818,"mean":0.03574901511534945,"quarter Kelly":0.004486380665456938,"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 recent 2bp shift0 = 1.3173980332225055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":1.3173980332225055,"drawdown":8.240560004875451,"sample":8,"win rate":50,"average win":2.1554034521986787,"average loss":1.7635347646354909,"mean":0.19593434378159386,"quarter Kelly":0.022725947615715003,"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 20bp shift0 = -17.213430592678293
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":-17.213430592678293,"drawdown":25.78872911341794,"sample":59,"win rate":55.932203389830505,"average win":1.1436614285558315,"average loss":2.122617376742656,"mean":-0.29571567208418004,"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 delay later 10bp shift0 = -6.844888365762525
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-6.844888365762525,"drawdown":20.566824293296005,"sample":59,"win rate":62.71186440677966,"average win":1.2088040446781776,"average loss":2.2907310468827866,"mean":-0.09610734539540218,"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 delay later 2bp shift0 = 2.377399512604539
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":2.377399512604539,"drawdown":16.125962775540938,"sample":59,"win rate":64.40677966101694,"average win":1.3362415648434434,"average loss":2.2385255074221693,"mean":0.06386684420653047,"quarter Kelly":0.011948970509313012,"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 20bp shift0 = -8.325279821329602
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":-8.325279821329602,"drawdown":25.79692661693722,"sample":58,"win rate":46.55172413793103,"average win":1.5724975415427216,"average loss":1.6057459398690948,"mean":-0.12621880197049057,"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 delay train 10bp shift0 = 2.950345277062838
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":2.950345277062838,"drawdown":20.399561587231464,"sample":58,"win rate":55.172413793103445,"average win":1.515928218549295,"average loss":1.7012857394957486,"mean":0.07372885804634442,"quarter Kelly":0.01215902856483883,"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 2bp shift0 = 12.961471077846554
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":12.961471077846554,"drawdown":16.016581887178983,"sample":58,"win rate":60.3448275862069,"average win":1.5431201019800054,"average loss":1.7582023212635622,"mean":0.2339750031075562,"quarter Kelly":0.037906155652975185,"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 parent recent 20bp shift0 = 2.496150057975588
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":2.496150057975588,"drawdown":7.562497375320676,"sample":8,"win rate":62.5,"average win":1.6607115818586582,"average loss":1.8723931373610985,"mean":0.33579731215124947,"quarter Kelly":0.05055021531424306,"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 parent recent 10bp shift0 = 4.14928002285333
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.14928002285333,"drawdown":7.377437171071943,"sample":8,"win rate":62.5,"average win":1.8642366827671175,"average loss":1.6759413244840833,"mean":0.5366699300479172,"quarter Kelly":0.07196912481779529,"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 parent recent 2bp shift0 = 5.490959371918525
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":5.490959371918525,"drawdown":7.229122435442569,"sample":8,"win rate":75,"average win":1.6961063008661996,"average loss":2.2976894074790977,"mean":0.6976573737798752,"quarter Kelly":0.10283220064443815,"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 parent later 20bp shift0 = -24.290725505013178
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-24.290725505013178,"drawdown":28.633842467390213,"sample":59,"win rate":42.3728813559322,"average win":1.1730759248303828,"average loss":1.6480884343906956,"mean":-0.452679807602103,"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 parent later 10bp shift0 = -14.808573808303393
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-14.808573808303393,"drawdown":23.427559474009353,"sample":59,"win rate":50.847457627118644,"average win":1.1651989694282427,"average loss":1.7208871303086972,"mean":-0.25338572366279555,"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 parent later 2bp shift0 = -6.374684960708022
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":-6.374684960708022,"drawdown":19.27589471604264,"sample":59,"win rate":52.54237288135594,"average win":1.2885305123828454,"average loss":1.6239494770666891,"mean":-0.09366338091523885,"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 parent train 20bp shift0 = -12.580075095262512
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":-12.580075095262512,"drawdown":24.485300840874935,"sample":58,"win rate":56.896551724137936,"average win":1.266252868328206,"average loss":2.1497559377285476,"mean":-0.2061647204893602,"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 parent train 10bp shift0 = -1.8277728527869463
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-1.8277728527869463,"drawdown":17.37331475353081,"sample":58,"win rate":60.3448275862069,"average win":1.393247834155847,"average loss":2.1362411617125265,"mean":-0.006377112481611512,"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 parent train 2bp shift0 = 7.7187178701811465
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":7.7187178701811465,"drawdown":13.725618618677327,"sample":58,"win rate":63.793103448275865,"average win":1.475571901061704,"average loss":2.1751998207010628,"mean":0.15374076042346088,"quarter Kelly":0.02604765655825403,"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
IWM QTM90800 all delay recent 10bp shift8 = 1.02516630255709
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":1.02516630255709,"drawdown":6.332376363375336,"sample":8,"win rate":25,"average win":4.42625438333989,"average loss":1.2628556995569251,"mean":0.1594218211672785,"quarter Kelly":0.009004330036211379,"symbol":"IWM","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
IWM QTM90800 all delay later 10bp shift8 = -8.609333862105728
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":-8.609333862105728,"drawdown":23.488194622703183,"sample":60,"win rate":50,"average win":2.37161052182457,"average loss":2.5772656651377646,"mean":-0.10282757165659721,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all delay train 10bp shift8 = -16.374574399678565
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-16.374574399678565,"drawdown":34.77200124227712,"sample":59,"win rate":45.76271186440678,"average win":1.6032908497172427,"average loss":1.8089028513376748,"mean":-0.24739047966847524,"quarter Kelly":0,"symbol":"IWM","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