IWM QTM90800 all swing recent 20bp shift0 = -4.478069114436112
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-4.478069114436112,"drawdown":6.280814493727293,"sample":8,"win rate":37.5,"average win":1.210149034297281,"average loss":1.6174308360434542,"mean":-0.5570883846656784,"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 swing recent 10bp shift0 = -2.937424259379695
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-2.937424259379695,"drawdown":5.480722570392748,"sample":8,"win rate":50,"average win":1.0606054983220092,"average loss":1.7766121524492084,"mean":-0.3580033270635996,"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 swing recent 2bp shift0 = -1.6870377621356236
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":-1.6870377621356236,"drawdown":4.835778801734481,"sample":8,"win rate":50,"average win":1.2224319100432257,"average loss":1.6193289230039571,"mean":-0.19844850648036566,"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 swing later 20bp shift0 = -27.42024340296625
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":-27.42024340296625,"drawdown":29.324971940907275,"sample":59,"win rate":45.76271186440678,"average win":1.2901559759906363,"average loss":2.0549473423729125,"mean":-0.5241373492234918,"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 swing later 10bp shift0 = -18.330045844555933
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-18.330045844555933,"drawdown":22.20381417511016,"sample":59,"win rate":49.152542372881356,"average win":1.3967483314598543,"average loss":1.9893298233593704,"mean":-0.3249863235329718,"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 swing later 2bp shift0 = -10.244780151441423
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":-10.244780151441423,"drawdown":16.84949274037426,"sample":59,"win rate":49.152542372881356,"average win":1.5591130022607946,"average loss":1.8323872146458378,"mean":-0.1653786334544422,"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 swing train 20bp shift0 = -31.60789758065805
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":20,"shift":0,"return":-31.60789758065805,"drawdown":38.122729541579446,"sample":58,"win rate":41.37931034482759,"average win":1.1659298614301457,"average loss":1.9044217455572907,"mean":-0.6339314254245584,"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 swing train 10bp shift0 = -23.1959416448407
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-23.1959416448407,"drawdown":31.615032791070373,"sample":58,"win rate":43.103448275862064,"average win":1.3163362826520588,"average loss":1.7617702764287146,"mean":-0.4350002078594157,"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 swing train 2bp shift0 = -15.727340270703028
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":2,"shift":0,"return":-15.727340270703028,"drawdown":25.91944880160796,"sample":58,"win rate":43.103448275862064,"average win":1.4785721911795662,"average loss":1.6044632809716945,"mean":-0.27556868090649594,"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
LTC/USD Sep7 completed daily regime and range = 55.20535
Crypto majors2026-09-08 00:10
{"symbol":"LTC/USD","last":"2026-09-07 00:00:00+00:00","close":55.20535,"sma100":45.93123355265,"prior20high":55.4165,"prior10low":47.345,"entry_signal":false,"return1d_pct":0.4549147626209171,"return7d_pct":13.73131315004179,"adr20":2.8748018781499995,"atr14":2.4231062544999995,"vol30_ann_pct":57.556250966424486,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 all delay recent 20bp shift0 = 2.7932413230998154
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":20,"shift":0,"return":2.7932413230998154,"drawdown":4.502463790491607,"sample":8,"win rate":37.5,"average win":2.88638770339346,"average loss":1.1453943937506161,"mean":0.3665238926784123,"quarter Kelly":0.03174589922964079,"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
SOL/USD Sep7 completed daily regime and range = 103.8095
Crypto majors2026-09-08 00:10
{"symbol":"SOL/USD","last":"2026-09-07 00:00:00+00:00","close":103.8095,"sma100":79.15194005855,"prior20high":110.5357,"prior10low":97.132857,"entry_signal":false,"return1d_pct":-2.5528259910446938,"return7d_pct":0.7414200523069958,"adr20":6.783318337750001,"atr14":5.931411911071428,"vol30_ann_pct":64.46440761437051,"daily_n":743,"start":"2024-08-26 00:00:00+00:00","original_n":928,"big_gaps":1} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 all delay recent 10bp shift0 = 4.4511629847623135
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":4.4511629847623135,"drawdown":4.311277388280543,"sample":8,"win rate":50,"average win":2.3203013769122096,"average loss":1.1853853263182086,"mean":0.5674580252970005,"quarter Kelly":0.06114055171274317,"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
ETH/USD Sep7 completed daily regime and range = 2490.4615
Crypto majors2026-09-08 00:10
{"symbol":"ETH/USD","last":"2026-09-07 00:00:00+00:00","close":2490.4615,"sma100":1925.0629299999998,"prior20high":2565.9,"prior10low":2355.79,"entry_signal":false,"return1d_pct":-0.9932039857758923,"return7d_pct":0.9332160725611827,"adr20":122.43090573542501,"atr14":92.35313654735715,"vol30_ann_pct":74.71166709822057,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 all delay recent 2bp shift0 = 5.796731272241096
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":5.796731272241096,"drawdown":4.158052869724771,"sample":8,"win rate":50,"average win":2.4841449155137307,"average loss":1.0271553766815016,"mean":0.7284947694161146,"quarter Kelly":0.07331443959514929,"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
BTC/USD Sep7 completed daily regime and range = 79096.805
Crypto majors2026-09-08 00:10
{"symbol":"BTC/USD","last":"2026-09-07 00:00:00+00:00","close":79096.805,"sma100":66525.03522,"prior20high":82233.502538071,"prior10low":76222.3285,"entry_signal":false,"return1d_pct":-1.5516993724986716,"return7d_pct":0.6742045799271068,"adr20":2929.4053087613493,"atr14":2377.906474981855,"vol30_ann_pct":48.109687023622364,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four.
https://runway.adityaperswal.workers.dev/data/crypto-bars
IWM QTM90800 all delay later 20bp shift0 = -23.420588768434303
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":-23.420588768434303,"drawdown":31.440636328477478,"sample":59,"win rate":44.06779661016949,"average win":2.1088402243022255,"average loss":2.38849718168262,"mean":-0.40661968074014593,"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 later 10bp shift0 = -13.829457444219639
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-13.829457444219639,"drawdown":26.965646382293052,"sample":59,"win rate":49.152542372881356,"average win":2.0815687287283957,"average loss":2.4197420934927734,"mean":-0.20723338426541915,"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 later 2bp shift0 = -5.298636793123768
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":-5.298636793123768,"drawdown":23.985057561920463,"sample":59,"win rate":50.847457627118644,"average win":2.172875206063094,"average loss":2.3443119780304564,"mean":-0.04743713866085444,"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 20bp shift0 = -12.830504860549663
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":-12.830504860549663,"drawdown":30.551631926857436,"sample":58,"win rate":55.172413793103445,"average win":1.442778114621928,"average loss":2.2378513798805963,"mean":-0.20715924498265187,"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 shift0 = -2.109004480805199
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":-2.109004480805199,"drawdown":23.40102639653673,"sample":58,"win rate":56.896551724137936,"average win":1.5979697717207013,"average loss":2.1264269156694318,"mean":-0.007373628016425052,"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 2bp shift0 = 7.410138638814279
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":7.410138638814279,"drawdown":17.424606878576387,"sample":58,"win rate":56.896551724137936,"average win":1.7606566545594293,"average loss":1.969703837903658,"mean":0.15274264918740899,"quarter Kelly":0.0216883071426595,"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 parent recent 20bp shift0 = 3.8544187706986532
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":3.8544187706986532,"drawdown":5.166554553866121,"sample":8,"win rate":37.5,"average win":3.4616227566190907,"average loss":1.271308861501459,"mean":0.5035404952937472,"quarter Kelly":0.03636592796910854,"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 parent recent 10bp shift0 = 5.52945584826392
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":5.52945584826392,"drawdown":4.976697663691065,"sample":8,"win rate":37.5,"average win":3.6687532880116245,"average loss":1.0736536757973614,"mean":0.7047489356310083,"quarter Kelly":0.04802373451588545,"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 parent recent 2bp shift0 = 6.8889149976564035
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":6.8889149976564035,"drawdown":4.8245386698758,"sample":8,"win rate":37.5,"average win":3.834756076828194,"average loss":0.9152448124089441,"mean":0.8660055210549827,"quarter Kelly":0.05645766664846606,"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