Notes

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,2.6593358438,1.4619902538,52.903225806,310,0.1079608746,0.12033522044,0.0085925189653,0.0010206897347,0.53265594088,9.0949470177e-12],[1,-3.5122470761,4.6055501716,47.096774194,310,0.099587577102,0.1102196226,-0.011407199517,0,-0.72108502944,9.0949470177e-12],[2,-9.3128122747,9.8291132186,39.35483871,310,0.096996191586,0.11472574535,-0.031402918555,0,-1.9591906245,5.4569682106e-12],[5,-24.704823084,24.704823084,18.387096774,310,0.11924132348,0.13881518861,-0.091366088003,0,-5.5816329725,7.8216544352e-11],[10,-44.774984169,44.774984169,6.1290322581,310,0.18436913926,0.21574811434,-0.1912247988,0,-11.324058051,9.0039975476e-11],[20,-70.292020662,70.292020662,2.2580645161,310,0.093760738072,0.40183382587,-0.39064298088,0,-21.782408775,5.9117155615e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,6.158726285,3.759117911,53.521126761,639,0.10453155302,0.11557770467,0.0094621612403,0.0053267412701,1.2170519017,2.0008883439e-11],[1,-6.5772032714,8.0909164922,48.043818466,639,0.094821295887,0.10796309652,-0.010537731153,0,-1.3676513041,5.4569682106e-11],[2,-17.785195354,18.402398758,41.314553991,639,0.088492129024,0.11432775424,-0.030533624067,0,-3.8863509138,6.0026650317e-11],[5,-43.96730394,43.96730394,18.6228482,639,0.10186090225,0.1345177531,-0.090497314935,0,-11.063069009,1.1368683772e-10],[10,-70.424826231,70.424826231,5.4773082942,639,0.15443288557,0.21033643428,-0.19035689407,0,-21.853310113,9.4132701633e-11],[20,-91.760542207,91.760542207,1.7214397496,639,0.084470614775,0.39808369187,-0.38977681022,0,-39.665261577,3.1832314562e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.5670229462,4.0795430737,49.460431655,556,0.1294261245,0.12976507384,0.0082344093355,0,0.90655673378,3.092281986e-11],[1,-6.4376336586,7.1078794295,44.784172662,556,0.12095269667,0.11940942521,-0.011765237532,0,-1.3357121952,2.0008883439e-11],[2,-16.284157817,16.568358194,38.489208633,556,0.11878134685,0.12595982535,-0.031760884969,0,-3.5281551364,1.8189894035e-11],[5,-40.030972408,40.030972408,22.482014388,556,0.12196497594,0.15369855422,-0.091723839702,0,-9.8174776138,8.9130480774e-11],[10,-65.607856865,65.607856865,6.4748201439,556,0.22451399655,0.2203888522,-0.19158219293,0,-19.401796147,1.0868461686e-10],[20,-88.688414201,88.688414201,2.3381294964,556,0.31244704816,0.40784092652,-0.39099966093,0,-35.622917433,4.3200998334e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,8.7822460086,4.4190066686,49.719326383,1247,0.13067667284,0.13909298584,0.0069696748409,0,1.7156615126,2.1827872843e-11],[1,-15.22945457,15.935413699,46.271050521,1247,0.11898684398,0.12672159507,-0.013029719105,0,-3.2837640735,1.8189894035e-12],[2,-33.941009428,34.245380829,40.256615878,1247,0.11521888201,0.13291569868,-0.033025113671,0,-8.0374629596,7.2759576142e-11],[5,-68.739725221,68.808990448,21.892542101,1247,0.12721838585,0.15470820844,-0.092987310094,0,-20.942037725,1.0049916455e-10],[10,-91.016873959,91.016873959,6.976744186,1247,0.209572015,0.22302563164,-0.19284440048,0,-38.552617078,5.536548997e-11],[20,-99.258183612,99.258183612,2.0048115477,1247,0.36814550518,0.40781591066,-0.39225934659,0,-62.879070338,3.694822226e-13]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,9.4692814859,2.696665205,49.470499244,661,0.13035120603,0.11904300382,0.013878608625,0.0083113095256,1.8451560718,2.1827872843e-11],[1,-4.0867655079,8.1703157328,45.083207262,661,0.12117374465,0.11062404483,-0.0061221669695,0,-0.8396789799,2.3646862246e-11],[2,-15.964109568,16.980033848,38.880484115,661,0.11887611121,0.11835589565,-0.026118942908,0,-3.4537366061,4.1836756282e-11],[5,-43.477207621,43.490906548,21.785173979,661,0.12813240434,0.14575132977,-0.086085281791,0,-10.889658703,1.1368683772e-10],[10,-70.815321421,70.815321421,6.656580938,661,0.21922372156,0.2148432929,-0.18594927076,0,-22.03210148,9.7770680441e-11],[20,-92.219325009,92.219325009,2.2692889561,661,0.32016586019,0.40176059057,-0.38537799335,0,-40.311423517,1.0231815395e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.4222425682,1.5775045211,49.367088608,316,0.1331192867,0.11691588748,0.013918938222,0.012243151742,0.87830738328,2.9103830457e-11],[1,-1.9730241936,4.2338790846,44.620253165,316,0.12524634133,0.11189484163,-0.0060818454377,0,-0.40189475793,2.1827872843e-11],[2,-7.9766173721,8.886227009,36.075949367,316,0.1318705804,0.11521828252,-0.02607862944,0,-1.6658504242,0],[5,-23.869977749,23.888428707,23.101265823,316,0.13142341638,0.15137500834,-0.086044992503,0,-5.3622873519,7.2759576142e-11],[10,-44.496690394,44.496690394,6.9620253165,316,0.24241138629,0.21796020873,-0.18590902174,0,-11.216823358,9.6406438388e-11],[20,-70.498465385,70.498465385,2.5316455696,316,0.35367532455,0.40453297148,-0.38533782475,0,-21.861774292,5.9117155615e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.4308216232,3.1985378146,48.198198198,666,0.13054890649,0.12821393371,0.006708303812,0,0.87998218761,2.546585165e-11],[1,-8.5927444182,9.2594617416,43.993993994,666,0.12119655415,0.11893410613,-0.013291037865,0,-1.7992559191,4.0017766878e-11],[2,-19.992141807,20.00591903,37.837837838,666,0.11903343027,0.12600278653,-0.033286380173,0,-4.4073370393,9.0949470177e-11],[5,-46.34767287,46.34767287,21.921921922,666,0.12334976989,0.15406252701,-0.093248419883,0,-11.823287317,1.027729013e-10],[10,-72.435609314,72.435609314,6.6066066066,666,0.21297230574,0.22183099273,-0.19310524929,0,-22.926904227,8.6856744019e-11],[20,-92.724416834,92.724416834,2.2522522523,666,0.29351309045,0.40832688078,-0.39251967422,0,-41.11555966,7.9580786405e-13]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,5.6426770265,0.84854306756,63.291139241,79,0.18009230566,0.12475700011,0.069764801015,0.094653680832,8.4771837217,7.2759576142e-12],[1,3.9866398726,0.87277355641,59.493670886,79,0.17068441874,0.12786539332,0.0497528493,0.072872570424,5.9660421909,1.0913936421e-11],[2,2.3565624754,0.99165488577,54.430379747,79,0.16530281443,0.13217149894,0.029744899475,0.04498547042,3.5130311375,3.2741809264e-11],[5,-2.3819488629,2.7958319037,35.443037975,79,0.17802299946,0.14460362451,-0.03025494766,0,-3.5105208745,3.2741809264e-11],[10,-9.797024442,9.9123678311,17.721518987,79,0.21955533366,0.20550121626,-0.13017473906,0,-14.173477535,3.2741809264e-11],[20,-22.980216086,22.980216086,7.5949367089,79,0.18078184053,0.37167353546,-0.32971489931,0,-32.094558108,9.0949470177e-13]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,5.3256809095,2.0864397969,56.470588235,170,0.16308979106,0.15105167223,0.030788556222,0.040385513724,7.9950250341,2.1827872843e-11],[1,1.8048018708,2.5115631084,51.764705882,170,0.15652734863,0.14562266894,0.010784398976,0.0172244644,2.6869625068,3.4560798667e-11],[2,-1.5983794959,4.0651536001,47.058823529,170,0.15093743376,0.15157415056,-0.0092157579379,0,-2.3602035105,1.4551915228e-11],[5,-11.140429047,11.356611533,31.176470588,170,0.1527369873,0.16972427687,-0.06919223569,0,-16.061435495,6.1845639721e-11],[10,-25.032308228,25.128170117,14.117647059,170,0.19310337309,0.22860896937,-0.16907310926,0,-34.759194815,8.0035533756e-11],[20,-46.640232414,46.640232414,4.7058823529,170,0.17929415861,0.39558886943,-0.36853555047,0,-60.58742903,1.0913936421e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.7939508809,0.56994646481,59.574468085,94,0.14092705628,0.091296562807,0.049963143121,0.083464141439,7.1878221316,1.8189894035e-12],[1,2.8422282796,0.66932681997,54.255319149,94,0.13332212489,0.092642887057,0.029955151342,0.056170630654,4.2419258029,3.6379788071e-11],[2,0.9268552966,0.90927407077,47.872340426,94,0.12950621637,0.099844298668,0.0099511606605,0.019209812739,1.3769929969,2.0008883439e-11],[5,-4.6078731128,5.1250855814,30.85106383,94,0.12465113,0.12797451179,-0.050036813794,0,-6.7539719208,4.7293724492e-11],[10,-13.166192431,13.290858151,10.638297872,94,0.18545403582,0.18986431762,-0.14993683321,0,-18.882374619,3.8198777474e-11],[20,-28.048237854,28.048237854,3.1914893617,94,0.18853353129,0.36717281776,-0.34943750875,0,-38.611792835,1.8189894035e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,3.0832278351,0.9684136603,56.140350877,57,0.18851461685,0.12414282804,0.053562102912,0.068143467361,4.6042389482,5.4569682106e-12],[1,1.9147520036,1.1069608756,52.631578947,57,0.18027049027,0.12946560732,0.033553391413,0.046532007764,2.851402522,1.8189894035e-12],[2,0.759521151,1.2968811821,49.122807018,57,0.17187256674,0.1393157601,0.013548681155,0.019707451591,1.1279380857,9.0949470177e-12],[5,-2.6281944514,3.1699311013,35.087719298,57,0.16801521336,0.16236397253,-0.046441451164,0,-3.8711040811,3.6379788071e-11],[10,-8.0231707199,8.1407823523,15.789473684,57,0.23388874132,0.21763890268,-0.14634506415,0,-11.659750829,4.0017766878e-11],[20,-17.932947775,17.932947775,8.7719298246,57,0.15019441206,0.39354977452,-0.34585291605,0,-25.395002702,1.8189894035e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,5.3104107802,0.87417071176,57.291666667,96,0.1751085721,0.1166610378,0.054144291971,0.07209617715,7.9718164514,2.3646862246e-11],[1,3.3077380713,1.0816004522,54.166666667,96,0.16439247315,0.11980463763,0.034135464045,0.051911537357,4.9421302545,2.3646862246e-11],[2,1.3431498872,1.4567770856,48.958333333,96,0.16041994075,0.12618767401,0.014130637385,0.022021323095,1.9974569544,2.3646862246e-11],[5,-4.3292814801,4.5796402737,33.333333333,96,0.16175541268,0.14966747234,-0.045859844003,0,-6.3500074848,2.1827872843e-11],[10,-13.08659605,13.197733033,14.583333333,96,0.21955533366,0.2081356384,-0.14576403831,0,-18.772127483,4.9112713896e-11],[20,-28.26977879,28.26977879,6.25,96,0.18078184053,0.3803433772,-0.34527305109,0,-38.891772395,9.0949470177e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-1.3290419316,3.1231949635,47.024952015,521,0.10422892663,0.12190852936,-0.0024640872066,0,-0.27044815758,5.4569682106e-12],[1,-11.09301965,11.662954711,46.449136276,521,0.085259724281,0.11589729053,-0.022461594588,0,-2.3518261339,2.0008883439e-11],[2,-19.890803682,20.276885866,37.428023033,521,0.084567668715,0.11843498174,-0.042455102969,0,-4.389765298,1.1186784832e-10],[5,-41.396721167,41.404774881,17.274472169,521,0.091054404773,0.1428105858,-0.10241164309,0,-10.251921577,9.5496943686e-11],[10,-65.193972639,65.193972639,5.1823416507,521,0.11363969002,0.21952504889,-0.20225931386,0,-19.234396168,7.4123818194e-11],[20,-87.72223425,87.72223425,0.95969289827,521,0.18292547145,0.40731999275,-0.40165544894,0,-34.592285296,3.1832314562e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,3.2410431905,3.1552504604,47.871485944,1245,0.11473148965,0.12227016471,0.0026764981575,0,0.64770028513,2.0008883439e-11],[1,-19.515350314,19.900537969,47.550200803,1245,0.095355541677,0.11947383926,-0.017322037239,0,-4.299233948,1.0641088011e-10],[2,-37.255779031,37.355922961,39.036144578,1245,0.094958012057,0.12201413409,-0.037316573427,0,-9.003021483,1.6098056221e-10],[5,-70.272681038,70.276766396,20.321285141,1245,0.096290926896,0.14664361715,-0.097276195747,0,-21.772104965,1.1914380593e-10],[10,-91.440290336,91.440290336,6.8273092369,1245,0.10840040841,0.21951693013,-0.19712899939,0,-39.197782449,5.6616045185e-11],[20,-99.290315789,99.290315789,1.0441767068,1245,0.15538538941,0.4023592242,-0.39653538486,0,-63.268820678,2.842170943e-14]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-4.5870191163,6.4664055454,46.275752773,631,0.099304296654,0.12052399357,-0.0073365128108,0,-0.94592329769,2.1827872843e-11],[1,-15.899321304,16.476706132,45.800316957,631,0.080114265685,0.11812916575,-0.027333045805,0,-3.4441271637,5.638867151e-11],[2,-25.87042049,26.217206006,36.291600634,631,0.079690989206,0.11968078981,-0.047325579992,0,-5.8793248257,8.6401996668e-11],[5,-49.234620111,49.277261115,15.372424723,631,0.090432644045,0.14319314767,-0.10727919871,0,-12.822571866,1.0550138541e-10],[10,-72.989801092,72.989801092,4.7543581616,631,0.10803115577,0.22285344329,-0.20712200435,0,-23.27520373,7.68523023e-11],[20,-92.353761743,92.353761743,0.79239302694,631,0.15874756157,0.41102324793,-0.40650842377,0,-40.570910286,1.1368683772e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-4.1773896507,5.4043972202,42.205323194,263,0.11353687288,0.13048842836,-0.016085225739,0,-0.85999326481,2.7284841053e-11],[1,-9.0873938344,10.034218031,41.825095057,263,0.094374193995,0.12987061275,-0.036080009166,0,-1.9099128023,3.4560798667e-11],[2,-13.745806678,14.490336119,34.600760456,263,0.092866981544,0.13486926848,-0.056070794135,0,-2.9487134126,4.9112713896e-11],[5,-26.337145118,26.577576044,14.828897338,263,0.12128522815,0.15733555757,-0.1160191673,0,-5.9995730313,1.2732925825e-11],[10,-43.372279349,43.372279349,5.7034220532,263,0.15425342436,0.2382387209,-0.21585323733,0,-10.872709187,9.0039975476e-11],[20,-66.535060033,66.535060033,1.5209125475,263,0.22805310786,0.4251569657,-0.41522221173,0,-19.874187965,5.9117155615e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-3.2094247751,4.8257732695,46.469622332,609,0.10442701344,0.12451592712,-0.0052460493086,0,-0.65809656922,1.2732925825e-11],[1,-14.308843744,15.016936588,45.977011494,609,0.085317442068,0.1193369939,-0.025243000354,0,-3.0772784172,6.1845639721e-11],[2,-24.135441505,24.626784338,36.288998358,609,0.086632338434,0.12034649967,-0.045235952508,0,-5.4375481701,8.0035533756e-11],[5,-47.356139954,47.413892428,17.24137931,609,0.092252512314,0.14632485315,-0.10519082463,0,-12.179057451,1.2369127944e-10],[10,-71.367297041,71.367297041,5.5829228243,609,0.10445569341,0.22333607929,-0.20503571759,0,-22.363901183,7.4578565545e-11],[20,-91.529844951,91.529844951,0.8210180624,609,0.18292547145,0.409288489,-0.40442630542,0,-39.327082647,3.0695446185e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,2.4791241666,5.3922644996,45.931283906,553,0.15363202925,0.14758655345,0.004644948874,0,0.49611102998,0],[1,-8.2507684818,11.726077699,45.931283906,553,0.13360330576,0.14189294548,-0.015353980173,0,-1.7251220809,1.4551915228e-11],[2,-17.857207036,19.130935778,37.613019892,553,0.1409278919,0.14162593829,-0.035348909934,0,-3.8972600039,2.0008883439e-11],[5,-41.051799559,41.391600493,23.146473779,553,0.15052208081,0.16934846436,-0.095309712497,0,-10.129834701,1.1186784832e-10],[10,-66.091727234,66.091727234,11.211573237,553,0.16712678312,0.24091205479,-0.19516448164,0,-19.632248299,1.0686562746e-10],[20,-88.780443476,88.780443476,2.5316455696,553,0.26447616218,0.41169299883,-0.39457479222,0,-35.729107073,4.5474735089e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,0.40603159898,10.130893636,46.672012831,1247,0.15412748366,0.16239115167,0.00057084552944,0,0.081920302873,2.9103830457e-11],[1,-21.756772126,22.883764459,46.672012831,1247,0.1340986611,0.15379131568,-0.019427268778,0,-4.8372052833,9.3677954283e-11],[2,-39.027540448,39.176470977,39.775461107,1247,0.13564898131,0.1550470846,-0.039421383963,0,-9.5145509938,6.6393113229e-11],[5,-71.146761054,71.199962757,24.859663192,1247,0.1386423687,0.17812772122,-0.099379743775,0,-22.211854477,1.1277734302e-10],[10,-91.708573134,91.715581191,11.708099439,1247,0.15032264579,0.24558353415,-0.19923044492,0,-39.53957543,6.1277205532e-11],[20,-99.315303347,99.315303347,2.5661587811,1247,0.22709329954,0.41511265622,-0.39863263169,0,-63.475300964,2.4158453016e-13]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,7.1358001063,5.774785881,47.883211679,685,0.14786645711,0.14153747468,0.010262361827,0,1.4026575908,7.2759576142e-12],[1,-6.5807721652,12.602581052,47.883211679,685,0.12783888663,0.13613857946,-0.0097376905905,0,-1.366234308,9.4587448984e-11],[2,-18.541214845,21.363305325,39.562043796,685,0.13268313212,0.1360501041,-0.029733743497,0,-4.0595191054,4.5474735089e-11],[5,-45.993890699,46.300087097,22.627737226,685,0.14993898617,0.15978040387,-0.08969791415,0,-11.706095884,1.2096279534e-10],[10,-72.776050684,72.776050684,10.948905109,685,0.16651805269,0.23333817077,-0.18955829229,0,-23.120226291,1.0231815395e-10],[20,-93.082210541,93.082210541,2.6277372263,685,0.25729422672,0.40642048254,-0.38897980405,0,-41.712584977,1.1368683772e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,0.75033567735,4.4652092036,43.728813559,295,0.14841377025,0.13195350676,0.0027248777056,0,0.15117970661,1.0913936421e-11],[1,-5.0219765668,8.8866859004,43.728813559,295,0.12838609032,0.13046709351,-0.017273667365,0,-1.0358338835,1.2732925825e-11],[2,-10.463574419,13.104700361,35.254237288,295,0.13702054872,0.13216890036,-0.037268213227,0,-2.2087787358,3.6379788071e-12],[5,-24.988193101,24.988193101,20.677966102,295,0.1523969124,0.16230099017,-0.097227864554,0,-5.6448585208,6.8212102633e-11],[10,-44.151342734,44.151342734,10.508474576,295,0.15810644342,0.23878829968,-0.1970807165,0,-11.105463927,9.0039975476e-11],[20,-69.041576116,69.041576116,2.0338983051,295,0.28019260683,0.41053591412,-0.39648719844,0,-21.096904742,5.4569682106e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.1749264019,5.2577053134,46.385542169,664,0.15252547395,0.14590321571,0.0063677767671,0,0.82997901655,1.8189894035e-11],[1,-8.7802463458,12.335615521,46.385542169,664,0.13249697176,0.14005725052,-0.013631496811,0,-1.8399967273,2.546585165e-11],[2,-20.124316488,21.150409898,38.704819277,664,0.13684476043,0.14127095675,-0.033626771034,0,-4.4392715819,1.4551915228e-11],[5,-46.37199264,46.409358699,23.945783133,664,0.14295918635,0.16806603048,-0.093588606571,0,-11.831365942,1.3005774235e-10],[10,-72.392944885,72.392944885,11.144578313,664,0.16234090695,0.23806910311,-0.19344509596,0,-22.902811474,9.5951691037e-11],[20,-92.683949849,92.683949849,2.5602409639,664,0.24939015392,0.40973400869,-0.39285884188,0,-41.049519806,1.8189894035e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,1.3886365564,0.72816668568,49.350649351,77,0.12457343772,0.085793429398,0.018023985542,0.036171405944,2.0653269321,0],[1,-0.16078726281,1.1442340329,38.961038961,77,0.13498375798,0.089399774592,-0.0019776190447,0,-0.2382510212,7.2759576142e-12],[2,-1.6865327539,1.6865327539,33.766233766,77,0.13383057627,0.1014056317,-0.02197522381,0,-2.4898380544,2.0008883439e-11],[5,-6.125290292,6.125290292,25.974025974,77,0.10635735335,0.14801471538,-0.081944048179,0,-8.9442560777,9.0949470177e-12],[10,-13.082359747,13.082359747,10.38961039,77,0.12937202357,0.21789150383,-0.18181217631,0,-18.766258511,4.5474735089e-11],[20,-25.487945573,25.487945573,1.2987012987,77,0.010801544607,0.38640772679,-0.38124916483,0,-35.346114088,5.4569682106e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,0.76952606033,2.171612191,48.823529412,170,0.12557675384,0.11073445012,0.004641020047,0.0092394091763,1.1428234762,1.8189894035e-12],[1,-2.599047577,3.8728438256,40,170,0.13094671359,0.11289432275,-0.015357908214,0,-3.8284465525,2.3646862246e-11],[2,-5.8550148821,5.9064495662,34.117647059,170,0.13159552786,0.12180824052,-0.03535283719,0,-8.5553737547,3.092281986e-11],[5,-14.984296579,14.984296579,26.470588235,170,0.099904165062,0.16559204628,-0.095313637397,0,-21.387273072,4.3655745685e-11],[10,-28.275243944,28.275243944,10.588235294,170,0.098412271095,0.22993453503,-0.19516840262,0,-38.898673896,7.3669070844e-11],[20,-48.948457357,48.948457357,0.58823529412,170,0.010801544607,0.39697740507,-0.39457870536,0,-63.088126448,9.0949470177e-12]] https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-0.68679424811,1.748141363,44.186046512,86,0.090965145766,0.086249154855,-0.0079451615572,0,-1.0163831506,7.2759576142e-12],[1,-2.3803748431,2.645183503,33.720930233,86,0.096393539167,0.091199787711,-0.027941572834,0,-3.5082145876,5.4569682106e-12],[2,-4.0450749445,4.0450749445,26.744186047,86,0.098817441782,0.10150990316,-0.047933985328,0,-5.9373162223,1.0913936421e-11],[5,-8.8707754814,8.8707754814,19.76744186,86,0.062013137379,0.14974675216,-0.10788723911,0,-12.86383636,0],[10,-16.380350335,16.380350335,3.488372093,86,0.12259334967,0.21966881484,-0.20772943701,0,-23.293256656,3.8198777474e-11],[20,-29.594003578,29.594003578,0,86,0,0.40711464278,-0.40711464278,0,-40.556589953,1.4551915228e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars