Notes

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":27,"return_pct":-8.389192059982808,"drawdown":9.556109378118638,"win_rate":25.925925925925924,"average_win":1.1020074192535636,"average_loss":0.8167823913595375,"mean":-0.31931836638577044,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.6895048805490087,"vbt_error":-5.684341886080802e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":true,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":2.3689675552482026,"drawdown":4.863731152061113,"win_rate":41.935483870967744,"average_win":1.1938529922186443,"average_loss":0.7215638891135936,"mean":0.08167544821928037,"kelly":0.017103330299381256,"median_days":2.0729166666666665,"worst_trade":-1.4267334717482538,"vbt_error":-4.263256414560601e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":true,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":-0.4426634018338649,"drawdown":1.3334115337344632,"win_rate":40,"average_win":0.7056584545914735,"average_loss":0.6144284994996048,"mean":-0.08639371786317351,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-0.9359151329238813,"vbt_error":-8.526512829121202e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.5579050520205797,"drawdown":1.0392512184850489,"win_rate":40,"average_win":0.9072714348841604,"average_loss":0.41545833659319226,"mean":0.11363357199774883,"kelly":0.031311900614466454,"median_days":1.0104166666666667,"worst_trade":-0.7375885870622656,"vbt_error":-4.263256414560601e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":1.36559482732459,"drawdown":0.9421556933500219,"win_rate":60,"average_win":0.7335841487713453,"average_loss":0.4155171828716886,"mean":0.27394361611413176,"kelly":0.09335793874940945,"median_days":1.0104166666666667,"worst_trade":-0.5786415886870344,"vbt_error":-9.947598300641403e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":1.5685288840676215,"drawdown":0.9223411523570757,"win_rate":60,"average_win":0.773885642326529,"average_loss":0.3756754217910552,"mean":0.3140612166794954,"kelly":0.10145595146827328,"median_days":1.0104166666666667,"worst_trade":-0.5388650904206371,"vbt_error":1.4210854715202004e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":27,"return_pct":-13.22953353214139,"drawdown":13.446585656430655,"win_rate":22.22222222222222,"average_win":1.0465084844074601,"average_loss":0.9670410021982819,"mean":-0.5195855607303393,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.8859294952792927,"vbt_error":-1.7053025658242404e-13,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":27,"return_pct":-8.41510583643571,"drawdown":9.525875138446004,"win_rate":25.925925925925924,"average_win":1.0934746834692024,"average_loss":0.8152905939454302,"mean":-0.3204255220231181,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.6895048805490087,"vbt_error":0,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":27,"return_pct":-4.371934259260035,"drawdown":6.733228289733228,"win_rate":29.629629629629626,"average_win":1.104952409751886,"average_loss":0.69376334449398,"mean":-0.16081052842113083,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.5320821675039453,"vbt_error":-2.5579538487363607e-13,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":27,"return_pct":-3.333553985356641,"drawdown":6.021700441357214,"win_rate":29.629629629629626,"average_win":1.1454024803253944,"average_loss":0.654032904141025,"mean":-0.12086686429912295,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.4926871217557647,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":-3.336177975334309,"drawdown":6.836539017239163,"win_rate":38.70967741935484,"average_win":1.1242243334023774,"average_loss":0.8781863054510884,"mean":-0.10305960654006939,"kelly":0,"median_days":2.0729166666666665,"worst_trade":-1.623683104409468,"vbt_error":-3.126388037344441e-13,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":2.846670451359845,"drawdown":4.530311407219568,"win_rate":41.935483870967744,"average_win":1.2268343871455256,"average_loss":0.719104620534541,"mean":0.09693431817000303,"kelly":0.019752934704483652,"median_days":2.0729166666666665,"worst_trade":-1.4267334717482538,"vbt_error":1.4210854715202004e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":8.07649331357634,"drawdown":3.3301248343935885,"win_rate":54.83870967741935,"average_win":1.0825551526859614,"average_loss":0.7449779507742235,"mean":0.25721762209103916,"kelly":0.05940058145140423,"median_days":2.0729166666666665,"worst_trade":-1.2688899878787407,"vbt_error":-1.2789769243681803e-13,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":9.424985206262138,"drawdown":3.252757991392241,"win_rate":54.83870967741935,"average_win":1.1229962625645913,"average_loss":0.7052680003615601,"mean":0.29732853092052286,"kelly":0.06619089947848812,"median_days":2.0729166666666665,"worst_trade":-1.229389644200174,"vbt_error":0,"symbol":"TLT","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.5579050520205797,"drawdown":1.0392512184850489,"win_rate":40,"average_win":0.9072714348841604,"average_loss":0.41545833659319226,"mean":0.11363357199774883,"kelly":0.031311900614466454,"median_days":1.0104166666666667,"worst_trade":-0.7375885870622656,"vbt_error":-4.263256414560601e-14,"symbol":"TLT","mode":"swing","threshold":55,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":25,"return_pct":-8.088996033119367,"drawdown":9.301610021547646,"win_rate":28.000000000000004,"average_win":1.0934746834692024,"average_loss":0.8861742765467004,"mean":-0.3318725677422476,"kelly":0,"median_days":2.3020833333333335,"worst_trade":-1.6895048805490087,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"swing","threshold":55,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":26,"return_pct":1.5030492105365445,"drawdown":6.24732634553804,"win_rate":42.30769230769231,"average_win":0.9975185752895173,"average_loss":0.6241931789759462,"mean":0.061915640136365274,"kelly":0.01551741533193883,"median_days":1.3072916666666665,"worst_trade":-1.4267334717482538,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"swing","threshold":55,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-1.588515894910858,"drawdown":4.0256910196123314,"win_rate":33.33333333333333,"average_win":0.9141474341153977,"average_loss":1.243087734942483,"mean":-0.5240093452565227,"kelly":0,"median_days":6,"worst_trade":-2.205882735475273,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"nextopen","threshold":75,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":21,"return_pct":-8.207063087933475,"drawdown":12.657855134459739,"win_rate":57.14285714285714,"average_win":0.6786753912576049,"average_loss":1.8215120697443368,"mean":-0.3928335206003701,"kelly":0,"median_days":7,"worst_trade":-5.272528748719929,"vbt_error":-8.526512829121202e-14,"symbol":"TLT","mode":"nextopen","threshold":75,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":6.28624369247659,"drawdown":7.084627160521828,"win_rate":51.42857142857142,"average_win":1.01671267829577,"average_loss":0.7033169627735925,"mean":0.1812697097763654,"kelly":0.04457250156460439,"median_days":7,"worst_trade":-2.30449711384908,"vbt_error":-1.2789769243681803e-13,"symbol":"TLT","mode":"nextopen","threshold":75,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-1.9220345229613578,"drawdown":4.0256910196123545,"win_rate":33.33333333333333,"average_win":0.7125207155590729,"average_loss":1.3105986082913468,"mean":-0.636225500341207,"kelly":0,"median_days":3,"worst_trade":-2.4012756259620294,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-0.8570515453044769,"drawdown":4.02569101961231,"win_rate":66.66666666666666,"average_win":0.6078367511422655,"average_loss":2.049286888399937,"mean":-0.2778711287051353,"kelly":0,"median_days":3,"worst_trade":-2.049286888399937,"vbt_error":-4.263256414560601e-14,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-0.7380085952772064,"drawdown":4.025691019612321,"win_rate":66.66666666666666,"average_win":0.6480879356770997,"average_loss":2.0100987659226854,"mean":-0.23797429818949536,"kelly":0,"median_days":3,"worst_trade":-2.0100987659226854,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":20,"return_pct":-12.365341524502849,"drawdown":14.930010227831003,"win_rate":40,"average_win":0.6774055697936238,"average_loss":1.524029380393635,"mean":-0.6434554003187315,"kelly":0,"median_days":7.5,"worst_trade":-5.461794472814785,"vbt_error":-2.2737367544323206e-13,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":20,"return_pct":-5.822943435222017,"drawdown":11.939827962801564,"win_rate":60,"average_win":0.7773589791712165,"average_loss":1.8788562268525197,"mean":-0.28512710323827795,"kelly":0,"median_days":7.5,"worst_trade":-5.12084346317484,"vbt_error":-1.2789769243681803e-13,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars