TLT QR290706 nextopen/65/base/0bp/holdout = -5.066505261821552
Quant replication2026-09-07 06:18
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":-5.066505261821552,"drawdown":11.62224002711978,"win_rate":60,"average_win":0.8176779861610842,"average_loss":1.8395999184741552,"mean":-0.24523317569301153,"kelly":0,"median_days":7.5,"worst_trade":-5.082884209088889,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/65/base/20bp/train = 1.7636972797355766
Quant replication2026-09-07 06:18
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":1.7636972797355766,"drawdown":7.824985194403366,"win_rate":41.935483870967744,"average_win":1.2284484192460838,"average_loss":0.7765999249924999,"mean":0.06422680001077719,"kelly":0.013070715669566774,"median_days":7,"worst_trade":-2.499692972561607,"vbt_error":-2.8421709430404007e-13,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/65/base/2bp/train = 13.77848835536135
Quant replication2026-09-07 06:18
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":13.77848835536135,"drawdown":6.488061739632689,"win_rate":64.51612903225806,"average_win":1.0894010477233362,"average_loss":0.7826993865281487,"mean":0.4251073452470029,"kelly":0.0975552910783878,"median_days":7,"worst_trade":-2.148059176089212,"vbt_error":-2.2737367544323206e-13,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/65/base/0bp/train = 15.198125173740351
Quant replication2026-09-07 06:18
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":15.198125173740351,"drawdown":6.338322878772596,"win_rate":67.74193548387096,"average_win":1.077572961188493,"average_loss":0.8205184059591164,"mean":0.46528542339894163,"kelly":0.10794754512162263,"median_days":7,"worst_trade":-2.1089105704300115,"vbt_error":1.4210854715202004e-14,"symbol":"TLT","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/55/base/10bp/recent = -1.3317974452722758
Quant replication2026-09-07 06:18
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":-1.3317974452722758,"drawdown":4.02569101961231,"win_rate":33.33333333333333,"average_win":0.9141474341153977,"average_loss":1.1130221796852413,"mean":-0.4372989750850283,"kelly":0,"median_days":3,"worst_trade":-2.205882735475273,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/55/base/10bp/holdout = -8.146645279145625
Quant replication2026-09-07 06:18
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":18,"return_pct":-8.146645279145625,"drawdown":11.927583763264504,"win_rate":55.55555555555556,"average_win":0.7288781373676967,"average_loss":1.9343973714071094,"mean":-0.45479986653221716,"kelly":0,"median_days":7.5,"worst_trade":-5.272528748719929,"vbt_error":-5.684341886080802e-14,"symbol":"TLT","mode":"nextopen","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/55/base/10bp/train = 8.77128302532373
Quant replication2026-09-07 06:18
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":24,"return_pct":8.77128302532373,"drawdown":6.250309404719712,"win_rate":66.66666666666666,"average_win":0.925055206928771,"average_loss":0.7804432192317177,"mean":0.3565557315419415,"kelly":0.0963606628207964,"median_days":7.5,"worst_trade":-2.252454356948186,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"nextopen","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/20bp/recent = 9.048267046152958
Quant replication2026-09-07 06:18
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":8,"return_pct":9.048267046152958,"drawdown":6.985729270668872,"win_rate":87.5,"average_win":1.9530549172002272,"average_loss":4.713390750939306,"mean":1.1197492086827854,"kelly":0.1433330418440032,"median_days":4,"worst_trade":-4.713390750939306,"vbt_error":-1.2789769243681803e-13,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/2bp/recent = 12.234520129546645
Quant replication2026-09-07 06:18
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":8,"return_pct":12.234520129546645,"drawdown":6.818244997757505,"win_rate":87.5,"average_win":2.320747500490285,"average_loss":4.369740631419184,"mean":1.4844364840016013,"kelly":0.15990930548110005,"median_days":4,"worst_trade":-4.369740631419184,"vbt_error":-7.105427357601002e-14,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/0bp/recent = 12.59424584934592
Quant replication2026-09-07 06:18
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":8,"return_pct":12.59424584934592,"drawdown":6.7996077149395155,"win_rate":87.5,"average_win":2.3616839863782793,"average_loss":4.331480876103299,"mean":1.5250383785680819,"kelly":0.1614354828338802,"median_days":4,"worst_trade":-4.331480876103299,"vbt_error":0,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/20bp/holdout = -7.483983457082044
Quant replication2026-09-07 06:18
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":-7.483983457082044,"drawdown":23.808926854217184,"win_rate":54.285714285714285,"average_win":1.124665480240919,"average_loss":1.7753382669738929,"mean":-0.2010505184858521,"kelly":0,"median_days":8,"worst_trade":-6.290688949366352,"vbt_error":-3.126388037344441e-13,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/2bp/holdout = 4.939272737480094
Quant replication2026-09-07 06:18
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":4.939272737480094,"drawdown":17.825557643090907,"win_rate":60,"average_win":1.3699034488174096,"average_loss":1.657671905757405,"mean":0.1588733069874837,"kelly":0.02899352270494565,"median_days":8,"worst_trade":-5.952727338637553,"vbt_error":-3.268496584496461e-13,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/0bp/holdout = 6.418754770170532
Quant replication2026-09-07 06:18
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":6.418754770170532,"drawdown":17.13238507605087,"win_rate":60,"average_win":1.4104595210058024,"average_loss":1.6183271059532045,"mean":0.19894487022219962,"kelly":0.03526242108676955,"median_days":8,"worst_trade":-5.915100904662484,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/20bp/train = -8.643856921983717
Quant replication2026-09-07 06:17
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":28,"return_pct":-8.643856921983717,"drawdown":18.825747874308874,"win_rate":67.85714285714286,"average_win":0.7211415097817869,"average_loss":2.4641729478059182,"mean":-0.3027095658714039,"kelly":0,"median_days":9.520833333333332,"worst_trade":-6.501717565231235,"vbt_error":-1.1368683772161603e-13,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/2bp/train = 1.0449599251159514
Quant replication2026-09-07 06:17
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":28,"return_pct":1.0449599251159514,"drawdown":16.303502883752184,"win_rate":71.42857142857143,"average_win":1.0453419453631785,"average_loss":2.4143881676703267,"mean":0.05684762735360552,"kelly":0.013595462136998443,"median_days":9.520833333333332,"worst_trade":-6.164517026909511,"vbt_error":-1.5631940186722204e-13,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 sameclose/65/base/0bp/train = 2.183024746524298
Quant replication2026-09-07 06:17
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":28,"return_pct":2.183024746524298,"drawdown":16.01845131793325,"win_rate":71.42857142857143,"average_win":1.0857681669813768,"average_loss":2.3753461149172774,"mean":0.09687837215318985,"kelly":0.022306412892571847,"median_days":9.520833333333332,"worst_trade":-6.126975325755479,"vbt_error":-1.4210854715202004e-14,"symbol":"EEM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/75/base/10bp/recent = 3.0884941309457847
Quant replication2026-09-07 06:17
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":4,"return_pct":3.0884941309457847,"drawdown":3.9342860996046225,"win_rate":50,"average_win":2.4658668002478734,"average_loss":0.9010940359758413,"mean":0.7823863821360161,"kelly":0.07932163874964467,"median_days":0.8802083333333333,"worst_trade":-0.9539831583433633,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/75/base/10bp/holdout = -5.234185211805286
Quant replication2026-09-07 06:17
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":24,"return_pct":-5.234185211805286,"drawdown":10.922268071948405,"win_rate":29.166666666666668,"average_win":1.5847309292753353,"average_loss":0.9575669360143424,"mean":-0.21606339197151972,"kelly":0,"median_days":1.171875,"worst_trade":-2.0383707636909887,"vbt_error":-7.105427357601002e-14,"symbol":"EEM","mode":"swing","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/75/base/10bp/train = -5.734534291711501
Quant replication2026-09-07 06:17
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":-5.734534291711501,"drawdown":9.149592256457261,"win_rate":34.61538461538461,"average_win":1.272807773796044,"average_loss":1.0095834415681888,"mean":-0.21952494394210822,"kelly":0,"median_days":1.0260416666666665,"worst_trade":-1.8254856562376243,"vbt_error":-4.263256414560601e-14,"symbol":"EEM","mode":"swing","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/nextbar/10bp/recent = 3.5892050091989702
Quant replication2026-09-07 06:17
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":4,"return_pct":3.5892050091989702,"drawdown":3.484046959639364,"win_rate":50,"average_win":2.474673914432557,"average_loss":0.6687901892980797,"mean":0.9029418625672386,"kelly":0.09121826690995401,"median_days":0.8958333333333333,"worst_trade":-0.9369356511417015,"vbt_error":-5.684341886080802e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":true,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/nextbar/10bp/holdout = -4.587595293791946
Quant replication2026-09-07 06:17
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":23,"return_pct":-4.587595293791946,"drawdown":10.141945844019329,"win_rate":30.434782608695656,"average_win":1.3118249305798126,"average_loss":0.8582058219063702,"mean":-0.19776167984535795,"kelly":0,"median_days":1.2916666666666667,"worst_trade":-2.0383707636909887,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":true,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/nextbar/10bp/train = -5.057738145230539
Quant replication2026-09-07 06:17
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":24,"return_pct":-5.057738145230539,"drawdown":6.866280285114179,"win_rate":37.5,"average_win":1.2232693878812528,"average_loss":1.0670567118222725,"mean":-0.20818442443345056,"kelly":0,"median_days":0.9947916666666667,"worst_trade":-1.8254856562376243,"vbt_error":0,"symbol":"EEM","mode":"swing","threshold":65,"delay":true,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/20bp/recent = 2.2670757531445984
Quant replication2026-09-07 06:17
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":4,"return_pct":2.2670757531445984,"drawdown":4.317781676430721,"win_rate":50,"average_win":2.261139742523366,"average_loss":1.0990938975422582,"mean":0.5810229224905539,"kelly":0.06424005022375898,"median_days":0.8802083333333333,"worst_trade":-1.1518773473112254,"vbt_error":-5.684341886080802e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/10bp/recent = 3.0884941309457847
Quant replication2026-09-07 06:17
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":4,"return_pct":3.0884941309457847,"drawdown":3.9342860996046225,"win_rate":50,"average_win":2.4658668002478734,"average_loss":0.9010940359758413,"mean":0.7823863821360161,"kelly":0.07932163874964467,"median_days":0.8802083333333333,"worst_trade":-0.9539831583433633,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/2bp/recent = 3.750376325577909
Quant replication2026-09-07 06:17
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":4,"return_pct":3.750376325577909,"drawdown":3.6263834017337904,"win_rate":50,"average_win":2.629943430383952,"average_loss":0.7424088557445974,"mean":0.9437672873196773,"kelly":0.08971364901011335,"median_days":0.8802083333333333,"worst_trade":-0.7953826684508725,"vbt_error":-8.526512829121202e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars