Runway

Notes

32996 observations, newest first
EEM QR290706 swing/65/base/0bp/recent = 3.916509799589929
Quant replication2026-09-07 06:17
A news scan found the headline 'EEM QR290706 swing/65/base/0bp/recent'. This refers to a report on the EEM stock, which was measured on September 7, 2026. The report used Protocol 596 and 598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to September 4. The report used a long-only vectorbt, which is a type of backtesting framework, and reconciled cash arithmetic, meaning it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. The report also used raw barriers and an adjusted-ratio wealth proxy, which is a way to estimate wealth. Fees and slip, which refers to the difference between the expected and actual price of a trade, were equally split as a one-way cost. The report found the following results: a sample size of 4, a return percentage of 3.916509799589929, a drawdown of 3.5492536604151748, a win rate of 50, an average win of 2.671003619383272, an average loss of 0.7026978774883674, a mean of 0.9841528709474523, a Kelly criterion, which is a measure of risk, of 0.09211452053130226, a median days of 0.8802083333333333, a worst trade of -0.7556928839582588, a vectorbt error of -2.842170943040401e-14, a symbol of EEM, a mode of swing, a threshold of 65, a delay of false, a split of recent, and a cost in basis points of 0. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/20bp/holdout = -9.550464589889163
Quant replication2026-09-07 06:17
A news scan found the headline 'EEM QR290706 swing/65/base/20bp/holdout'. This refers to a report on the EEM investment, which was measured on September 7, 2026. The report used Protocol 596 and 598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to September 4. The market period had been previously inspected. The report used a long-only vector, which is a type of investment strategy that only buys assets, and was reconciled with cash arithmetic, meaning it was calculated using simple addition and subtraction. The report marked daily and 15-minute swings, using raw barriers and an adjusted-ratio wealth proxy, which is a way to measure investment performance. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. The report found the following results: a sample size of 23, a return percentage of -9.55%, a drawdown of 13.17%, a win rate of 26.09%, an average win of 1.30%, an average loss of 1.04%, a mean of -0.43%, a Kelly criterion of 0, a median days of 1.23, a worst trade of -2.23%, and a vectorbt error of 0. The symbol was EEM, the mode was swing, the threshold was 65, there was no delay, the split was holdout, and the cost was 20 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/10bp/holdout = -5.29260344781296
Quant replication2026-09-07 06:17
A news scan found the report for EEM, measured on September 7, 2026. The protocol used was 596 and 598, with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to September 4. The market period had been previously inspected. The report used an explicit long-only vectorbt, which is a type of backtesting framework, reconciled cash arithmetic, meaning it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy, which is a way to estimate wealth, were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The report included the following statistics: sample size was 23, return percentage was -5.2926, drawdown was 10.7453, win rate was 30.4348, average win was 1.3155, average loss was 0.9058, mean was -0.2298, Kelly criterion, which is a formula to determine optimal bet size, was 0, median days was 1.2292, worst trade was -2.0384, and vbt error, which is an error in the vectorbt framework, was -9.9476e-14. The symbol was EEM, the mode was swing, the threshold was 65, delay was false, split was holdout, and cost basis point was 10. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/2bp/holdout = -1.7424486778749304
Quant replication2026-09-07 06:17
A news scan found the following data line: Measured Sep7 2026. This is a report about a trading protocol called Protocol596/598, which uses a full fixed grid with no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep4. The market period was previously inspected. The report uses a long-only vector, which is a type of investment strategy that only buys assets, and it reconciles cash using arithmetic, which is a method of calculating investment returns. The report uses daily marks as a baseline and 15-minute marks for swing trading, which is a type of trading that involves holding assets for a short period. The report also uses raw barriers and an adjusted-ratio wealth proxy, which is a way of measuring investment performance. Fees and slip, which refers to the difference between the expected and actual price of a trade, are equally split as a one-way cost. The report notes that exact quotes and 15-minute venue polling are unavailable. The results of the report are as follows: the sample size was 23, the return percentage was -1.7424486778749304, the drawdown was 8.869345142653906, the win rate was 30.434782608695656, the average win was 1.4777462404652544, the average loss was 0.7471264378597284, the mean was -0.06999127489125533, the Kelly criterion, which is a formula for determining the optimal size of a bet, was 0, the median days was 1.2291666666666667, the worst trade was -1.8815066829033111, the vectorbt error, which is an error in the vectorbt calculation, was -1.2789769243681803e-13, the symbol was EEM, the mode was swing, the threshold was 65, the delay was false, the split was holdout, and the cost in basis points was 2. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/0bp/holdout = -0.8343081617189219
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":-0.8343081617189219,"drawdown":8.394231510958615,"win_rate":34.78260869565217,"average_win":1.331870583488934,"average_loss":0.7563482674226107,"mean":-0.03001127580120393,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-1.8422514349194508,"vbt_error":7.105427357601002e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/20bp/train = -9.867404598361984
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":-9.867404598361984,"drawdown":10.300551017480963,"win_rate":33.33333333333333,"average_win":1.1333439710160709,"average_loss":1.203234613711037,"mean":-0.42437508546866776,"kelly":0,"median_days":0.9947916666666667,"worst_trade":-2.021638581038543,"vbt_error":-5.684341886080802e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/10bp/train = -5.4355231685612075
Quant replication2026-09-07 06:17
A news scan found the headline 'EEM QR290706 swing/65/base/10bp/train'. This is a report about a trading strategy for the stock symbol EEM, measured on September 7, 2026. The strategy, called Protocol 596/598, uses a fixed grid with no optimization. It was trained on data from 2016 to 2020, held out from 2021 to 2025, and recently tested up to September 4, 2026. The strategy only considers buying stocks, not selling, and uses a type of math called vectorbt to calculate profits and losses. The profits and losses are marked daily and every 15 minutes. The report includes a list of results: the sample size is 24, the return percentage is -5.4355, the drawdown is 7.3882, the win rate is 33.3333, the average win is 1.3358, the average loss is 1.0054, the mean is -0.2250, the Kelly criterion is 0, the median days is 0.9948, the worst trade is -1.8255, and the vectorbt error is -1.2789769243681803e-13. The symbol is EEM, the mode is swing, the threshold is 65, there is no delay, the split is train, and the cost is 10 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/2bp/train = -1.7336253149924818
Quant replication2026-09-07 06:17
A news scan found the headline is not available, but a data line was found for EEM, measured on September 7, 2026. The protocol used was 596/598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to September 4. The market period was previously inspected. The analysis used an explicit long-only vector, which is a type of investment strategy that only buys assets, and reconciled cash arithmetic, which is a method of calculating returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trading, which is a type of trading that involves holding assets for a short period. Raw barriers, or price levels that are not adjusted for other factors, and adjusted-ratio wealth proxy, which is a measure of wealth that takes into account the ratio of assets, were used. Fees and slip, or the difference between the expected and actual price of a trade, were equally split as a one-way cost. Exact quotes and 15-minute venue polling, which is the process of checking prices at regular intervals, were unavailable. The results included a sample size of 24, a return percentage of -1.7336253149924818, a drawdown of 6.270146551697664, a win rate of 33.33333333333333, an average win of 1.4980802756973277, an average loss of 0.8469251542731738, a mean of -0.06525667761633999, a Kelly criterion of 0, a median days of 0.9947916666666667, a worst trade of -1.668280686604462, a vectorbt error of -1.2789769243681803e-13, a symbol of EEM, a mode of swing, a threshold of 65, a delay of false, a split of train, and a cost basis point of 2. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/0bp/train = -0.7857254754868981
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":-0.7857254754868981,"drawdown":5.988533843856669,"win_rate":37.5,"average_win":1.369811919069355,"average_loss":0.8623268063352955,"mean":-0.025274784308551568,"kelly":0,"median_days":0.9947916666666667,"worst_trade":-1.628940131161427,"vbt_error":2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/55/base/10bp/recent = 2.042153430831539
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":3,"return_pct":2.042153430831539,"drawdown":3.9342860996046114,"win_rate":33.33333333333333,"average_win":3.9063331508438326,"average_loss":0.9010940359758413,"mean":0.70138169296405,"kelly":0.04488747284730053,"median_days":0.78125,"worst_trade":-0.9539831583433633,"vbt_error":0,"symbol":"EEM","mode":"swing","threshold":55,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/55/base/10bp/holdout = -0.6072106686167755
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":17,"return_pct":-0.6072106686167755,"drawdown":6.49198651383196,"win_rate":41.17647058823529,"average_win":1.3155116519971002,"average_loss":0.9686832495199504,"mean":-0.028132407718811973,"kelly":0,"median_days":1.78125,"worst_trade":-2.0383707636909887,"vbt_error":-4.263256414560601e-14,"symbol":"EEM","mode":"swing","threshold":55,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/55/base/10bp/train = -2.4557038570516276
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":21,"return_pct":-2.4557038570516276,"drawdown":5.2664339852291135,"win_rate":38.095238095238095,"average_win":1.335813178783138,"average_loss":1.0003543862040105,"mean":-0.11038579001843019,"kelly":0,"median_days":0.96875,"worst_trade":-1.8254856562376243,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":55,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/75/base/10bp/recent = 14.865937010789686
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":9,"return_pct":14.865937010789686,"drawdown":6.111749326732796,"win_rate":77.77777777777779,"average_win":2.1672551555295763,"average_loss":0.553393375884148,"mean":1.562666592993193,"kelly":0.1802587236909064,"median_days":3,"worst_trade":-0.9457374891720383,"vbt_error":-1.4210854715202004e-14,"symbol":"EEM","mode":"nextopen","threshold":75,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/75/base/10bp/holdout = 5.812591347783802
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":41,"return_pct":5.812591347783802,"drawdown":18.951218768373902,"win_rate":63.41463414634146,"average_win":1.2408079287923117,"average_loss":1.7205053202886802,"mean":0.1574006425431682,"kelly":0.0317133375139631,"median_days":7,"worst_trade":-6.621975820217618,"vbt_error":9.947598300641403e-14,"symbol":"EEM","mode":"nextopen","threshold":75,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/75/base/10bp/train = 7.812114059395858
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":32,"return_pct":7.812114059395858,"drawdown":14.326717006049527,"win_rate":75,"average_win":1.0101162294895716,"average_loss":2.0255835063523437,"mean":0.2511912955290928,"kelly":0.062168908932396794,"median_days":8.520833333333332,"worst_trade":-5.963594231989811,"vbt_error":-1.2789769243681803e-13,"symbol":"EEM","mode":"nextopen","threshold":75,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/20bp/recent = 13.057570301675447
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":8,"return_pct":13.057570301675447,"drawdown":6.299338286017287,"win_rate":75,"average_win":2.3307138590727265,"average_loss":0.7520879442376338,"mean":1.5600134082451367,"kelly":0.16733214613330818,"median_days":3.5,"worst_trade":-1.1436481530074927,"vbt_error":4.263256414560601e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/2bp/recent = 16.36097017892657
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":8,"return_pct":16.36097017892657,"drawdown":5.961407869026991,"win_rate":75,"average_win":2.6997684652276477,"average_loss":0.39415142924487667,"mean":1.9262884916095167,"kelly":0.17837534185057324,"median_days":3.5,"worst_trade":-0.7871237956474153,"vbt_error":0,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/0bp/recent = 16.733921688906307
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":8,"return_pct":16.733921688906307,"drawdown":5.923784907958629,"win_rate":87.5,"average_win":2.3548525722292775,"average_loss":0.7474307069448738,"mean":1.9670671623325087,"kelly":0.20883124335787373,"median_days":3.5,"worst_trade":-0.7474307069448738,"vbt_error":2.842170943040401e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/20bp/holdout = -6.78763969974383
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":35,"return_pct":-6.78763969974383,"drawdown":23.09686761474463,"win_rate":60,"average_win":1.0119610481974612,"average_loss":1.967656060371225,"mean":-0.1798857952300132,"kelly":0,"median_days":8,"worst_trade":-6.80854534569405,"vbt_error":-7.105427357601002e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/2bp/holdout = 5.729123081247067
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":35,"return_pct":5.729123081247067,"drawdown":16.75844866756083,"win_rate":62.857142857142854,"average_win":1.3198996412358797,"average_loss":1.7487530374329048,"mean":0.18011436058747396,"kelly":0.03411516204724949,"median_days":8,"worst_trade":-6.472451378424227,"vbt_error":-1.8474111129762605e-13,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/0bp/holdout = 7.219740786614071
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":35,"return_pct":7.219740786614071,"drawdown":16.41324649727033,"win_rate":62.857142857142854,"average_win":1.3604357079003366,"average_loss":1.7094446773689593,"mean":0.2201944219431695,"kelly":0.04046395222215465,"median_days":8,"worst_trade":-6.435032875649238,"vbt_error":2.842170943040401e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/20bp/train = -2.989122800023114
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":-2.989122800023114,"drawdown":15.313004720896517,"win_rate":53.57142857142857,"average_win":1.0540744883032094,"average_loss":1.4135066278448813,"mean":-0.0915881727655471,"kelly":0,"median_days":9,"worst_trade":-6.151479205523502,"vbt_error":-3.268496584496461e-13,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/2bp/train = 7.299409417940272
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":7.299409417940272,"drawdown":12.874158954399483,"win_rate":75,"average_win":1.0753209388127345,"average_loss":2.151041106571583,"mean":0.26873042746665526,"kelly":0.062476795942279645,"median_days":9,"worst_trade":-5.813015536368161,"vbt_error":-1.7053025658242404e-13,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/0bp/train = 8.507917821595035
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":8.507917821595035,"drawdown":12.734646027682938,"win_rate":75,"average_win":1.1157591544269925,"average_loss":2.1118936939231645,"mean":0.30884594233945334,"kelly":0.06920085331902648,"median_days":9,"worst_trade":-5.77533320649356,"vbt_error":-5.684341886080802e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/55/base/10bp/recent = 15.311851003851707
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":7,"return_pct":15.311851003851707,"drawdown":2.9281579843377648,"win_rate":85.71428571428571,"average_win":2.4350389770156466,"average_loss":0.16104926259625785,"mean":2.0641692284996602,"kelly":0.21192363325426933,"median_days":4,"worst_trade":-0.16104926259625785,"vbt_error":8.526512829121202e-14,"symbol":"EEM","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars
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