EEM QR290706 swing/65/base/0bp/recent = 3.916509799589929
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":3.916509799589929,"drawdown":3.5492536604151748,"win_rate":50,"average_win":2.671003619383272,"average_loss":0.7026978774883674,"mean":0.9841528709474523,"kelly":0.09211452053130226,"median_days":0.8802083333333333,"worst_trade":-0.7556928839582588,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/20bp/holdout = -9.550464589889163
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":-9.550464589889163,"drawdown":13.170579366300606,"win_rate":26.08695652173913,"average_win":1.3010524438802462,"average_loss":1.039732120375493,"mean":-0.42909266883051755,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.2340983435156336,"vbt_error":0,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/10bp/holdout = -5.29260344781296
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":-5.29260344781296,"drawdown":10.7452855439365,"win_rate":30.434782608695656,"average_win":1.3155116519971002,"average_loss":0.9058040759940954,"mean":-0.22975146312720982,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.0383707636909887,"vbt_error":-9.947598300641403e-14,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/2bp/holdout = -1.7424486778749304
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":-1.7424486778749304,"drawdown":8.869345142653906,"win_rate":30.434782608695656,"average_win":1.4777462404652544,"average_loss":0.7471264378597284,"mean":-0.06999127489125533,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-1.8815066829033111,"vbt_error":-1.2789769243681803e-13,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":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
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":-5.4355231685612075,"drawdown":7.388205498713052,"win_rate":33.33333333333333,"average_win":1.335813178783138,"average_loss":1.0054432421190584,"mean":-0.22502443515165968,"kelly":0,"median_days":0.9947916666666667,"worst_trade":-1.8254856562376243,"vbt_error":-1.2789769243681803e-13,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing/65/base/2bp/train = -1.7336253149924818
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":-1.7336253149924818,"drawdown":6.270146551697664,"win_rate":33.33333333333333,"average_win":1.4980802756973277,"average_loss":0.8469251542731738,"mean":-0.06525667761633999,"kelly":0,"median_days":0.9947916666666667,"worst_trade":-1.668280686604462,"vbt_error":-1.2789769243681803e-13,"symbol":"EEM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":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