A news scan found the headline 'QIR90908 QQQ train IBS: all29 frozen cells'. This refers to a trading strategy, where IBS stands for a statistical method to analyze price movements. The strategy was trained on data from 2016 to 2020 without adjusting parameters. The main rule is to open a long position at the next session if the prior IBS is less than or equal to 0.2, with a stop loss at 1 prior 20 session average daily range and a target at 1.5 times that range, or close the position. The strategy also includes an adverse barrier. It uses a 1000 USD cash sleeve, with a long-only approach and a fee of 1 basis point plus a 5 basis point slip on each side, and a stress test of 1 plus 15. All 29 cells have thresholds of 0.1, 0.2, and 0.3, with open, managed, and green statuses, and fees of 0, 6, and 16 basis points. There are 2 buy holds in observations 18215, 18217, 18219, 18221, and 18223. The strategy also includes a rule to open a position at half the average daily range plus 1 average daily range, then use a benchmark and target on the remainder, with conservative daily ordering. The average exit matches the proportional cost of cash, but not fixed fees, with 15-minute whole lot execution. The strategy does not include full intraday synthetic open and exit marks. The trade return denominator entry value excludes the entry fee, and the cash mean is calculated as the mean divided by 1.0001 for costed cells. The strategy was tested on a complete 8-asset fixed universe, with all 2685 dates from 2016 to September 8, without survivorship bias, and all ETF claims. The same protocol was used in the holdout period from 1642 to 1649, and a positive train and recent result does not qualify alone. The source of this information is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the text: Frozen1431; 2016–2020 training, no parameter optimization. The main strategy was completed prior to IBS, which is a measure of volatility, being less than or equal to 0.2, then the next session open long, with a stop at 1 prior 20 session average daily range and a target at 1.5 times the average daily range or close, with an adverse barrier first. An independent 1000 USD cash sleeve was used, with a vectorbt long only strategy and a proportional 1 basis point fee plus 5 basis points lip on each side, and stress 1 plus 15. All 29 cells had thresholds of 0.1, 0.2, and 0.3, with open, managed, and green statuses, and fees of 0, 6, and 16 basis points, and 2 buy holds in observations 18205, 18207, 18209, 18211, and 18213. The strategy was to go green, then add 1 average daily range, then use a target on the remainder, with conservative daily ordering. The average exit matched the proportional cost of cash, but not the fixed fees, with 15 minute whole lot execution. The synthetic open and exit marks were not full intraday. The trade return denominator entry value excluded the entry fee, and the cash mean was the mean divided by 1.0001 for costed cells. The complete 8 asset fixed universe was used, with all 2685 dates from 2016 to September 8, with no survivorship bias for all ETF claims. The same protocol was used in the holdout period from 1642 to 1649, and a positive train and recent result does not qualify alone. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the headline 'QIR90908 FXI train IBS: all29 frozen cells'. This refers to a trading strategy, where IBS stands for a trading indicator. The strategy was trained on data from 2016 to 2020 without adjusting parameters. The main rule is to open a long position if the previous session's IBS is less than or equal to 0.2, with a stop loss at 1.5 times the average daily range and a target at 1.5 times the average daily range, or close the position. The strategy also considers an adverse barrier first. The strategy uses a 1000 USD cash sleeve, with a long-only approach and a fee of 1 basis point plus a 5 basis point slip on each side, and a stress test of 1 plus 15. All 29 cells have thresholds of 0.1, 0.2, and 0.3, with open, managed, and green statuses, and fees of 0, 6, and 16 basis points. There are 2 buy holds in observations 18194, 18196, 18198, 18200, and 18202. The strategy also considers a green half plus 1 average daily range, then a break even or target on the remainder, with conservative daily ordering. The average exit matches the proportional cost of cash, but not fixed fees, with 15-minute whole lot execution. The strategy does not include full intraday synthetic open and exit marks. The trade return denominator entry value excludes the entry fee, and the cash mean is the mean divided by 1.0001 for costed cells. The strategy is applied to a fixed universe of 8 assets, with all 2685 dates from 2016 to September 8, without survivorship bias, and all ETF claims. The same protocol is applied to the holdout period from 1642 to 1649, and a positive train and recent result does not qualify alone. The source of this information is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the headline 'QIR90908 EWZ train IBS: all29 frozen cells'. This refers to a trading strategy, where IBS stands for a statistical method to identify trends. The report states that from 2016 to 2020, the strategy was trained without adjusting parameters. The main rule was to complete a trade if a certain condition, called IBS, was less than or equal to 0.2, then open a long position at the next session, with a stop loss at 1.5 times the average daily range and a target or close. If an adverse condition occurred, it would act as a barrier. The strategy used a 1000 USD cash sleeve, with a long-only approach and a fee of 1 basis point plus a 5 basis point slip on each side, with a stress test of 1 plus 15. All 29 cells had thresholds of 0.1, 0.2, and 0.3, with open, managed, and green statuses, and fees of 0, 6, and 16 basis points. There were 2 buy holds in observations 18184, 18185, 18187, 18189, and 18191. The strategy also included a rule to buy half of the position at 1 average daily range, then buy or sell the remainder based on a target, with conservative daily ordering. The average exit matched the proportional cost of cash, but not fixed fees, with 15-minute whole lot execution. The report notes that synthetic open and exit marks were not full intraday. The trade return denominator entry value excluded the entry fee, and the cash mean was calculated as the mean divided by 1.0001 for costed cells. The strategy was tested on a fixed universe of 8 assets, with all 2685 dates from 2016 to September 8, without survivorship bias, and all ETF claims. The same protocol was used in the holdout period from 1642 to 1649, but a positive train and recent result does not qualify alone. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, which provides stock bars for symbols SPY, QQQ, IWM, EEM, EFA, EWJ, EWZ, and FXI, with a 1-day timeframe, SIP feed, and all adjustments.
A news scan found the headline 'QIR90908 EWJ train IBS: all29 frozen cells'. The text that follows is a description of an automated trading system. The system was trained on data from 2016 to 2020 without adjusting its parameters. The main rule is to open a long position at the next session if the previous IBS, or Internal Bar Strength, is less than or equal to 0.2, and to set a stop loss at 1.5 times the average daily range and a target at 1.5 times the average daily range or close the position. The system also has an adverse barrier. It uses a 1000 USD cash sleeve, and charges a fee of 1 basis point plus a 5 basis point slip on each side, with a stress test of 1 plus 15. The system has 29 cells with thresholds of 0.1, 0.2, and 0.3, and it can be open, managed, or green, with fees of 0, 6, and 16 basis points. There are 2 buy holds in observations 18179, 18180, 18181, 18182, and 18183. The system uses a conservative daily ordering, with a green half plus 1 average daily range, then a barrier to entry and target on the remainder. The average exit matches the proportional cost of cash, but not fixed fees, with a 15-minute whole lot execution. The system does not have full intraday synthetic open and exit marks. The trade return denominator entry value excludes the entry fee, and the cash mean is the mean divided by 1.0001 for costed cells. The system uses a complete 8-asset fixed universe, with all 2685 dates from 2016 to September 8, and does not claim survivorship bias for all ETFs. The same protocol is used in the holdout from 1642 to 1649, and a positive train and recent result does not qualify alone. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the headline 'QIR90908 EFA train IBS: all29 frozen cells'. This refers to a trading strategy, where IBS stands for a statistical method to identify trends. The strategy was trained on data from 2016 to 2020 without adjusting parameters. The main goal was completed when a condition called IBS was less than or equal to 0.2, then the next session would open a long position, with a stop loss at 1.5 times the average daily range and a target or close. There was also an adverse barrier. The strategy used 1000 USD in cash, with a fee of 1 basis point plus 5 basis points for each trade, and stress tested with a factor of 1 plus 15. All 29 cells had thresholds of 0.1, 0.2, and 0.3, with open, managed, and green statuses, and fees of 0, 6, and 16 basis points. There were 2 buy and hold observations in trades 18174, 18175, 18176, 18177, and 18178. The strategy would open a position at half the average daily range plus 1, then set a target on the remainder, with conservative daily ordering. The average exit matched the proportional cost of cash, but not fixed fees, with 15-minute whole lot execution. The source is a data feed from https://runway.adityaperswal.workers.dev/data/stock-bars, which includes symbols SPY, QQQ, IWM, EEM, EFA, EWJ, EWZ, and FXI, with a 1-day timeframe and all adjustments.
A news scan found the headline 'QIR90908 EEM train IBS: all29 frozen cells'. This refers to a training session for an automated trading system. The system was trained on data from 2016 to 2020 without adjusting any parameters. The main strategy was to open a long position if the previous session's IBS, or Internal Bar Strength, was less than or equal to 0.2, and to set a stop loss at 1.5 times the average daily range and a target at 1.5 times the average daily range. If the trade hit an adverse barrier first, it would be closed. The system used a 1000 USD cash sleeve and a long-only strategy with a fee of 1 basis point plus a 5 basis point slip on each side. The system was stressed with a factor of 1 plus 15. All 29 cells had thresholds of 0.1, 0.2, and 0.3, and were categorized as open, managed, or green, with fees of 0, 6, and 16 basis points. There were 2 buy holds in observations 18169, 18170, 18171, 18172, and 18173. The system used a conservative daily ordering strategy, where half of the position was closed at a gain of 1 average daily range, and the remainder was closed at a target or a stop loss. The average exit matched the proportional cost of cash, but not the fixed fees, and was executed in whole lots every 15 minutes. The synthetic open and exit marks were not fully available intraday. The trade return denominator entry value excluded the entry fee, and the cash mean was calculated as the mean divided by 1.0001 for costed cells. The system was trained on a fixed universe of 8 assets, including SPY, QQQ, IWM, EEM, EFA, EWJ, EWZ, and FXI, over 2685 dates from 2016 to September 8. The system did not account for survivorship bias, and all ETFs were claimed. The same protocol was used in the holdout period from 1642 to 1649, but a positive training result alone does not qualify the system. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note: Frozen note1431. The main rule is to buy when the lagged IBS, or Internal Bar Strength, a measure of price movement, is less than or equal to 0.2. The buy is made at the next open, with a stop loss at either the same session's close or 1 prior 20-day Average Daily Range, and a target at 1.5 times the Average Daily Range. If both the stop loss and target are touched, the stop loss is executed first. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, with an additional 1 basis point of stress and 15 basis points of extra stress. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage. It is an independent symbolic sleeve with hypothetical fractional execution. There are 29 frozen cells based on thresholds of 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks. The green half plus 1 Average Daily Range, and the remainder break even, is a preregistered diagnostic, not a rescue choice. Each result is reconciled with vectorbt cash curve and independent product of trade cash returns at a 1e-8 tolerance and exact trade count. The green weighted average exit equals proportional half-fill proceeds but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, but does not include a raw cash dividend ledger. The return metrics are the main vectorbt trade profit and loss divided by the entry value, with win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return unchanged. The synthetic open and exit marks omit intraday unrealized adversity. All 29 cells, including positive control results and full precision metrics, are in observations 18161, 18162, 18163, 18164, and 18165. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note: Frozen note1431. The main rule is to buy when the lagged IBS, which stands for Internal Bar Strength, a measure of price movement, is less than or equal to 0.2. The buy is made at the next open, with a stop loss at either the same session close or 1 prior 20-day Average Daily Range, and a target at 1.5 times the Average Daily Range. If both the stop loss and target are touched, the stop loss is executed first. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, with an additional 1 basis point of stress. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage. It is an independent symbolic sleeve with hypothetical fractional execution. There are 29 frozen cells based on thresholds of 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus 2 buy hold benchmarks. The green half plus 1 Average Daily Range, and the remainder break even, is a preregistered diagnostic, not a rescue choice. Each result reconciles the vectorbt cash curve with the independent product of trade cash returns at a 1e-8 tolerance and exact trade count. The green weighted average exit equals the proportional half-fill proceeds, but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, but does not include a raw cash dividend ledger. The return metrics are the main vectorbt trade Profit and Loss divided by the entry value, with the win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return unchanged. The Downside Deviation synthetic open and exit marks omit intraday unrealized adversity. All 29 cells, including positive control results and full precision metrics, are in observations 18156, 18157, 18158, 18159, and 18160. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note: Frozen note 1431. The main rule is to buy when the lagged Internal Bar Strength, or IBS, is less than or equal to 0.2, and then close the position at the next open or when the stop or target is reached, which is 1.5 times the Average Daily Range, or ADR, with a stop if both are touched. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, with an added stress of 1 plus 15 basis points. The initial investment is 1000 USD with no leverage, and it is a long-only, cash-only, independent symbolic investment. The thresholds are 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks, which give 29 possible outcomes. The green half plus 1 ADR, and the remainder best effort, is a preregistered diagnostic, not a rescue choice. Each result is checked against the vectorbt cash curve with an independent product of trade cash returns at a tolerance of 1e-8 and exact trade count. The green weighted average exit equals the proportional half-fill proceeds, but does not validate fixed fees or 15-minute whole-share partials. The data used is adjusted corporate action data, with no raw cash dividend ledger. The return metrics are the main vectorbt trade profit and loss, divided by the entry value, with win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return is unchanged. The synthetic open and exit marks omit intraday unrealized adversity. All 29 possible outcomes, including positive control results and full precision metrics, are in observations 18151, 18152, 18153, 18154, and 18155. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars, which includes symbols SPY, QQQ, IWM, EEM, EFA, EWJ, EWZ, and FXI, with a 1-day timeframe, SIP feed, and all adjustments.
A news scan found the note: Frozen note1431. The main rule is to buy when the lagged IBS, or Internal Bar Strength, which is a measure of a stock's recent price movement, is less than or equal to 0.2. The buy order is executed at the next open, and the position is closed either at the end of the same session or when the price reaches 1 times the prior 20-day Average Daily Range, with a stop-loss at 1.5 times the Average Daily Range. The stop-loss is triggered first if both the stop-loss and target are touched. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, with an additional 1 basis point of stress cost and 15 basis points of stress. The strategy uses cash only, is long-only, starts with 1000 USD, and does not use leverage. It is an independent symbolic sleeve with hypothetical fractional execution. There are 29 frozen cells, which are combinations of thresholds, costs, and rules. The thresholds are 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks. The green half plus 1 Average Daily Range, and the remainder is a preregistered diagnostic, not a rescue choice. Each result reconciles the vectorbt cash curve with the independent product of trade cash returns at a 1e-8 tolerance and exact trade count. The green weighted average exit equals the proportional half-fill proceeds, but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, but does not include a raw cash dividend ledger. The return metrics are the main vectorbt trade profit and loss divided by the entry value, with the win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return unchanged. The synthetic open and exit marks omit intraday unrealized adversity. All 29 cells, including positive control results and full precision metrics, are in observations 18146, 18147, 18148, 18149, and 18150. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note: Frozen note 1431. The main rule is to buy when the lagged Internal Bar Strength, or IBS, which is a measure of a stock's recent price movement, is less than or equal to 0.2. The buy order is executed at the next open, with a stop loss at either the same session's close or 1 prior 20-day Average Daily Range, and a target at 1.5 times the Average Daily Range. If both the stop loss and target are touched, the stop loss is executed first. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, with an additional 1 basis point of stress cost and 15 basis points of extra stress. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage. It is an independent symbolic sleeve with hypothetical fractional execution. There are 29 frozen cells, which are combinations of thresholds, costs, and rules. The thresholds are 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks. The green half plus 1 Average Daily Range, and the remainder Best Effort, is a preregistered diagnostic, not a rescue choice. Each result reconciles the vectorbt cash curve with the independent product of trade cash returns at a 1e-8 tolerance and exact trade count. The green weighted average exit equals the proportional half-fill proceeds, but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, but does not include a raw cash dividend ledger. The return metrics are the main vectorbt trade Profit and Loss, divided by the entry value, with win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return unchanged. The Downside Deviation synthetic open and exit marks omit intraday unrealized adversity. All 29 cells, including positive control results and full precision metrics, are in observations 18141, 18142, 18143, 18144, and 18145. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note about QIR90908 EWJ. The note is about a trading strategy. It uses a thing called IBS, which is short for Internal Bar Strength, a measure of price movement. The strategy has a rule to buy at the next open if the IBS is less than or equal to 0.2. It also has a rule to close the position at the end of the same session or when a certain price is reached, which is 1.5 times the Average Daily Range, or stop when the price moves 1 prior 20-day Average Daily Range. The strategy considers costs of 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, and stress costs of 1 plus 15 basis points. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage. It is a hypothetical and independent strategy. The note mentions thresholds of 0.1, 0.2, and 0.3, and rules for opening and managing positions. The strategy also uses a diagnostic tool that is preregistered, not a rescue choice. Each result is checked against a cash curve and trade returns with a high degree of precision. The strategy does not validate fixed fees or partial share sales. It uses adjusted corporate action data and does not include raw cash dividend data. The return metrics are based on trade profit and loss and entry value. The note mentions observations 18136, 18137, 18138, 18139, and 18140, and states that there is no selection of assets or parameters after the fact. The note also mentions that the ETFs are correlated and that there is no claim of 29 independent trials. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, which includes symbols SPY, QQQ, IWM, EEM, EFA, EWJ, EWZ, and FXI, with a 1-day timeframe and all adjustments.
A news scan found the note: Frozen note1431. The main rule is to buy when the lagged IBS, which is a measure of a stock's volatility, is less than or equal to 0.2. The buy order is executed at the next open, and the position is closed either at the end of the same session or when the price reaches 1 times the prior 20-day average daily range, with a stop-loss at 1.5 times the average daily range. The costs include a 1 basis point fee and 5 basis points of slippage, which is the difference between the expected and actual price of a trade. The stress test adds 1 basis point plus 15 basis points. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage. It is an independent symbolic sleeve with hypothetical fractional execution. The thresholds are 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks, resulting in 29 cells. The green half plus 1 average daily range, remainder best effort, is a preregistered diagnostic, not a rescue choice. Each result reconciles the vectorbt cash curve with the independent product of trade cash returns at a 1e-8 tolerance and exact trade count. The green weighted average exit equals the proportional half-fill proceeds but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, with no raw cash dividend ledger. The return metrics are the main vectorbt trade profit and loss divided by the entry value. To calculate the return, divide the win, loss, and mean by 1.0001 for the cash denominator, with the portfolio return unchanged. The drawdown synthetic open and exit marks omit intraday unrealized adversity. All 29 cells, including positive control results and full precision metrics, are in observations 18131, 18132, 18133, 18134, and 18135. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the note: Frozen note1431. The main rule is to buy when the lagged Internal Bar Strength, a measure of price movement, is less than or equal to 0.2, and then sell at the next open, or close the position if it reaches a stop loss of 1 prior 20-day Average Daily Range or a target of 1.5 Average Daily Range, whichever happens first. The costs are 6 basis points per side, which includes a 1 basis point fee and 5 basis points of slippage, a measure of the difference between expected and actual trade prices, with an added stress of 1 plus 15 basis points. The strategy uses cash only, is long only, starts with 1000 USD, and does not use leverage, in an independent symbolic sleeve with hypothetical fractional execution. There are thresholds of 0.1, 0.2, and 0.3, with zero, base, and stress costs, and open, managed, and green rules, plus two buy-hold benchmarks, which give 29 different scenarios, or cells. The green half plus 1 Average Daily Range, and the remainder Break Even, is a preregistered diagnostic, not a rescue choice. Each result is checked against the vectorbt cash curve, a measure of cash flow over time, with an independent product of trade cash returns at a tolerance of 1e-8, and exact trade count. The green weighted average exit equals the proportional half-fill proceeds, but does not validate fixed fees or 15-minute whole-share partials. The data is adjusted for corporate actions, but does not include raw cash dividend ledger. The return metrics are the main vectorbt trade Profit and Loss, divided by the entry value, with win, loss, and mean divided by 1.0001 for the cash denominator, and the portfolio return remains unchanged. The synthetic open and exit marks omit intraday unrealized adversity, a measure of potential losses. All 29 cells, including positive control results and full precision metrics, are in observations 18126, 18127, 18128, 18129, and 18130. There is no post-hoc asset or parameter selection. The ETFs are correlated, and there is no claim of 29 independent trials. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all.
A news scan found the headline 'QOE90906 OEF buyhold control extension 16bps'. This refers to an unconditional exposure control, not a candidate for adoption. The Vectorbt long-only strategy was used, which means buying and holding assets without short selling, from the first close to the last close, with 1000 USD invested in each independent sleeve, and a 1 basis point fee plus any remaining costs and slippage per side. A basis point is a unit of measurement, one hundredth of one percent. The periods analyzed were 2016-2020, 2021-2025, and 2026 to September 8. All endpoints were used without a 20-day strategy warm-up. All ETF returns and drawdowns were saved for observation. The OEF sample had one investment, and was compared to SPY and IWM, but these were not independent trials. The results showed a positive buy-hold, not weekly timing alpha, meaning the strategy performed well when holding assets long-term, not just timing the market. Adjusted prices were used as a proxy for distributions, and risk and exits and whole lot caps differed. The results included a 16 basis point extension, with returns of 11.34% for OEF, 12.36% for SPY, and 18.56% for IWM, and drawdowns of 10.82% for OEF, 8.88% for SPY, and 11.03% for IWM, with a sample size of 3 and a win rate of 100%.
A news scan found the headline 'QOE90906 OEF buyhold control extension 6bps'. This refers to an unconditional exposure control, not a candidate for adoption. The Vectorbt strategy, which is a type of trading strategy, uses a long-only approach, meaning it only buys assets, from the first close to the last close, with 1000 USD invested in each independent sleeve, and a 1 basis point fee, plus any remaining costs and slippage per side. Basis point means one hundredth of a percent. The strategy was tested over three periods: 2016-2020, 2021-2025, and 2026 to September 8. It uses all endpoints without a 20-day strategy warm-up, which means it starts using the data right away. All ETF returns and drawdowns, which are losses, were saved for observation. The OEF sample had one investment, and was compared to SPY and IWM, but these were not independent trials. The results showed a positive buy-hold, but not weekly timing alpha, which means the strategy performed well when holding assets, but not when trying to time the market. Adjusted prices were used as a proxy for distributions, and risk and exits and whole lot caps differed. The results included a return of 11.56% for OEF, 12.58% for SPY, and 18.79% for IWM, and a drawdown of 10.81% for OEF, 8.88% for SPY, and 11.03% for IWM, with a sample size of 3 and a win rate of 100%.
A news scan found the headline 'QOE90906 OEF buyhold control holdout 16bps'. This refers to an investment strategy for the OEF fund. The strategy is called 'unconditional exposure control', which means it does not try to time the market. It uses a'vectorbt longonly' approach, which is a type of investment strategy that means 'long only', or always investing, never selling short. The strategy looks at the difference between the first close and last close of each trading period, with 1000 USD invested in each independent part, and a 1 basis point fee, plus any other costs, per trade. A basis point is a unit of measurement, where 1 basis point is equal to 0.01%. The strategy was tested over three periods: 2016-2020, 2021-2025, and 2026 to September 8. It uses all the data available, without ignoring the first 20 days. All the returns and losses of the ETF, or exchange-traded fund, were recorded. The OEF fund was compared to the SPY and IWM funds, but these were not independent tests. The results showed a positive return, but this was not due to weekly timing. The prices were adjusted to account for distributions, or payments made to investors. The results were: OEF return was 114.10%, SPY return was 97.35%, and IWM return was 34.84%. The largest loss, or drawdown, was: OEF 26.47%, SPY 24.50%, and IWM 31.91%. The sample size was 3, and the win rate was 100%. Source is a data feed from https://runway.adityaperswal.workers.dev/data/stock-bars, which is a raw data output.
A news scan found the headline 'QOE90906 OEF buyhold control holdout 6bps'. This refers to a trading strategy for the OEF fund. The strategy is an unconditional exposure control, meaning it does not adjust based on market conditions, and is not a candidate for adoption. It uses a Vectorbt long-only approach, which is a type of trading strategy that only buys assets and never sells short, from the first close to the last close. Each independent sleeve, or part of the investment, is 1000 USD and has a 1 basis point fee, which is a small cost, plus any remaining costs and slippage, which is the difference between expected and actual trade prices, per side. The strategy is tested over three periods: 2016-2020, 2021-2025, and 2026 to September 8. It uses all endpoints without a 20-day strategy warm-up, which is a period of time to allow the strategy to start performing. All ETF returns and drawdowns, which are losses, are saved for observation. The OEF sample 1 investment is compared to the SPY and IWM investments, but these are not independent trials. The results show a positive buy-hold, not weekly timing alpha, which means the strategy performs well when holding the investment for a long time, not just when buying and selling at specific times. Adjusted prices are used as a proxy for distributions, which are payments made to investors, and risk and exits, which are the points at which the investment is sold, and whole lot caps, which are limits on the amount of the investment, differ. The results are: return for OEF is 114.53, for SPY is 97.75, and for IWM is 35.11, drawdown for OEF is 26.47, for SPY is 24.50, and for IWM is 31.91, sample size is 3, and win rate is 100. Source is a data feed from https://runway.adityaperswal.workers.dev/data/stock-bars.
A news scan found the headline 'QOE90906 OEF buyhold control train 16bps'. This refers to an unconditional exposure control, not a candidate for adoption. The strategy uses Vectorbt, a long-only approach, from the first close to the last close, with 1000 USD in each independent sleeve, and a 1 basis point fee plus remaining costs and slippage per side. Basis point means one hundredth of a percent. The periods of analysis are 2016-2020, 2021-2025, and 2026 to September 8. All endpoints are used without a 20-day strategy warm-up. All ETF returns and drawdowns are saved for observation. The OEF sample is an investment of 1, compared to SPY and IWM, which are not independent trials. The results show a positive buy-hold, not weekly timing alpha. Adjusted prices are used as a proxy for distributions, and risk, exits, and whole lot caps differ. The data shows a split of train, with 16 basis points, and returns of 110.31 for OEF, 102.44 for SPY, and 90.52 for IWM. The drawdowns are 31.44 for OEF, 33.79 for SPY, and 41.27 for IWM. The sample size is 3, with a win rate of 100. Source is a data feed from https://runway.adityaperswal.workers.dev/data/stock-bars.
A news scan found the headline 'QOE90906 OEF buyhold control train 6bps'. This refers to a trading strategy, specifically an unconditional exposure control, which is not a candidate for adoption. The strategy uses Vectorbt, a long-only approach, where the first close to last close is considered, with 1000 USD invested in each independent sleeve, and a 1 basis point fee plus any remaining costs and slippage per side. A basis point is a unit of measurement, equal to 0.01%. The strategy is tested over three periods: 2016-2020, 2021-2025, and 2026 to September 8. It uses all endpoints without a 20-day strategy warm-up. All ETF returns and drawdowns are saved for observation. The OEF sample is used for investment, and its performance is compared to SPY and IWM, although these are not independent trials. The results show a positive buy-hold, but not weekly timing alpha. Adjusted prices are used as a proxy for distributions, and risk, exits, and whole lot caps differ. The results are as follows: the return for OEF is 110.73137217374884, for SPY is 102.84819524465156, and for IWM is 90.89713670865416. The drawdown for OEF is 31.435696473102936, for SPY is 33.79381911340268, and for IWM is 41.27328400102065. The sample size is 3, and the win rate is 100. The source of this information is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all.
A frozen protocol, numbered 1388-1389, is in place. OEF is the primary investment, while SPY and IWM are comparison investments, not alternatives chosen for better returns. The holdout period is divided into development from 2016 to 2020, holdout from 2021 to 2025, and an extension from January to August 2026. The common 20-session warmup removes only January 2016. Week 4 is determined by the calendar Friday ordinal, and holidays use the last actual session. The parent investment's previous week last close to current week last close, open first open to last close, and managed stop are all considered. The stop is set at 1.5 times the average daily range, with a narrow range of 0.75 to 1.125 and a wide range of 1.25 to 1.875. If the investment reaches a high of +1 average daily range, the stop is raised the next session. The investment strategy is long-only, with a fee of 1 basis point plus 15 basis points slippage per side, and 1000 USD is invested in each independent sleeve. The cash return is reconciled with compounded cash trade returns and trade count. Drawdown is observed at open and close marks, not full intraday. A news scan found the source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all and https://www.sciencedirect.com/science/article/pii/S0378426613003051. The OEF figures and comparison figures are as follows: the SPY investment has a sample size of 60, a win rate of 55%, a mean return of 0.1098, an average win of 1.3557, an average loss of 1.4129, a quarter Kelly criterion of 0.0203, a worst return of -2.4252, a return of 6.0127, a drawdown of 7.9428, and exit counts of 24 stops, 18 targets, 13 time exits, 3 target gaps, and 2 stop gaps. The IWM investment has a sample size of 60, a win rate of 48.33%, a mean return of 0.0023, an average win of 2.0329, an average loss of 1.8973, a quarter Kelly criterion of 0.0003, a worst return of -3.1642, a return of -1.3026, a drawdown of 16.5214, and exit counts of 26 stops, 16 targets, 13 time exits, 3 target gaps, and 2 stop gaps. The portfolio return is 4.9665 and the portfolio drawdown is 8.3986. All datapoints were recorded in matching observations. The 16 basis points return was managed in week 4.
A frozen protocol, numbered 1388-1389, is in place. OEF is the primary investment, while SPY and IWM are used for comparison. The holdout period is divided into development, which occurred from 2016 to 2020, holdout from 2021 to 2025, and an extension from January to August 2026. A common 20-session warmup period is used, excluding January 2016. Week 4 is determined by the calendar Friday ordinal, with holidays using the last actual session. The parent strategy uses the previous week's last close to the current week's last close, open first open to last close, and a managed stop with a 1.5 average daily range target, which is adjusted based on performance. A news scan found the headline was not applicable in this case, as this is a detailed report. The strategy is long-only, with a fee of 1 basis point plus 5 basis points slippage per side, and $1000 invested in each independent sleeve. Cash returns are reconciled and compounded. Drawdown is observed at open and close marks. The mean confidence interval is calculated from 10,000 quarter-block samples. The holdout period has been historically reused across other strategies. The OEF figures are provided, along with comparison figures for SPY and IWM, and an equal-sleeve portfolio. A data line found the following statistics for OEF, SPY, and IWM, including sample size, win rate, mean, average win, average loss, and other metrics. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and https://www.sciencedirect.com/science/article/pii/S0378426613003051.
The trading protocol 1388-1389 has been frozen. OEF is the primary fund, and SPY and IWM are comparison funds, not alternatives chosen for better returns. The holdout period is divided into development from 2016 to 2020, holdout from 2021 to 2025, and extension from January to August 2026, with only within-partition entries and exits. A common 20-session warmup removes January 2016 only. Week 4 is determined by the calendar Friday ordinal, and holidays use the last actual session. The parent fund's performance is measured from the previous week's last close to the current week's last close, and the open is from the first open to the last close. A managed stop is used, with a lagged 20-session average daily range and a target of 1.5 times the average daily range. The stop is narrowed to 0.75 and 1.125, and widened to 1.25 and 1.875. If the fund reaches a high of +1 average daily range, the stop is raised the next session. The Vectorbt system is used for explicit long-only trades, with a fee of 1 basis point plus 15 basis points slippage per side, and 1000 USD is allocated to each independent fund. The cash return is reconciled with compounded cash trade returns and trade count. Drawdown is observed at open and close marks, not full intraday. The mean confidence interval is calculated from 10,000 quarter-block samples. The holdout period has been historically reused across other strategies. The OEF figures are below, along with comparison figures and an equal-sleeve portfolio. A news scan found the data: {"SPY":{"sample":60,"win_rate":66.66666666666666,"mean":0.46651101376891346,"avgwin":1.668416616334089,"avgloss":1.9373001913614378,"quarterkelly":0.06990325575783789,"worst":-4.872152188984124,"return":30.32300536499175,"drawdown":11.481615693521475,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":["-0.03182781264316738","0.9620697275319815"]},"IWM":{"sample":60,"win_rate":56.666666666666664,"mean":0.40788963063530637,"avgwin":2.427934201793397,"avgloss":2.2337071162637354,"quarterkelly":0.04199965863304883,"worst":-6.822558771457676,"return":24.59308381863631,"drawdown":18.417955369660156,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":["-0.23219879787604578","1.0537297273260702"]},"portfolio_return":28.77722991156304,"portfolio_drawdown":13.2925892517202}. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all and https://www.sciencedirect.com/science/article/pii/S0378426613003051.
The automated trading fund manager used a frozen protocol, numbers 1388 and 1389. OEF is the main fund, and SPY and IWM are comparison funds, not alternatives chosen for better returns. The holdout period is divided into development from 2016 to 2020, holdout from 2021 to 2025, and extension from January to August 2026. A common 20-session warmup removes January 2016 only. Week 4 is determined by the calendar Friday ordinal, and holidays use the last actual session. The parent fund's performance is measured from the previous week's last close to the current week's last close, and the open is from the first open to the last close. A managed stop is used, with a lag of 20 sessions, and the target is 1.5 times the average daily range, with narrow and wide ranges of 0.75 to 1.125 and 1.25 to 1.875, respectively. The stop is raised to breakeven after a high of +1 average daily range. The Vectorbt system is used, which is a long-only system, with a fee of 1 basis point plus 5 basis points slippage per side, and 1000 USD is used for each independent fund. The cash return is reconciled with the compounded cash trade returns and trade count. Drawdown is observed at open and close marks, not full intraday. The mean confidence interval is from 10,000 quarter-block samples. The holdout period has been reused across other strategies. The OEF figures are below, along with comparison figures and equal-sleeve portfolio. A news scan found the data line from https://runway.adityaperswal.workers.dev and a research article from https://www.sciencedirect.com.