This is a report on the VM9110600 EFA adapter train slip5 scale1. The protocol used is Protocol2230 with corrections 2233 and 2236, and the data range is from 2019-01-02 to 2022-12-30, with calibration from 2016-18 and training from 2019-22, and a holdout period until August 26, 2023. The monthly entry is based on prior variance capped at 1, with a stop at 2 ATR and a target at 6 ATR, and an additional 4 ATR for the next quarter, with a next-day break-even point and a month-end exit. The fees are 1 basis point per side, with an additional 5 basis points for slippage, and a cash yield of 0. The return is -9.791543497569688 percent, with a drawdown of 20.83371906457947 percent, a win rate of 43.75 percent, and 48 trades over 48 months. The vectorbt daily reconciliation has a maximum error of 3.637978807091713e-12 at 10000 initial units. There is no 15-minute or whole-share validation, and the data is dividend-adjusted and subject to survivorship bias, but the history has not been globally untouched. This is a diagnostic instrument, and there is no winner promotion. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research and test results are from research/test_vm.py/results.json.
This is a report on a test of the VM9110600 EFA constant strategy. The test used data from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018 and trained on data from 2019 to 2022, with a holdout period from 2023 to August 26. The strategy was rebalanced on the first monthly open and had a constant calibration exposure, with terminal liquidation. The test had a position size of N1 and a monthly win frequency that was calculated separately. The fees were 1 basis point per side, with a 15 basis point slip, and a cash yield of 0. The return was 68.89241210000993 percent, with a drawdown of 12.481923756298885 percent, and a win rate of 100 percent over 44 months. The test used daily reconciliation with a maximum error of 0 at 10,000 initial units. The test did not include 15-minute or whole-share validation, and used a dividend-adjusted proxy, with survivorship bias and a history that was not globally untouched. This is a diagnostic instrument and there is no winner promotion. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are from research/test_vm.py/results.json.
The Protocol 2230 with corrections 2233 and 2236 was used from January 2, 2019, to December 30, 2022, with calibration from 2016 to 2018 and a training period from 2019 to 2022, and a holdout period from 2023 to August 26. The strategy involved a monthly rebalance with constant calibration exposure and terminal liquidation, which means selling all assets at the end of the period. The position size was determined by N1, and the monthly win frequency was calculated separately. The fees were 1 basis point, or 0.01%, per side, with an additional 15 basis points, or 0.15%, slip, and a cash yield of 0%. The return was 24.21% with a drawdown of 30.36%, and the win rate was 100% over 48 months. The backtest was run with daily reconciliation and a maximum error of 0 at 10,000 initial units. There was no validation for 15-minute intervals or whole-share trading, and the data was dividend-adjusted and subject to survivorship bias, but the history was not globally untouched. This was a diagnostic instrument, and there was no winner promotion. The data source was https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results can be found in research/test_vm.py/results.json.
This is a report on a test of the VM9110600 EFA constant strategy. The test used data from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018 and trained on data from 2019 to 2022, with a holdout period from 2023 to August 26. The strategy was rebalanced on the first monthly open and had a constant calibration exposure, with terminal liquidation. The test found a return of 69.20518637653915% and a drawdown of 12.481738926862441%, with a win frequency of 100% over 44 months. The test used a daily reconciliation with a maximum error of 0 at 10,000 initial units. Fees were 1 basis point per side, with a 5 basis point slip, and cash had a 0% yield. The test did not include 15-minute or whole-share validation, and used a dividend-adjusted proxy with survivorship bias, but did not touch the global history. This was a diagnostic instrument and did not promote a winning strategy. The data source was https://runway.adityaperswal.workers.dev/data/stock-bars and the results can be found in research/test_vm.py/results.json.
The Protocol 2230 with corrections 2233 and 2236 was used from January 2, 2019, to December 30, 2022, with calibration from 2016 to 2018 and a training period from 2019 to 2022, and a holdout period from 2023 to August 26. The strategy involved rebalancing on the first monthly open with constant calibration exposure and terminal liquidation. The position size was N1, with monthly win frequency calculated separately. Fees were 1 basis point per side, with a 5 basis point slip, and cash had a 0 yield. The return was 24.453406075542116 percent, with a drawdown of 30.354470021404133 percent, and a win rate of 100 percent over 48 months. The vectorbt daily reconciliation had a maximum error of 0 at 10,000 initial units. There was no 15-minute or whole-share validation, and the data used was dividend-adjusted, with a proxy for survivorship, and the history was not globally untouched. This was a diagnostic instrument, with no winner promotion. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results can be found in research/test_vm.py/results.json.
This is a test result for the VM9110600 EFA monthly strategy. The protocol used is Protocol2230 with corrections 2233 and 2236, and the test period is from 2023-01-03 to 2026-08-31, with calibration from 2016-2018 and training from 2019-2022, and a holdout period from 2023 to August 26. The strategy uses a first monthly open rebalance with a capped prior variance of 1 and terminal liquidation. The position size is N1, and the monthly win frequency is calculated separately. The fees are 1 basis point per side, with a 15 basis point slip, and the cash yield is 0. The return is 57.96449093831391% with a drawdown of 11.583296443854197%, and a win rate of 100% over 44 months. The strategy uses vectorbt for daily reconciliation with a maximum error of 0 at 10,000 initial units. There is no 15-minute or whole-share validation, and the data is dividend-adjusted with survivorship bias, but the history is not globally untouched. This is a diagnostic instrument, and there is no winner promotion. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results are from research/test_vm.py/results.json.
This is a report on the VM9110600 EFA monthly train slip15 scale1. The protocol used was Protocol2230 with corrections 2233 and 2236, and the data range was from 2019-01-02 to 2022-12-30, with calibration from 2016-18 and training from 2019-22, and a holdout period from 2023 to August 26. The first monthly open rebalance was done with a prior variance capped at 1, and terminal liquidation was used. The position was labeled as N1, and the monthly win frequency was calculated separately. The fees were 1 basis point per side, with a slip of 15 basis points, and the cash yield was 0. The return was 8.063182173909889 percent, with a drawdown of 22.094108846007956 percent, and a win rate of 100 percent over 48 months. The vectorbt daily reconciliation had a maximum error of 1.8189894035458565e-12 at 10000 initial units. There was no 15-minute or whole-share validation, and the data used was dividend-adjusted and subject to survivorship bias, but the history was not globally untouched. This is a diagnostic instrument, and there is no winner promotion. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results can be found in research/test_vm.py/results.json.
This is a test result for the VM9110600 EFA monthly strategy. The test used a protocol with corrections, and the data range was from 2023-01-03 to 2026-08-31, with calibration from 2016-2018 and training from 2019-2022, and a holdout period from 2023 to August 26. The strategy had a first monthly open rebalance with a capped prior variance of 1 and terminal liquidation. The position size was N1, with a monthly win frequency calculated separately. The fees were 1 basis point per side, with a 5 basis point slip, and a cash yield of 0. The return was 59.000753911733874 percent, with a drawdown of 11.583296443854207 percent, a win rate of 100 percent, and 44 months of data. The test used vectorbt daily reconciliation with a maximum error of 0, at 10,000 initial units. There was no 15-minute or whole-share validation, and the data was dividend-adjusted, with a survivorship bias, and the history was not globally untouched. This is a diagnostic instrument, and there is no winner promotion. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research was based on the test_vm.py/results.json file.
This is a report on the performance of the VM9110600 EFA monthly train slip5 scale1. The report covers the period from 2019-01-02 to 2022-12-30, with calibration done from 2016 to 2018 and a holdout period from 2023 to August 26. The first monthly open rebalance was done with a capped prior variance of 1 and terminal liquidation. The position N1 and monthly win frequency were calculated separately. The fees were 1 basis point per side, with a 5 basis point slip, and a cash yield of 0. The return was 8.995053923013941 percent, with a drawdown of 22.046958036847585 percent, and a win rate of 100 percent over 48 months. The vectorbt daily reconciliation had a maximum error of 1.8189894035458565e-12 at 10,000 initial units. The report notes that there was no 15-minute or whole-share validation, and the data was dividend-adjusted and subject to survivorship bias, but the history was not globally untouched. This is a diagnostic instrument, and there is no winner promotion. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research was done using the research/test_vm.py/results.json file.
A news scan found the text describing a test of the VM9110600 SPY adapter. The test used a fixed protocol, called protocol2230, with corrections2233 and 2236, from 2023-01-03 to 2026-08-31, and calibration data from 2016 to 2018. The test entered the market on the first open of each month, with a cap based on the inverse variance of the prior month, and used a stop loss of 2 Average True Ranges, or ATR, which is a measure of market volatility, and a target of 6 ATR. It also included a quarter sale and a break even point for the next day and month-end, with a forced exit. The test included a fee of 1 basis point, or 1bp, and slippage of 15 basis points, or 15bp, on each side, with no borrowing and a cash yield of 0. The test reconciled equity daily, with an error of 3.637978807091713e-12 on 10,000 initial units, using a tool called vectorbt. This was a sensitivity diagnostic test only and was never promoted. The test had limitations, including whole-share and 15-minute exit execution that was not validated, and adjusted dividend proxy and current ETF survivorship limitations. The test also did not have a globally untouched chronological holdout. The results showed a return of 37.115872086747295%, a drawdown of 14.068000496405809%, and a position win rate of 52.27272727272727%, with 44 months and 44 positions. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are in research/test_vm.py/results.json. The figures do not establish incremental selection or authorize an order.
The VM9110600 SPY adapter used a fixed protocol, known as a set of rules, which was corrected in 2230 and 2233/2236. This adapter was tested from January 2, 2019, to December 30, 2022, but it was calibrated, or adjusted, using data from 2016 to 2018. The adapter entered the market on the first day of each month, with a strategy based on the inverse, or opposite, of the variance, a measure of volatility, of the prior month. It used a stop-loss, a rule to limit losses, of 2 ATR, a measure of price movement, and a target of 6 ATR, with a quarter sale and a break-even, or no-loss, point the next day, and a forced exit at the end of each month. The adapter also accounted for fees of 1 basis point, a unit of measurement, and slippage, the difference between expected and actual prices, of 15 basis points on each side of the trade. It did not use borrowing and assumed a cash yield, or return, of zero. The adapter was tested with 10,000 initial units and had an error of 3.637978807091713e-12, a very small number, when reconciling, or matching, daily equity values. The results showed a return of 5.924249409058424%, a drawdown, or maximum loss, of 22.950594911252875%, and a position win rate, or percentage of successful trades, of 45.83333333333333% over 48 months. These figures are from a sensitivity diagnostic, a test to understand how the adapter responds to different conditions, and do not establish a recommendation to select or authorize an order. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are from research/test_vm.py/results.json.
A news scan found the headline is not available, but a data line was found with the following information: The test used a fixed protocol, numbered 2230, with corrections 2233 and 2236, from 2023-01-03 to 2026-08-31, and used calibration data from 2016 to 2018. The test entered the market on the first open of each month, with a cap based on the inverse variance of the prior month, and used a stop loss of 2 average true ranges and a target of 6 average true ranges, which is a measure of market volatility, with a quarter sale and break even point set for the next day and month end, with a forced exit at the end of each month. The test also included a fee of 1 basis point and slippage of 15 basis points on each side of the trade, with no borrowing and a cash yield of 0. The test reconciled equity daily, using a tool called vectorbt, with an error of 3.637978807091713e-12 on 10,000 initial units. This was a sensitivity diagnostic test only and was never promoted. The test had limitations, including whole share and 15 minute exit execution that was not validated, and adjusted dividend proxy and current ETF survivorship limitations. The test also did not have a globally untouched chronological holdout. The test resulted in a return of 21.320688824255885%, a drawdown of 8.009887245858593%, and a position win rate of 52.27272727272727% over 44 months. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and the research/test results are available in research/test_vm.py/results.json. The figures do not establish incremental selection or authorize an order.
A news scan found the text: Fixed protocol 2230, corrections 2233/2236. The period is from 2019-01-02 to 2022-12-30, with calibration from 2016-18 only. The strategy uses a monthly first-open entry capped inverse prior-month variance, with a 2ATR stop and 6ATR target, and a quarter sale with a 4ATR addition, and a next-day and month-end forced exit. The fee is 1 basis point and slippage is 15 basis points on each side, with no borrowing and a 0 yield on cash. The daily equity reconciles with a vectorbt error of 3.637978807091713e-12 on 10000 initial units. This is a sensitivity diagnostic only and was never promoted. The execution is whole-share and 15-minute exit, but it is unvalidated, and there are limitations due to adjusted dividend proxy and current ETF survivorship. The chronological holdout is not globally untouched. The results show a return of -4.314729648196081%, a drawdown of 9.48234794366084%, a position win rate of 45.83333333333333%, and 48 months. The source is https://runway.adityaperswal.workers.dev/data/stock-bars and research/test_vm.py/results.json.
A test of the VM9110600 SPY adapter was conducted from 2023-01-03 to 2026-08-31, using a fixed protocol with corrections from 2230 to 2236, and calibration data from 2016 to 2018. The test used a monthly entry strategy based on the first open price, with a stop loss set at 2 times the average true range and a target set at 6 times the average true range, which is a measure of price volatility. A quarter sale was triggered when the price moved 4 times the average true range, and a buy or sell order was closed the next day or at the end of the month. The test also included fees of 1 basis point and slippage of 15 basis points on each trade, with no borrowing and a cash yield of 0. The test was run on 10,000 initial units, with daily equity reconciliations using vectorbt, which is a backtesting library, and resulted in an error of 1.8189894035458565e-12. The test had limitations, including the use of whole shares, 15-minute exit execution, and adjusted dividend proxy, and was not validated globally. The results showed a return of 32.37547049640659%, a maximum drawdown of 12.332724641789806%, and a position win rate of 52.27272727272727% over 44 months. The data source was https://runway.adityaperswal.workers.dev/data/stock-bars and the research results can be found in research/test_vm.py/results.json. A news scan found the source to be a raw script output.
A news scan found the text describing a trading strategy. The strategy used a fixed protocol, called protocol2230, with corrections made in 2233 and 2236. It was tested from January 2, 2019, to December 30, 2022, using calibration data from 2016 to 2018. The strategy entered the market on the first open of each month, with a cap based on the inverse variance of the prior month, and used a stop loss of 2 Average True Ranges, or ATR, a measure of market volatility, and a target of 6 ATR. It also included a rule to sell at a quarter of the 4 ATR level and to break even the next day or at the end of the month. The strategy included fees of 1 basis point, or 0.01%, and slippage of 15 basis points, or 0.15%, on each side of the trade, with no borrowing and a cash yield of 0%. The strategy was backtested on 10,000 initial units, with daily equity reconciliations showing a small error of 3.637978807091713e-12. The results showed a return of 5.557496938788775%, a maximum drawdown of 14.661439139633735%, and a position win rate of 45.83333333333333% over 48 months. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars and research/test_vm.py/results.json.
A test of the VM9110600 SPY adapter was conducted from 2023-01-03 to 2026-08-31, using calibration data from 2016-18. The test used a fixed protocol, with corrections made on 2230, 2233, and 2236. The test had a monthly entry point based on the first open, with a capped inverse variance of the prior month, and a stop loss of 2 ATR and a target of 6 ATR. If the target was reached, 4 ATR of the position was sold and the rest was closed the next day or at the end of the month. A fee of 1 basis point and slippage of 5 basis points were applied to each side of the trade. The test assumed no borrowing and a cash yield of 0. Daily equity reconciliations were performed using vectorbt, with an error of 3.637978807091713e-12 on 10,000 initial units. The test had limitations, including whole-share and 15-minute exit execution that was not validated, and adjusted dividend proxy and current ETF survivorship limitations. The test also did not have a globally untouched chronological holdout. The results showed a return of 41.55842346111642%, a drawdown of 11.77731698964799%, and a position win rate of 56.81818181818182% over 44 months. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are available in research/test_vm.py/results.json. The figures from the test do not establish incremental selection or authorize an order.
A news scan found the text describing a trading strategy for the SPY adapter, which is a type of investment fund. The strategy used a fixed protocol, known as a set of rules, called protocol2230 with corrections2233 and 2236. This strategy was applied from January 2, 2019, to December 30, 2022, and was calibrated, or adjusted, using data from 2016 to 2018. The strategy involved entering trades on the first day of each month, with a limit on how much could be invested, based on the variance, or volatility, of the previous month. The strategy also included a stop-loss, which is a rule to sell a stock when it falls to a certain price, set at 2 times the average true range, or ATR, and a target price, set at 6 times the ATR. If the stock price reached the target, the strategy included selling a quarter of the stock and setting a new target, known as a break-even point, for the next day. The strategy also included a fee of 1 basis point, which is a unit of measurement for interest rates, and a slippage, or difference between expected and actual price, of 5 basis points, on each trade. The strategy did not allow borrowing money to invest and assumed a cash yield, or interest rate, of zero. The strategy was tested using a computer program called vectorbt, which showed a small error of 3.637978807091713e-12, on an initial investment of 10,000 units. The test also showed that the strategy would have returned 9.570767569656734 percent, with a maximum drawdown, or loss, of 14.341134246722786 percent, and a position win rate, or percentage of successful trades, of 47.91666666666667 percent, over 48 months. The source of this information is a website and a computer program called research/test_vm.py/results.json.
This is a report on a test of the VM9110600 strategy using the SPY stock, which is a type of investment fund that tracks the S&P 500 index, a constant test with a slip of 15 and a scale of 1. The test used a fixed protocol, called protocol2230, with corrections made in 2233 and 2236. The test ran from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018. The investment was rebalanced on the first day of each month, and the calibration exposure was kept constant. The test had one continuous position, and the win rate refers to the percentage of completed positions that were profitable, while the positive-month rate is reported separately. The test included a fee of 1 basis point and a slippage of 15 basis points on each side of the trade, with no borrowing and a cash yield of 0. The daily equity was reconciled using a tool called vectorbt, with no errors on 10,000 initial units. The test used whole shares and exited positions every 15 minutes, but this execution method has not been validated. The test also used an adjusted dividend proxy and accounted for current ETF survivorship limitations. The test did not use a chronological holdout that was globally untouched. The results showed a return of 89.00366944108846%, a maximum drawdown of 16.350101274970875%, and a position win rate of 100% over 44 months. The results do not establish incremental selection or authorize an order. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results are available in research/test_vm.py/results.json.
The automated trading fund manager used a fixed protocol, called protocol2230, with corrections made in 2233 and 2236. The trading period was from January 2, 2019, to December 30, 2022, and the calibration period was from 2016 to 2018. The fund was rebalanced on the first open of each month, with constant calibration exposure. The fund had one continuous position, and the win rate refers to completed positions, while the positive-month rate is reported separately. The fund had a fee of 1 basis point and a slippage of 15 basis points on each side, with no borrowing and a cash yield of 0. The daily equity was reconciled using vectorbt with no errors on 10,000 initial units. The execution was whole-share and 15-minute exit, but it was not validated. The fund also had limitations due to adjusted dividend proxy and current ETF survivorship. The chronological holdout was not globally untouched. The return was 56.23%, the maximum drawdown was 29.60%, and the position win rate was 100% over 48 months. The figures do not establish incremental selection or authorize an order. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are from research/test_vm.py/results.json.
The automated trading fund manager used a fixed protocol, called protocol2230, with corrections made in 2233 and 2236. The test ran from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018. The fund was rebalanced on the first open of each month, with constant calibration exposure. The fund held one continuous position, and the win rate refers to completed positions, while the positive-month rate is reported separately. A fee of 1 basis point and a slippage of 5 basis points were applied to each side of the trade, with no borrowing and a cash yield of 0. The daily equity was reconciled using vectorbt with no errors on 10,000 initial units. The execution was whole-share and 15-minute exit, but this was not validated, and there were limitations due to adjusted dividend proxy and current ETF survivorship. The chronological holdout was not globally untouched. The results showed a return of 89.3532126904073%, a drawdown of 16.349326779525718%, and a position win rate of 100% over 44 months. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars and research/test_vm.py/results.json, which is a research output and does not establish incremental selection or authorize an order.
The fixed protocol, called protocol2230, had corrections made in 2233 and 2236. This protocol was used from January 2, 2019, to December 30, 2022, and was calibrated using data from 2016 to 2018. The investment was rebalanced on the first open of each month, with constant calibration exposure. There was only one continuous position, and the win rate refers to completed positions, while the positive-month rate is reported separately. A fee of 1 basis point and a slippage of 5 basis points were applied to each side of the trade, with no borrowing and a cash yield of 0. The daily equity was reconciled using vectorbt, with no errors on 10,000 initial units. The execution was done in whole shares, with a 15-minute exit, but this was not validated. The results were also subject to adjusted dividend proxy and current ETF survivorship limitations. The chronological holdout was not globally untouched. The return was 56.53225516650684%, the maximum drawdown was 29.60064334306942%, and the position win rate was 100% over 48 months. These figures do not establish incremental selection or authorize an order. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars and the research results are from research/test_vm.py/results.json.
A fixed protocol, called protocol2230, was used with corrections made in 2233 and 2236. The test ran from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018. The investment was rebalanced on the first open of each month, with a cap on the inverse variance of the prior month. The test had one continuous position, and the win rate refers to the number of completed positions that were profitable, while the positive-month rate is reported separately. A fee of 1 basis point and a slippage of 15 basis points were applied to each side of the trade, with no borrowing and a cash yield of 0. The daily equity was reconciled using vectorbt, with an error of 1.8189894035458565e-12 on 10,000 initial units. The test used whole-share and 15-minute exit execution, but this was not validated, and there were limitations due to adjusted dividend proxy and current ETF survivorship. The chronological holdout was not globally untouched. The results showed a return of 72.72013860069322%, a drawdown of 12.649097110245854%, and a position win rate of 100% over 44 months. The figures do not establish incremental selection or authorize an order. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results can be found in research/test_vm.py/results.json.
This is a report on the performance of the VM9110600 strategy, which uses a fixed protocol called protocol2230 with corrections made in 2233 and 2236. The strategy was tested from January 2, 2019, to December 30, 2022, using data from 2016 to 2018 for calibration. The strategy rebalances its portfolio on the first open of each month and limits the inverse variance of the prior month. It holds one continuous position, and the win rate refers to the percentage of completed positions that were profitable, while the positive-month rate is reported separately. The strategy charges a fee of 1 basis point and accounts for slippage of 15 basis points on each side of a trade, with no borrowing and a cash yield of 0. The strategy's daily equity is reconciled using a tool called vectorbt, with an error of 1.8189894035458565e-12 on 10,000 initial units. The strategy executes trades in whole shares and exits positions every 15 minutes, but this execution method has not been validated. The strategy also uses an adjusted dividend proxy and accounts for current ETF survivorship limitations. The chronological holdout, which is a method of testing a strategy, has not been globally untouched. The strategy's return was 30.71958467425531%, its maximum drawdown was 18.121256375906757%, and its position win rate was 100% over 48 months. The figures in this report do not establish incremental selection or authorize an order. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research results can be found in research/test_vm.py/results.json. A news scan found the source to be a JSON output.
This is a report on a test of the VM9110600 strategy, which uses a fixed protocol called protocol2230 with corrections2233 and 2236. The test ran from January 3, 2023, to August 31, 2026, and was calibrated using data from 2016 to 2018. The strategy rebalances its portfolio on the first open of each month, and it limits the impact of big losses by capping the inverse of the variance from the previous month. The strategy keeps one position open at all times, and it reports two types of win rates: one for completed positions and one for months with positive returns. The test includes a fee of 1 basis point and a slippage of 5 basis points on each side of the trade, and it does not allow borrowing or earning interest on cash. The test was run on 10,000 initial units, and the results were checked for errors using a tool called vectorbt. The test used whole shares and exited positions every 15 minutes, but these results have not been validated. The test also used a proxy for dividend adjustments and accounted for the current list of surviving ETFs. The test did not use a chronological holdout that was untouched globally. The results show a return of 74.12482249585115%, a maximum drawdown of 12.58504847502655%, and a position win rate of 100% over 44 months. The results also show an N value of 1. These figures do not mean that the strategy is good for selecting stocks or placing orders. The data for this test came from https://runway.adityaperswal.workers.dev/data/stock-bars and the code for the test is in research/test_vm.py/results.json. A news scan found the source of this data.
This is a report on the VM9110600 SPY monthly train slip5 scale1. The protocol used is fixed protocol 2230 with corrections 2233 and 2236. The report covers the period from 2019-01-02 to 2022-12-30, with calibration data from 2016 to 2018. The investment strategy is rebalanced monthly at the first open, with a capped inverse prior-month variance. The strategy involves one continuous position, and the win rate refers to completed positions, while the positive-month rate is reported separately. The fee is 1 basis point and slippage is 5 basis points on each side, with no borrowing and a cash yield of 0. Daily equity reconciles using vectorbt, with an error of 1.8189894035458565e-12 on 10,000 initial units. The report notes limitations, including whole-share and 15-minute exit execution that has not been validated, adjusted dividend proxy, and current ETF survivorship limitations. The chronological holdout is not globally untouched. The results show a return of 31.903672590404184%, a drawdown of 18.05788474595298%, a position win rate of 100%, and 48 months. The figures do not establish incremental selection or authorize an order. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars, and the research and test results are from research/test_vm.py/results.json.