A news scan found the notes from an automated trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which was adjusted in 2016, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 separate. The manager excluded something called era-crossing exits, which means stopping trades when the market changes direction. The mode used was swing, which is a type of trading strategy. The manager published results based on the penultimate close, which is the second-to-last closing price, and the third next month's close. The calendar used was from the last day's open to the third next month's close. The control was set to sessions 10 through 13. The swing strategy used a calendar with a prior ADR, which stands for Average Daily Range, of 20, a stop of 1.5 times that, and a target of half plus one risk, with a buy and exit on the following day. The fees were 1 basis point, which is a unit of measurement for interest rates, plus slippage of 5 basis points per side. The manager used eight independent cash sleeves with initial equal weights and no rebalancing between ETFs. The daily close and drawdown, which is a measure of loss, were tracked, but not the intraday drawdown. The manager used a custom max error of 1.67e-15. The results were tracked in columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy and hold percentage. The results were as follows: for SPY, the return was 0.9877208494346146, the drawdown was -1.8555608460562256, and the win percentage was 50; for IWM, the return was -1.700913971734952, the drawdown was -4.112621669826099, and the win percentage was 37.5; for EFA, the return was -1.8731102610333172, the drawdown was -3.4832996223241097, and the win percentage was 37.5; for EEM, the return was 1.454378625139352, the drawdown was -6.166809227434744, and the win percentage was 50; for EWJ, the return was 0.5614327341925129, the drawdown was -4.466938906297802, and the win percentage was 50; for EWU, the return was -3.7947992400289565, the drawdown was -3.7947992400289676, and the win percentage was 25; for EWC, the return was 2.7317805012777363, the drawdown was -2.826807998361869, and the win percentage was 62.5; for EWA, the return was -3.061637158286734, the drawdown was -4.192182673205358, and the win percentage was 25. The manager used current survivor ETFs and adjusted prices, not raw dividend, whole-share, and 3 entry cap or overnight 15-minute validated. There was no promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from an automated trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which was adjusted in 2016 and used for training from 2017 to 2019, and for holding out from 2020 to 2025, with 2026 being separate. The manager excluded something called era-crossing exits, which refers to a type of exit strategy. The manager used a control mode, which means a type of management approach, and published results based on the penultimate close, meaning the second-to-last close, and the third next month's close. The manager also used a calendar, which refers to a schedule, and control sessions from 10 to 13. The manager used a swing, which refers to a type of trading strategy, with a prior ADR, or average daily range, of 20, and a target of 1.5k, with half plus 1R, and a BE, or break-even, following day, and a daily stop at the first gap open. The manager paid fees of 1 basis point, or a unit of measurement, plus slippage, which refers to the difference between expected and actual prices, of 15 basis points per side. The manager used a factor called k, which equals 1. The manager had eight independent cash sleeves, which refers to a type of investment allocation, with initial equal weights, and no rebalancing between ETFs, or exchange-traded funds. The manager used a daily close drawdown, which refers to a type of risk measurement, and not an intraday drawdown. The manager used a custom max error of 1.67e-15, which refers to a type of error tolerance. The manager tracked columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which refers to a type of betting strategy, and buy hold percentage. The results included the following ETFs: SPY, IWM, EFA, EEM, EWJ, EWU, EWC, and EWA, with their respective return percentages, drawdown percentages, and other metrics. The manager used current survivor ETFs, or exchange-traded funds, and adjusted prices, not raw dividend, whole-share, and 3 entry cap or overnight 15-minute validated. The manager did not promote holdout neighbors. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which was adjusted in 2016 and used for training from 2017 to 2019, and for holding from 2020 to 2025, with 2026 being separate. The manager excluded something called era-crossing exits, which means stopping trades when the market changes direction. The manager had three modes: control, published, and calendar. Control mode used something called sessions, which refers to periods of trading, from 10 to 13. Swing mode used a calendar with a prior ADR, which is a type of stock price, and a stop and target, which are limits for buying and selling. The manager also considered fees, which are costs of trading, of 1 basis point, which is a unit of measurement, plus slippage, which is the difference between expected and actual trading costs, of 5 basis points per side, which refers to buying or selling. The manager used 8 independent cash sleeves, which are parts of the fund, with initial equal weights, meaning each part had the same amount of money, and no rebalancing, which means not changing the amounts. The manager looked at daily close drawdown, which is the decrease in value, and not intraday drawdown, which is the decrease in value during the day. The manager used a custom max error of 1.67e-15, which is a very small number used for calculations. The results were shown in columns, including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of trading performance, and buy hold percentage. The results were as follows: SPY had a return of -5.1599%, IWM had a return of -1.7898%, EFA had a return of -5.4868%, EEM had a return of -5.1431%, EWJ had a return of -11.3474%, EWU had a return of -2.1497%, EWC had a return of -1.6226%, and EWA had a return of -4.6819%. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the headline 'QTOM91006 2026 calendar 16 1 eight fixed ETF cells'. Frozen notes from 1829 to 1831 were corrected in 1833. The system was adjusted in 2016, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 being separate. The system excludes era-crossing exits. The mode is calendar, with published dates being the penultimate close and the third next month close. The calendar dates are from the last day open to the third next month close. Control sessions are from 10 to 13. Swing is calendar with a prior ADR 20 stop, target 1.5k, half plus 1R, and BE following day, with daily stop first and gap open. Fees are 1 basis point plus slippage of 15 basis points per side. There are eight independent cash sleeves with initial equal weights and no inter-ETF rebalance. Daily close drawdown and no intraday drawdown are used. Vectorbt custom max error is 1.67e-15. The columns are symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy hold percentage. The data includes the following ETFs: SPY with a return of 6.684472491441995 percent, IWM with a return of 5.3595681103049575 percent, EFA with a return of 0.40094548045421785 percent, EEM with a return of 0.6567300652517316 percent, EWJ with a return of 7.71945636148168 percent, EWU with a return of -1.3634397244398633 percent, EWC with a return of 3.0963609599929276 percent, and EWA with a return of 2.5411511422341215 percent. The data is based on current survivor ETFs and adjusted prices, not raw dividend, whole share, with a 3 entry cap or overnight 15 minute validation. There is no promote holdout neighbors. The source is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on 1831 and 1833. The manager used a method called SIP, which was adjusted in 2016 and trained from 2017 to 2019, and then held out from 2020 to 2025, with 2026 separate. The manager excluded a type of exit called era-crossing exits. The mode used was calendar, which means the manager looked at the last day of the month to the third next month's close. The manager also used a control method, which looked at 10 to 13 sessions, and a swing method, which used a calendar with a prior ADR, or average daily range, of 20, with a stop and target of 1.5 times that, and a half plus one risk, with a buy and hold following day, and a daily stop at the first gap open. The fees were 1 basis point, or 1/100th of a percent, plus slippage of 5 basis points per side. The manager used 8 independent cash sleeves with initial equal weights, and no rebalancing between ETFs. The manager looked at daily close drawdown, not intraday drawdown. The manager used a custom max error of 1.67e-15. The results were shown in columns, including symbol, return percent, drawdown percent, number of trades, win percent, average win percent, average loss percent, mean percent, quarter Kelly, and buy and hold percent. The results were as follows: for SPY, the return was 8.405154664997072 percent, the drawdown was -1.8429518325983052 percent, and the win percent was 75 percent; for IWM, the return was 7.058881294568065 percent, the drawdown was -2.2841468966332767 percent, and the win percent was 37.5 percent; for EFA, the return was 2.0202825129371105 percent, the drawdown was -5.207053784234672 percent, and the win percent was 75 percent; for EEM, the return was 2.2801925713395343 percent, the drawdown was -7.820886467458632 percent, and the win percent was 62.5 percent; for EWJ, the return was 9.45683148250609 percent, the drawdown was -6.359758318178777 percent, and the win percent was 87.5 percent; for EWU, the return was 0.22744006306203435 percent, the drawdown was -4.155701510688581 percent, and the win percent was 37.5 percent; for EWC, the return was 4.75917154825809 percent, the drawdown was -2.820964935413439 percent, and the win percent was 62.5 percent; for EWA, the return was 4.195006916235311 percent, the drawdown was -3.426086596744349 percent, and the win percent was 62.5 percent. The manager used current survivor ETFs and adjusted prices, not raw dividend, whole-share, with a 3 entry cap or overnight 15 minute validation. The manager did not promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the headline 'QTOM91006 2026 published 16 1 eight fixed ETF cells'. The notes from an automated trading fund manager were frozen and then corrected. The manager used a method called SIP, which is a way to adjust data, and applied it to the years 2016 to 2019 for training, 2020 to 2025 for testing, and 2026 separately. The manager excluded a type of exit called 'era-crossing exits'. The mode used was 'published', meaning the data was taken from the close of the second-to-last day and the close of the third month. The manager also used a 'calendar' method, which looks at the last day of the month, and a 'control' method, which looks at 10 to 13 sessions. A'swing' method was used with a stop and target, which are limits to buy or sell, and a 'daily stop' was used to limit losses. The fees were 1 basis point, which is a unit of measurement for interest rates, plus 15 basis points for slippage, which is the difference between the expected price and the actual price. The manager used 8 independent cash sleeves, which are like separate accounts, with equal weights and no rebalancing between them. The manager also used a'vectorbt' method with a custom maximum error of 1.67e-15. The results were shown in a table with columns for the symbol, return percentage, drawdown percentage, number of trades, win percentage, average win, average loss, mean return, quarter Kelly, which is a measure of risk, and buy and hold return percentage. The table showed the following results: for SPY, the return was 7.38%, for IWM, the return was 4.52%, for EFA, the return was 3.15%, for EEM, the return was 3.02%, for EWJ, the return was 10.51%, for EWU, the return was 1.93%, for EWC, the return was 2.56%, and for EWA, the return was 4.20%. The data was taken from the current survivor ETFs, adjusted for prices, and did not include raw dividend or whole-share data. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the headline 'QTOM91006 2026 published 6 1 eight fixed ETF cells'. Frozen notes from 1829 to 1831 were corrected in 1833. The system was adjusted using data from 2016 for warm-up, trained on data from 2017 to 2019, held out from 2020 to 2025, and had a separate period in 2026. The system excluded era-crossing exits. The mode is published, which means it uses the penultimate close and the third next month close. The calendar uses the last day open and the third next month close. The control uses sessions 10 to 13. The swing uses a calendar with a prior ADR 20 stop and a target of 1.5k, with half plus 1R and a buy entry the following day, and a daily stop at the first gap open. Fees are 1 basis point plus slippage of 5 basis points per side. The system has 8 independent cash sleeves with initial equal weights and no inter-ETF rebalance. It uses daily close drawdown and not intraday drawdown. The system uses a custom max error of 1.67e-15. The results are shown in columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy hold percentage. The results for the ETFs are as follows: SPY had a return of 9.107781693369233 percent and a drawdown of -2.7262822301842404 percent, IWM had a return of 6.207010297225568 percent and a drawdown of -3.76560985958061 percent, EFA had a return of 4.817973019215405 percent and a drawdown of -5.290662854224504 percent, EEM had a return of 4.677242134034354 percent and a drawdown of -9.53228763257351 percent, EWJ had a return of 12.29095121882331 percent and a drawdown of -6.166328812639044 percent, EWU had a return of 3.5718640541362534 percent and a drawdown of -3.9383204834340546 percent, EWC had a return of 4.209898442680604 percent and a drawdown of -4.671549199499125 percent, and EWA had a return of 5.883360109217928 percent and a drawdown of -3.879916632543856 percent. The system uses current survivor ETFs and adjusted prices, not raw dividend, whole share, and 3 entry cap or overnight 15 minute validated. There is no promote holdout neighbors. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which is a way to adjust data, and trained it from 2016 to 2019, then held out from 2020 to 2025, and had a separate period in 2026. The manager excluded certain exits that happened when the market changed direction. The manager used a mode called swing, which means buying and selling based on certain rules. The rules were to buy and sell based on the closing price of the penultimate day and the third next month's closing price, and to use the last day's opening price and the third next month's closing price as a calendar. The manager also used a control method that looked at sessions 10 to 13. The swing method used a stop, which is a price at which to automatically sell, and a target, which is a price at which to automatically buy, with a ratio of 1.5, and also used a method called ADR, which stands for Average Daily Range, with a stop of 20 and a target of 1.5 times that. The manager also used a method called BE, which stands for Break Even, to follow the next day. The manager paid fees of 1 basis point, which is a unit of measurement for interest rates, and 15 basis points for slippage, which is the difference between the expected price and the actual price. The manager used a factor called k, which was set to 1.25. The manager had eight independent cells, each with an equal weight, and did not rebalance between them. The manager looked at the daily close and did not look at intraday data. The manager used a custom error of 1.67e-15. The results were shown in columns, including the symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy and hold percentage. The results were as follows: SPY had a return of -14.55%, IWM had a return of -21.30%, EFA had a return of -18.20%, EEM had a return of 6.12%, EWJ had a return of -20.37%, EWU had a return of -19.11%, EWC had a return of 3.26%, and EWA had a return of -5.01%. The data was adjusted for dividends and did not include raw dividend data. The manager did not promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
The notes from 1829 to 1831 were corrected in 1833. The system was trained on data from 2016 to 2019, and then tested on data from 2020 to 2025, with 2026 being separate. The system excludes trades that cross from one era to another. The mode used is swing trading, which means buying and selling based on expected price movements. The system uses the penultimate close and the third next month's close to determine when to buy and sell. It also uses a calendar-based system, looking at the last day's open and the third next month's close. The system has controls in place, such as stopping trades after 10 to 13 sessions. It also uses a stop-loss of 20 times the average daily range, with a target of 1.5 times that, and a daily stop-loss at the first gap open. The fees for the system are 1 basis point plus 15 basis points per side. The system uses a factor of 0.75. There are eight independent cash sleeves, each with an initial equal weight, and no rebalancing between ETFs. The system looks at daily close data, not intraday data. The results are based on a custom maximum error of 1.67e-15. The columns in the results table show the symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly percentage, and buy-hold percentage. The results for the following ETFs are: SPY, IWM, EFA, EEM, EWJ, EWU, EWC, and EWA. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all, which provides adjusted prices, not raw dividend, whole-share, 3 entry cap or overnight 15-minute validated data. The system does not promote holdout neighbors.
A news scan found the notes from an automated trading fund manager. The notes were corrected on 1831 and 1833. The manager used a method called SIP, which is a way to adjust data, and adjusted the data from 2016 as a warm-up, trained the system from 2017 to 2019, and held out from 2020 to 2025, with 2026 separate. The manager excluded a type of exit called era-crossing exits. The mode used was swing, which means buying and selling in a short period, and the manager published the results based on the penultimate close and the third next month close. The calendar used was from the last day open to the third next month close, and the control was sessions 10 to 13. The swing method used a calendar with a prior ADR, which is a type of stock price, 20 stop, and a target of 1.5k, with half plus 1R, and a BE, which means break-even, following day, and a daily stop at the first gap open. The fees were 1 basis point, which is a unit of measurement, plus slippage of 15 basis points per side. There were eight independent cash sleeves with initial equal weights, and no inter-ETF rebalance, which means no moving of funds between ETFs. The manager used a daily close drawdown, which is a measure of loss, and not an intraday drawdown, which is a measure of loss during the day. The manager used a custom max error of 1.67e-15. The results were shown in columns, including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy-hold percentage. The results were as follows: SPY had a return of -17.829568702101973%, IWM had a return of -27.068350180312308%, EFA had a return of -21.726355400928277%, EEM had a return of -7.293560434519031%, EWJ had a return of -23.441335895786676%, EWU had a return of -24.217462832599235%, EWC had a return of -6.7883260401356615%, and EWA had a return of -11.477155805990524%. The manager used current-survivor ETFs, which are a type of investment fund, and adjusted prices, not raw dividend, whole-share, and a 3 entry cap or overnight 15-minute validated. The manager did not promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
The notes from 1829 to 1831 were corrected in 1833. The system was trained using data from 2016 to 2019, and then tested on data from 2020 to 2025, with 2026 being separate. The system excludes era-crossing exits, which means it does not consider trades that span across different time periods. The mode used is swing, meaning it looks for short-term price movements. The system uses a specific method to determine when to buy and sell, which includes using the penultimate close and the third next month close. It also uses a calendar-based approach, considering the last day open and the third next month close. The control sessions are from 10 to 13, and the swing strategy uses a calendar with a prior ADR, or average daily range, of 20, with a stop loss and target of 1.5 times the ADR, and a half plus one risk management strategy. The fees are 1 basis point plus slippage of 5 basis points per side. The system uses a factor of 1.25, which is a measure of risk. There are eight independent cash sleeves, each with an initial equal weight, and no rebalancing between ETFs. The system uses a daily close drawdown, which means it measures the decline in value from the peak, and does not consider intraday drawdowns. The results are shown in a table with columns for symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy hold percentage. The table shows the results for eight ETFs: SPY, IWM, EFA, EEM, EWJ, EWU, EWC, and EWA. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all, which provides adjusted prices and does not include raw dividend data. The system does not promote holdout neighbors, meaning it does not consider nearby data points when making predictions.
The notes from 1829 to 1831 were corrected in 1833. The system was trained on data from 2016 to 2019, and then it was tested on data from 2020 to 2025, with 2026 being separate. The system excludes era-crossing exits. The mode is swing, which means it uses the penultimate close and the third next month close. The calendar uses the last day open and the third next month close. The control uses sessions 10 to 13. The swing also uses a calendar with a prior ADR 20 stop and target 1.5k, half plus 1R, and a buy and exit following day, with a daily stop at the first gap open. The fees are 1 basis point plus slippage of 5 basis points per side, and k is 0.75. There are eight independent cash sleeves with initial equal weights and no inter-ETF rebalance. The system uses daily close drawdown and not intraday drawdown. The vectorbt custom max error is 1.67e-15. The results are shown in the following columns: symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy and hold percentage. The results for each ETF are as follows: SPY had a return of -8.8349%, IWM had a return of -18.3499%, EFA had a return of -16.1952%, EEM had a return of -2.9317%, EWJ had a return of -8.1622%, EWU had a return of -14.4485%, EWC had a return of 2.2973%, and EWA had a return of -4.4768%. The data is based on current survivor ETFs and adjusted prices, not raw dividend, whole share, and 3 entry cap or overnight 15 minute validated. There is no promote holdout neighbors. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
The notes from 1829 to 1831 were corrected in 1833. The data was adjusted using the SIP method in 2016 for warm-up, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 being separate. The mode used was swing, which means a type of trading strategy that involves holding a position for a short period of time. The published prices were based on the penultimate close, and the calendar was based on the last day open to the third next month close. The control was set to sessions 10 to 13. The swing strategy used a calendar with a prior ADR, or average daily range, of 20, with a stop loss of 1.5 times the ADR, and a half plus one risk management strategy, with a buy and exit on the following day, and a daily stop at the first gap open. The fees were set at 1 basis point plus slippage of 5 basis points per side. There were eight independent cash sleeves with initial equal weights, and no inter-ETF rebalance. The daily close drawdown, or decline in value, was tracked, but not the intraday drawdown. The vectorbt custom max error was set to 1.67e-15. The results included columns for symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy and hold percentage. The results for the ETFs were as follows: SPY had a return of -5.29%, IWM had a return of -15.94%, EFA had a return of -9.78%, EEM had a return of 6.85%, EWJ had a return of -11.76%, EWU had a return of -12.65%, EWC had a return of 7.43%, and EWA had a return of 2.03%. The data was sourced from https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all, which provides adjusted stock prices, not raw dividend, whole-share, 3 entry cap or overnight 15-minute validated prices. There was no promotion of holdout neighbors.
The notes from 1829 to 1831 were corrected in 1833. The data was adjusted using the SIP method, with a warm-up period in 2016, training from 2017 to 2019, a holdout period from 2020 to 2025, and a separate period in 2026, excluding era-crossing exits. The mode used was control, with published prices being the penultimate close and the third next month's close, and the calendar being the last day's open and the third next month's close. The control sessions were from 10 to 13, and the swing was based on the calendar with a prior ADR of 20, a stop of 1.5k, and a half plus 1R, with a buy signal the following day and a daily stop at the first gap open. Fees were 1 basis point plus slippage of 15 basis points per side. There were eight independent cash sleeves with initial equal weights and no inter-ETF rebalancing, with daily close drawdown and no intraday drawdown. The vectorbt custom max error was 1.67e-15. The results were reported in columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy-hold percentage. The results for the ETFs were as follows: SPY had a return of -31.17345011583884%, IWM had a return of -39.33566222231642%, EFA had a return of -29.312779401418233%, EEM had a return of -33.01279145773418%, EWJ had a return of -31.26368952675451%, EWU had a return of -29.25123797784458%, EWC had a return of -31.120850764506237%, and EWA had a return of -37.40228619117518%. The data used was current-survivor ETFs with adjusted prices, not raw dividend, whole-share, with a 3-entry cap or overnight 15-minute validation. There was no promotion of holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which is a way to adjust data, and adjusted the data from 2016 for warm-up, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 separate. The manager excluded something called era-crossing exits, which means stopping trades when the market changes direction. The manager used a control mode, which means a standard way of doing things, and published data based on the close of the market on the second-to-last day and the close of the market on the third month. The manager also used a calendar, which is a schedule, and set the last day of the month as the start and the third month as the end. The manager had a control of 10 to 13 sessions, which are periods of trading. The manager also used something called swing, which is a type of trade, with a prior ADR, or average daily range, of 20, and a target of 1.5 times that, with a stop, or limit, of half plus one R, which is a measure of risk. The manager had fees of 1 basis point, which is a unit of measurement, plus slippage, which is the difference between the expected and actual price, of 5 basis points per side, which means per trade. The manager used a factor called k, which is a measure of risk, of 1. The manager had eight independent cash sleeves, which are like separate accounts, with initial equal weights, which means equal amounts of money, and no rebalancing, which means no changing the amounts, between ETFs, or exchange-traded funds, which are like baskets of stocks. The manager used daily close data, not intraday data, which means data from the end of the day, not during the day. The manager used a tool called Vectorbt, which is a type of software, with a custom max error of 1.67e-15, which is a very small number. The manager had columns of data, including symbol, which is the name of the stock, return percentage, drawdown percentage, which is the amount of loss, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy hold percentage, which is the percentage of time the stock was held. The data included the following stocks: SPY, IWM, EFA, EEM, EWJ, EWU, EWC, and EWA, with their respective return percentages, drawdown percentages, and other data. The manager used current survivor ETFs, which are the ETFs that are still being used, and adjusted prices, which are prices that have been changed to reflect the manager's methods. The manager did not use raw dividend data, which is data that has not been changed, and used whole-share data, which means data for whole shares, not fractions of shares. The manager had a 3-entry cap, which means a limit of 3 trades, or overnight 15-minute validated data, which means data that is validated every 15 minutes overnight. The manager did not promote holdout neighbors, which means the manager did not use data from neighboring stocks. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all, which is a website that provides stock data.
A news scan found the notes from an automated trading fund manager. The notes were corrected on 1829 and 1831 and further corrected on 1833. The manager used a method called SIP, which was adjusted in 2016 and used for training from 2017 to 2019, for holdout from 2020 to 2025, and separately in 2026, excluding a type of exit called era-crossing exits. The manager used a calendar mode, where the published price is the close of the second-to-last day and the target price is the close of the third month, and a control mode with 10 to 13 sessions. The manager also used a swing mode, which is a type of trading strategy, with a prior ADR, or average daily range, of 20, a stop, or price limit, of 1.5k, and a target of half plus one R, or risk unit, with a buy signal the following day and a daily stop at the first gap open. The manager paid fees of 1 basis point, or 0.01%, plus slippage of 15 basis points, or 0.15%, per side. The manager used a factor called k of 1 and had eight independent cash sleeves with initial equal weights and no rebalancing between ETFs, or exchange-traded funds. The manager used a type of backtesting called vectorbt with a custom maximum error of 1.67e-15. The results were measured in columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy-hold percentage. The results were as follows: for SPY, the return was 3.45%, the drawdown was -14.74%, and the win percentage was 50.70%; for IWM, the return was -13.85%, the drawdown was -31.62%, and the win percentage was 43.66%; for EFA, the return was 2.38%, the drawdown was -23.76%, and the win percentage was 52.11%; for EEM, the return was 33.24%, the drawdown was -15.59%, and the win percentage was 53.52%; for EWJ, the return was -7.90%, the drawdown was -25.26%, and the win percentage was 53.52%; for EWU, the return was 9.53%, the drawdown was -21.83%, and the win percentage was 56.34%; for EWC, the return was 10.59%, the drawdown was -19.46%, and the win percentage was 56.34%; and for EWA, the return was 19.08%, the drawdown was -22.83%, and the win percentage was 59.15%. The manager used adjusted prices and excluded raw dividend, whole-share, and 3-entry cap or overnight 15-minute validated data. The manager did not promote holdout neighbors. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from an automated trading fund manager. The notes were corrected on 1829 and 1831, and then again on 1833. The manager used a method called SIP, which was adjusted in 2016 and used for training from 2017 to 2019. The years 2020 to 2025 were used for testing, and 2026 was separate. The manager excluded a type of exit called era-crossing exits. The mode used was calendar, which means the manager looked at the last day of the month to the third next month's close. The manager also used a control method, which looked at sessions 10 to 13. Another method called swing was used, which is a type of calendar method with a prior ADR, or average daily range, of 20, and a stop and target of 1.5 times that, with a half and one risk, and a buy and exit the following day. The fees were 1 basis point, or a very small percentage, plus slippage of 5 basis points per side. The manager used a factor called k, which was set to 1. There were eight independent cash sleeves, which are like separate accounts, with initial equal weights, and no rebalancing between them. The manager looked at daily close and drawdown, which is a measure of loss, but not intraday drawdown. The manager used a custom max error of 1.67e-15, which is a very small number. The results were shown in columns, including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy and hold percentage. The results were as follows: SPY had a return of 19.2358%, IWM had a return of -0.7018%, EFA had a return of 18.003%, EEM had a return of 53.5706%, EWJ had a return of 6.1477%, EWU had a return of 26.2432%, EWC had a return of 27.4592%, and EWA had a return of 37.2475%. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all, which is a website that provides stock data.
A news scan found the headline 'QTOM91006 holdout published 16 1 eight fixed ETF cells'. Frozen notes from 1829 to 1831 were corrected in 1833. The system was adjusted in 2016 for warm-up, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 separate. The system excludes era-crossing exits. The mode is published, which means the system uses the penultimate close and the third next month close. The calendar uses the last day open and the third next month close. The control uses sessions 10 to 13. The swing uses a calendar with a prior ADR 20 stop and a target of 1.5k, with half plus 1R and a buy entry the following day, and a daily stop at the first gap open. ADR stands for Average Daily Range. Fees are 1 basis point plus slippage of 15 basis points per side. There are eight independent cash sleeves with initial equal weights and no inter-ETF rebalance. The system uses daily close drawdown and not intraday drawdown. The vectorbt custom max error is 1.67e-15. The columns show the symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy hold percentage. The results are as follows: SPY had a return of -5.142985704728198 percent and a drawdown of -18.65148849947661 percent, IWM had a return of -22.983008189344535 percent and a drawdown of -33.41860908133639 percent, EFA had a return of -16.25051239286589 percent and a drawdown of -26.356743719241337 percent, EEM had a return of 12.774597226516748 percent and a drawdown of -15.843420461516155 percent, EWJ had a return of -29.29025970668494 percent and a drawdown of -31.426027287715876 percent, EWU had a return of -9.817880756533537 percent and a drawdown of -25.06170800302183 percent, EWC had a return of -0.09971190523015983 percent and a drawdown of -18.919619863047433 percent, and EWA had a return of -10.607163556037037 percent and a drawdown of -24.669956182949704 percent. The data is based on current survivor ETFs and adjusted prices, not raw dividend, whole-share, and 3 entry cap or overnight 15 minute validated. There is no promote holdout neighbors. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from an automated trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which is a way to adjust data, and applied it to the years 2016 for warm-up, 2017 to 2019 for training, 2020 to 2025 for holdout, and 2026 separately. The manager excluded a type of exit called era-crossing exits. The mode used was published, which means the manager used the penultimate close, or the second-to-last closing price, and the third next month's close. The manager also used a calendar that went from the last day's open to the third next month's close, and controlled for sessions 10 to 13. A swing method was used with a prior ADR, or average daily range, of 20, a stop of 1.5 times that, and a target of half plus one risk, with a buy the following day and a daily stop at the first gap open. The fees were 1 basis point plus slippage of 5 basis points per side. The manager used a factor called k, which was set to 1. There were eight independent cash sleeves with initial equal weights and no rebalancing between ETFs. The manager used daily close drawdown, not intraday drawdown. A custom max error of 1.67e-15 was used with a method called vectorbt. The results were shown in columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, and buy hold percentage. The results for the ETFs were as follows: SPY had a return of 9.329996445292066 percent and a drawdown of -10.782885519871444 percent, IWM had a return of -11.23200004297692 percent and a drawdown of -26.4245246142799 percent, EFA had a return of -3.4722814078769315 percent and a drawdown of -21.332300477042843 percent, EEM had a return of 29.981387306946992 percent and a drawdown of -10.96301819435731 percent, EWJ had a return of -18.50159197662008 percent and a drawdown of -22.471792722890203 percent, EWU had a return of 3.9418207453381093 percent and a drawdown of -19.948908626380202 percent, EWC had a return of 15.14275695296956 percent and a drawdown of -13.70141053189804 percent, and EWA had a return of 3.0321116815944738 percent and a drawdown of -19.936536966920404 percent. The data was from current survivor ETFs with adjusted prices, not raw dividend, whole-share, and 3 entry cap or overnight 15-minute validated. There was no promotion of holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on 1833 after being frozen from 1829 to 1831. The manager used a method called SIP, which is a way to adjust data, and adjusted the data from 2016 as a warm-up. The manager then trained the system from 2017 to 2019, held out from 2020 to 2025, and used 2026 separately. The manager excluded a type of exit called era-crossing exits. The manager used a mode called swing, which is a type of trading strategy. The published price was the close of the second-to-last day, and the calendar price was the open of the last day of the month to the close of the third month. The control was sessions 10 to 13. The swing strategy used a calendar with a prior ADR, which is a type of average price, of 20, a stop of 1.5 times the average true range, which is a measure of price movement, and a target of 1.5 times the average true range. The fees were 1 basis point, which is a unit of measurement for interest rates, plus slippage of 15 basis points per side. The manager used a factor called k, which is a measure of risk, of 1.25. The manager had eight independent cash sleeves, which are parts of a portfolio, with initial equal weights and no rebalancing between ETFs, which are types of investments. The manager used daily close drawdown, which is a measure of loss, and not intraday drawdown. The manager used a custom max error of 1.67e-15, which is a measure of accuracy. The results were measured by columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy-hold percentage. The results were as follows: SPY had a return of -6.26%, IWM had a return of -15.92%, EFA had a return of -4.73%, EEM had a return of -9.58%, EWJ had a return of -7.46%, EWU had a return of -15.19%, EWC had a return of -4.97%, and EWA had a return of -4.01%. The data was from the source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on 1831 and 1833. The manager used a method called SIP, which is a way to adjust data, and trained the model from 2016 to 2019, held out data from 2020 to 2025, and used 2026 separately. The manager excluded a type of exit called era-crossing exits. The mode used was swing, which is a type of trading strategy, and the published data was the close of the second-to-last day and the close of the third month. The calendar used was the open of the last day and the close of the third month. The control was sessions 10 to 13. The swing strategy used a stop, which is a price level to buy or sell, and a target, which is a price level to sell, with a ratio of 1.5, and a half plus one R, which is a measure of risk. The fees were 1 basis point, which is a unit of measurement for interest rates, plus slippage, which is the difference between the expected price and the actual price, of 15 basis points per side. The manager used a factor called k, which is a measure of volatility, of 0.75. There were eight independent cash sleeves, which are parts of a portfolio, with initial equal weights, and no rebalancing, which is the process of adjusting the portfolio, between ETFs. The daily close and drawdown, which is a measure of loss, were used. The manager used a custom max error of 1.67e-15, which is a measure of the maximum allowed error. The results were as follows: for SPY, the return was -11.82%, the drawdown was -12.43%, and the win percentage was 37.14%; for IWM, the return was -8.50%, the drawdown was -11.89%, and the win percentage was 48.57%; for EFA, the return was -10.06%, the drawdown was -10.84%, and the win percentage was 37.14%; for EEM, the return was -6.49%, the drawdown was -7.28%, and the win percentage was 42.86%; for EWJ, the return was -8.02%, the drawdown was -10.11%, and the win percentage was 51.43%; for EWU, the return was -12.62%, the drawdown was -13.76%, and the win percentage was 31.43%; for EWC, the return was -12.72%, the drawdown was -12.72%, and the win percentage was 28.57%; for EWA, the return was -9.25%, the drawdown was -9.90%, and the win percentage was 40%. The data used was current and survivor ETFs, adjusted prices, and not raw dividend, whole-share, 3 entry cap or overnight 15 minutes validated. There was no promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on 1831 and 1833. The manager used a method called SIP, which is a way to adjust data, and trained the system from 2016 to 2019, held out data from 2020 to 2025, and used 2026 separately. The manager excluded certain types of exits, which are when the system sells a stock. The mode used was swing, which is a type of trading strategy. The manager published results based on the close of the stock on the last day of the month and the close of the stock on the third month after that. The manager also used a calendar, which is a way to schedule trades, and controlled the system during sessions 10 to 13. The swing strategy used a stop, which is a price at which the system sells a stock, and a target, which is a price at which the system aims to sell a stock, with a stop of 20 and a target of 1.5 times that. The manager also used a daily stop, which is a price at which the system sells a stock during the day, and a gap open, which is when the stock opens at a different price than it closed at the day before. The fees were 1 basis point, which is a unit of measurement for interest rates, plus slippage, which is the difference between the expected price of a trade and the actual price, of 15 basis points per side. The manager used 8 independent cash sleeves, which are like separate accounts, with initial equal weights, which means each account had the same amount of money, and no rebalancing, which is when the manager adjusts the accounts to keep them equal. The manager also used a daily close drawdown, which is a measure of how much the system has lost, and no intraday drawdown, which is a measure of how much the system has lost during the day. The manager used a custom max error, which is a measure of how accurate the system is, of 1.67e-15. The results were presented in columns, including the symbol of the stock, the return percentage, the drawdown percentage, the number of trades, the win percentage, the average win percentage, the average loss percentage, the mean percentage, the quarter Kelly, which is a measure of how well the system is doing, and the buy and hold percentage, which is how well the system would have done if it had just bought and held the stock. The results were as follows: SPY had a return of -7.054%, IWM had a return of -17.098%, EFA had a return of -10.983%, EEM had a return of -8.399%, EWJ had a return of -6.218%, EWU had a return of -13.992%, EWC had a return of -9.578%, and EWA had a return of -11.100%. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on 1831 and 1833. The manager used a method called SIP, which is a way to adjust prices, and trained the model from 2016 to 2019, held out from 2020 to 2025, and used 2026 separately. The manager excluded a type of exit called era-crossing exits. The mode used was swing, which is a type of trading strategy, and the manager published the results based on the penultimate close and the third next month close. The calendar used was from the last day open to the third next month close, and the control was based on sessions 10 to 13. The swing strategy used a prior ADR, which is a type of stock price, with a 20 stop and a target of 1.5, and a half plus 1R, which is a type of risk management, and a BE, which is a break-even point, following day, and a daily stop at the first gap open. The fees were 1 basis point plus slippage of 5 basis points per side. The manager used a factor called k, which is a type of multiplier, of 1.25. There were eight independent cash sleeves with initial equal weights and no inter-ETF rebalance, and daily close drawdown, which is a type of loss, and no intraday drawdown. The manager used a custom max error of 1.67e-15. The results were based on columns including symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a type of betting strategy, and buy hold percentage. The results were as follows: for SPY, the return was 0.5338265383880714, the drawdown was -9.238948170892646, and the win percentage was 54.285714285714285; for IWM, the return was -9.820185658433322, the drawdown was -15.678668158114274, and the win percentage was 42.857142857142854; for EFA, the return was 2.1801532842328664, the drawdown was -8.882010573866662, and the win percentage was 57.14285714285714; for EEM, the return was -3.028591261731328, the drawdown was -12.3072767269781, and the win percentage was 48.57142857142857; for EWJ, the return was -0.7539478378133291, the drawdown was -9.206101043911586, and the win percentage was 60; for EWU, the return was -9.038114704081169, the drawdown was -14.037066198451987, and the win percentage was 45.714285714285715; for EWC, the return was 1.9155977578675598, the drawdown was -5.1816000508775435, and the win percentage was 54.285714285714285; and for EWA, the return was 2.952398438309345, the drawdown was -6.0291043358090874, and the win percentage was 57.14285714285714. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
A news scan found the notes from a trading fund manager. The notes were corrected on dates 1829, 1831, and 1833. The manager used a method called SIP, which is a way to adjust data, and adjusted the data from 2016 as a warm-up. The manager then trained the system from 2017 to 2019, held out data from 2020 to 2025, and used 2026 separately. The manager excluded a type of exit called era-crossing exits. The manager used a mode called swing, which is a type of trading strategy, and published results based on the close of the market on the last day of the month and the close of the market on the third month after that. The manager also used a calendar-based system with a stop-loss, which is a way to limit losses, and a target, which is a profit goal. The manager used a type of analysis called vectorbt, which is a way to analyze data, and set a custom maximum error of 1.67e-15. The manager looked at eight ETF cells, which are a type of investment, with equal initial weights and no rebalancing between them. The manager calculated daily drawdown, which is a measure of losses, but not intraday drawdown. The results are as follows: for SPY, the return was -5.427553436033239 percent, the drawdown was -6.512707561540909 percent, and there were 35 trades; for IWM, the return was -1.8656586294187205 percent, the drawdown was -8.847944652172867 percent, and there were 35 trades; for EFA, the return was -3.533855877730818 percent, the drawdown was -7.586895231021495 percent, and there were 35 trades; for EEM, the return was 0.2941768613182516 percent, the drawdown was -5.047760223330588 percent, and there were 35 trades; for EWJ, the return was -1.353924900174075 percent, the drawdown was -6.260858905260658 percent, and there were 35 trades; for EWU, the return was -6.283454207174821 percent, the drawdown was -9.281314262366614 percent, and there were 35 trades; for EWC, the return was -6.392140800553115 percent, the drawdown was -7.761491723490332 percent, and there were 35 trades; for EWA, the return was -2.6663735776952024 percent, the drawdown was -5.8539298250049 percent, and there were 35 trades. The manager used current survivor ETFs and adjusted prices, but not raw dividend data, and whole-share data with a 3-entry cap or overnight 15-minute validation. The manager did not promote holdout neighbors. The data source is https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.
The automated trading fund manager's notes from 1829 to 1831 were corrected in 1833. The fund used a warm-up period from 2016, trained from 2017 to 2019, and held out from 2020 to 2025, with 2026 being separate. The fund excluded era-crossing exits. The mode was set to swing, which means it followed a specific strategy. The published price was the penultimate close, and the calendar price was the last day's open to the third next month's close. The control sessions were from 10 to 13. The swing strategy used a calendar with a prior ADR, which stands for Average Daily Range, of 20, a stop of 1.5 times that, and a half plus 1 risk management strategy. The fees were 1 basis point plus slippage of 5 basis points per side. There were eight independent cash sleeves with initial equal weights and no inter-ETF rebalance. The daily close and drawdown, which refers to the peak-to-trough decline, were tracked, but not the intraday drawdown. The vectorbt custom max error was set to 1.67e-15. The results included columns for symbol, return percentage, drawdown percentage, number of trades, win percentage, average win percentage, average loss percentage, mean percentage, quarter Kelly, which is a measure of risk, and buy-hold percentage. The results for the ETFs were as follows: SPY had a return of -0.31477357221252333%, IWM had a return of -11.087316764583854%, EFA had a return of -4.528075649865482%, EEM had a return of -1.7576012107707761%, EWJ had a return of 0.58227782075706%, EWU had a return of -7.7559871849756545%, EWC had a return of -3.0217715669913603%, and EWA had a return of -4.654149322438772%. The current survivor ETFs were adjusted for prices, but not for raw dividend or whole-share, and had a 3 entry cap or overnight 15-minute validation. There was no promote holdout neighbors. The source of the data was https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all.