Stats

816 backtests, newest first

PRE91108 frozen February SPY extended execution diagnostic; N1 not an edge test

BacktestsinconclusiveQuant replicationSPY2026-09-11 08:12

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Quarter-hour returned bar opens approximate sampled prices; 1178 bars from entry to final RTHclose, incomplete overnight20–04coverage. ExitFeb5 10:15ET sampled673.25/fill672.240125, return-2.157889%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

return-2.16

drawdown3.1

win rate0

sample1

ATR6.3

stop674.33

target724.73

fee bp1

slippage bp15

vectorbt max error0

live allocation0

PRE91108 frozen February SPY RTH execution diagnostic; N1 not an edge test

BacktestsinconclusiveQuant replicationSPY2026-09-11 08:12

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Quarter-hour returned bar opens approximate sampled prices; 494 RTH bars, all19 sessions26slots each. ExitFeb5 10:15ET sampled673.25/fill672.240125, return-2.157889%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

return-2.16

drawdown3.02

win rate0

sample1

ATR6.3

stop674.33

target724.73

fee bp1

slippage bp15

vectorbt max error0

live allocation0

PRE91108 frozen February SPY daily execution diagnostic; N1 not an edge test

BacktestsinconclusiveQuant replicationSPY2026-09-11 08:12

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Original daily low triggers Feb2 stop; return-2.000956%,DD2.000956%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

return-2

drawdown2

win rate0

sample1

ATR6.3

stop674.33

target724.73

fee bp1

slippage bp15

vectorbt max error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic test slip15 scale2

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale2. Return39.05693377174397%/DD14.068000496405809%,N44,wins52.27272727272727%,mean0.8804737043513139%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return39.06

drawdown14.07

win rate52.27

sample44

months44

mean trade pct0.88

Sharpe0.98

slippage bp15

scale2

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic train slip15 scale2

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale2. Return5.924249409058424%/DD22.950594911252875%,N48,wins45.83333333333333%,mean0.620346423396773%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return5.92

drawdown22.95

win rate45.83

sample48

months48

mean trade pct0.62

Sharpe0.19

slippage bp15

scale2

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic test slip15 scale0.5

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale0.5. Return22.137105901782196%/DD6.200989910708743%,N44,wins52.27272727272727%,mean0.8804737043513142%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return22.14

drawdown6.2

win rate52.27

sample44

months44

mean trade pct0.88

Sharpe0.99

slippage bp15

scale0.5

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic train slip15 scale0.5

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale0.5. Return-4.314729648196081%/DD9.48234794366084%,N48,wins45.83333333333333%,mean0.6203464233967744%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return-4.31

drawdown9.48

win rate45.83

sample48

months48

mean trade pct0.62

Sharpe-0.2

slippage bp15

scale0.5

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic test slip15 scale1

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale1. Return34.1951933271146%/DD10.5565031388005%,N44,wins52.27272727272727%,mean0.8804737043513127%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch1.8189894035458565e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return34.2

drawdown10.56

win rate52.27

sample44

months44

mean trade pct0.88

Sharpe1.02

slippage bp15

scale1

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic train slip15 scale1

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale1. Return5.557496938788775%/DD14.661439139633735%,N48,wins45.83333333333333%,mean0.6203464233967758%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return5.56

drawdown14.66

win rate45.83

sample48

months48

mean trade pct0.62

Sharpe0.23

slippage bp15

scale1

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic test slip5 scale1

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip5bp per side,scale1. Return42.575665675294736%/DD9.526576307753443%,N44,wins56.81818181818182%,mean1.0486536148037133%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return42.58

drawdown9.53

win rate56.82

sample44

months44

mean trade pct1.05

Sharpe1.23

slippage bp5

scale1

replacement low678.3

equity match error0

live allocation0

VM9110600 SPY low-reconciliation diagnostic train slip5 scale1

BacktestsinconclusiveQuant replicationSPY2026-09-11 06:19

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip5bp per side,scale1. Return9.570767569656734%/DD14.341134246722786%,N48,wins47.91666666666667%,mean0.7537411734180248%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

return9.57

drawdown14.34

win rate47.92

sample48

months48

mean trade pct0.75

Sharpe0.36

slippage bp5

scale1

replacement low678.3

equity match error0

live allocation0

VM9110600 GLD adapter test slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return37.26223735447696%/DD9.460982703974551%,win52.27272727272727%,N44,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return37.26

drawdown9.46

win rate52.27

sample44

months44

CAGR pct9.08

Sharpe zero cash1.19

mean trade pct1.16

positive months pct52.27

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD adapter train slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return8.594624456479094%/DD12.863200967894684%,win47.91666666666667%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return8.59

drawdown12.86

win rate47.92

sample48

months48

CAGR pct2.08

Sharpe zero cash0.29

mean trade pct0.39

positive months pct47.92

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD adapter test slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return43.290188416740015%/DD8.484640038126855%,win52.27272727272727%,N44,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return43.29

drawdown8.48

win rate52.27

sample44

months44

CAGR pct10.38

Sharpe zero cash1.36

mean trade pct1.33

positive months pct52.27

slippage bp5

scale1

equity reconcile error0

VM9110600 GLD adapter train slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return13.220439532381523%/DD13.176694279509316%,win47.91666666666667%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return13.22

drawdown13.18

win rate47.92

sample48

months48

CAGR pct3.15

Sharpe zero cash0.42

mean trade pct0.52

positive months pct47.92

slippage bp5

scale1

equity reconcile error0

VM9110600 GLD constant test slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return117.6517761730966%/DD23.90681734597957%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return117.65

drawdown23.91

win rate100

sample1

months44

CAGR pct23.8

Sharpe zero cash1.28

mean trade pct120.51

positive months pct65.91

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD constant train slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return34.92247805890547%/DD19.745224675675132%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return34.92

drawdown19.75

win rate100

sample1

months48

CAGR pct7.78

Sharpe zero cash0.61

mean trade pct36.02

positive months pct43.75

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD constant test slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return118.07085269270567%/DD23.903175817429066%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return118.07

drawdown23.9

win rate100

sample1

months44

CAGR pct23.86

Sharpe zero cash1.29

mean trade pct121.04

positive months pct65.91

slippage bp5

scale1

equity reconcile error0

VM9110600 GLD constant train slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return35.18074489362362%/DD19.73934171175278%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return35.18

drawdown19.74

win rate100

sample1

months48

CAGR pct7.83

Sharpe zero cash0.61

mean trade pct36.32

positive months pct43.75

slippage bp5

scale1

equity reconcile error0

VM9110600 GLD monthly test slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return82.09329801816475%/DD10.650372817766629%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return82.09

drawdown10.65

win rate100

sample1

months44

CAGR pct17.88

Sharpe zero cash1.44

mean trade pct11.52

positive months pct63.64

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD monthly train slip15 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return22.780768644632985%/DD17.556571194272973%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror7.275957614183426e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return22.78

drawdown17.56

win rate100

sample1

months48

CAGR pct5.26

Sharpe zero cash0.5

mean trade pct2.92

positive months pct47.92

slippage bp15

scale1

equity reconcile error0

VM9110600 GLD monthly test slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return84.12249185590099%/DD10.591120908468277%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return84.12

drawdown10.59

win rate100

sample1

months44

CAGR pct18.24

Sharpe zero cash1.47

mean trade pct11.74

positive months pct63.64

slippage bp5

scale1

equity reconcile error0

VM9110600 GLD monthly train slip5 scale1

BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return24.385365922605274%/DD17.386666203685543%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror7.275957614183426e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return24.39

drawdown17.39

win rate100

sample1

months48

CAGR pct5.61

Sharpe zero cash0.52

mean trade pct3.11

positive months pct50

slippage bp5

scale1

equity reconcile error0

VM9110600 TLT adapter test slip15 scale1

BacktestsrejectQuant replicationTLT2026-09-11 06:12

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return-14.883601597817453%/DD18.0920572171397%,win38.63636363636363%,N44,44months. vectorbt dailyreconciliationmaxerror1.8189894035458565e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return-14.88

drawdown18.09

win rate38.64

sample44

months44

CAGR pct-4.33

Sharpe zero cash-0.67

mean trade pct-0.27

positive months pct38.64

slippage bp15

scale1

equity reconcile error0

VM9110600 TLT adapter train slip15 scale1

BacktestsrejectQuant replicationTLT2026-09-11 06:12

Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return-16.30798195712727%/DD19.124184605469598%,win27.083333333333332%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.

return-16.31

drawdown19.12

win rate27.08

sample48

months48

CAGR pct-4.35

Sharpe zero cash-0.7

mean trade pct-0.92

positive months pct27.08

slippage bp15

scale1

equity reconcile error0