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QTOM91006 EEM sampled15min k1 cost6 holdout diagnostic
BacktestsinconclusiveQuant replicationEEM2026-09-10 06:19
Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage5bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-9.303420718303435,"symbol":"EEM","k":1,"cost":6,"return_pct":8.098927917744337,"trade_boundary_dd_pct":-8.914778968960102,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.3686176135487023,"avg_loss_pct":1.236362636582579,"mean_pct":0.12116228249991953,"ci_pct":[-0.20988022232689768,0.45100921849012926],"quarter_kelly":0.0221322379056917,"exit_counts":{"stop":36,"target":27,"time":8},"partial_count":25,"worst_R":-1.5687847160320236} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .
return8.1
drawdown9.3
sample71
win rate52.11
avg win pct1.37
avg loss pct1.24
mean pct0.12
CI lower pct-0.21
CI upper pct0.45
point quarter Kelly0.02
worst R-1.57
actual allocation0
QTOM91006 2026|swing|16|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",1.8053200266264335,-1.8536736522437036,8,50,1.2133451441335708,0.7538798778409628,0.229732633146304,0.047334559802922394,11.646604882170042],["IWM",-3.763088785457258,-5.119634333009426,8,25,2.4852126969253874,1.4423611831344239,-0.46046771311947093,0,17.71753492916417],["EFA",-0.7458320406549923,-4.025830078150827,8,50,1.4923253796591485,1.64776109862341,-0.07771785948213067,0,11.423999871433942],["EEM",2.0365177595741413,-7.099427417387161,8,50,2.228103661547476,1.6776678523611366,0.27521790459316964,0.03088028503148993,23.017757690709306],["EWJ",1.3816224740166305,-4.989152328147783,8,50,2.4163618232601882,2.0078484023922676,0.20425671043396015,0.02113267024703841,19.50619193057992],["EWU",-3.007569655850373,-3.5290736857124916,8,37.5,1.1299451509787506,1.2732238658623896,-0.372035484546962,0,9.069950723629749],["EWC",0.6771191771856477,-3.8220557824172996,8,62.5,1.2624027356300926,1.843966661448652,0.0975142117255634,0.01931123265446899,13.144234558818946],["EWA",-5.619934191853504,-5.619934191853504,8,25,1.677965852969432,1.5058622069153391,-0.7099051919441463,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-0.9
drawdown3.02
sample64
win rate43.75
months8
cost bp side16
stop ADR multiple1.25
positive cells4
actual allocation0
QTOM91006 2026|swing|16|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-1.3461427495851663,-2.404875236448878,8,37.5,0.5481113139459648,0.5958113284391708,-0.16684033754474498,0,11.646604882170042],["IWM",-3.937936991100899,-3.937936991100921,8,37.5,1.0155101559619593,1.3985595811798635,-0.49328342975168,0,17.71753492916417],["EFA",-3.4559481118116575,-3.711361392418311,8,37.5,1.1636252265406175,1.3837472808766749,-0.4284825905951903,0,11.423999871433942],["EEM",-0.7298117262075854,-5.48632636356473,8,50,1.2090666889106427,1.3741371814915415,-0.0825352462904494,0,23.017757690709306],["EWJ",-6.15747917187397,-6.157479171873947,8,37.5,0.6109843715224494,1.6154300023900903,-0.7805246121728879,0,19.50619193057992],["EWU",-5.341962373156239,-5.341962373156239,8,25,1.0355983546221803,1.2488744092928272,-0.6777562183140753,0,9.069950723629749],["EWC",-0.34296515287818297,-2.194696083076342,8,50,0.6941737842352413,0.7728103935537217,-0.03931830465924019,0,13.144234558818946],["EWA",-4.869210490961806,-5.019369193839673,8,25,1.2414934415209133,1.2327417452827303,-0.6141829485818193,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-3.27
drawdown3.27
sample64
win rate37.5
months8
cost bp side16
stop ADR multiple0.75
positive cells0
actual allocation0
QTOM91006 2026|swing|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-0.6152266446266541,-2.247354916582167,8,37.5,1.1152104970918377,0.784443173558751,-0.07207304706478013,0,11.646604882170042],["IWM",-3.2611855799281386,-4.876661290815399,8,37.5,1.3813960299982795,1.4708237319019468,-0.401241321189362,0,17.71753492916417],["EFA",-3.430648649701473,-3.8685957352845857,8,37.5,1.362067159919119,1.4925792575827845,-0.4220868510195708,0,11.423999871433942],["EEM",-0.15597598639967014,-6.634898089824093,8,50,1.7185851752290593,1.7256866519738456,-0.0035507383723931696,0,23.017757690709306],["EWJ",-1.0347484177794186,-4.848308316509531,8,50,1.6925118018612406,1.909200106882164,-0.1083441525104617,0,19.50619193057992],["EWU",-5.321835241799555,-5.321835241799544,8,25,0.9205468249265158,1.2066518595601095,-0.6748521884384531,0,9.069950723629749],["EWC",1.1011500768076887,-3.2147248357142555,8,62.5,1.1075917559217574,1.4561620499790817,0.14618407870894273,0.03299592966618052,13.144234558818946],["EWA",-4.60031041963489,-4.690999408428109,8,25,1.6608843745354984,1.3237799562810257,-0.5776138735768945,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-2.16
drawdown2.68
sample64
win rate40.63
months8
cost bp side16
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 2026|swing|6|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",3.447307799091992,-1.55889069408911,8,62.5,1.16847663616793,0.7997466357895888,0.4303929091838604,0.09208419232825928,11.646604882170042],["IWM",-2.2109122250102864,-4.392247858133946,8,25,2.690388451956094,1.2450484447777688,-0.2611892205943031,0,17.71753492916417],["EFA",0.8550089577609832,-3.641164162799515,8,50,1.6955133708006054,1.450859571617491,0.12232689959155718,0.018036852686952806,11.423999871433942],["EEM",3.6822344516130645,-6.727080526361629,8,62.5,1.9756617551260105,2.02351827906712,0.4759692423035866,0.060229090464074486,23.017757690709306],["EWJ",3.016776554486178,-4.6083474228513115,8,50,2.621399738600505,1.8116677714306195,0.40486598358494275,0.0386116220299436,19.50619193057992],["EWU",-1.4432075517368248,-3.000549160867394,8,37.5,1.3324076556322506,1.0755725140037264,-0.17257995039023505,0,9.069950723629749],["EWC",2.3009105332047364,-3.4365731366263197,8,62.5,1.465130420832339,1.6474579386672183,0.297909786020005,0.050833322034696884,13.144234558818946],["EWA",-4.097706139518598,-4.633721309280503,8,25,1.8815254969891226,1.3086765978308692,-0.5111260741258714,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return0.69
drawdown2.64
sample64
win rate46.88
months8
cost bp side6
stop ADR multiple1.25
positive cells5
actual allocation0
QTOM91006 2026|swing|6|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.24501601568736042,-1.9481246746875902,8,62.5,0.5206123324926804,0.7796178927798232,0.0330259980154915,0.01585920845236405,11.646604882170042],["IWM",-2.3885805054361886,-2.8816068345579815,8,37.5,1.2177435613543417,1.2011591518625742,-0.29407063440623077,0,17.71753492916417],["EFA",-1.898817770654504,-3.3254350818487377,8,37.5,1.3661551588234269,1.1863171972822673,-0.2291400637426319,0,11.423999871433942],["EEM",0.8712876591024266,-5.01247910085535,8,50,1.4116875951604102,1.176687858444475,0.11749986835796755,0.02080840491210381,23.017757690709306],["EWJ",-4.643921022881148,-4.6439210228811145,8,37.5,0.8124079148765118,1.4184637484161922,-0.5818868746814282,0,19.50619193057992],["EWU",-3.8152509959099135,-3.8152509959099246,8,25,1.2378719766586777,1.0511743097367743,-0.4789127381379113,0,9.069950723629749],["EWC",1.2643735659269018,-1.7536520995685922,8,62.5,0.74349194584995,0.8103443618624695,0.16080333045779271,0.054070300073649255,13.144234558818946],["EWA",-3.334874239005803,-4.208507858214894,8,25,1.444179266243073,1.0350093480767784,-0.4152121944968154,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-1.71
drawdown2.32
sample64
win rate42.19
months8
cost bp side6
stop ADR multiple0.75
positive cells3
actual allocation0
QTOM91006 2026|swing|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.9877208494346146,-1.8555608460562256,8,50,1.0328538065316861,0.7768877806453717,0.12798301294315723,0.03097800776203824,11.646604882170042],["IWM",-1.700913971734952,-4.112621669826099,8,37.5,1.5843619401929132,1.273567975667691,-0.2018442572199644,0,17.71753492916417],["EFA",-1.8731102610333172,-3.4832996223241097,8,37.5,1.5649943736481136,1.2953670559871933,-0.22273151987395323,0,11.423999871433942],["EEM",1.454378625139352,-6.166809227434744,8,50,1.9222261392742912,1.5289411321988633,0.19664250353771395,0.025574839962892393,23.017757690709306],["EWJ",0.5614327341925129,-4.466938906297802,8,50,1.8961005669216047,1.7128219816871404,0.09163929261723214,0.01208259917959048,19.50619193057992],["EWU",-3.7947992400289565,-3.7947992400289676,8,25,1.1225901133973037,1.0088672303115034,-0.4760028943843017,0,9.069950723629749],["EWC",2.7317805012777363,-2.826807998361869,8,62.5,1.3100095090000208,1.2588769410062262,0.3466770902476782,0.06615926981177217,13.144234558818946],["EWA",-3.061637158286734,-4.192182673205358,8,25,1.8644098213755123,1.1262298178925934,-0.37856990807556695,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-0.59
drawdown2.3
sample64
win rate42.19
months8
cost bp side6
stop ADR multiple1
positive cells4
actual allocation0
QTOM91006 2026|control|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-6.665311207806801,-6.711456412209483,8,25,0.8500809856651248,1.4192711069337116,-0.8519330837840025,0,11.646604882170042],["IWM",-3.3486187195330475,-7.177071730964557,8,37.5,1.7183266424151356,1.6790238069404118,-0.4050173884320815,0,17.71753492916417],["EFA",-6.98699042151426,-7.175426079645675,8,25,0.29793311063616157,1.295668712315997,-0.8972682565779572,0,11.423999871433942],["EEM",-6.648750672698844,-9.452491870120316,8,37.5,1.1418912738608844,2.019458701065191,-0.8339524604679127,0,23.017757690709306],["EWJ",-12.75459096504683,-12.75459096504683,8,25,1.2500584592086805,2.6433867881218025,-1.6700254762891817,0,19.50619193057992],["EWU",-3.702894235025389,-6.297371072066104,8,25,0.7464224396285246,0.8712353543012511,-0.4668209058188072,0,9.069950723629749],["EWC",-3.1840715029689326,-4.986263719948769,8,25,1.7212269135093217,1.0999535725439344,-0.3946584510306203,0,13.144234558818946],["EWA",-6.19492986550344,-8.543126231460118,8,25,0.654683267701206,1.270077658566223,-0.7888874269993656,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-6.19
drawdown6.91
sample64
win rate28.13
months8
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 2026|control|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.159943730905137,-5.301673784701366,8,25,1.0519832012787278,1.2219121421635817,-0.6534383063030045,0,11.646604882170042],["IWM",-1.7897572944825524,-6.618459395016774,8,37.5,1.921967088876797,1.4821848679861316,-0.20562788416253336,0,17.71753492916417],["EFA",-5.486811213117826,-5.772654992372594,8,37.5,0.34785844990856685,1.3268978543799959,-0.6988642402717848,0,11.423999871433942],["EEM",-5.143116095844458,-8.725205751572872,8,50,1.0301062783036163,2.3009496497356063,-0.635421685715995,0,23.017757690709306],["EWJ",-11.347435672949334,-11.347435672949347,8,25,1.4527614311262704,2.4484785072359405,-1.4731685226453877,0,19.50619193057992],["EWU",-2.149746814551201,-5.35564296979919,8,25,0.948117130469639,0.6727792200334721,-0.2675551324076944,0,9.069950723629749],["EWC",-1.6225561447298587,-3.944919867055885,8,25,1.9248731663238594,0.9019553329507398,-0.19524820813208998,0,13.144234558818946],["EWA",-4.681975747626033,-7.623968368348832,8,37.5,0.5941637113105951,1.3009245178143614,-0.5902664318925027,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-4.67
drawdown5.98
sample64
win rate32.81
months8
cost bp side6
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 2026|calendar|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",6.684472491441995,-2.039069957896422,8,62.5,1.6519830998886098,0.5623354598746078,0.8216136399774032,0.12433747658084443,11.646604882170042],["IWM",5.3595681103049575,-2.7361201859807505,8,37.5,2.805348902746811,0.6111627605944814,0.6700291131585032,0.05970996268079662,17.71753492916417],["EFA",0.40094548045421785,-5.301704753995784,8,62.5,1.2462789462717527,1.8900794313831553,0.07014455465116226,0.014070797484985187,11.423999871433942],["EEM",0.6567300652517316,-8.096917812074489,8,50,2.18011970837913,1.9435586653048786,0.11828052153712576,0.013563535190581871,23.017757690709306],["EWJ",7.71945636148168,-6.4532583098731,8,87.5,1.7714250377418743,4.710319578264421,0.9612069607410872,0.13565447877579775,19.50619193057992],["EWU",-1.3634397244398633,-4.604728076489984,8,37.5,1.8314133555413559,1.3467753735649146,-0.15495460015006318,0,9.069950723629749],["EWC",3.0963609599929276,-3.1119685987094803,8,62.5,1.2009853986826258,0.9625930086894829,0.389643495918085,0.08110912429607581,13.144234558818946],["EWA",2.5411511422341215,-3.522515866243392,8,62.5,1.392372779346105,1.4460640814353276,0.3279589565530677,0.05888490521681376,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return3.14
drawdown3.87
sample64
win rate57.81
months8
cost bp side16
stop ADR multiple1
positive cells7
actual allocation0
QTOM91006 2026|calendar|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",8.405154664997072,-1.8429518325983052,8,75,1.5759897248507941,0.6341337190916674,1.0234588638651787,0.16235176659576162,11.646604882170042],["IWM",7.058881294568065,-2.2841468966332767,8,37.5,3.0111655715836445,0.4121859600825406,0.8715708642922787,0.07236158586871551,17.71753492916417],["EFA",2.0202825129371105,-5.207053784234672,8,75,1.213684024167235,2.5591107333168663,0.2704853347962097,0.05571576485523122,11.423999871433942],["EEM",2.2801925713395343,-7.820886467458632,8,62.5,1.937197741357379,2.3787491154447338,0.3187176700565869,0.04113127731519858,23.017757690709306],["EWJ",9.45683148250609,-6.359758318178777,8,87.5,1.9751717873770693,4.519549304069015,1.1633316509463087,0.14724436355117695,19.50619193057992],["EWU",0.22744006306203435,-4.155701510688581,8,37.5,2.0352802019990346,1.1492712720824771,0.044935530698089754,0.005519575468522039,9.069950723629749],["EWC",4.75917154825809,-2.820964935413439,8,62.5,1.403590126161025,0.7643197727659978,0.5906239140633915,0.1051987868564617,13.144234558818946],["EWA",4.195006916235311,-3.426086596744349,8,62.5,1.5953606650313912,1.248758756294055,0.5288158820343489,0.08286776363887968,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return4.8
drawdown3.58
sample64
win rate62.5
months8
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 2026|published|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",7.375946933886834,-2.920635458260723,8,62.5,2.003395227433078,0.9119199462525521,0.9101520373009666,0.1135761961541572,11.646604882170042],["IWM",4.521218603188926,-4.053784773514546,8,37.5,3.5444251799338375,1.1922942988148666,0.5839755057158974,0.04118971878867523,17.71753492916417],["EFA",3.1542290930184125,-5.574270980601181,8,62.5,1.7420726996393077,1.7938596345431972,0.41609807432086837,0.059713075465653714,11.423999871433942],["EEM",3.015731986536818,-9.80319416803599,8,62.5,2.542237054158556,3.09508166804614,0.4282425333317949,0.04211276566747402,23.017757690709306],["EWJ",10.508590973954156,-6.260021944129224,8,87.5,2.1152277504159014,4.513482882459585,1.2866389213064655,0.1520686036117722,19.50619193057992],["EWU",1.9278992379746063,-3.9516883669614367,8,50,1.9468786857075204,1.4254092634995357,0.2607347111039923,0.03348111942183471,9.069950723629749],["EWC",2.5558062999920805,-4.957011268358357,8,62.5,1.4727715046746548,1.5674600288977454,0.3326846795850047,0.056472555065236865,13.144234558818946],["EWA",4.202705616550428,-4.167749253619579,8,75,1.2924210742261724,1.7520112121044984,0.5313130026435048,0.10277474834616582,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return4.66
drawdown4.93
sample64
win rate62.5
months8
cost bp side16
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 2026|published|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",9.107781693369233,-2.7262822301842404,8,62.5,2.207606382201086,0.7135452626804595,1.1121745153705065,0.12594800915795695,11.646604882170042],["IWM",6.207010297225568,-3.76560985958061,8,37.5,3.7517214820680675,0.9944809256793197,0.7853449772259504,0.05233230804709439,17.71753492916417],["EFA",4.817973019215405,-5.290662854224504,8,62.5,1.9457606857907361,1.5972505973182782,0.6171314546248557,0.07929179820668185,11.423999871433942],["EEM",4.677242134034354,-9.53228763257351,8,75,2.304180090930863,4.395339365251444,0.6293002268852863,0.06827810783564403,23.017757690709306],["EWJ",12.29095121882331,-6.166328812639044,8,87.5,2.3196627942869124,4.322318540509262,1.4894151274373906,0.16052065100859322,19.50619193057992],["EWU",3.5718640541362534,-3.9383204834340546,8,62.5,1.7502845608900717,1.6865887923893912,0.46145705341027327,0.06591171854587012,9.069950723629749],["EWC",4.209898442680604,-4.671549199499125,8,62.5,1.675920348889872,1.3703977388687858,0.5335510659803755,0.07959075536224007,13.144234558818946],["EWA",5.883360109217928,-3.879916632543856,8,75,1.495208856247495,1.5553183941911686,0.7325770436378289,0.12248741046725198,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return6.35
drawdown4.65
sample64
win rate65.63
months8
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 holdout|swing|16|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-14.554885456490751,-19.59882575867734,71,47.88732394366197,1.3084500205046752,1.5991883458395713,-0.206798142238101,0,129.72755241395686],["IWM",-21.30047779284435,-25.525340880091463,71,43.66197183098591,2.0027584455891074,2.0994132206959013,-0.3083241833038549,0,59.06321600400377],["EFA",-18.20511982546279,-19.21121607371905,71,47.88732394366197,1.0902546364054613,1.5224064930608854,-0.27127299444319825,0,63.974699584556305],["EEM",6.120798892107615,-11.598219356842254,71,54.929577464788736,1.3538261002062941,1.43647473877,0.09622572207613334,0.017769217564477205,37.59737576841393],["EWJ",-20.370436304645125,-21.141055654888152,71,47.88732394366197,1.0224538271474364,1.533701832967,-0.3096272915037488,0,53.882766272699946],["EWU",-19.111991789721394,-20.26563759127049,71,46.478873239436616,1.1580114755742656,1.538310931581959,-0.2850906578332912,0,61.17602977476633],["EWC",3.263490302545069,-12.272752297007738,71,52.112676056338024,1.427986278424664,1.4305670641139234,0.05910157918083324,0.010347014546602196,103.70677289674823],["EWA",-5.006381738835753,-17.347875452092975,71,54.929577464788736,1.3611017496642084,1.7841583685034197,-0.05648027542542682,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-11.15
drawdown13.25
sample568
win rate49.47
months71
cost bp side16
stop ADR multiple1.25
positive cells2
actual allocation0
QTOM91006 holdout|swing|16|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-20.90327196153745,-22.411329249587798,71,43.66197183098591,0.8297101050082029,1.2148930975199466,-0.32217902317667,0,129.72755241395686],["IWM",-29.15864616698107,-30.424607144255788,71,42.25352112676056,1.2573783517352979,1.7344853163233924,-0.4703175692563401,0,59.06321600400377],["EFA",-27.289177342185045,-27.770844266393325,71,39.436619718309856,0.599264453478627,1.1219118149010074,-0.44313807525833465,0,63.974699584556305],["EEM",-15.781525747872127,-16.073276802919846,71,40.845070422535215,0.952371140237446,1.0543587085973603,-0.23470848865074934,0,37.59737576841393],["EWJ",-20.319615117814706,-20.31961511781468,71,36.61971830985916,0.83004463551953,0.9753608059710819,-0.3142264189463508,0,53.882766272699946],["EWU",-25.77368684913668,-26.408035214154037,71,33.80281690140845,0.7851442683983504,1.0257944464977722,-0.4136461485047166,0,61.17602977476633],["EWC",-11.24466292353964,-14.764655700229678,71,47.88732394366197,0.77905724658798,1.0280104382017217,-0.16265408210524476,0,103.70677289674823],["EWA",-17.122058708627343,-19.384946142227864,71,45.07042253521127,0.9067160308157136,1.2083401494404042,-0.25507539214187225,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-20.95
drawdown21.22
sample568
win rate41.2
months71
cost bp side16
stop ADR multiple0.75
positive cells0
actual allocation0
QTOM91006 holdout|swing|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-17.829568702101973,-21.06893081022072,71,43.66197183098591,1.2633912611292006,1.4478065245551264,-0.26404411108732156,0,129.72755241395686],["IWM",-27.068350180312308,-29.09368919909383,71,40.845070422535215,1.7547017209517797,1.924909006586765,-0.421969413648486,0,59.06321600400377],["EFA",-21.726355400928277,-22.28826762049778,71,45.07042253521127,0.8679760117550311,1.3243540699536291,-0.3362616387609935,0,63.974699584556305],["EEM",-7.293560434519031,-13.323852916788626,71,46.478873239436616,1.245615704232304,1.2606709470654698,-0.09577715139185666,0,37.59737576841393],["EWJ",-23.441335895786676,-24.09625403673411,71,39.436619718309856,1.057007329997432,1.2943663293635146,-0.3670640411648314,0,53.882766272699946],["EWU",-24.217462832599235,-24.959928493319605,71,42.25352112676056,0.9688096445660014,1.3677677264032746,-0.38048151331766505,0,61.17602977476633],["EWC",-6.7883260401356615,-13.702859405998534,71,47.88732394366197,1.064450971450519,1.1522180377355766,-0.09071456854786875,0,103.70677289674823],["EWA",-11.477155805990524,-15.542333181522395,71,49.29577464788733,1.2981332971619932,1.5732753173841139,-0.15779219753744128,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-17.48
drawdown18.47
sample568
win rate44.37
months71
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|swing|6|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-1.517941095737596,-13.644133774412804,71,50.70422535211267,1.4332706679566591,1.4884452003653381,-0.007011802342916948,0,129.72755241395686],["IWM",-9.292754499196043,-18.029426072941135,71,46.478873239436616,2.078920923702267,2.008552855368028,-0.10874109889873566,0,59.06321600400377],["EFA",-5.725116638306382,-10.35113758214673,71,50.70422535211267,1.2265005944945264,1.4068210992913952,-0.07161573342811088,0,63.974699584556305],["EEM",22.31237354288065,-9.360405810211125,71,59.154929577464785,1.4557272536903405,1.3820901986724232,0.29661871680977503,0.05093995390582816,37.59737576841393],["EWJ",-8.220810232825782,-11.423012520870646,71,49.29577464788733,1.1905248498132717,1.374491490949917,-0.11004681592580996,0,53.882766272699946],["EWU",-6.770356248316767,-12.618741822904244,71,52.112676056338024,1.2266327474012761,1.5133278500496443,-0.0854610598287421,0,61.17602977476633],["EWC",19.01910587827169,-9.213323922799654,71,57.74647887323944,1.480407543164998,1.4092623810331728,0.2594202512502779,0.043808924854512904,103.70677289674823],["EWA",9.487443010698037,-14.318188520920728,71,56.33802816901409,1.5277568229417537,1.6423927684091972,0.1436070013659864,0.023499649814926984,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return2.41
drawdown9.83
sample568
win rate52.82
months71
cost bp side6
stop ADR multiple1.25
positive cells3
actual allocation0
QTOM91006 holdout|swing|6|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-8.83494426294229,-12.693793968620405,71,46.478873239436616,0.9778527060224794,1.0783005344636543,-0.12262367620953574,0,129.72755241395686],["IWM",-18.349897260790428,-20.209048977423162,71,42.25352112676056,1.4600959781033656,1.5377574115052852,-0.2710587961776863,0,59.06321600400377],["EFA",-16.195190816696137,-16.833640248010383,71,39.436619718309856,0.8006645335156937,0.9239575357859712,-0.2438248887374273,0,63.974699584556305],["EEM",-2.9317382692276905,-6.561497197624055,71,43.66197183098591,1.0860997604309741,0.9038133093602679,-0.03497802536690879,0,37.59737576841393],["EWJ",-8.162234910622912,-9.446291286677134,71,40.845070422535215,0.9402898975472801,0.8430695890082239,-0.11465515083766596,0,53.882766272699946],["EWU",-14.44847159462479,-15.264469644247159,71,40.845070422535215,0.8350433811222021,0.9388025310619642,-0.21427391904307938,0,61.17602977476633],["EWC",2.2973446841219047,-10.714407271451432,71,53.52112676056338,0.8937742014231481,0.9491137762125161,0.03722063435305062,0.010411084335893925,103.70677289674823],["EWA",-4.476805494071579,-15.456214229581978,71,47.88732394366197,1.0507669447902295,1.0718502991689887,-0.055385703470208186,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-8.89
drawdown10.1
sample568
win rate44.37
months71
cost bp side6
stop ADR multiple0.75
positive cells1
actual allocation0
QTOM91006 holdout|swing|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.292265116601802,-12.062187042615024,71,46.478873239436616,1.3837671632297588,1.3219672424203615,-0.06437237782241828,0,129.72755241395686],["IWM",-15.94067054740539,-20.026234029086588,71,42.25352112676056,1.8954629437208486,1.772426133573592,-0.2226138473928426,0,59.06321600400377],["EFA",-9.783611160918381,-11.130713124344494,71,46.478873239436616,1.0419220015375457,1.1603045921776796,-0.1367344852396172,0,63.974699584556305],["EEM",6.851293849493856,-7.964093330962651,71,52.112676056338024,1.3067594658131,1.2044019728835078,0.10423145291613295,0.01994082607453647,37.59737576841393],["EWJ",-11.760257936063056,-13.680001671828624,71,40.845070422535215,1.2208178545131925,1.1262670268170378,-0.16759855416102828,0,53.882766272699946],["EWU",-12.654803857344998,-13.814772492182781,71,46.478873239436616,1.0712801922757842,1.2685866158697605,-0.18104288814014105,0,61.17602977476633],["EWC",7.433615304077712,-8.871278029889096,71,53.52112676056338,1.1436316834435403,1.0817396310598792,0.10930417106871151,0.023894093844005412,103.70677289674823],["EWA",2.0293787756357595,-12.396646441563997,71,50.70422535211267,1.46238490973186,1.4187801950788637,0.0420922524307991,0.007195823095322587,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-4.89
drawdown9.49
sample568
win rate47.36
months71
cost bp side6
stop ADR multiple1
positive cells3
actual allocation0
QTOM91006 holdout|control|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-31.17345011583884,-33.14719016261727,72,38.88888888888889,1.2794891651191116,1.622676760514378,-0.49405667832357647,0,129.72755241395686],["IWM",-39.33566222231642,-40.442093922781844,72,41.66666666666667,1.6629717901078465,2.2946057314176054,-0.6456150974486674,0,59.06321600400377],["EFA",-29.312779401418233,-31.17428206839086,72,41.66666666666667,1.2411317088640872,1.6699014733448043,-0.4569709807577661,0,63.974699584556305],["EEM",-33.01279145773418,-34.5649180825505,72,40.27777777777778,1.5004733540272166,1.8827575333781759,-0.5200673148398927,0,37.59737576841393],["EWJ",-31.26368952675451,-33.60710969121645,72,40.27777777777778,1.256961577499003,1.687626474777233,-0.5016118426104156,0,53.882766272699946],["EWU",-29.25123797784458,-32.435955986891955,72,38.88888888888889,1.4364963599247018,1.6435207236492357,-0.44573630225937105,0,61.17602977476633],["EWC",-31.120850764506237,-36.869360741375665,72,44.44444444444444,1.4104566522192372,1.997998902728727,-0.4831297671962985,0,103.70677289674823],["EWA",-37.40228619117518,-38.62769271050661,72,48.61111111111111,1.4753055722377275,2.5533354524142235,-0.5949682876528584,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-32.73
drawdown33.54
sample576
win rate41.84
months72
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|control|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-20.513298894242837,-23.17773667242784,72,47.22222222222222,1.2420559528439823,1.6699677218541567,-0.2948454310244799,0,129.72755241395686],["IWM",-29.939709416945306,-32.348346917385165,72,51.388888888888886,1.526536260057269,2.5327075745114747,-0.44670727063587023,0,59.06321600400377],["EFA",-18.364439519738028,-22.810854574230145,72,43.05555555555556,1.3978328567367617,1.5094188701881621,-0.25768548776215316,0,63.974699584556305],["EEM",-22.637525311530425,-26.72944911578511,72,44.44444444444444,1.5517472984567127,1.819032492432656,-0.32090814092627007,0,37.59737576841393],["EWJ",-20.617514972129534,-25.142215478066255,72,44.44444444444444,1.3323564515756516,1.6102334586585811,-0.3024157207766999,0,53.882766272699946],["EWU",-18.293366296549596,-25.1806861092398,72,43.05555555555556,1.4855682796315843,1.5559867200301776,-0.24642831739803,0,61.17602977476633],["EWC",-20.452552729793606,-29.847991716747856,72,50,1.4409409069997337,2.0087341953653843,-0.28389664418282545,0,103.70677289674823],["EWA",-27.706883814455928,-32.743370931376916,72,48.61111111111111,1.678459489665084,2.3582468884386385,-0.39595906574932904,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-22.32
drawdown25.82
sample576
win rate46.53
months72
cost bp side6
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|calendar|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",3.451507470395754,-14.739548956951198,71,50.70422535211267,1.6931794807186373,1.5957465610265675,0.07187791084424057,0.010612860547680014,129.72755241395686],["IWM",-13.846751907025567,-31.620870271727874,71,43.66197183098591,2.522794344155052,2.2439875166007335,-0.16271656331299608,0,59.06321600400377],["EFA",2.3818759105473264,-23.761140191288366,71,52.112676056338024,1.6001690474226806,1.6219291551360149,0.05719244338048847,0.008935375214357139,63.974699584556305],["EEM",33.24112941278086,-15.587065861728567,71,53.52112676056338,2.2561811396023055,1.6576028215157863,0.43709845344882614,0.04843343978199739,37.59737576841393],["EWJ",-7.904039026147003,-25.256184334702215,71,53.52112676056338,1.589051492355924,2.0109255298068707,-0.08417726442396645,0,53.882766272699946],["EWU",9.531287213054519,-21.833206057543197,71,56.33802816901409,1.5233791527845109,1.6177554251298383,0.15189785820218948,0.02492778273953382,61.17602977476633],["EWC",10.586292618947768,-19.465187777674554,71,56.33802816901409,1.543726756653847,1.6172615703202153,0.16357692374967897,0.026490588934314593,103.70677289674823],["EWA",19.078822039265162,-22.825727632557204,71,59.154929577464785,1.7658549517989501,1.8829592765814966,0.275494210629472,0.03900295015012621,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return7.07
drawdown19.8
sample568
win rate53.17
months71
cost bp side16
stop ADR multiple1
positive cells6
actual allocation0
QTOM91006 holdout|calendar|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",19.235810108796937,-10.987739268170404,71,57.74647887323944,1.6789665174726964,1.6503284590997973,0.27222216117445974,0.04053418551553792,129.72755241395686],["IWM",-0.7017627770227963,-28.39762683438386,71,47.88732394366197,2.4961818590502975,2.222485492313874,0.03715802805770128,0.003721486469723631,59.06321600400377],["EFA",18.002977560726265,-18.55960724306527,71,60.56338028169014,1.5704105644256405,1.7587370157933306,0.2575072933533701,0.0409936259960704,63.974699584556305],["EEM",53.57063801018407,-11.497486247354406,71,59.154929577464785,2.2349566858479815,1.6744081230361676,0.6381738765854419,0.0713854859723274,37.59737576841393],["EWJ",6.147670372110747,-20.156653454591478,71,59.154929577464785,1.6293152956396346,2.0760540845199618,0.11585456289839102,0.017776572037413563,53.882766272699946],["EWU",26.243223346409096,-18.70025483233455,71,67.6056338028169,1.4550254525307453,1.948724252191476,0.3524023087474905,0.06054916567516953,61.17602977476633],["EWC",27.459198128379448,-16.53348567213917,71,61.97183098591549,1.5986405846844243,1.6477314097233293,0.3641047558251377,0.05693974607447688,103.70677289674823],["EWA",37.247490731018495,-20.008784809308512,71,63.38028169014085,1.8455122669737825,1.8936376464202764,0.47624610150553565,0.0645140796444651,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return23.4
drawdown17.02
sample568
win rate59.68
months71
cost bp side6
stop ADR multiple1
positive cells7
actual allocation0
QTOM91006 holdout|published|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.142985704728198,-18.65148849947661,71,49.29577464788733,1.5033328227960714,1.5679174764645099,-0.05392085006844859,0,129.72755241395686],["IWM",-22.983008189344535,-33.41860908133639,71,47.88732394366197,2.059473895010562,2.506358927475783,-0.31990377304570206,0,59.06321600400377],["EFA",-16.25051239286589,-26.356743719241337,71,50.70422535211267,1.3796528415742062,1.8774394840462914,-0.22595605133730662,0,63.974699584556305],["EEM",12.774597226516748,-15.843420461516155,71,49.29577464788733,2.1196324310554524,1.6692957993643318,0.19848572267359005,0.02341039415201293,37.59737576841393],["EWJ",-29.29025970668494,-31.426027287715876,71,42.25352112676056,1.6728296905638242,2.0091405092669317,-0.4533784530004152,0,53.882766272699946],["EWU",-9.817880756533537,-25.06170800302183,71,52.112676056338024,1.4114159041525254,1.7912904510170828,-0.12227446311179409,0,61.17602977476633],["EWC",-0.09971190523015983,-18.919619863047433,71,53.52112676056338,1.4072489208655248,1.5809308491916287,0.018376633374171805,0.003264638029153555,103.70677289674823],["EWA",-10.607163556037037,-24.669956182949704,71,52.112676056338024,1.4599162150879479,1.868029282071819,-0.1337478258054616,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-10.18
drawdown21.58
sample568
win rate49.65
months71
cost bp side16
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 holdout|published|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",9.329996445292066,-10.782885519871444,71,54.929577464788736,1.5424231503777226,1.5555100864039038,0.1461715507014967,0.023691869294379594,129.72755241395686],["IWM",-11.23200004297692,-26.4245246142799,71,52.112676056338024,2.090676954458436,2.5264547693344195,-0.12034387101983268,0,59.06321600400377],["EFA",-3.4722814078769315,-21.332300477042843,71,56.33802816901409,1.4355289003117004,1.9123202797787568,-0.026208065643287853,0,63.974699584556305],["EEM",29.981387306946992,-10.96301819435731,71,54.929577464788736,2.0949657441131997,1.667773113064007,0.3990834422868532,0.04762410118259301,37.59737576841393],["EWJ",-18.50159197662008,-22.471792722890203,71,47.88732394366197,1.6679514928348553,2.0202821693716704,-0.25408576775164393,0,53.882766272699946],["EWU",3.9418207453381093,-19.948908626380202,71,57.74647887323944,1.4718271349124836,1.8276518297986093,0.07768109348526132,0.013194670019771065,61.17602977476633],["EWC",15.14275695296956,-13.70141053189804,71,60.56338028169014,1.4371206529262488,1.6526646473111872,0.21861377395937256,0.03802982260296546,103.70677289674823],["EWA",3.0321116815944738,-19.936536966920404,71,56.33802816901409,1.545721604029513,1.842895036275894,0.06618476107926483,0.010704508642877392,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return3.53
drawdown15.58
sample568
win rate55.11
months71
cost bp side6
stop ADR multiple1
positive cells5
actual allocation0
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