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1149 analyses, newest first
QTOM91006 train|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",-6.262888552518575,-12.188472439116005,35,51.42857142857142,0.7546518695595934,1.1664009700072282,-0.17843093823000564,0,50.52305511792075],["IWM",-15.916904803968269,-19.075251144406202,35,40,1.2814427233252577,1.6570704971550856,-0.4816652089629482,0,26.034235129025674],["EFA",-4.727863785553199,-10.953720509381014,35,54.285714285714285,0.6906444815748525,1.1116597672382156,-0.13326603216826438,0,30.89076157607431],["EEM",-9.584464641386237,-14.486626845084515,35,45.714285714285715,1.2406325648583336,1.5508704674787968,-0.27475479555325144,0,35.60360134284395],["EWJ",-7.463601331267611,-11.894343850105592,35,51.42857142857142,0.5925355922274871,1.0726133336441057,-0.2162510289101438,0,26.722687803595193],["EWU",-15.187706734699969,-17.46267231532228,35,42.857142857142854,0.6185895063401874,1.2740836303579832,-0.4629380003444816,0,25.703865736764044],["EWC",-4.974533704652229,-8.53895975181782,35,54.285714285714285,0.8551014857878587,1.317801005963682,-0.1382253675842742,0,21.99305532959297],["EWA",-4.007827231042604,-9.447078699470335,35,54.285714285714285,0.8746682958759069,1.2777139706963787,-0.10927788312856647,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-8.52
drawdown11.36
sample280
win rate49.29
months35
cost bp side16
stop ADR multiple1.25
positive cells0
actual allocation0
QTOM91006 train|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",-11.821241977271125,-12.43013846464802,35,37.142857142857146,0.5751681338556542,0.9046031825129112,-0.3549738364331583,0,50.52305511792075],["IWM",-8.500153524278087,-11.895023956854157,35,48.57142857142857,0.7712491712086348,1.2101503558328766,-0.24775629984128536,0,26.034235129025674],["EFA",-10.05557021103587,-10.842592413064056,35,37.142857142857146,0.5696605535849932,0.8125275274926165,-0.29914338309236144,0,30.89076157607431],["EEM",-6.486336413415906,-7.2780593860418685,35,42.857142857142854,0.8671905814623359,0.9757987382745137,-0.1859461726730067,0,35.60360134284395],["EWJ",-8.02301619387591,-10.105000968725985,35,51.42857142857142,0.4251473503624919,0.9334263698348418,-0.23473131373335587,0,26.722687803595193],["EWU",-12.619278506218201,-13.76337081838318,35,31.428571428571427,0.6127912046579264,0.8370396798561741,-0.3813785447231712,0,25.703865736764044],["EWC",-12.720617206506047,-12.720617206506002,35,28.57142857142857,0.879269165230514,0.8895074752303165,-0.3841427208129363,0,21.99305532959297],["EWA",-9.24673513694142,-9.8971521353177,35,40,0.726968430661631,0.9383335285328516,-0.27221274485505853,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-9.93
drawdown9.98
sample280
win rate39.64
months35
cost bp side16
stop ADR multiple0.75
positive cells0
actual allocation0
QTOM91006 train|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",-7.054117991212438,-9.401745145739316,35,42.857142857142854,0.768357560023872,0.9330825992221659,-0.2038939595452925,0,50.52305511792075],["IWM",-17.098369926759084,-19.606121842237766,35,37.142857142857146,1.027725968552574,1.4439243645675004,-0.5258828122657586,0,26.034235129025674],["EFA",-10.982574511904497,-12.391696680252428,35,40,0.6582965524071687,0.9845297095316627,-0.3273992047561301,0,30.89076157607431],["EEM",-8.399401462575973,-10.89991373790199,35,45.714285714285715,1.0061744530560661,1.2922017979627993,-0.24151551178274644,0,35.60360134284395],["EWJ",-6.217712879697079,-10.311829657297034,35,54.285714285714285,0.5345920435174514,1.025558731068648,-0.17861973915047974,0,26.722687803595193],["EWU",-13.992259050209576,-15.190834161305656,35,37.142857142857146,0.5991962243553823,1.0308360102068952,-0.4253954659409064,0,25.703865736764044],["EWC",-9.578106000639309,-10.863494139505669,35,45.714285714285715,0.7871623726937449,1.181215322478652,-0.28138551897127045,0,21.99305532959297],["EWA",-11.100124816150247,-12.170329855140348,35,40,0.900558459356114,1.148722436077149,-0.32901007790384373,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-10.55
drawdown11.37
sample280
win rate42.86
months35
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 train|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",0.5338265383880714,-9.238948170892646,35,54.285714285714285,0.9151143906592261,1.0398591669236963,0.021412192907032907,0.005849594631444938,50.52305511792075],["IWM",-9.820185658433322,-15.678668158114274,35,42.857142857142854,1.3892611017863847,1.5361968456626134,-0.28242915389875717,0,26.034235129025674],["EFA",2.1801532842328664,-8.882010573866662,35,57.14285714285714,0.8513679290928033,0.979599693829376,0.06666751926901217,0.019576588743497603,30.89076157607431],["EEM",-3.028591261731328,-12.3072767269781,35,48.57142857142857,1.3667932502024138,1.4368968295837645,-0.07510450511619217,0,35.60360134284395],["EWJ",-0.7539478378133291,-9.206101043911586,35,60,0.6955910650901007,1.0845956319531826,-0.016483613727212694,0,26.722687803595193],["EWU",-9.038114704081169,-14.037066198451987,35,45.714285714285715,0.7781407109803338,1.140974065404754,-0.2636644533429996,0,25.703865736764044],["EWC",1.9155977578675598,-5.1816000508775435,35,54.285714285714285,1.0570137524603123,1.1202388976957487,0.06169825524611301,0.014592585740370825,21.99305532959297],["EWA",2.952398438309345,-6.0291043358090874,35,57.14285714285714,1.0292229717540702,1.1606553461153861,0.09070369266716037,0.022032080306315205,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-1.88
drawdown7.93
sample280
win rate52.5
months35
cost bp side6
stop ADR multiple1.25
positive cells4
actual allocation0
QTOM91006 train|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",-5.427553436033239,-6.512707561540909,35,42.857142857142854,0.6922706933449296,0.7913002734036312,-0.15548414479710512,0,50.52305511792075],["IWM",-1.8656586294187205,-8.847944652172867,35,48.57142857142857,0.9729935652534072,1.0123727305860672,-0.048051958321179616,0,26.034235129025674],["EFA",-3.533855877730818,-7.586895231021495,35,42.857142857142854,0.6827830689780775,0.6862856594463684,-0.09954191869303447,0,30.89076157607431],["EEM",0.2941768613182516,-5.047760223330588,35,48.57142857142857,0.952128944282343,0.8722402833310154,0.013881912938330045,0.0036449666354785026,35.60360134284395],["EWJ",-1.353924900174075,-6.260858905260658,35,54.285714285714285,0.598996711459873,0.787873055176682,-0.03500089614540926,0,26.722687803595193],["EWU",-6.283454207174821,-9.281314262366614,35,42.857142857142854,0.6117933625989262,0.7772430239091144,-0.18194171540566845,0,25.703865736764044],["EWC",-6.392140800553115,-7.761491723490332,35,34.285714285714285,0.9250304783573563,0.7637072012515651,-0.18471142538564916,0,21.99305532959297],["EWA",-2.6663735776952024,-5.8539298250049,35,42.857142857142854,0.8762789515572307,0.784184602809212,-0.07255736522359367,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-3.4
drawdown5.84
sample280
win rate44.64
months35
cost bp side6
stop ADR multiple0.75
positive cells1
actual allocation0
QTOM91006 train|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",-0.31477357221252333,-6.473967275643666,35,48.57142857142857,0.8713454204997153,0.8309130744339619,-0.004101805466175826,0,50.52305511792075],["IWM",-11.087316764583854,-16.241548806686268,35,37.142857142857146,1.2299838300445871,1.2466147557055602,-0.3267352809983626,0,26.034235129025674],["EFA",-4.528075649865482,-9.612051601421335,35,42.857142857142854,0.8156197278953744,0.8354598359904547,-0.12785430861081368,0,30.89076157607431],["EEM",-1.7576012107707761,-7.91820312779069,35,48.57142857142857,1.148537165839822,1.1660047492047083,-0.04179867618307924,0,35.60360134284395],["EWJ",0.58227782075706,-7.113981142727899,35,60,0.6709575236580191,0.953378750470891,0.0212230140064551,0.007907733819999652,26.722687803595193],["EWU",-7.7559871849756545,-10.722275250140367,35,42.857142857142854,0.7121499286612283,0.9296942741403524,-0.22604675865396068,0,25.703865736764044],["EWC",-3.0217715669913603,-7.339231477847452,35,45.714285714285715,0.9889386250236637,0.9833797691936451,-0.08174850326573248,0,21.99305532959297],["EWA",-4.654149322438772,-9.703645302024533,35,42.857142857142854,1.0408926485319798,1.007239198180368,-0.1294684067322189,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-4.07
drawdown7.91
sample280
win rate46.07
months35
cost bp side6
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 train|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",0.20014816835978166,-9.957782255964986,36,63.888888888888886,0.7718075800937071,1.322750382490429,0.015439426938324625,0.0050010609303843545,50.52305511792075],["IWM",3.6391497265138906,-8.493930370222259,36,61.111111111111114,1.2232260131791513,1.62683617861866,0.11486849414666903,0.02347654744688743,26.034235129025674],["EFA",3.8659102976161597,-8.365990216264374,36,55.55555555555556,0.884310256696964,0.8535268801587572,0.11193819587219903,0.03164562296560529,30.89076157607431],["EEM",3.432745384114666,-14.253954085905818,36,47.22222222222222,1.4765126750037063,1.1179189455923322,0.10722931968913046,0.018155841379563706,35.60360134284395],["EWJ",3.090688714922396,-7.298630064782041,36,58.333333333333336,0.8400887089695642,0.955081864274232,0.09210097011798245,0.027408108552890706,26.722687803595193],["EWU",-1.0616608568795427,-10.538512729800987,36,52.77777777777778,0.9373258080125522,1.0929069275022307,-0.021395205980539702,0,25.703865736764044],["EWC",-3.241588309179577,-12.761511730291064,36,47.22222222222222,1.0222483580389214,1.069055642661923,-0.08149542010874651,0,21.99305532959297],["EWA",1.038476122259402,-8.840910285861003,36,52.77777777777778,1.055851693375469,1.0994592113420034,0.038065988369995814,0.009013100184624923,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return1.37
drawdown8.63
sample288
win rate54.86
months36
cost bp side16
stop ADR multiple1
positive cells6
actual allocation0
QTOM91006 train|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",7.680633104214962,-8.046807616246177,36,72.22222222222221,0.8698816550655143,1.4852778291569313,0.21567068722594612,0.06198276684249164,50.52305511792075],["IWM",11.376374795197531,-8.035161824390947,36,61.111111111111114,1.4258752664457308,1.4298927598495452,0.3152988117753457,0.05528162581873114,26.034235129025674],["EFA",11.62006427376352,-6.639457260471316,36,63.888888888888886,0.9598007345374584,0.8331047385505309,0.3123626470334623,0.08136132735509786,30.89076157607431],["EEM",11.154561248298588,-13.218801922349732,36,61.111111111111114,1.32105571846164,1.2848592453043308,0.3076443436637624,0.05821941106731142,35.60360134284395],["EWJ",10.786968192106205,-6.179511128974813,36,69.44444444444444,0.8942526956912458,1.0751665397514698,0.2924857070837493,0.08176819273037293,26.722687803595193],["EWU",6.324623186284661,-8.54420660571461,36,61.111111111111114,0.9999436863583471,1.1116655639385917,0.17876231124287087,0.04469309464163375,25.703865736764044],["EWC",3.9819523172703875,-8.47193333308719,36,58.333333333333336,1.0054546835970914,1.1231362939751437,0.11854177627532683,0.02947466907489918,21.99305532959297],["EWA",8.58154679022267,-6.329524303488565,36,58.333333333333336,1.1532908696785618,1.0425851044790058,0.2383425471129087,0.051665749157308885,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return8.94
drawdown6.69
sample288
win rate63.19
months36
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 train|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",-10.929093511162314,-13.636976449332327,35,54.285714285714285,0.8300424962253852,1.6700290993236346,-0.3128473760255953,0,50.52305511792075],["IWM",-16.1337221552876,-18.873042648988726,35,51.42857142857142,1.1071286551506268,2.1575375598862636,-0.47856636358157717,0,26.034235129025674],["EFA",-12.830836555598735,-17.28083284673988,35,54.285714285714285,0.7866152306928541,1.756532704928332,-0.37596668273397377,0,30.89076157607431],["EEM",-13.730168623505602,-18.432778895733136,35,51.42857142857142,1.1580968408401195,2.0324714402828357,-0.39160775284817284,0,35.60360134284395],["EWJ",-10.280013468459748,-18.120264977429656,35,48.57142857142857,1.0832703888200699,1.5925956633530376,-0.2928892951546712,0,26.722687803595193],["EWU",-20.463396200771733,-21.606390586166192,35,48.57142857142857,0.7651511249051925,1.9491068902473208,-0.6307529971732428,0,25.703865736764044],["EWC",-13.973996180445114,-14.601233243556266,35,57.14285714285714,0.8085358095393513,2.0383993139228473,-0.4115792433730195,0,21.99305532959297],["EWA",-16.592243802698057,-19.197604750429687,35,45.714285714285715,1.0116623199504113,1.7716596772037099,-0.49928390707611153,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-14.37
drawdown16.67
sample280
win rate51.43
months35
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 train|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",-4.470716834678234,-9.891526779813775,35,57.14285714285714,0.9826460875566689,1.5744992599012644,-0.1132733470681597,0,50.52305511792075],["IWM",-10.052724059195228,-15.828393059208546,35,54.285714285714285,1.2437797796575079,2.088009967195316,-0.27932410461806867,0,26.034235129025674],["EFA",-6.510351963151995,-14.517107941770712,35,60,0.9002120765926949,1.7916156620135355,-0.17651901884979734,0,30.89076157607431],["EEM",-7.47489303679102,-15.946766290036042,35,57.14285714285714,1.2330459471274535,2.0925078685327216,-0.19219140244119304,0,35.60360134284395],["EWJ",-3.7745731257998183,-16.298947804213082,35,48.57142857142857,1.2856394504361353,1.395583694952357,-0.09327531004937503,0,26.722687803595193],["EWU",-14.696335247281967,-17.413113655650324,35,51.42857142857142,0.9171390398113247,1.8601201347076362,-0.4318154163835992,0,25.703865736764044],["EWC",-7.7364001062548144,-11.210040837753876,35,57.14285714285714,1.0103548515647465,1.8422798459931555,-0.21220287596006868,0,21.99305532959297],["EWA",-10.544492314617838,-13.764680939387762,35,57.14285714285714,0.9815564906201456,2.008935945143895,-0.30008312470730025,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-8.16
drawdown12.92
sample280
win rate55.36
months35
cost bp side6
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 train|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",-6.1367189136808715,-9.11712750798095,35,57.14285714285714,0.9538904242719892,1.6529904558551145,-0.16334423863962666,0,50.52305511792075],["IWM",-12.892455870168673,-15.472004488968095,35,54.285714285714285,1.2313679162033087,2.271283479017367,-0.3698441501832859,0,26.034235129025674],["EFA",-10.665661616038458,-15.43034588897818,35,60,0.8887058926508377,2.093454712335439,-0.30415834934367314,0,30.89076157607431],["EEM",-8.47729889447162,-15.645730048961559,35,51.42857142857142,1.4522919050283987,1.993089871894513,-0.2211792437627299,0,35.60360134284395],["EWJ",-11.094380648770086,-17.433062838190605,35,57.14285714285714,0.9310777017956563,1.9828266511240602,-0.31773844945565094,0,26.722687803595193],["EWU",-17.07783117821393,-18.570234694753008,35,48.57142857142857,1.1132149805719957,2.038704008004235,-0.5077719278386373,0,25.703865736764044],["EWC",-11.121626833731735,-12.66105492462265,35,51.42857142857142,1.1463204141193986,1.8674652459135415,-0.3175183350394579,0,21.99305532959297],["EWA",-18.54075047771606,-20.496824351354636,35,45.714285714285715,1.0817522399862445,1.9513798567721834,-0.5648051839683307,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-12
drawdown13.6
sample280
win rate53.21
months35
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 train|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",0.6691445185288636,-8.69814460280388,35,60,1.1037020077742912,1.5642302713542704,0.036529096122866554,0.008274220728412579,50.52305511792075],["IWM",-6.576439187163241,-13.418790356233457,35,57.14285714285714,1.3694854187709327,2.2235437592853766,-0.17038422896748553,0,26.034235129025674],["EFA",-4.188183950528934,-13.547030648869839,35,62.857142857142854,1.0418573207096231,2.0446694944587893,-0.1045669249243586,0,30.89076157607431],["EEM",-1.8411468501132178,-14.113603760675398,35,57.14285714285714,1.5042346525712913,2.0556301581558754,-0.021421694883208633,0,35.60360134284395],["EWJ",-4.64798865546181,-15.51209831231024,35,57.14285714285714,1.1331420731188568,1.7865959265286637,-0.11817421244436632,0,26.722687803595193],["EWU",-11.06528878706593,-14.590903931699629,35,57.14285714285714,1.1270005063553357,2.2227063316804343,-0.3085881385171373,0,25.703865736764044],["EWC",-4.677210413957134,-10.119793391534927,35,54.285714285714285,1.2836876610230312,1.7824027229362216,-0.11795365735834155,0,21.99305532959297],["EWA",-12.634281823278837,-15.072577600256887,35,45.714285714285715,1.2841182622630232,1.755086175584265,-0.3657355754255047,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-5.62
drawdown10.94
sample280
win rate56.43
months35
cost bp side6
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 AVAV deck recovered: cash conversion remains binding
FundamentalwatchQuant replicationAVAV2026-09-10 06:06
P1 Recovered issuer deck observation records elevated capacity spending and backloaded profit forecasts. P2 EBITDA less estimated capex is not free cash flow. P3 Funded contracts still require execution and collection. Conclusion retain frozen EAR paper study; improved document access supplies no independent price edge. Strong counterargument: profitable capacity expansion can improve later cash generation, but does not establish near-term realized returns. Source https://investor.avinc.com/static-files/f4f2cf5b-081f-4a73-848b-52666a7e9bcc . Full-call gap remains.
capex midpoint USDm282.75
EBITDA midpoint USDm315
pre other cash uses USDm32.25
actual allocation0
QPAIR91004 final decision: cash-only ETF pairs does not earn an allocation
StrategiesrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, EEM, VWO, XLE, VDE, GLD, IAU2026-09-10 04:20
StartQuant187.22cash/account850.99,noholdings/pending;goalrepeatablepositivecash-onlyreturns;bindingconstraintnetconditionaledgeunderactualexits. P1 Twoauthorpapersmotivaterelativevaluetest,butpublishedlong-shortstockselectiondiffersfromthis12fixedETFadaptation; Gatevtop20longalphat1.27and101–120longt2.85cautionagainstbothblanketadoptionandrejection. P2 Frozen60/2holdout693trades: long-4.5294%return/20.2127%DD,partner-4.59854%; pairedmean+.007491% CI[-.024664,.039776]% in3monthblocks,tradecorr.994124,partneralphat.127. P3 Actualhorizonproxy swing-7.48274%,DD8.06277%,p47.33045%,avgW1.16228%/avgL1.29821%,mean-.133650%;stress-17.44381%,mean-.333183%,CI[-.448336,-.216552]%,Kelly0. All12swingholdoutcellsnegative. Three lowcostlongneighborcellspositivebutall6stressedlongcellsnegative; noholdoutselection. P4 Hedgeddiagnosticloses8.57%baseholdoutandisnotavailablevenue. P5 All12currentabsz<2; evenvalidsignalwouldneedwhole-share/3newposition/rawdividend/15minovernightexitvalidation. Conclusion noPROPOSE/EXIT/ADJUST/FUND,actualsize0; keepcash. Validity: failedpredeclarededge/executiongatesimplystanddown. SoundnessconditionalonSIPprovideradjustments,currentETFsurvivors,costassumptions,reusedhistoricalera; doesnotproveallstatisticalarbitragefails. Strongestcounterargument2026long+3.51% ismostlypartner+3.41% andcannotrescuefailedholdout; rejected3positivecells preserved. Evidence tochange: distinctprospectivecost-stressedrelativeedgeplusvalidatedvenuepath,notanotherfitto2020–25. Numeric/codeoutcomesarchived,114uniquecells/1105baseevents;6swingholdingcountcorrections2037/2040–44supersede2018–23onlyduration. Due170resolved;17206UTCreviewarmed,167/168collectorsscheduled,preserve15/85and42/127/161/171. Sources https://repec.som.yale.edu/icfpub/publications/2573.pdf ; https://traders.berkeley.edu/papers/Statistical%20arbitrage%20in%20the%20US%20equities%20market.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
fund cash187.22
actual size0
unique test cells114
base events all eras1105
holdout sample693
long return pct-4.53
swing return pct-7.48
swing stress return pct-17.44
mean paired advantage pct0.01
quarter Kelly0
current signals0
swing positive holdout cells0
QPAIR91004 21-session historical path simulation cannot fund the deadline
SimulationsrejectQuant replicationSPY, IVV, GLD, IAU2026-09-10 04:19
P1 Sample20000overlappinghistorical21-sessionportfolio-returnwindowsfromfrozen2020–25dailyclosepaths,seed91004; preserveswithin-windowserialandcross-pairdependence. TheseareMonteCarlosamplesoflimitedrealizedhistory, not20000independentmarketepisodes,nottailbounds,and21tradingsessionsislongerthan21remainingcalendardays. P2 Full187.22hypothetical12sleevebase-swingterminalp05/p50/p95=-1.56858/-.12978/+1.07686USD;lossprob58.38%. Stress=-1.92770/-.38730/+.77307USD;lossprob70.49%,5thpercentilepathDD-1.22515%. No sampledpathcloses349.01USDgap,butzerohistoricalhitsisnotproofimpossible. P3 AllactualKellyallocations0; simulationsdescribehypotheticalfullsleeve,rejectedstrategyandfractionaldiversification,notrecommendedpositions. Requiredgap349.01/187.22=186.42%approximately,whilebasefulltestannualrate-1.29128%. Conclusion deadlinecannotjustifyincreasingnegativeexpectancyallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
sample paths20000
horizon sessions21
base loss probability0.58
stress loss probability0.7
base p95 dollars1.08
stress p95 dollars0.77
stress p05 dollars-1.93
historical gap hits0
funding gap349.01
actual size0
QPAIR91004 actual loss, payoff ratio and venue feasibility
TechnicalrejectQuant replicationGLD, IAU, XLE, VDE2026-09-10 04:19
P1 Holdout693swingevents realizedp47.33045%,avgW1.162277%,avgL1.298209%; payoffratio.8953, requiredwinprobability52.76%approximately, quarterKelly0. Nominaltarget1.5ADRdoesnotmakeaveragewin1.5Rbecausehalfissoldat1R,otherexitsoccurfirst,andcostsreduceproceeds. P2 Exitcounts:target124,gaptarget55,parentopen113,gapstop71,stop284,timeclose46;259partialevents. 298netlossesexceed1Rincludingroutinefees, not298gapfailures. WorstGLDNov8 2024open249.07/priorADR1.899675 ->Nov11open242.73 loss-2.662344%= -3.49065Rnet. Openinggapnotguaranteedatstop. P3 Dailybarstopfirst/nextdayBEproxyisnot15min/overnightvenuevalidation; fullsharepartial maynotfit187.22sleeve,12fractionalsleevesandpotential>3newentries differfromvenue. P4 Currentall12absz<2anyway. Start187.22cash/account850.99;nominalaccount1%risk8.5099,venue25%212.7475butfundcap187.22binds. Noholdings/pending;proposedsize0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; query_tradesfundquant.
sample693
win rate47.33
avg win pct1.16
avg loss pct1.3
gap stop count71
partial count259
worst net R-3.49
fund cap187.22
nominal account risk8.51
quarter Kelly0
actual size0
QPAIR91004 correlation is not a convergence clock; no current base signals
IndicatorsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, XLE, VDE, GLD, IAU2026-09-10 04:19
P1 All12currentSep9closeabsz<2; maximumXLE/VDE1.833794, XLF/VFH1.595053; zeroeligiblebaseentries. P2 Same-exposure dailyreturncorrelations arehigh, but fullsampleARdrift half-lifediagnostics vary: SPY/IVV14.21sessions, IWM/IJR193.11,EFA/VEA877.83. Thesein-sampleARapproximations arenotcointegrationproof orforwardforecasts, neverusedtofilter. P3 Current60logratioSDSPY/IVV.0531146%,GLD/IAU.0180420%; a2SDdeviationmeansonlyabout.1062%/.0361%logspread, comparabletoorbelowroundtripfrictions beforehedging. Conclusion zstandardizationdoesnotguaranteeabsolutedollaredge, andcorrelationdoesnotboundtime toconvergence. Currentindicatorcombinedwithnegativecostedswingedge=>allocation0. Counterexample: sufficientlylargeidiosyncraticflowcouldmatter,requiringnewindependenttest. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
pairs12
current eligible0
max abs z1.83
SPY IVV SD pct0.05
GLD IAU SD pct0.02
IWM IJR half life sessions193.11
actual size0
QPAIR91004 2026 swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9904116127343765,-1.9254991703749558,85,49.411764705882355,1.046315050016964,1.3047338220121734,-0.14303908524483494],[60,2,16,-2.3871083914865365,-2.917901489156405,85,44.70588235294118,0.944269809591242,1.3829640925000688,-0.3425536421533652],[60,1.5,6,-0.54732687668817,-1.6100694499301182,129,52.71317829457365,1.018184632529663,1.23278146497626,-0.046225692647556445],[60,1.5,16,-2.658207096163989,-3.1848498740007836,129,47.286821705426355,0.9200076755636855,1.2918516665177053,-0.24593368305286162],[60,2.5,6,-0.6881866719859575,-0.9448239334113762,43,48.837209302325576,0.9037510090819894,1.2360192162949841,-0.19101515273878783],[60,2.5,16,-1.3980311234274234,-1.4883348339884361,43,41.86046511627907,0.8351060346293194,1.2728225726035887,-0.3904338532967899],[120,1.5,6,-0.6442127658688901,-1.5127051992297469,124,52.41935483870967,1.0792302716657671,1.3062371751761885,-0.055790529654195696],[120,1.5,16,-2.6677009075476543,-2.77565785719438,124,47.58064516129033,0.9758636361460251,1.3731600201284655,-0.2554794094817321],[120,2,6,-1.6049592322575523,-2.03166178394496,67,44.776119402985074,0.9268852120866781,1.282905285515851,-0.2934468537535245],[120,2,16,-2.69976468750015,-3.044013365974374,67,40.298507462686565,0.8138335777685848,1.3745446648137478,-0.4926608954148972],[120,2.5,6,-1.6728868975581346,-1.8445066282954614,36,36.11111111111111,1.0269130699009819,1.4621680548945095,-0.5633332042739154],[120,2.5,16,-2.256514492267103,-2.384243377579287,36,30.555555555555557,0.9883864741931562,1.5321815860167085,-0.7620080120636943]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-2.7
maximum return pct-0.55
actual size0
QPAIR91004 2026 partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.4131564952848636,-2.5210388928156524,85,55.294117647058826,2.7062532806392277,2.2792484256888024,0.4774407531043438],[60,2,16,1.9458284757132294,-2.57846801218814,85,52.94117647058824,2.6175583216331755,2.3567943518031274,0.2766864753102092],[60,1.5,6,6.018575168585616,-3.5201054452597247,129,55.03875968992248,2.6915395872429735,2.0073479865564328,0.5788614532866513],[60,1.5,16,3.7618661801841036,-3.712953955723697,129,52.71317829457365,2.6001286105058243,2.099328857306453,0.37790453657908846],[60,2.5,6,0.7120918786366781,-1.8582079570809262,43,55.81395348837209,1.8825944267432826,1.9242956125660584,0.20048022332752732],[60,2.5,16,-0.011390753006634835,-1.9562562535828332,43,51.162790697674424,1.8426251865026122,1.929797315073492,0.0002793136398636214],[120,1.5,6,2.9026855756213443,-4.567855756216687,124,49.193548387096776,2.629597506595963,1.947157319159152,0.30431078060747724],[120,1.5,16,0.8077353288156619,-4.732183913137355,124,45.16129032258064,2.64901687549503,1.9920741956895571,0.10390241710348201],[120,2,6,2.8827204039914234,-2.5134078512216496,67,46.26865671641791,3.4000299635638083,1.90512634439062,0.549498216006205],[120,2,16,1.744104386984624,-2.635554803993767,67,44.776119402985074,3.303395475428498,2.0471801746986076,0.3485999671493503],[120,2.5,6,0.53024381436102,-2.206907447828388,36,61.111111111111114,2.4130203278479314,3.3257235096204005,0.18128661327691348],[120,2.5,16,-0.06733158788386762,-2.2493833084077375,36,55.55555555555556,2.4432307376448184,3.09650930395529,-0.01887594751078556]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells10
minimum return pct-0.07
maximum return pct6.02
actual size0
QPAIR91004 2026 long frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.512769774118296,-1.9209740678267306,85,56.470588235294116,2.600690135441683,2.2455447329019464,0.4911526045156324],[60,2,16,2.0453287831024625,-2.036223298674822,85,52.94117647058824,2.562329390127019,2.265582336804676,0.2903709303944568],[60,1.5,6,5.427147443688796,-3.2798024339125598,129,56.58914728682171,2.475008445554035,2.0133388089883035,0.5265786296286785],[60,1.5,16,3.1847481720852056,-3.4738764997543026,129,54.263565891472865,2.372331641684975,2.102449804203684,0.32572617418551053],[60,2.5,6,0.7195658441347952,-1.3632517161076496,43,55.81395348837209,1.857964332231668,1.893049096365756,0.2005397940142015],[60,2.5,16,-0.0038246271938713328,-1.4617832418732046,43,51.162790697674424,1.81640032599299,1.9022019173223632,0.00033876530409656633],[120,1.5,6,2.9451813246295977,-4.21783386901623,124,51.61290322580645,2.3895905894547687,1.921037504965165,0.30380280183222014],[120,1.5,16,0.8537419840112914,-4.382766026048646,124,45.96774193548387,2.4629571032107096,1.9039928160795947,0.10339545327159368],[120,2,6,2.543986853296265,-2.3278006721283884,67,47.76119402985074,3.0763659725226664,1.8874376559100106,0.48333422632649187],[120,2,16,1.4122229071087178,-2.513995383717571,67,44.776119402985074,3.0661005251849964,1.9743499497553565,0.2825681733522643],[120,2.5,6,1.0989810447871395,-1.7732419035313973,36,63.888888888888886,2.405776228806232,3.2315907342508825,0.37006038103560723],[120,2.5,16,0.498610762455054,-1.8171440312573783,36,58.333333333333336,2.4198569172980964,2.980950125176942,0.16952064960016364]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells11
minimum return pct0
maximum return pct5.43
actual size0
QPAIR91004 holdout swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-7.482735811444297,-8.062771031087145,693,47.33044733044733,1.1622766582272532,1.298209026864466,-0.13365014560893357],[60,2,16,-17.443805966494452,-17.631252757542924,693,43.722943722943725,1.0497530757657871,1.4076187714913904,-0.3331834616516719],[60,1.5,6,-7.8068411097516055,-8.873407114089693,1250,49.519999999999996,1.0994328199664198,1.2265286468028567,-0.07471252845871092],[60,1.5,16,-24.69125611973888,-24.861128206134442,1250,44.96,0.9991524950386164,1.3146485534808583,-0.27436360206650245],[60,2.5,6,-4.243771265240226,-5.1274420243051395,360,46.94444444444444,1.189217616286065,1.3182609422859861,-0.14113906340077312],[60,2.5,16,-9.78589136108815,-10.152459356731248,360,44.72222222222222,1.042408216854915,1.4596200646989612,-0.34065741655958887],[120,1.5,6,-5.043380124532726,-7.610219931561602,1055,49.19431279620853,1.1907219652802217,1.2896328185144275,-0.06943932771876582],[120,1.5,16,-20.104018536924762,-20.88459186806456,1055,45.497630331753555,1.0776699739856686,1.3933618717551135,-0.26910093720006556],[120,2,6,-7.842212431169305,-8.45868935564571,559,45.61717352415027,1.2809050950233092,1.3840356299599672,-0.1683649951285978],[120,2,16,-15.915186580083873,-15.921001496177867,559,42.039355992844364,1.1796974666917164,1.4902632350584741,-0.36782895078066596],[120,2.5,6,-6.661227289891869,-7.077284549884622,281,40.569395017793596,1.4216952179424025,1.4541629622508832,-0.2874446969767387],[120,2.5,16,-10.884898793393315,-11.107289090757444,281,38.43416370106761,1.2927662346777546,1.597533114146235,-0.48667073096833174]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-24.69
maximum return pct-4.24
actual size0
QPAIR91004 holdout partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.598543619567375,-20.002464676330188,693,53.39105339105339,2.2177148914187086,2.6353141957989727,-0.04423084475922939],[60,2,16,-14.93264960223425,-20.514237421994743,693,47.90764790764791,2.2551265940507754,2.542255967016688,-0.24394282087758565],[60,1.5,6,5.480567624598809,-21.515903811671954,1250,51.839999999999996,2.1073023280423606,2.0772885847354488,0.09200334444856775],[60,1.5,16,-13.963491897248115,-22.807117116230003,1250,46.800000000000004,2.117775643252418,2.0659771223648438,-0.10798082805596541],[60,2.5,6,2.098693847069688,-14.54367849802537,360,53.61111111111111,2.380531469109165,2.515560986501444,0.10928857997868809],[60,2.5,16,-3.789744295602182,-14.95220946535154,360,48.888888888888886,2.3954974905073048,2.468860894481253,-0.090730128486847],[120,1.5,6,9.22262696687719,-23.150732699943287,1055,53.459715639810426,2.3785345074386623,2.4488239078030034,0.1318681738996502],[120,1.5,16,-8.540617475931523,-23.728343423393905,1055,48.72037914691943,2.395026495255244,2.408484339947669,-0.06819564867345364],[120,2,6,-0.5135012456327748,-21.483525776569035,559,53.66726296958855,2.487369472166405,2.742872502234084,0.06405521211322662],[120,2,16,-9.221677818496365,-21.938829267853844,559,50.268336314847936,2.4438436336592555,2.743428543512409,-0.13587311992522172],[120,2.5,6,-2.390585881067786,-15.234665787566204,281,54.804270462633454,2.795009722869588,3.413592409233579,-0.011013304806932253],[120,2.5,16,-6.780768181300911,-15.61003407704965,281,50.88967971530249,2.796939163016966,3.327498216472828,-0.21079164968620737]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-14.93
maximum return pct9.22
actual size0
QPAIR91004 holdout long frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.5294064926765465,-20.212738800453465,693,53.102453102453104,2.2451826766131653,2.6205777933793666,-0.03673962172388057],[60,2,16,-14.861662019676658,-20.72195772003711,693,48.484848484848484,2.2447589489002135,2.571737637550639,-0.23646656533204397],[60,1.5,6,5.563481618817923,-21.702520641457056,1250,53.04,2.0626455074090546,2.129281938111483,0.09411637899261034],[60,1.5,16,-13.878228509297996,-22.42257838767753,1250,48.24,2.0540532935797566,2.11890904981685,-0.10587201536232713],[60,2.5,6,2.4895584965292317,-14.837115504945187,360,52.77777777777778,2.449738731112198,2.473951005362381,0.12466302222142403],[60,2.5,16,-3.4157287246343815,-15.243644301267489,360,50.55555555555556,2.347371249385903,2.552588050473455,-0.07538640443344566],[120,1.5,6,9.726292519607394,-23.481944821444834,1055,53.17535545023697,2.4000321514853686,2.436585151131907,0.1353032913024926],[120,1.5,16,-8.098528620397827,-24.055724350870943,1055,49.00473933649289,2.3918951885588324,2.425537943936246,-0.06476739464718856],[120,2,6,-0.17590098973788715,-21.657446809396262,559,54.56171735241503,2.4504837287838,2.786989937298047,0.07066564079669971],[120,2,16,-8.891612928631144,-22.118667996111153,559,50.089445438282645,2.4565548593468005,2.724374867752562,-0.12927589890136076],[120,2.5,6,-3.7616785273474562,-15.607507779298569,281,54.092526690391466,2.7807216877482563,3.4113458402520473,-0.06190005998142037],[120,2.5,16,-8.087302084276416,-15.980610479627089,281,51.60142348754449,2.705433738537236,3.424933485630354,-0.2615767329460105]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-14.86
maximum return pct9.73
actual size0
QPAIR91004 train swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-3.9049073757491115,-4.78559410583509,327,47.09480122324159,0.7343180414451267,0.9406512971323767,-0.1518278165790571],[60,2,16,-8.991668540893727,-9.243124263749024,327,36.08562691131498,0.7219622563489604,0.9572955037660856,-0.35132481357166523],[60,1.5,6,-2.799399874620534,-4.329135444262455,671,49.92548435171386,0.775878687204791,0.8834266457181259,-0.055010421382541475],[60,1.5,16,-12.80070932705124,-13.042833422236944,671,40.38748137108793,0.7307616041580737,0.9223516792475618,-0.2547008598691307],[60,2.5,6,-1.5165060953130527,-2.008623277398003,159,45.28301886792453,0.9269833324920604,0.9736040688872069,-0.11296071731923675],[60,2.5,16,-4.085481259013113,-4.3364725999543445,159,38.36477987421384,0.8716144209496273,1.0496082005401668,-0.31253537091200684],[120,1.5,6,-4.93432438790764,-5.99111006057268,598,48.99665551839465,0.7093926925127068,0.8753895320837929,-0.09889924478149452],[120,1.5,16,-13.793694231032172,-13.807549164616372,598,38.62876254180602,0.6669547956375789,0.90618732902756,-0.2985019932455415],[120,2,6,-4.285327590394261,-4.892227469697163,301,45.51495016611295,0.684249818070603,0.8900853134464352,-0.17352746288884638],[120,2,16,-8.932926433984012,-9.145974164065962,301,35.880398671096344,0.6373041113335394,0.9383220533762738,-0.37298110391228767],[120,2.5,6,-1.6279159163836376,-2.6282618525675594,127,44.881889763779526,0.9068056448403871,1.0110642858482368,-0.15028801774389375],[120,2.5,16,-3.683963257668166,-3.7639869177171215,127,37.79527559055118,0.8502814161703837,1.0789442476733262,-0.34978809125995547]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-13.79
maximum return pct-1.52
actual size0
QPAIR91004 train partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9391611440970005,-10.12132336890874,327,50.15290519877675,1.5011741013472737,1.6102003628691675,-0.04975567745174749],[60,2,16,-6.158502756154139,-11.754775397915829,327,41.284403669724774,1.5983907396226813,1.548724286108498,-0.24945661493507523],[60,1.5,6,6.066246065390435,-10.860721060559197,671,53.3532041728763,1.423354619519367,1.424737602227928,0.09481085587271511],[60,1.5,16,-4.747479608681204,-13.915089455058071,671,44.85842026825633,1.4712108163574595,1.3875932840615672,-0.10517892604945535],[60,2.5,6,0.14025238286567987,-4.7685325458104,159,54.088050314465406,1.5724896635607852,1.8746637745031116,-0.010165688506286779],[60,2.5,16,-2.4571109019963733,-5.695869956026167,159,48.42767295597484,1.5403063535608366,1.853475119578073,-0.2099457269258967],[120,1.5,6,4.387882917230401,-11.21593311288005,598,55.35117056856187,1.351291119219926,1.4497954781579332,0.10063874212981165],[120,1.5,16,-5.2295594356480235,-13.937288436380136,598,46.65551839464883,1.3809062413190731,1.3940179508396346,-0.09936268392946837],[120,2,6,-2.660748632315546,-8.49961904081823,301,51.162790697674424,1.3433968988402982,1.6402695194627386,-0.11374251474955696],[120,2,16,-7.3594097060821095,-10.3205718273348,301,43.18936877076412,1.370798072743794,1.5936359471081902,-0.31331560630833016],[120,2.5,6,-3.699079642984404,-6.779797348999761,127,48.031496062992126,1.7674807835845545,2.299358520973801,-0.34599476051663797],[120,2.5,16,-5.713462480878784,-7.6054744249348545,127,40.94488188976378,1.8545502374774374,2.208863951746147,-0.5451038112766479]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-7.36
maximum return pct6.07
actual size0
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