QTOM91006 train|swing|16|1.25 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -8.52
drawdown 11.36
sample 280
win rate 49.29
months 35
cost bp side 16
stop ADR multiple 1.25
positive cells 0
actual allocation 0
QTOM91006 train|swing|16|0.75 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -9.93
drawdown 9.98
sample 280
win rate 39.64
months 35
cost bp side 16
stop ADR multiple 0.75
positive cells 0
actual allocation 0
QTOM91006 train|swing|16|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -10.55
drawdown 11.37
sample 280
win rate 42.86
months 35
cost bp side 16
stop ADR multiple 1
positive cells 0
actual allocation 0
QTOM91006 train|swing|6|1.25 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -1.88
drawdown 7.93
sample 280
win rate 52.5
months 35
cost bp side 6
stop ADR multiple 1.25
positive cells 4
actual allocation 0
QTOM91006 train|swing|6|0.75 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -3.4
drawdown 5.84
sample 280
win rate 44.64
months 35
cost bp side 6
stop ADR multiple 0.75
positive cells 1
actual allocation 0
QTOM91006 train|swing|6|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -4.07
drawdown 7.91
sample 280
win rate 46.07
months 35
cost bp side 6
stop ADR multiple 1
positive cells 1
actual allocation 0
QTOM91006 train|control|16|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return 1.37
drawdown 8.63
sample 288
win rate 54.86
months 36
cost bp side 16
stop ADR multiple 1
positive cells 6
actual allocation 0
QTOM91006 train|control|6|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return 8.94
drawdown 6.69
sample 288
win rate 63.19
months 36
cost bp side 6
stop ADR multiple 1
positive cells 8
actual allocation 0
QTOM91006 train|calendar|16|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -14.37
drawdown 16.67
sample 280
win rate 51.43
months 35
cost bp side 16
stop ADR multiple 1
positive cells 0
actual allocation 0
QTOM91006 train|calendar|6|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -8.16
drawdown 12.92
sample 280
win rate 55.36
months 35
cost bp side 6
stop ADR multiple 1
positive cells 0
actual allocation 0
QTOM91006 train|published|16|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -12
drawdown 13.6
sample 280
win rate 53.21
months 35
cost bp side 16
stop ADR multiple 1
positive cells 0
actual allocation 0
QTOM91006 train|published|6|1 eight fixed ETF cells
Backtests inconclusive Quant replication SPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA 2026-09-10 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 .
More return -5.62
drawdown 10.94
sample 280
win rate 56.43
months 35
cost bp side 6
stop ADR multiple 1
positive cells 1
actual allocation 0
QTOM91006 AVAV deck recovered: cash conversion remains binding
Fundamental watch Quant replication AVAV 2026-09-10 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.
More capex midpoint USDm 282.75
EBITDA midpoint USDm 315
pre other cash uses USDm 32.25
actual allocation 0
QPAIR91004 final decision: cash-only ETF pairs does not earn an allocation
Strategies reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, EEM, VWO, XLE, VDE, GLD, IAU 2026-09-10 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 .
More fund cash 187.22
actual size 0
unique test cells 114
base events all eras 1105
holdout sample 693
long return pct -4.53
swing return pct -7.48
swing stress return pct -17.44
mean paired advantage pct 0.01
quarter Kelly 0
current signals 0
swing positive holdout cells 0
QPAIR91004 21-session historical path simulation cannot fund the deadline
Simulations reject Quant replication SPY, IVV, GLD, IAU 2026-09-10 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 .
More sample paths 20000
horizon sessions 21
base loss probability 0.58
stress loss probability 0.7
base p95 dollars 1.08
stress p95 dollars 0.77
stress p05 dollars -1.93
historical gap hits 0
funding gap 349.01
actual size 0
QPAIR91004 actual loss, payoff ratio and venue feasibility
Technical reject Quant replication GLD, IAU, XLE, VDE 2026-09-10 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.
More sample 693
win rate 47.33
avg win pct 1.16
avg loss pct 1.3
gap stop count 71
partial count 259
worst net R -3.49
fund cap 187.22
nominal account risk 8.51
quarter Kelly 0
actual size 0
QPAIR91004 correlation is not a convergence clock; no current base signals
Indicators reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, XLE, VDE, GLD, IAU 2026-09-10 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 .
More pairs 12
current eligible 0
max abs z 1.83
SPY IVV SD pct 0.05
GLD IAU SD pct 0.02
IWM IJR half life sessions 193.11
actual size 0
QPAIR91004 2026 swing frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 0
minimum return pct -2.7
maximum return pct -0.55
actual size 0
QPAIR91004 2026 partner frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 10
minimum return pct -0.07
maximum return pct 6.02
actual size 0
QPAIR91004 2026 long frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 11
minimum return pct 0
maximum return pct 5.43
actual size 0
QPAIR91004 holdout swing frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 0
minimum return pct -24.69
maximum return pct -4.24
actual size 0
QPAIR91004 holdout partner frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 3
minimum return pct -14.93
maximum return pct 9.22
actual size 0
QPAIR91004 holdout long frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 3
minimum return pct -14.86
maximum return pct 9.73
actual size 0
QPAIR91004 train swing frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 0
minimum return pct -13.79
maximum return pct -1.52
actual size 0
QPAIR91004 train partner frozen parameter sweep, all12cells
Backtests reject Quant replication SPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU 2026-09-10 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 .
More cells 12
positive return cells 3
minimum return pct -7.36
maximum return pct 6.07
actual size 0