Stats

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0016,"era":"2026","return":9.358813838283652,"drawdown":-7.351399802803671,"win_rate":61.53846153846154,"sample":78,"avg_win_pct":11.473882329858764,"avg_loss_pct":2.783318903385474,"quarter_kelly_diagnostic":0.13052128350677739,"annual_return":13.963397663276588,"mean_daily_pct":0.05464328272525098,"vol_annual_pct":11.506014619237055,"sharpe_zero_cash":1.1967747045741475,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0016,"era":"holdout","return":45.87299039167434,"drawdown":-10.696500654864716,"win_rate":45.233265720081135,"sample":493,"avg_win_pct":15.224192496731067,"avg_loss_pct":4.874967612560477,"quarter_kelly_diagnostic":0.06924076413388247,"annual_return":6.49957294042296,"mean_daily_pct":0.0264673889020352,"vol_annual_pct":8.477084264754668,"sharpe_zero_cash":0.7868014278263045,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0016,"era":"train","return":14.306380512096206,"drawdown":-11.209897738629815,"win_rate":55.06072874493927,"sample":247,"avg_win_pct":8.952589154846553,"avg_loss_pct":4.493850620421134,"quarter_kelly_diagnostic":0.08125741781960794,"annual_return":4.573898073512028,"mean_daily_pct":0.018637916502406236,"vol_annual_pct":6.738428059691685,"sharpe_zero_cash":0.6970104773695944,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0006,"era":"2026","return":9.695504014789558,"drawdown":-7.337137905363456,"win_rate":61.53846153846154,"sample":78,"avg_win_pct":11.697073453035019,"avg_loss_pct":2.5886707470497834,"quarter_kelly_diagnostic":0.13256641667478453,"annual_return":14.47637736288696,"mean_daily_pct":0.05642596927191758,"vol_annual_pct":11.493910788412876,"sharpe_zero_cash":1.2371197687438023,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0006,"era":"holdout","return":48.64499307763008,"drawdown":-10.364238382573133,"win_rate":47.05882352941176,"sample":493,"avg_win_pct":14.857720578411277,"avg_loss_pct":4.848150145599255,"quarter_kelly_diagnostic":0.07445961781272206,"annual_return":6.834461686275861,"mean_daily_pct":0.02771569990188647,"vol_annual_pct":8.476160592243211,"sharpe_zero_cash":0.8240000055764617,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":3,"cost_side":0.0006,"era":"train","return":15.425279913670842,"drawdown":-11.010769148343936,"win_rate":57.08502024291497,"sample":247,"avg_win_pct":8.848571177592667,"avg_loss_pct":4.509627254008149,"quarter_kelly_diagnostic":0.08803407245709802,"annual_return":4.915171280484776,"mean_daily_pct":0.01992949691124022,"vol_annual_pct":6.736328987187456,"sharpe_zero_cash":0.7455445289541022,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0016,"era":"2026","return":4.462375800089524,"drawdown":-7.594363348139376,"win_rate":46.96969696969697,"sample":132,"avg_win_pct":6.3672792021447595,"avg_loss_pct":2.6192418394489425,"quarter_kelly_diagnostic":0.06288792320298117,"annual_return":6.586060873688537,"mean_daily_pct":0.02778053393079898,"vol_annual_pct":11.008935288039073,"sharpe_zero_cash":0.6359102281369043,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0016,"era":"holdout","return":31.563513578995185,"drawdown":-23.163194329116322,"win_rate":44.713656387665196,"sample":908,"avg_win_pct":9.323533406376454,"avg_loss_pct":4.361832258759633,"quarter_kelly_diagnostic":0.047122561896515786,"annual_return":4.681397174618174,"mean_daily_pct":0.019747360940023353,"vol_annual_pct":8.84778262407613,"sharpe_zero_cash":0.5624386547816556,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0016,"era":"train","return":4.107417732996743,"drawdown":-17.218225034732328,"win_rate":46.724890829694324,"sample":458,"avg_win_pct":6.127245541864814,"avg_loss_pct":4.37269942890957,"quarter_kelly_diagnostic":0.021762976210857238,"annual_return":1.3554802713248826,"mean_daily_pct":0.0062438994733878435,"vol_annual_pct":6.748017945911851,"sharpe_zero_cash":0.23317404901790267,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0006,"era":"2026","return":5.012382429286144,"drawdown":-7.574674181060015,"win_rate":49.24242424242424,"sample":132,"avg_win_pct":6.280442394787109,"avg_loss_pct":2.536597203366168,"quarter_kelly_diagnostic":0.07185508311792244,"annual_return":7.406950751829333,"mean_daily_pct":0.030829205775379467,"vol_annual_pct":10.996816714021016,"sharpe_zero_cash":0.7064735238780646,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0006,"era":"holdout","return":36.36335748362374,"drawdown":-22.149942511542143,"win_rate":46.585903083700444,"sample":908,"avg_win_pct":9.162503827786658,"avg_loss_pct":4.319648715577339,"quarter_kelly_diagnostic":0.05350976760095413,"annual_return":5.308879230893537,"mean_daily_pct":0.022127692070875827,"vol_annual_pct":8.858289669921568,"sharpe_zero_cash":0.6294870239787588,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":1,"cost_side":0.0006,"era":"train","return":6.001736051918716,"drawdown":-16.26793343101984,"win_rate":49.34497816593886,"sample":458,"avg_win_pct":6.009947833548016,"avg_loss_pct":4.4041651817270795,"quarter_kelly_diagnostic":0.030560856441032208,"annual_return":1.9686418430345132,"mean_daily_pct":0.008632455331399629,"vol_annual_pct":6.736338812907346,"sharpe_zero_cash":0.3229319076624401,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0016,"era":"2026","return":8.888251079859177,"drawdown":-7.631026162380139,"win_rate":58.06451612903226,"sample":62,"avg_win_pct":8.82235778305431,"avg_loss_pct":3.082090991642895,"quarter_kelly_diagnostic":0.10853588353020575,"annual_return":13.247669551892827,"mean_daily_pct":0.05232670403799543,"vol_annual_pct":11.918541793621799,"sharpe_zero_cash":1.1063710348049043,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0016,"era":"holdout","return":36.825524565378046,"drawdown":-14.409872683671033,"win_rate":38.41961852861036,"sample":367,"avg_win_pct":7.074519959787137,"avg_loss_pct":5.35669065474796,"quarter_kelly_diagnostic":0,"annual_return":5.368322138088377,"mean_daily_pct":0.02212872625068005,"vol_annual_pct":8.198855186991967,"sharpe_zero_cash":0.6801484948799642,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0016,"era":"train","return":10.349238469001598,"drawdown":-13.355983762439184,"win_rate":47.29064039408867,"sample":203,"avg_win_pct":4.735582388712451,"avg_loss_pct":4.729103861076892,"quarter_kelly_diagnostic":0,"annual_return":3.348791921023997,"mean_daily_pct":0.013932363225214033,"vol_annual_pct":6.6175608914479955,"sharpe_zero_cash":0.5305512998439068,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0006,"era":"2026","return":9.251310250662236,"drawdown":-7.617578268557901,"win_rate":59.67741935483871,"sample":62,"avg_win_pct":8.795296268931436,"avg_loss_pct":3.009210976777107,"quarter_kelly_diagnostic":0.11470376300089588,"annual_return":13.799758844375987,"mean_daily_pct":0.054258591001023565,"vol_annual_pct":11.909198889710034,"sharpe_zero_cash":1.1481179430189914,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0006,"era":"holdout","return":39.605809154891936,"drawdown":-13.763308556667475,"win_rate":40.87193460490463,"sample":367,"avg_win_pct":6.8500842512898545,"avg_loss_pct":5.386789324735792,"quarter_kelly_diagnostic":0,"annual_return":5.722426707693673,"mean_daily_pct":0.023464078784320205,"vol_annual_pct":8.202274437908942,"sharpe_zero_cash":0.7208912477154468,"open_positions":0}

Frozen1720/1721/1724. Fifty predetermined cash ETF sleeves,2016warmup,2017–19train/2020–25holdout/2026separate. Monthend1/3/12returnminusSHYsigns; mixpositivefraction/3,componentsdiagnostics,no selection; passivefullsleeve. Nextsessionopenmonthlytargetweightwithinindependentlycompoundingsleeves,1bpfees+5/15slippage,finaleraclosecostedliquidation. Vectorbtpositionepisodesaggregatepartialresizes; correlatedpositionsnotIIDedge. Inactivecashzero,expensesembeddedprices. Thisislongcashadaptation,notAQRriskbalancedshortfutures; no mandatoryADRexits henceunapproved. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"monthly","signal":"mix","cost_side":0.0006,"era":"train","return":11.494014788073436,"drawdown":-12.901678278921679,"win_rate":48.275862068965516,"sample":203,"avg_win_pct":4.840300699120874,"avg_loss_pct":4.627932660894346,"quarter_kelly_diagnostic":0,"annual_return":3.7061725998846384,"mean_daily_pct":0.01530038404114599,"vol_annual_pct":6.6139347938572834,"sharpe_zero_cash":0.5829656473102491,"open_positions":0}

P1 Full current Nasdaq/other-listed non-testdirectory has13160issues; explicit12776standard-symbolrequests yield12651snapshots,12369validdailyrecords,7252withbothSep9/Sep8dates,2021nonETFclose>=5 andIEXdollarvolume>=1m.384preferred/nonstandardstrings excludedafterinvalid-symbolerrors;125requestedmissing responses.429retrywith500symbolbatches recoveredallerrorbatches. Thisiscurrentlistings,IEXpartialvolume,notpoint-in-timehistoricuniverse or allconsolidatedliquidity. P2 Foreign41requests yielded40histories,oneerror; localcurrency daily12minus1rankingandvolatility,notUSDreturns. P3 Thirty-sixcrypto requests yielded32nonemptyhistories,not32currenteligiblepairs. P4 Primary AQR2017uses67long/shortfutures/forwards,1/3/12monthlyexcesssigns,riskbalance,10%voltarget; cash-only50ETFadaptation cannotinheritoriginalcrisisalpha. Freeze2017–19training/2020–25holdout,2026separate,monthlyfirstnextopen; mandatory5dayADRexitadaptationtestedseparately. Conclusion discoverycompletewithinavailableformat/data boundaries; noorderauthorized. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://query1.finance.yahoo.com/v8/finance/chart/ ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf .

Start: Quant187.22cash,account850.99, no holdings or queued orders. Goal: repeatable positive net returns. Binding constraint: independent, precise, executable payoff evidence. P1 OldIBS252holdout remainsnegative; not refitted or used to claim allstrategiesfail. P2 NewAVAV EARadaptation has positive9-eventdaily andsampled15min returns, but bothmeanCIs span0; sameeventsarenot independentreplication. Selectionbytonightnews and repeatedlyusedmarketera furtherlimitinference. P3 Nominal one-shareADRriskfits1%accountlimit, yetobservedexitovershoot exceedsit andhalf-shareafter-hoursmanagement differsfromsimulation. P4 CurrentEARincompleteuntilSep10close; IEXask0/stale and unchangedclinicalfiles create no immediateentry. Conclusion: noPROPOSE/EXIT/ADJUST/FUND, actualnotional0. Validity follows evidencegate; soundness conditionalondata/costs, notproofAVAVedgeabsent. Strongestcounterargument positivecost-stressedreturns deserves frozenprospectivewatch, handledmonitor161withoutrefit. Backlog/cashcounterarguments retained in1827; clinicalbearcases1828. Fundingneed349.01over22days doesnotchangeprobabilities; observed1.8signals/year cannotfundmonthlytargetbyassumption. Recordsfacts1827–79/observations18648–18850; job158testedlocal butfirstremoteoutputpending, monitors160/161armed, preserve42/127 and15/85. Sources https://investor.avinc.com/node/21391 ; https://www.anderson.ucla.edu/documents/areas/fac/finance/santa_clara_surprises.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

P1 Sep9SIPdaily140.8 is-5.3636%vs148.78prior; lastselected23:30UTC15minbar145.8 is+3.5511%fromdailyclose but-2.0030%frompriorclose. Explicit t<23:45filter excludesAPIincluded23:45bar. First20UTCbar straddles16:10release/possibleauction, so high152.98notusedascleanpostnews-onlymetric. P2 IEXquote20:00:03UTCbid134.71/ask0 isstale andnonexecutable; itsdaily140.87differsSIPaggregate. P3 ReferenceADR8.204085 gives137.595915stop/158.106128targetaround145.8 mark, but theseareillustrations only: no holding, no validcurrentEAR, no executablequote. P4 One currentwhole sharefits187.22fundcap andnominal.964%accountloss, butobservedsampledovershoot implies1.1785% beforefees; takinghalfofonesharecreatesfractionalexitrestriction. Unvalidatedtrailingalternativecannotinheritpaperedge. P5 Firstregular15minopen Mar7 2022was74.12versusdaily74.25; sourceeligibilitydifference retained. Allselectedregular15minslots present,Jul3 2023early13ETclose respected; offsessionholes/overnightquotesremainunknown. Conclusion noentry/reset. EARneedsSep10close, earliestpaperentrySep11open. Sources18840–41,1873 and https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.nyse.com/trade/hours-calendars .

P1 NumPy empirical9trade dailygreen holdout,187.22USD fullsleeve and20draws: IIDseed91000 lossprob2.06%,PnL2.5/50/97.5percentiles2.58/88.22/201.22. P2 Seed910002 Dirichlet(1) eventweights perpath then20draws raiseslossprob11.82%,PnL[-41.58,93.33,283.58]; posteriorweightedmean95%[-.70845,4.31904]% and7.245%nonpositive. This models only an assumed uncertainty mechanism, not actual calibratedprobabilities orunseenregimetailrisk. P3 Historical9signals/5years=1.8/year, so20opportunitiesroughly11.11years, not20days; cannotapplysimulationto22dayfundingwindow. P4 Fifteen-minute losers realize1.2224/1.1649/1.1003R price lossesbeforecosts, so8.2041USD referenceADR canimply10.0289USD observed-stressrisk foroneshare, beyond8.5099USDaccount1%limit; notworstpossiblegap bound. Conclusion no live size; binarypayoffratioquarterKellypointestimates arediagnostics, notvalidatedcashweights. Facts endat historicalsample; stationarity/samplingmodel areassumptions. Source observation18843 and analyses1851/1873; https://runway.adityaperswal.workers.dev/data/stock-bars .

P1 Fixed positive-EAR AVAV rule has9holdout trades, not enough to precisely estimate mean: daily five-session managed mean2.0060%, IID95%CI[-.8066,4.6100]%, year-clusterCI[-.1383,5.3758]% across5years. Fifteen-minute approximation mean2.52996%, CI[-.78743,5.51668]%; sharedsameevents, not independent corroboration. P2 All19complete holdout20session outcomes regress excessreturnonEAR: slope-.026049,stderr.288890,r=-.021864,p=.929206; lowpower,no fullfactoralpha. P3 Parent20return66.72% is concentrated in2025+91.67%; other years mixed. P4 Own3operator-liquidated trades p1/3,avgwin7.93994%,avgloss5.26143%,mean-.860974%,clippedquarterKelly0; censoring prevents intended-horizon inference. Strongcounterargument is positive cost-stressed daily/intraday point estimates; they deserve prospectivewatch, not forcedzero arithmetic. Quant's old IBSfailure doesnotdisproveAVAV. Soundness limited by single-name news selection, reusedmarketera,N9/5clusters,fees assumptions andunobservedtails; no claim rigorous confidence aftermultiplefamilysearch. Source observations18718/18740/18842/18844 and https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen note1689, same EAR>0 event entries as daily test1851. Actual first09:30 SIP15min open; prior20dailyADR stop1/target1.5, half at+1ADR. Check returned bar close, execute at next observed bar open, activate breakeven after half. Stop/target full exit takes priority if both profit levels surpassed at a sampled check. Provider extended-hours bars retained, no synthetic missing bars; exact venue quote sampling and20:00–04:00 overnight coverage unavailable. Fees1bp plus slippage15bp each side. Vectorbt and cash ledger reconciled per event; stitched event equity includes flat gaps. Nine2021–25events, one2026event separately, no parameter selection. All expected regular15min slots present after July3 2023early close correction; this does not prove complete extended execution. The positive holdout is too imprecise: CI includes zero; marked risk exceeds daily-model risk. No live adoption from N9, no average-trade arithmetic mistaken for monthly opportunity. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all ; https://investor.avinc.com/financial-information/quarterly-results .

Frozen note1689, same EAR>0 event entries as daily test1851. Actual first09:30 SIP15min open; prior20dailyADR stop1/target1.5, half at+1ADR. Check returned bar close, execute at next observed bar open, activate breakeven after half. Stop/target full exit takes priority if both profit levels surpassed at a sampled check. Provider extended-hours bars retained, no synthetic missing bars; exact venue quote sampling and20:00–04:00 overnight coverage unavailable. Fees1bp plus slippage15bp each side. Vectorbt and cash ledger reconciled per event; stitched event equity includes flat gaps. Nine2021–25events, one2026event separately, no parameter selection. All expected regular15min slots present after July3 2023early close correction; this does not prove complete extended execution. The positive holdout is too imprecise: CI includes zero; marked risk exceeds daily-model risk. No live adoption from N9, no average-trade arithmetic mistaken for monthly opportunity. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all ; https://investor.avinc.com/financial-information/quarterly-results .