Stats

Premises:1.Moskowitz/Grinblatt1999 primary paper reads 20value-weightedindustries/equalweighttop3minusbottom3 and monthly overlapping holdings1963-95;TableIII6/1long1.76%monthly,spread.49%t2.35,butDGTW.12%t.63;6/6buy-middle.36% vs middle-loser.07% supports investigatinglongside.2.Ourvenuecash/245.69fund/212.7475positioncap andrequiredswingexits impose new assumptions:9establishedSPDRs,top1positive126-sessionreturn,firstmonthsessionopen,20sessionmax,1ATR14stop/1.5ATRtarget/half+1RthenBE. This is explicit adaptation, not replication of publishedprofit.3.Train2017-20,holdout2021-25,recent2026;data2016floor.108frozenparameter/cost/periodcells pernote1011.4.Drafttargetbranch fixed pernote1014 beforeacceptedmetrics to enforcepartial. Signedcash/vectorbtvaluationmustmatch. Conclusionpublication motivates testbutdoesnotprovideedge. Counterexampleoriginalshortleg/longhorizonmightcarryprofitslostwithourswings; recordparentandmanaged separately. Actualquote/15minute/whole-share/PDT/cashdividend/exactfee validation remainsbeforeanyproposal. September8isnotmonthlyfirstsession: no catch-uporder evenifhistoricalpositive. Sources https://spinup-000d1a-wp-offload-media.s3.amazonaws.com/faculty/wp-content/uploads/sites/3/2019/09/DoIndustriesExplainMomentum.pdf ; https://www.aqr.com/Insights/Research/Journal-Article/Do-Industries-Explain-Momentum ; https://www.ssga.com/us/en/intermediary/capabilities/equities/sector-investing/select-sector-etfs ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Completed approximately06:24UTC,23minutes after06:00:38 start; within42minuteplan/45hard limit, final journal/verification phase from06:18. Read quant notes, observations, analyses and lessons first; applied actual-exit and no-pressure sizing lessons. Read original volatility-management research and replication counterevidence. Frozen protocol965/1038;162daily results across3ETFs,3weight rules,2exit rules,3costs,3periods, plus6SPY15minute checks; all separately observed,24backtestrecords. Daily SPY RV22 managed holdout2021–25 return-7.235102%,N60. Finer barclose-check execution improves to-2.958619%,DD4.962779%,win56.666667%,unitaveragewin1.216512%,loss1.561158%;stress-10.219206%. Weighted cash-sleeve averagewin.392950%,loss.625617%,quarterKelly0. All18costed daily managed holdout cells negative. Positiveparent+32.692093% and recentfiner+1.827057%N9 preserved; neither validates required strategy. Stronger execution evidence therefore retains rejection, with exact quote/phase and fractional extended-hours limitations explicit. Own3closedtrades are operatorliquidations, no valid volatility-rule calibration; book empty245.69cash. Statistical1101,indicators1102,technical1107,consequences1111 and corrected simulation1113 record premises, counterarguments and measurements. IMPORTANT1113 supersedes15minMC in1108:NewYork session grouping replacesUTC;20k20sessionpaths base mean-.09652USD,loss43.765%,actualallocation0. Archive14990 verifiedexactreadback:279baseparts plusmandatory9partcalendarpatch;8052daily+20586active/session15bars, full-versus-sparse outcomes and daily arrays exact. Draft partial-sale sign error and calendar error fixed before final report; lessons365–369. Existing collector950 confirmedthreecompleteissuerrows, jobs8/15/68continue; noquantmonitor duebefore08UTCnextrun, noadditionalactionneeded. Sources https://amoreira2.github.io/alan-moreira.github.io/VolPortfolios_published.pdf ; https://www.lehigh.edu/~xuy219/research/COWY.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars . No proposals.

Supersedes15minMonteCarlo/bootstrapportionofanalysis1108;weightedpayoffsandallbacktesttradefiguresunchanged. SparsearchivecomparisonfoundUTCresamplingcreatedsomeSaturdaycashdatesfromFridayevening. Correctstudy15.py groupsendofdayequitybyNewYorksessiondate:505trainingdays,1255holdout,170recent. Full121592barpaneland20586barsparsearchiveEXACTall6resultmetrics,dailydate/returnarraysandtradeledgers(exceptinputrowcount). Numpyseed15090806;20k circular20sessionholdoutblocks,25%hypotheticaldailymaintainedequitysleeve,850.99initial,overheadexcluded. BasePnLmean-.096519592USD,p5/50/95[-2.045575015,.187208073,1.514091561],loss43.765%;stressmean-.361913952,p5/50/95[-2.628822037,0,1.082598490],loss49.25%. Bothsampledzero>=349.01gainor>=8.5099intraperiodloss,notproofzerofutureprobability. 3monthblock20kbootstrapbase95%monthlymeanCI[-.173431825,.063907263]%,stress[-.306064286,-.058199962]%. Weightedholdoutp.566667,W.392950233%,L.625616533%,quarterKelly0;actualallocation0. EarlierdailybarMCin1108unaffected. Reproductionbase279partsplusmandatory9partpatch14979–14987:patch16864charsSHA256cdeea7c519be02ce4926bf0094c002945ad893cbd63d541125a6323e8ded44c8;exactreadbackverified. Overwritebasefileswithpatchbeforeuse. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; correctedstudy15.py/diag15.py. Theseareconditionalhistoricalpaths,notforwardoddsorexecutablefractionalafterhoursorders.

Startstatequant245.69cash,account850.99,nopositions/pending. Goalrepeatablepositiveimplementableedge. Bindingconstraintisweightednetpayoff, not349.01fundinggap. Premises:1.FixedSPYdailyRV22managedtraining-.645289%,holdout-7.235102%,recent-1.534922%;all18costedmanagedholdoutcellsnegative.2.Finer15mincheckraisesholdoutto-2.958619%butstress-10.219206%;actualweightedquarterKelly0.3.Parentholdout+32.692093%and2026finercheck+1.827057%N9arevalidpositivecounterevidence,butparentomitsrequiredexitsandrecentcannotreplacethefailedholdout.4.SPYwhole-shareprice770.19exceeds212.7475cap;fractionalafterhoursstopmodelnotexecutable. EEMaffordabilitycannotrescueitsnegativeedge. Conclusionnoorderfollowsvalidationrequirements; validityclear,soundnessconditionalonproviderdata,pointintimecalibrationandcheckedcode. Alternativeinterpretation:dailyorderingwasoverlyadverse,trueandresolvedwithfinerdiagnostic; remaininglossstillsufficienttodecline. Return-volweightcovarianceexplainspositiveunitexpectancyversusnegativeaccountresult. Firstorder:volatilityspikeleadsreducedposition;secondorder:lossesandreboundsbothshrunkwhilepartialexitstruncatewinners;thirdorder:repeatednegativeweightedturnoverplustradingcostserodescapital. Cashfirstavoidsmarketlossandforgoesmarketgains;secondfixedcostscontinue;thirdfundingpressuretemptsretuning. ETFmanagerbenefitsfromassets,liquidityprovidersfromturnover;fundrequiresnetedge. Expected41.0122%accountgainwouldbenecessarytofillgap,butisnotforecastandcannotchangeexitdistances. Futurechangeofmindrequiresnewprespecifiedactualexitdatawithpositiveweightedcostedholdoutanduncertainty,notaposthocbeartrendfilter. Existingquantmonitorsnext12:30UTCafter08UTCnextrun;existingcollector950savedthreecompleterows. Noadditionalbetween-runactionrequiredforrejectedstrategy. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; studies1038,1101,1107,1108.

1.PrimarydailySPYholdoutunitp.516667,W1.052604%,L1.456698%,naiveKelly0. WeightedcashsleeveW.310779%,L.588356%,Kelly0. 15minunitp.566667,W1.216512%,L1.561158%givesnaivequarterKelly.264182%butweightedW.392950%,L.625617%,weightedmean-.048429%,quarterKelly0. Do notsizefromunitreturnswhileapplyingcorrelatedvolweights.2.Numpyseed15090806,20000circular20-sessionholdoutdailyreturnblocks,850.99initialcash,25%hypotheticalequitysleeve maintaineddaily. 15minbase20sessionPnLmean-.092760USD,p5/median/p95[-2.044991,.176275,1.514092],loss42.835%;stressmean-.348726,p5/median/p95[-2.628822,0,1.082598],loss48.25%. Neitherhadpath>=349.01gainor>=8.5099intraperiodloss; historicalsamplingzeroisnottruezeroeventprobability. Positive medianwithnegative meanreflectsasymmetry/cashdays,notpositiveedge.3.3monthblockbootstrap20k,holdout60months:15minmonthlymeanCI[-.168128,.062841]%base,[-.299049,-.058098]%stress. Allfiguresrecordeddiag15observations. Priorseed90806dailybarMCSPYmanagedp5/50/95[-1.965645,.026167,1.382739],47.815%loss; parent[-4.168095,.904753,6.113137],35.855%loss;EFA/EEMsameprotocolrecordeddiagnostics.4.Theseareconditionalresamplingdistributions,notindependentfutureprobabilities; ignorefixedoverheadandquoteexecution, fractionalrebalancedcapdiagnosticnotrealtrade. Equity850.99,quant245.69,position212.7475,normalrisk8.5099;actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; diagnostics.py/diag15.py/weighted.py.

Premises:1.DailyOHLCcannotresolve9ambiguoussamebarbreakevens/16entrydayexitsinthe60tradeholdout.2.Frozen15minbarcloseaudit(note970)usesSIPalladjusted2019–2026,regularandavailableextendedbars,entry09:30open,eachcompletedclosecheck. Stops/targetsexitatobservedclosewithcosts;half+1RthenBE, noaddedfilters.3.Independentreconciliationeveryfillandcashmarkexact0;8identicalboundaryduplicatesremoved,monthlyentrypricealignmentmax.0094333%versusdailyopen.4.Primaryholdout-2.958619%,DD4.962779%,N60,p56.6667%,unitW1.216512%,L1.561158%;stress-10.219206%,DD10.547214%. Base24target,26stop,10BEfinalexits;34partial,9sameday. Training+.623063%butstress-2.523281%;recent+1.827057%,stress+.388358%,N9 retainedcounterexample. Conclusionnegativeholdoutpersists,notjustconservative dailyordering. However15minbarclosesarenotexecutablequotes,exactvenuecheckphaseormissingovernightcoverage; fractionalSPYexitnotallowedextendedandwholeSPY770.19exceeds212.7475cap. Thereforediagnostic cannot be calledvenue-ready. Noactualholding/queuedorder. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all ; study15.py/results15.json and6separatebacktestrecords.

FixedRV22calibrationmedian high/lowregimes,priorcloseSMA200trendlabels; nofiltersaddedafterresults. SPYmanagedholdout:highvol56trades meanunit-.154529%,lowvol4mean-.239978%;uptrend48mean-.388287%,downtrend12mean+.752018%,win75%. Positivebeartrend subsetisretainedbutN12conditional/hindsightnotaselectedrule. EFAhigh/low-.316222/-.105615%N54/6; EEM-.839896/-.181956%N25/35. Stops andtakinghalftruncatepath-dependentpayoffs; return-volcovariancecanreversegrossunitexpectancy. September4lastcompletedSPYclose770.19,ATR5.503021,RV22annual7.831061%,RV66annual13.561355%,SMA200gap8.499577%,weight22=1. EFA108.35,ATR.876064,RV22 8.966537%,RV66 14.830710%,gap7.999111%,weight1. EEM68.70,ATR.955357,RV22 17.900290%,RV66 31.401501%,gap11.799029%,weight.844278. Quietrecentvolandpositive200daytrendarenotnewmonthlyentry; September1entrywindowpassed. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; latest.json/diagnostics.json; latestfiguresobservationsseparately. NoTuesdaylateentry tested.

Premises:1.Holdout2021–25 monthlyvarianceautocorrelation SPY.302715/EFA.261939/EEM.181362 (N60each) exceeds magnitudeofpastvariance-nextreturncorrelations .066414/.071986/-.069683; returnslope HAC3t .599/.517/-.452. Varianceforecastplausibility isnotreturnedge.2.SPY RV22parentholdout+32.6921%,DD7.7314%,zero-cash-rateSharpe.9915 versusunscaled+64.3234%,DD27.8984%,Sharpe.7072. Three-monthcircularblockbootstrap20k draws,N60 givesparentmonthlymean.485719%,95%CI[.048656,.940556];pairedtiming-minusunscaledCI[-1.012717,.260920]%.Dailyregressionannualalpha2.708055%,HAC5t1.710795,beta.280150,notstrongindependentalphaevidence.3.ManagedSPYmonthlymean-.123803%,CI[-.230989,-.021702]%;alpha-1.001145%,t-2.026836versusmatchedunscaledmanaged. EFA/EEMmanagedmonthlymean-.157911/-.313683%,CIs[-.304715,-.018066]/[-.585769,-.046293].4.TrainSPYunitpayoffmean+.936173% becomesweighted-.025548%; meanweight.440289 timesunitmean=.412186%,covweight/payoff=-.437734percentagepoints. Inholdoutunitmean-.160226%,weighted-.123803%. Kellymustusetheactualweighting; publishedriskcontrolcannotcreateindependentpayoff. Soundnessconditionalonfixed3ETFpanel/shortcalibration/priorresearchreuse; block/HAC intervalsdiagnostic,notmultiple-testingadjustedorforwardprobabilities. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806diagnostics/weighted scripts; allfiguresstored observations.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"recent","cost":"stress","return":0.3883577007847361,"drawdown":1.7058992137510942,"n":9,"win":55.55555555555556,"W":0.8903424016897254,"L":0.9282668226251898,"K":0.023044964266495188,"partial":7,"same_day":0,"exit_counts":{"breakeven":2,"target":5,"stop":2},"reconcile":0,"fillerr":0,"rows":10880}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"recent","cost":"base","return":1.8270568454578084,"drawdown":1.5397404286932925,"n":9,"win":77.77777777777779,"W":0.9297095772245942,"L":1.5315234845823562,"K":0.10292700704603543,"partial":7,"same_day":0,"exit_counts":{"breakeven":2,"target":5,"stop":2},"reconcile":0,"fillerr":0,"rows":10880}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"holdout","cost":"stress","return":-10.219205520157814,"drawdown":10.547213697120828,"n":60,"win":51.66666666666667,"W":1.0098601271398548,"L":1.6727483053177203,"K":0,"partial":34,"same_day":9,"exit_counts":{"breakeven":10,"target":24,"stop":26},"reconcile":0,"fillerr":0,"rows":79291}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"holdout","cost":"base","return":-2.958619104193694,"drawdown":4.962779156876207,"n":60,"win":56.666666666666664,"W":1.2165123619899256,"L":1.5611579357533323,"K":0.002641821277265727,"partial":34,"same_day":9,"exit_counts":{"breakeven":10,"target":24,"stop":26},"reconcile":0,"fillerr":0,"rows":79291}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"train","cost":"stress","return":-2.52328119981714,"drawdown":5.44836870040788,"n":24,"win":66.66666666666666,"W":1.79397636973347,"L":1.26470474223988,"K":0.1079189241481956,"partial":17,"same_day":6,"exit_counts":{"breakeven":3,"target":14,"stop":7},"reconcile":0,"fillerr":0,"rows":31421}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"train","cost":"base","return":0.6230632020922888,"drawdown":3.29784660349125,"n":24,"win":70.83333333333334,"W":1.977108622265553,"L":1.1083149421567535,"K":0.1362081733705362,"partial":17,"same_day":6,"exit_counts":{"breakeven":3,"target":14,"stop":7},"reconcile":0,"fillerr":0,"rows":31421}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":13.996199175251235,"drawdown":2.1118788493701746,"n":24,"win":70.83333333333334,"W":2.186151540297165,"L":1.1390707902820763,"K":0.13909088697554578},{"period":"train","cost":"base","return":9.800433545740827,"drawdown":3.247244029578733,"n":24,"win":70.83333333333334,"W":1.9819836561427038,"L":1.3365948752355334,"K":0.1279103531809142},{"period":"train","cost":"stress","return":3.7958778097332946,"drawdown":6.224867269437451,"n":24,"win":66.66666666666666,"W":1.7866467942134083,"L":1.4388637795631258,"K":0.0995547364564297},{"period":"holdout","cost":"zero","return":-12.827759131036965,"drawdown":20.217651614645593,"n":60,"win":46.666666666666664,"W":1.184189668752127,"L":1.5176856670756282,"K":0},{"period":"holdout","cost":"base","return":-21.605712242719687,"drawdown":24.332136353868872,"n":60,"win":46.666666666666664,"W":0.9820237059189548,"L":1.7144532789377003,"K":0},{"period":"holdout","cost":"stress","return":-33.141465193242716,"drawdown":33.931176308542256,"n":60,"win":43.333333333333336,"W":0.7465229633018998,"L":1.9019559992663877,"K":0},{"period":"recent","cost":"zero","return":-2.6653283715368015,"drawdown":7.133349725727189,"n":9,"win":66.66666666666666,"W":1.548491364877339,"L":3.3989410591496516,"K":0},{"period":"recent","cost":"base","return":-3.6760855283682226,"drawdown":7.320704682648338,"n":9,"win":66.66666666666666,"W":1.3455975267092213,"L":3.5919499199183704,"K":0},{"period":"recent","cost":"stress","return":-5.171608440717845,"drawdown":7.8754718172610705,"n":9,"win":55.55555555555556,"W":1.2663493906045302,"L":2.9304682386206156,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. Timeexit20thsessionclose; notrequiredvenueexits. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":20.759908670711003,"drawdown":13.872723863560088,"n":22,"win":63.63636363636363,"W":5.9649111398957855,"L":3.6141007362267206,"K":0.10400968412734868},{"period":"train","cost":"base","return":16.742182108724933,"drawdown":14.558992689267725,"n":22,"win":63.63636363636363,"W":5.753193288396973,"L":3.8066797076381014,"K":0.09893965495150786},{"period":"train","cost":"stress","return":10.96615787520534,"drawdown":15.578158287147403,"n":22,"win":63.63636363636363,"W":5.4364088683773595,"L":4.094827435071778,"K":0.09061610365135982},{"period":"holdout","cost":"zero","return":6.940974911604836,"drawdown":34.80516152307028,"n":53,"win":49.056603773584904,"W":3.830075071595619,"L":3.3621545599316223,"K":0.010842413646468083},{"period":"holdout","cost":"base","return":-2.5211954941603665,"drawdown":37.6482998095734,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187},{"period":"holdout","cost":"stress","return":-15.165648685999678,"drawdown":42.06206291350907,"n":53,"win":49.056603773584904,"W":3.3122203508941164,"L":3.7202346718946724,"K":0},{"period":"recent","cost":"zero","return":18.805399117637435,"drawdown":4.498996563377656,"n":8,"win":75,"W":5.925096881241085,"L":5.5159056707899445,"K":0.12931629240260448},{"period":"recent","cost":"base","return":17.800225354716503,"drawdown":4.58488672022238,"n":8,"win":75,"W":5.713458578690741,"L":5.704684833091266,"K":0.12509597673500467},{"period":"recent","cost":"stress","return":16.30957021028774,"drawdown":4.713364133058873,"n":8,"win":75,"W":5.39679318438073,"L":5.987147067702302,"K":0.11816314032296346}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":9.293369210172164,"drawdown":2.813020455004689,"n":24,"win":70.83333333333334,"W":2.1861515402971756,"L":1.1390707902820763,"K":0.13909088697554595},{"period":"train","cost":"base","return":5.546758441590205,"drawdown":4.60297542989948,"n":24,"win":70.83333333333334,"W":1.9819836561427056,"L":1.3365948752355288,"K":0.12791035318091443},{"period":"train","cost":"stress","return":0.16838021502336709,"drawdown":7.305630061059388,"n":24,"win":66.66666666666666,"W":1.7866467942134232,"L":1.438863779563116,"K":0.09955473645643073},{"period":"holdout","cost":"zero","return":-8.701781739229443,"drawdown":16.738764340733404,"n":60,"win":46.666666666666664,"W":1.1841896687521285,"L":1.517685667075628,"K":0},{"period":"holdout","cost":"base","return":-17.50085931262333,"drawdown":20.821390713008782,"n":60,"win":46.666666666666664,"W":0.9820237059189574,"L":1.7144532789376998,"K":0},{"period":"holdout","cost":"stress","return":-29.13286399434013,"drawdown":30.129263244611117,"n":60,"win":43.333333333333336,"W":0.7465229633019028,"L":1.9019559992663895,"K":0},{"period":"recent","cost":"zero","return":0.0007806174884272821,"drawdown":5.0621265763051815,"n":9,"win":66.66666666666666,"W":1.548491364877351,"L":3.3989410591496627,"K":0},{"period":"recent","cost":"base","return":-0.9316132170227864,"drawdown":5.172645503699869,"n":9,"win":66.66666666666666,"W":1.345597526709222,"L":3.5919499199183837,"K":0},{"period":"recent","cost":"stress","return":-2.3128813999385045,"drawdown":5.3595781796794135,"n":9,"win":55.55555555555556,"W":1.2663493906045047,"L":2.9304682386205982,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. Timeexit20thsessionclose; notrequiredvenueexits. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":17.544974889152144,"drawdown":15.162521557737064,"n":22,"win":63.63636363636363,"W":5.964911139895788,"L":3.6141007362267183,"K":0.10400968412734873},{"period":"train","cost":"base","return":13.844510891117977,"drawdown":15.777908565352893,"n":22,"win":63.63636363636363,"W":5.7531932883969645,"L":3.8066797076380916,"K":0.09893965495150793},{"period":"train","cost":"stress","return":8.51317239135312,"drawdown":16.69244432293947,"n":22,"win":63.63636363636363,"W":5.436408868377353,"L":4.094827435071767,"K":0.09061610365135996},{"period":"holdout","cost":"zero","return":14.869382552154931,"drawdown":31.029547304530823,"n":53,"win":49.056603773584904,"W":3.830075071595614,"L":3.362154559931626,"K":0.010842413646467805},{"period":"holdout","cost":"base","return":5.069509297110808,"drawdown":34.152681887991974,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445753,"K":0.0020211412582098742},{"period":"holdout","cost":"stress","return":-8.082436742087262,"drawdown":38.57291496026926,"n":53,"win":49.056603773584904,"W":3.312220350894119,"L":3.7202346718946684,"K":0},{"period":"recent","cost":"zero","return":16.272071677431875,"drawdown":3.259438506533352,"n":8,"win":75,"W":5.9250968812410845,"L":5.5159056707899445,"K":0.12931629240260445},{"period":"recent","cost":"base","return":15.360114144667957,"drawdown":3.3202615828992976,"n":8,"win":75,"W":5.713458578690745,"L":5.704684833091259,"K":0.12509597673500478},{"period":"recent","cost":"stress","return":14.00664949690591,"drawdown":3.411260141865591,"n":8,"win":75,"W":5.396793184380734,"L":5.987147067702319,"K":0.11816314032296332}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":33.01485452718331,"drawdown":2.990121027029402,"n":24,"win":70.83333333333334,"W":2.186151540297169,"L":1.1390707902820738,"K":0.13909088697554592},{"period":"train","cost":"base","return":26.780957546726913,"drawdown":3.5431668457211574,"n":24,"win":70.83333333333334,"W":1.981983656142701,"L":1.3365948752355363,"K":0.12791035318091404},{"period":"train","cost":"stress","return":17.973591557901592,"drawdown":6.544637716880142,"n":24,"win":66.66666666666666,"W":1.7866467942134046,"L":1.4388637795631292,"K":0.09955473645642941},{"period":"holdout","cost":"zero","return":-14.824561046512208,"drawdown":24.14651493551365,"n":60,"win":46.666666666666664,"W":1.1841896687521276,"L":1.517685667075625,"K":0},{"period":"holdout","cost":"base","return":-24.456154141667795,"drawdown":28.777878890509356,"n":60,"win":46.666666666666664,"W":0.9820237059189557,"L":1.7144532789376963,"K":0},{"period":"holdout","cost":"stress","return":-36.90048434603251,"drawdown":38.54457163964985,"n":60,"win":43.333333333333336,"W":0.746522963301898,"L":1.9019559992663864,"K":0},{"period":"recent","cost":"zero","return":-1.1838184824208287,"drawdown":8.605706684606107,"n":9,"win":66.66666666666666,"W":1.5484913648773357,"L":3.398941059149665,"K":0},{"period":"recent","cost":"base","return":-2.946595540985031,"drawdown":9.424586815096625,"n":9,"win":66.66666666666666,"W":1.3455975267092237,"L":3.591949919918365,"K":0},{"period":"recent","cost":"stress","return":-5.5319796414421525,"drawdown":10.639306653858927,"n":9,"win":55.55555555555556,"W":1.2663493906045231,"L":2.930468238620625,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. Timeexit20thsessionclose; notrequiredvenueexits. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":66.03181325460493,"drawdown":13.872723863560111,"n":22,"win":63.63636363636363,"W":5.96491113989578,"L":3.6141007362267192,"K":0.10400968412734865},{"period":"train","cost":"base","return":58.884807026443895,"drawdown":14.686856458235976,"n":22,"win":63.63636363636363,"W":5.7531932883969645,"L":3.8066797076380965,"K":0.09893965495150785},{"period":"train","cost":"stress","return":48.73696418618027,"drawdown":15.957004605348956,"n":22,"win":63.63636363636363,"W":5.4364088683773675,"L":4.094827435071768,"K":0.0906161036513601},{"period":"holdout","cost":"zero","return":7.480388696910456,"drawdown":39.963976760586526,"n":53,"win":49.056603773584904,"W":3.8300750715956178,"L":3.3621545599316223,"K":0.010842413646468041},{"period":"holdout","cost":"base","return":-3.329479822172654,"drawdown":42.31802072940659,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187},{"period":"holdout","cost":"stress","return":-17.54040806162218,"drawdown":46.32301478428723,"n":53,"win":49.056603773584904,"W":3.312220350894114,"L":3.720234671894671,"K":0},{"period":"recent","cost":"zero","return":25.78931937412321,"drawdown":13.573061522960984,"n":8,"win":75,"W":5.925096881241083,"L":5.515905670789934,"K":0.12931629240260456},{"period":"recent","cost":"base","return":23.79270753181675,"drawdown":13.8319750873097,"n":8,"win":75,"W":5.71345857869074,"L":5.704684833091253,"K":0.1250959767350048},{"period":"recent","cost":"stress","return":20.857049092442125,"drawdown":14.219021148225996,"n":8,"win":75,"W":5.3967931843807335,"L":5.9871470677023195,"K":0.1181631403229633}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":5.431621734920999,"drawdown":1.945752342192253,"n":24,"win":70.83333333333334,"W":1.7430271246484126,"L":0.7016199308170606,"K":0.1477322200324449},{"period":"train","cost":"base","return":2.496271168430675,"drawdown":3.279251418359508,"n":24,"win":70.83333333333334,"W":1.5397446037406999,"L":0.9000180432434625,"K":0.13446177421649366},{"period":"train","cost":"stress","return":-1.751962996195866,"drawdown":5.965608728857741,"n":24,"win":66.66666666666666,"W":1.320095186320498,"L":1.0618430668256271,"K":0.09963595316023491},{"period":"holdout","cost":"zero","return":-0.5789261858047068,"drawdown":5.762784362382256,"n":60,"win":51.66666666666667,"W":1.0038468067347501,"L":1.2707722720042538,"K":0},{"period":"holdout","cost":"base","return":-7.77658653133556,"drawdown":9.848533390574655,"n":60,"win":51.66666666666667,"W":0.8020411692102303,"L":1.4680332171998023,"K":0},{"period":"holdout","cost":"stress","return":-17.6018619619409,"drawdown":18.77606001077724,"n":60,"win":38.333333333333336,"W":0.6995612052335579,"L":1.3978266390857337,"K":0},{"period":"recent","cost":"zero","return":-1.7436716330755608,"drawdown":5.0156874899942245,"n":9,"win":55.55555555555556,"W":1.1950589784110888,"L":2.03597266145861,"K":0},{"period":"recent","cost":"base","return":-2.710998909742124,"drawdown":5.215482867307375,"n":9,"win":55.55555555555556,"W":0.9928712986809246,"L":2.231704735128991,"K":0},{"period":"recent","cost":"stress","return":-4.143075277649588,"drawdown":5.5929382240705205,"n":9,"win":55.55555555555556,"W":0.690346469503819,"L":2.524570315418771,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. Timeexit20thsessionclose; notrequiredvenueexits. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":10.138289656161525,"drawdown":10.844201846576063,"n":22,"win":68.18181818181817,"W":5.131949218671954,"L":3.349178294474399,"K":0.11854212418224797},{"period":"train","cost":"base","return":7.296093361717126,"drawdown":10.844201836061462,"n":22,"win":68.18181818181817,"W":4.92189562634034,"L":3.5422865813215236,"K":0.1132057093082584},{"period":"train","cost":"stress","return":3.171737633343974,"drawdown":11.304572229051557,"n":22,"win":63.63636363636363,"W":4.938876966923198,"L":3.3561051431423934,"K":0.09731563718158076},{"period":"holdout","cost":"zero","return":29.987820549036613,"drawdown":15.177527349718268,"n":53,"win":60.37735849056604,"W":3.686764448215846,"L":3.8698503108205675,"K":0.0469676108768666},{"period":"holdout","cost":"base","return":21.70733543718464,"drawdown":16.233453045068526,"n":53,"win":58.490566037735846,"W":3.5930069277538665,"L":3.7033742637881115,"K":0.03926518976742317},{"period":"holdout","cost":"stress","return":10.272184746003932,"drawdown":19.074450255177723,"n":53,"win":58.490566037735846,"W":3.282693366998174,"L":3.991831443684101,"K":0.020035323530694538},{"period":"recent","cost":"zero","return":9.282616155618362,"drawdown":2.201405194887951,"n":8,"win":100,"W":1.8206897886506854,"L":0,"K":0},{"period":"recent","cost":"base","return":8.391549384029018,"drawdown":2.3236974120927734,"n":8,"win":100,"W":1.6172520976238316,"L":0,"K":0},{"period":"recent","cost":"stress","return":7.069683174374397,"drawdown":2.5068413654119714,"n":8,"win":87.5,"W":1.5302850305415348,"L":0.2091397762892847,"K":0.2144791498782241}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":3.3664807992662027,"drawdown":2.6053717609065385,"n":24,"win":70.83333333333334,"W":1.743027124648448,"L":0.7016199308170623,"K":0.14773222003244543},{"period":"train","cost":"base","return":0.5484633973574127,"drawdown":4.403821575067191,"n":24,"win":70.83333333333334,"W":1.5397446037406948,"L":0.9000180432434585,"K":0.1344617742164937},{"period":"train","cost":"stress","return":-3.5329724698256126,"drawdown":7.264643254549652,"n":24,"win":66.66666666666666,"W":1.3200951863205381,"L":1.0618430668256265,"K":0.09963595316023699},{"period":"holdout","cost":"zero","return":-2.1318296351150123,"drawdown":5.3801116382481755,"n":60,"win":51.66666666666667,"W":1.0038468067347557,"L":1.2707722720042522,"K":0},{"period":"holdout","cost":"base","return":-9.178735745511258,"drawdown":10.219369124186839,"n":60,"win":51.66666666666667,"W":0.8020411692102223,"L":1.468033217199808,"K":0},{"period":"holdout","cost":"stress","return":-18.80316314408751,"drawdown":19.513211673058308,"n":60,"win":38.333333333333336,"W":0.6995612052335601,"L":1.3978266390857392,"K":0},{"period":"recent","cost":"zero","return":-0.7222548475890322,"drawdown":3.554236559464774,"n":9,"win":55.55555555555556,"W":1.1950589784110885,"L":2.035972661458587,"K":0},{"period":"recent","cost":"base","return":-1.6783485216956828,"drawdown":3.686054713401654,"n":9,"win":55.55555555555556,"W":0.9928712986809477,"L":2.2317047351290125,"K":0},{"period":"recent","cost":"stress","return":-3.0942233525427576,"drawdown":4.1579576928534205,"n":9,"win":55.55555555555556,"W":0.6903464695038166,"L":2.524570315418752,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. Timeexit20thsessionclose; notrequiredvenueexits. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":8.052277187577461,"drawdown":8.543889601525912,"n":22,"win":68.18181818181817,"W":5.131949218671869,"L":3.3491782944744024,"K":0.11854212418224705},{"period":"train","cost":"base","return":5.360824886468363,"drawdown":8.885781576170338,"n":22,"win":68.18181818181817,"W":4.9218956263403175,"L":3.5422865813215125,"K":0.11320570930825832},{"period":"train","cost":"stress","return":1.4510110065966142,"drawdown":10.47093229295032,"n":22,"win":63.63636363636363,"W":4.938876966923131,"L":3.3561051431423934,"K":0.09731563718157991},{"period":"holdout","cost":"zero","return":22.448298658629984,"drawdown":15.674714972099624,"n":53,"win":60.37735849056604,"W":3.6867644482158424,"L":3.869850310820565,"K":0.04696761087686657},{"period":"holdout","cost":"base","return":14.617314375925062,"drawdown":17.510830506263208,"n":53,"win":58.490566037735846,"W":3.5930069277538674,"L":3.7033742637881173,"K":0.039265189767423034},{"period":"holdout","cost":"stress","return":3.8064447384475564,"drawdown":20.18802823834045,"n":53,"win":58.490566037735846,"W":3.2826933669981657,"L":3.9918314436841005,"K":0.020035323530694232},{"period":"recent","cost":"zero","return":9.059353593594576,"drawdown":1.7363950759861968,"n":8,"win":100,"W":1.820689788650672,"L":0,"K":0},{"period":"recent","cost":"base","return":8.146408847651433,"drawdown":1.8719699810819002,"n":8,"win":100,"W":1.6172520976238434,"L":0,"K":0},{"period":"recent","cost":"stress","return":6.792256927268747,"drawdown":2.123136341965459,"n":8,"win":87.5,"W":1.5302850305415334,"L":0.20913977628929456,"K":0.2144791498782239}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.

Frozen notes965/analysis1038. Calibration2016–18; train2019–20,holdout2021–25,recent2026throughSep4. Monthlyfirstsession nextopen; skipoverlap. PriorATR14stop1ATR,target1.5ATR,half+1RthenBE;adversesamebar/gapordering. Zero/base/stress fees/slippage perfill0/0,5/5,5/20bp. Fractional diagnostic,cashreserve1ppm,adjustedOHLC notcashdividend or15min. Everyfill anddailycashledger matchedvectorbt exactly afterdraftsigncorrection. Win/W/L measuredreturnoninvestedamount, notweightedbookreturn; sizingalso needweightedperformancegate. Ninecells:[{"period":"train","cost":"zero","return":27.427176177736712,"drawdown":2.2631802071617746,"n":24,"win":70.83333333333334,"W":1.743027124648422,"L":0.701619930817061,"K":0.14773222003244507},{"period":"train","cost":"base","return":21.455152298939637,"drawdown":3.4379575771927406,"n":24,"win":70.83333333333334,"W":1.5397446037406715,"L":0.9000180432434628,"K":0.13446177421649286},{"period":"train","cost":"stress","return":13.01776551429301,"drawdown":7.340129418960995,"n":24,"win":66.66666666666666,"W":1.3200951863204553,"L":1.0618430668256196,"K":0.09963595316023321},{"period":"holdout","cost":"zero","return":-6.003823348299342,"drawdown":11.90441448332119,"n":60,"win":51.66666666666667,"W":1.0038468067347541,"L":1.2707722720042596,"K":0},{"period":"holdout","cost":"base","return":-16.632860762834056,"drawdown":20.16088442964261,"n":60,"win":51.66666666666667,"W":0.8020411692102272,"L":1.4680332171998045,"K":0},{"period":"holdout","cost":"stress","return":-30.365921327359867,"drawdown":31.377915952768742,"n":60,"win":38.333333333333336,"W":0.6995612052335577,"L":1.3978266390857312,"K":0},{"period":"recent","cost":"zero","return":-2.297982909408469,"drawdown":7.763162215976671,"n":9,"win":55.55555555555556,"W":1.1950589784110892,"L":2.035972661458602,"K":0},{"period":"recent","cost":"base","return":-4.0408844409915545,"drawdown":8.223217872074907,"n":9,"win":55.55555555555556,"W":0.9928712986809405,"L":2.2317047351289947,"K":0},{"period":"recent","cost":"stress","return":-6.5971180194952295,"drawdown":9.141618421729858,"n":9,"win":55.55555555555556,"W":0.6903464695038162,"L":2.5245703154187624,"K":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All162cells individuallyrecordedQVM90806variant observations. No OOSselection.