Stats

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":12.865081727387583,"dd":37.63788589387206,"n":184,"win":53.80434782608695,"W":2.3597914903225576,"L":2.5491279251241306,"K":0.009755539000241592},{"period":"holdout","cost":"zero","return":36.48550173624512,"dd":16.063040196864588,"n":193,"win":49.740932642487046,"W":2.701416688485293,"L":2.239292728457233,"K":0.02019886598904745},{"period":"recent","cost":"zero","return":-12.20194949823724,"dd":34.10251247927442,"n":26,"win":50,"W":2.0066348695899716,"L":2.908671848463277,"K":0},{"period":"train","cost":"base","return":-21.88414011932236,"dd":52.14647466571043,"n":184,"win":48.369565217391305,"W":2.408934903017791,"L":2.4122182486593102,"K":0},{"period":"holdout","cost":"base","return":-7.221181721392256,"dd":29.69681332883217,"n":193,"win":44.559585492227974,"W":2.800588552127959,"L":2.2184261869932183,"K":0.001609123958900463},{"period":"recent","cost":"base","return":-16.650776567326297,"dd":35.9220498829311,"n":26,"win":50,"W":1.8028254602125402,"L":3.1026604676499816,"K":0},{"period":"train","cost":"stress","return":-55.02116068711342,"dd":67.98693545920926,"n":184,"win":42.934782608695656,"W":2.3828721277847897,"L":2.457957848736056,"K":0},{"period":"holdout","cost":"stress","return":-48.00137119088569,"dd":51.15189975404733,"n":193,"win":41.968911917098445,"W":2.654127041729616,"L":2.4047235368813964,"K":0},{"period":"recent","cost":"stress","return":-22.904943868249404,"dd":38.55759454773965,"n":26,"win":42.30769230769231,"W":1.8070520624444655,"L":2.9675423596384833,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":5.292599226370132,"dd":27.473967253095,"n":216,"win":51.85185185185185,"W":1.6438869534527396,"L":1.6977900957115,"K":0.0053123082939352945},{"period":"holdout","cost":"zero","return":-10.202011508626384,"dd":27.686617875075836,"n":226,"win":49.557522123893804,"W":1.6238102524693745,"L":1.6808316989348209,"K":0},{"period":"recent","cost":"zero","return":10.501787331870482,"dd":13.746340817525804,"n":30,"win":63.33333333333333,"W":2.0446849675252436,"L":2.5077874363999006,"K":0.04590500395525951},{"period":"train","cost":"base","return":-31.643059747535972,"dd":44.361311515968296,"n":216,"win":49.074074074074076,"W":1.5267248937742357,"L":1.7642798338844912,"K":0},{"period":"holdout","cost":"base","return":-42.85667774298522,"dd":48.31653675159423,"n":226,"win":48.67256637168141,"W":1.4480657163386441,"L":1.8173767641208003,"K":0},{"period":"recent","cost":"base","return":4.0666636864922,"dd":16.211754605080042,"n":30,"win":63.33333333333333,"W":1.840799533995107,"L":2.702577023242843,"K":0.023752558753860592},{"period":"train","cost":"stress","return":-64.24314625484038,"dd":65.80811534916656,"n":216,"win":43.51851851851852,"W":1.398138489855362,"L":1.8710606733560446,"K":0},{"period":"holdout","cost":"stress","return":-70.99229886782948,"dd":71.94756827655912,"n":226,"win":42.92035398230089,"W":1.3169036069377134,"L":1.913273578151662,"K":0},{"period":"recent","cost":"stress","return":-4.890245689606276,"dd":19.778261899687166,"n":30,"win":60,"W":1.6299445152577567,"L":2.757866962422842,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":56.120090644066046,"dd":22.10445897697333,"n":216,"win":50.92592592592593,"W":2.0220656742358876,"L":1.6361569382865166,"K":0.028043945661882397},{"period":"holdout","cost":"zero","return":201.76288200982572,"dd":15.32557494292045,"n":226,"win":56.63716814159292,"W":2.140865794935093,"L":1.621130263611272,"K":0.0595037029823698},{"period":"recent","cost":"zero","return":3.1947600804187237,"dd":27.22170598151532,"n":30,"win":63.33333333333333,"W":2.5669331146771954,"L":3.8767437497279538,"K":0.01989257107643086},{"period":"train","cost":"base","return":1.354623086300344,"dd":34.91411599719515,"n":216,"win":47.68518518518518,"W":1.947861189572226,"L":1.695788156370882,"K":0.005351097650602363},{"period":"holdout","cost":"base","return":92.02806100216318,"dd":19.511378944363933,"n":226,"win":54.424778761061944,"W":2.020010688980972,"L":1.7034019435223424,"K":0.039982108243445766},{"period":"recent","cost":"base","return":-2.814835390451298,"dd":29.30194943099331,"n":30,"win":63.33333333333333,"W":2.362004228566192,"L":4.068798159804796,"K":0.0004279578314533017},{"period":"train","cost":"stress","return":-46.98237778479285,"dd":57.23062373791789,"n":216,"win":43.05555555555556,"W":1.8336934757907097,"L":1.8394946265451622,"K":0},{"period":"holdout","cost":"stress","return":-2.5206728882973373,"dd":32.06172502697457,"n":226,"win":44.690265486725664,"W":2.1231798548245093,"L":1.6747798047927527,"K":0.0026538555033067124},{"period":"recent","cost":"stress","return":-11.179461306886063,"dd":32.31126311073951,"n":30,"win":56.666666666666664,"W":2.3222406613393005,"L":3.718744862129698,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":37.85167382133729,"dd":31.569796413557725,"n":207,"win":55.072463768115945,"W":1.8460874444497817,"L":1.8565951150032425,"K":0.02472301576893672},{"period":"holdout","cost":"zero","return":-15.395888683188208,"dd":27.617333845158885,"n":216,"win":50,"W":1.8370139292573417,"L":1.9450529604995472,"K":0},{"period":"recent","cost":"zero","return":-18.127959110970572,"dd":29.208299030155327,"n":30,"win":40,"W":1.9509161605610281,"L":2.3406679222055544,"K":0},{"period":"train","cost":"base","return":-8.879915614136602,"dd":39.823020909845766,"n":207,"win":53.14009661835749,"W":1.7047714807843874,"L":1.9708080068552891,"K":0},{"period":"holdout","cost":"base","return":-45.07421960433745,"dd":48.48517810909432,"n":216,"win":48.148148148148145,"W":1.7006008147144807,"L":2.068430530098789,"K":0},{"period":"recent","cost":"base","return":-22.895815984073188,"dd":31.403482152596617,"n":30,"win":40,"W":1.7472180772477492,"L":2.535791414088366,"K":0},{"period":"train","cost":"stress","return":-51.03150371008547,"dd":58.87860903093265,"n":207,"win":48.792270531400966,"W":1.5377661837855563,"L":2.084472033867475,"K":0},{"period":"holdout","cost":"stress","return":-71.2688559611813,"dd":72.43363203647814,"n":216,"win":46.2962962962963,"W":1.4554054408074064,"L":2.2834580153434705,"K":0},{"period":"recent","cost":"stress","return":-29.53209281167666,"dd":34.70803954035231,"n":30,"win":40,"W":1.4424332954039907,"L":2.8277463993232512,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":86.36513181881706,"dd":27.740808246048942,"n":191,"win":56.02094240837696,"W":2.4800246783185784,"L":2.351717466410113,"K":0.03579299239578107},{"period":"holdout","cost":"zero","return":107.90924126859669,"dd":18.944399326719196,"n":192,"win":52.604166666666664,"W":2.804524571159137,"L":2.18753792567008,"K":0.039088171554589754},{"period":"recent","cost":"zero","return":-5.583647690517268,"dd":22.61710442039382,"n":28,"win":46.42857142857143,"W":2.5234807689980228,"L":2.4743114210848143,"K":0},{"period":"train","cost":"base","return":27.19327650733161,"dd":40.721617175904576,"n":191,"win":49.73821989528796,"W":2.576847049542439,"L":2.19359779879941,"K":0.01737943176372299},{"period":"holdout","cost":"base","return":41.61351369746931,"dd":24.575618434527424,"n":192,"win":47.91666666666667,"W":2.8651786412410325,"L":2.179352471289304,"K":0.020750773038634998},{"period":"recent","cost":"base","return":-10.72564423998158,"dd":24.452185017037387,"n":28,"win":46.42857142857143,"W":2.3186387007388305,"L":2.669167893056532,"K":0},{"period":"train","cost":"stress","return":-28.284508150767884,"dd":59.872464584277616,"n":191,"win":46.07329842931937,"W":2.461880667607956,"L":2.327642186371886,"K":0},{"period":"holdout","cost":"stress","return":-20.39311338117049,"dd":42.78748157831549,"n":192,"win":44.79166666666667,"W":2.7435952554610212,"L":2.33904310821243,"K":0},{"period":"recent","cost":"stress","return":-17.918379012512087,"dd":27.12353817405484,"n":28,"win":42.857142857142854,"W":2.191219379083653,"L":2.7842271167578376,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":59.97368759152757,"dd":29.81022345137012,"n":220,"win":54.090909090909086,"W":1.7187416587001598,"L":1.5368362571746057,"K":0.03260167584674045},{"period":"holdout","cost":"zero","return":-15.95680931627732,"dd":30.42212413623958,"n":226,"win":49.11504424778761,"W":1.5923488121080531,"L":1.65108363307683,"K":0},{"period":"recent","cost":"zero","return":-1.6930232625908315,"dd":21.405062441430356,"n":32,"win":56.25,"W":1.7961916036008188,"L":2.3405951273812953,"K":0},{"period":"train","cost":"base","return":3.02887744619893,"dd":40.43839177684758,"n":220,"win":52.27272727272727,"W":1.5713926352445222,"L":1.6417845747955488,"K":0.006018671614850382},{"period":"holdout","cost":"base","return":-46.51876718586996,"dd":48.81563640331201,"n":226,"win":47.34513274336283,"W":1.4457328197448056,"L":1.7894615435189238,"K":0},{"period":"recent","cost":"base","return":-7.78756482335824,"dd":23.278914502865767,"n":32,"win":56.25,"W":1.592802660184282,"L":2.5357187647082693,"K":0},{"period":"train","cost":"stress","return":-46.74944870532379,"dd":58.86441339507407,"n":220,"win":46.36363636363636,"W":1.4481089725030527,"L":1.739919385783308,"K":0},{"period":"holdout","cost":"stress","return":-72.85128766796774,"dd":73.68383990691979,"n":226,"win":42.47787610619469,"W":1.2897049481918736,"L":1.9199093149590576,"K":0},{"period":"recent","cost":"stress","return":-16.228334881628292,"dd":26.672707752038082,"n":32,"win":46.875,"W":1.5831585336542084,"L":2.3613038699220836,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":175.8283886899252,"dd":21.253678219967952,"n":220,"win":54.090909090909086,"W":2.1583565288578708,"L":1.4923836109597985,"K":0.05586830914695308},{"period":"holdout","cost":"zero","return":285.83272178559554,"dd":11.976007599474304,"n":226,"win":55.75221238938053,"W":2.3306972758157762,"L":1.4985730844569578,"K":0.0682553099418681},{"period":"recent","cost":"zero","return":2.2025676070838163,"dd":22.562052132229226,"n":32,"win":59.375,"W":1.993935624917742,"L":2.625033707451924,"K":0.014729579552927086},{"period":"train","cost":"base","return":77.64352177140124,"dd":27.742829922679224,"n":220,"win":52.27272727272727,"W":2.0253895548931333,"L":1.5999558210208566,"K":0.03642645921029544},{"period":"holdout","cost":"base","return":145.5262520764989,"dd":17.217858291954037,"n":226,"win":52.654867256637175,"W":2.2567692537887605,"L":1.5905342099277493,"K":0.04821697224045533},{"period":"recent","cost":"base","return":-4.133481130965555,"dd":24.019464822877623,"n":32,"win":56.25,"W":1.8910324952038555,"L":2.6200258713014093,"K":0},{"period":"train","cost":"stress","return":-8.184814755506997,"dd":46.44350516270843,"n":220,"win":45.45454545454545,"W":2.0014746999457493,"L":1.67765606878144,"K":0},{"period":"holdout","cost":"stress","return":24.636647976180946,"dd":28.05473168185515,"n":226,"win":44.24778761061947,"W":2.3541994646543047,"L":1.627339278469829,"K":0.014272742203898361},{"period":"recent","cost":"stress","return":-12.908731893080672,"dd":26.182379835333446,"n":32,"win":40.625,"W":2.2703230588051753,"L":2.1965102483356693,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":36.46621444966183,"dd":36.52017439650815,"n":208,"win":54.807692307692314,"W":1.8833406823410361,"L":1.8921461979628689,"K":0.023510222575773426},{"period":"holdout","cost":"zero","return":-34.14788463255884,"dd":36.2648688269676,"n":218,"win":47.24770642201835,"W":1.8337631445070866,"L":1.9782590369987232,"K":0},{"period":"recent","cost":"zero","return":-10.839267664442719,"dd":28.36439069683374,"n":29,"win":48.275862068965516,"W":1.986430403359285,"L":2.535250879632849,"K":0},{"period":"train","cost":"base","return":-9.975933860697205,"dd":47.66720306803334,"n":208,"win":53.36538461538461,"W":1.726186499707914,"L":2.0247385776887263,"K":0},{"period":"holdout","cost":"base","return":-57.41885646018016,"dd":58.179469585029196,"n":218,"win":45.412844036697244,"W":1.6992787269588354,"L":2.0870230114370956,"K":0},{"period":"recent","cost":"base","return":-15.86348002478426,"dd":30.724432402043377,"n":29,"win":48.275862068965516,"W":1.7826613625356709,"L":2.729985594475038,"K":0},{"period":"train","cost":"stress","return":-51.765431918014414,"dd":64.64753060418012,"n":208,"win":48.07692307692308,"W":1.588386044288932,"L":2.091886945370463,"K":0},{"period":"holdout","cost":"stress","return":-77.8594588123534,"dd":78.2222651584462,"n":218,"win":43.57798165137615,"W":1.4573659263599839,"L":2.3060081129224757,"K":0},{"period":"recent","cost":"stress","return":-22.87399097490309,"dd":34.11950123017583,"n":29,"win":48.275862068965516,"W":1.4777704099859235,"L":3.021358869152878,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":48.77545160177237,"dd":39.29767978388606,"n":193,"win":55.44041450777202,"W":2.3119261469649968,"L":2.3584674745007703,"K":0.024959502781631282},{"period":"holdout","cost":"zero","return":44.398438556889985,"dd":29.820176916222042,"n":195,"win":49.23076923076923,"W":2.7030711903185742,"L":2.165110420324871,"K":0.021413867582827206},{"period":"recent","cost":"zero","return":-6.05867915929772,"dd":34.34440185422142,"n":28,"win":46.42857142857143,"W":2.7283458203282254,"L":2.650244807428019,"K":0},{"period":"train","cost":"base","return":1.1331636905506315,"dd":53.66109453097343,"n":193,"win":49.22279792746114,"W":2.3864554051386575,"L":2.205186670975646,"K":0.005756238895566784},{"period":"holdout","cost":"base","return":-2.234047685646634,"dd":41.904799998744394,"n":195,"win":45.64102564102564,"W":2.7000293178619894,"L":2.189095838778625,"K":0.003921348863267934},{"period":"recent","cost":"base","return":-11.174805082396999,"dd":36.284818186261184,"n":28,"win":46.42857142857143,"W":2.52309443138937,"L":2.844749764230093,"K":0},{"period":"train","cost":"stress","return":-43.31911166140715,"dd":69.1738223034061,"n":193,"win":46.1139896373057,"W":2.2274626053311497,"L":2.360426031140123,"K":0},{"period":"holdout","cost":"stress","return":-45.53407063968488,"dd":59.10194814382071,"n":195,"win":42.05128205128205,"W":2.6081904380607863,"L":2.336728704098118,"K":0},{"period":"recent","cost":"stress","return":-18.331351469335743,"dd":39.08845142832404,"n":28,"win":42.857142857142854,"W":2.412049600730154,"L":2.9483420361046155,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":57.561133899861574,"dd":29.861548652970704,"n":222,"win":56.30630630630631,"W":1.6227748745722292,"L":1.5904928974286408,"K":0.033704535999435015},{"period":"holdout","cost":"zero","return":-22.208872138807433,"dd":29.493413423926707,"n":229,"win":50.21834061135371,"W":1.5474508185655607,"L":1.743316424035256,"K":0},{"period":"recent","cost":"zero","return":0.9659536928172452,"dd":18.154360502988364,"n":31,"win":64.51612903225806,"W":1.719362710101032,"L":2.9236998316555805,"K":0.01044346088387832},{"period":"train","cost":"base","return":1.0700153235180254,"dd":43.334201201894196,"n":222,"win":54.5045045045045,"W":1.4688874027739587,"L":1.7032840265695304,"K":0.004372747185910436},{"period":"holdout","cost":"base","return":-50.79342027812728,"dd":51.7729925500063,"n":229,"win":48.90829694323144,"W":1.3838047004279765,"L":1.8929920346574185,"K":0},{"period":"recent","cost":"base","return":-5.103828465875903,"dd":21.008912862460438,"n":31,"win":61.29032258064516,"W":1.596183035514082,"L":2.8582645775160604,"K":0},{"period":"train","cost":"stress","return":-48.07437884687624,"dd":62.02121675364932,"n":222,"win":46.3963963963964,"W":1.3957741419407173,"L":1.7191466306731444,"K":0},{"period":"holdout","cost":"stress","return":-75.24503322924035,"dd":75.70137267541043,"n":229,"win":42.79475982532751,"W":1.2530391011615423,"L":1.967097428317588,"K":0},{"period":"recent","cost":"stress","return":-13.531239367945059,"dd":25.105143855603927,"n":31,"win":54.83870967741935,"W":1.4699061999476264,"L":2.7310203973278426,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":157.2376751549046,"dd":21.85065904086422,"n":222,"win":56.75675675675676,"W":1.9509019905451188,"L":1.5220071509609814,"K":0.057550743840970336},{"period":"holdout","cost":"zero","return":218.1310155544387,"dd":14.85950485915012,"n":229,"win":56.33187772925764,"W":2.141249846591393,"L":1.5274802362260107,"K":0.06295205450936715},{"period":"recent","cost":"zero","return":-5.965511546571456,"dd":27.559279495896583,"n":31,"win":61.29032258064516,"W":1.9611548390478195,"L":3.420650013447061,"K":0},{"period":"train","cost":"base","return":65.00906744055428,"dd":29.352425101313106,"n":222,"win":54.95495495495496,"W":1.806692781632022,"L":1.6375142481824891,"K":0.035319808686136545},{"period":"holdout","cost":"base","return":101.2329633118632,"dd":18.361352392195585,"n":229,"win":53.275109170305676,"W":2.0543943258078947,"L":1.618353599437685,"K":0.04116868692601096},{"period":"recent","cost":"base","return":-11.618593991104898,"dd":29.840685568307624,"n":31,"win":54.83870967741935,"W":1.965995686085745,"L":3.099573241386964,"K":0},{"period":"train","cost":"stress","return":-15.22512096864499,"dd":48.11617293381142,"n":222,"win":45.4954954954955,"W":1.8523504816501044,"L":1.6288624873899358,"K":0},{"period":"holdout","cost":"stress","return":1.2367725642259186,"dd":29.513550522847908,"n":229,"win":45.414847161572055,"W":2.078852519798742,"L":1.6604610498778587,"K":0.00453886126159006},{"period":"recent","cost":"stress","return":-19.467450404366314,"dd":33.21945413695785,"n":31,"win":48.38709677419355,"W":1.9115124587950023,"L":2.9938121403109634,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

1. September4 completedSIPadjustedbars,12fixedETFs allprior20daymedianvolumeabove5m: EWGlowesttotal5day-1.569859%andUSintradaylogsum-1.413947%;close43.89,ATR14.350293,MA10042.1814. EWLtotal-.284315%;other10positivetotal. FollowingUSLaborDay,Sep8isfirstweeklysessionscheduledinusersnapshot;Fridaypricesarehistorical,notqueuedlimits.2. IllustrativeatFridayclose(notorders):1ATRstop43.539707,target44.415439,4whole-sharescost175.56,risk1.401171,targetgross2.101757. At+1ATRhalfexit2shares fitsrounding, butprice/path/actualvenuechecksremainunvalidated. Actualsize0becausemanagedrulefails.3. PrimarymanagedholdoutN216:64stop,41gapstop,53target,42time,16samebarBE;94partialprofits,22same-dayroundtrips,mean3.194444sessions. Netp48.148148%,W1.700601%,L2.068431%,quarterKelly0. Gaplossworsttrade6.276828%showsATRstopnotguaranteedlossbound.4. Parentvsmanaged samplesdiffer(192vs216):earlierexitsallowmorefutureweeklyentries; theirreturndifferenceisnotpurepairedcausalestimateofpartialprofiteffect. Parenthasnostops,notvenue-ready. Barstopfirst/partialBEpathisassumedratherthanobserved;at15minsamplingatargetmaynotbehitwhereOHLCsuggests.5. Allnonzerocostmanagedholdoutvariantsreject;nostaleentryoroptimizingEWGbecauseitlooksaffordable. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; study.py andprimary_diagnostics.py inarchive.

1. Primarytotal5dayparent baseline2021-25+41.613514%,N192,training+27.193277%,butstressholdout-20.393113%. Matched entry/exit EFAgrossmean.212457% pertrade vsstrategy netmean.237819%,difference .025362percentagepoints. This comparison mixesnetstrategy/grossbenchmark and doesnotclaimformalalpha. ContinuousgrossEFA+50.789600%,SPY+94.645163% preservesopportunitycost ofcash.2. 261calendarweeklyreturns,20000circular13weekblockbootstrap,seed90804:parentmean .176101%/week,95%CI[-.084090,.474054]%;managedmean-.209919%,CI[-.422146,-.001114]%. USintradayparentCI[-.156326,.468542]%,managed[-.447964,-.033861]%. Intervalsconditionalonhistoricalsample,notfutureguarantees.3. DailyOLSvsEFA withHAC5:parentbeta.733053,zero-riskfreeannualintercept2.336558%CI[-13.397885,18.071002]%;managedbeta.263032,intercept-13.656251%CI[-25.775216,-1.537287]%. NotproperexcessreturnCAPMalpha.4. Weeklycrosssectionregressions260formations:mean next5dayreturn slopeonprior5dayreturn-.029300CI[-.080490,.021891];USintraday-.084993CI[-.172683,.002697],HAC13. Spearmanmeans-.003712/-.025202; weakrelation, neitherCIexcludeszero. Uncontrolledcountryrisk/currencies,12survivorwrappers andpreviouslyinspectedperiods limitidentification.5. Parent2022+40.594921% vs2024-15.915858%;managedloses4of5years. No ruleparameterchangefromthese diagnostics. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; fullfiguresrecorded asQREV90804observations, reproducibleprimary_diagnostics.py.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":11.80706782012544,"drawdown_pct":15.654258918747011,"n":29,"win_pct":55.172413793103445,"avgwin_pct":2.2491980684160264,"avgloss_pct":1.8295700987638936,"mean_pct":0.42078475209399335,"quarterKelly":0.046770531017564676,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.38141854276972,"drawdown_pct":73.72960985843812,"n":211,"win_pct":45.023696682464454,"avgwin_pct":1.445620007084565,"avgloss_pct":2.2487278484362516,"mean_pct":-0.585395875571429,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":14,"daytrades":26,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-75.81119474064985,"drawdown_pct":77.97399678573255,"n":214,"win_pct":46.26168224299065,"avgwin_pct":1.275671929121131,"avgloss_pct":2.2848410832740313,"mean_pct":-0.6376878672594473,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":8,"daytrades":29,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":21.969977623984583,"drawdown_pct":13.605470426584187,"n":29,"win_pct":58.620689655172406,"avgwin_pct":2.4205091094284854,"avgloss_pct":1.6830129511608938,"mean_pct":0.7224999809087421,"quarterKelly":0.0746227289637565,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-47.98719724238867,"drawdown_pct":55.69676095921634,"n":211,"win_pct":48.81516587677725,"avgwin_pct":1.6298930478631921,"avgloss_pct":2.1145691682909344,"mean_pct":-0.286703726282048,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":26,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-54.03450266833326,"drawdown_pct":58.853320097046435,"n":214,"win_pct":50,"avgwin_pct":1.4738097609417955,"avgloss_pct":2.1521154204816773,"mean_pct":-0.3391528297699408,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":8,"daytrades":29,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":19.824254694571096,"drawdown_pct":13.053110923837696,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.7974367058143366,"avgloss_pct":2.0487054393374917,"mean_pct":0.7471457982501014,"quarterKelly":0.06677057220787114,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-40.33272838568423,"drawdown_pct":56.97857905290351,"n":191,"win_pct":47.12041884816754,"avgwin_pct":2.6638921045719104,"avgloss_pct":2.757888187205773,"mean_pct":-0.2031226046927285,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-55.327371019122126,"drawdown_pct":64.61808586632517,"n":191,"win_pct":46.596858638743456,"avgwin_pct":2.0579540905413096,"avgloss_pct":2.4964007033982627,"mean_pct":-0.37421443815940436,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":29.544734491454207,"drawdown_pct":10.324723875008567,"n":26,"win_pct":61.53846153846154,"avgwin_pct":2.9275334664678354,"avgloss_pct":1.9544654331061804,"mean_pct":1.049841582016291,"quarterKelly":0.08965239800340857,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":5.824774831534096,"drawdown_pct":45.257728879512406,"n":191,"win_pct":50.26178010471204,"avgwin_pct":2.7956042643107883,"avgloss_pct":2.6305774157315547,"mean_pct":0.09671808837349746,"quarterKelly":0.008649121909726151,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-20.769447384957964,"drawdown_pct":42.91665420056017,"n":191,"win_pct":51.832460732984295,"avgwin_pct":2.142545142650252,"avgloss_pct":2.461038450308932,"mean_pct":-0.07488779217825554,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.