VM9110600 GLD adapter train slip15 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return8.594624456479094%/DD12.863200967894684%,win47.91666666666667%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return8.59
drawdown12.86
win rate47.92
sample48
months48
CAGR pct2.08
Sharpe zero cash0.29
mean trade pct0.39
positive months pct47.92
slippage bp15
scale1
equity reconcile error0
VM9110600 GLD adapter test slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return43.290188416740015%/DD8.484640038126855%,win52.27272727272727%,N44,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return43.29
drawdown8.48
win rate52.27
sample44
months44
CAGR pct10.38
Sharpe zero cash1.36
mean trade pct1.33
positive months pct52.27
slippage bp5
scale1
equity reconcile error0
VM9110600 GLD adapter train slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return13.220439532381523%/DD13.176694279509316%,win47.91666666666667%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return13.22
drawdown13.18
win rate47.92
sample48
months48
CAGR pct3.15
Sharpe zero cash0.42
mean trade pct0.52
positive months pct47.92
slippage bp5
scale1
equity reconcile error0
VM9110600 GLD constant test slip15 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return117.6517761730966%/DD23.90681734597957%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return117.65
drawdown23.91
win rate100
sample1
months44
CAGR pct23.8
Sharpe zero cash1.28
mean trade pct120.51
positive months pct65.91
slippage bp15
scale1
equity reconcile error0
VM9110600 GLD constant train slip15 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return34.92247805890547%/DD19.745224675675132%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return34.92
drawdown19.75
win rate100
sample1
months48
CAGR pct7.78
Sharpe zero cash0.61
mean trade pct36.02
positive months pct43.75
slippage bp15
scale1
equity reconcile error0
VM9110600 GLD constant test slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return118.07085269270567%/DD23.903175817429066%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return118.07
drawdown23.9
win rate100
sample1
months44
CAGR pct23.86
Sharpe zero cash1.29
mean trade pct121.04
positive months pct65.91
slippage bp5
scale1
equity reconcile error0
VM9110600 GLD constant train slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return35.18074489362362%/DD19.73934171175278%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return35.18
drawdown19.74
win rate100
sample1
months48
CAGR pct7.83
Sharpe zero cash0.61
mean trade pct36.32
positive months pct43.75
slippage bp5
scale1
equity reconcile error0
VM9110600 GLD monthly test slip15 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return82.09329801816475%/DD10.650372817766629%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return82.09
drawdown10.65
win rate100
sample1
months44
CAGR pct17.88
Sharpe zero cash1.44
mean trade pct11.52
positive months pct63.64
slippage bp15
scale1
equity reconcile error0
VM9110600 GLD monthly train slip15 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return22.780768644632985%/DD17.556571194272973%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror7.275957614183426e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return22.78
drawdown17.56
win rate100
sample1
months48
CAGR pct5.26
Sharpe zero cash0.5
mean trade pct2.92
positive months pct47.92
slippage bp15
scale1
equity reconcile error0
VM9110600 GLD monthly test slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return84.12249185590099%/DD10.591120908468277%,win100%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return84.12
drawdown10.59
win rate100
sample1
months44
CAGR pct18.24
Sharpe zero cash1.47
mean trade pct11.74
positive months pct63.64
slippage bp5
scale1
equity reconcile error0
VM9110600 GLD monthly train slip5 scale1
BacktestsinconclusiveQuant replicationGLD2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return24.385365922605274%/DD17.386666203685543%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror7.275957614183426e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return24.39
drawdown17.39
win rate100
sample1
months48
CAGR pct5.61
Sharpe zero cash0.52
mean trade pct3.11
positive months pct50
slippage bp5
scale1
equity reconcile error0
VM9110600 TLT adapter test slip15 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return-14.883601597817453%/DD18.0920572171397%,win38.63636363636363%,N44,44months. vectorbt dailyreconciliationmaxerror1.8189894035458565e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-14.88
drawdown18.09
win rate38.64
sample44
months44
CAGR pct-4.33
Sharpe zero cash-0.67
mean trade pct-0.27
positive months pct38.64
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT adapter train slip15 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return-16.30798195712727%/DD19.124184605469598%,win27.083333333333332%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-16.31
drawdown19.12
win rate27.08
sample48
months48
CAGR pct-4.35
Sharpe zero cash-0.7
mean trade pct-0.92
positive months pct27.08
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT adapter test slip5 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:12
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return-9.23425662628673%/DD15.754348610633851%,win40.909090909090914%,N44,44months. vectorbt dailyreconciliationmaxerror1.8189894035458565e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-9.23
drawdown15.75
win rate40.91
sample44
months44
CAGR pct-2.62
Sharpe zero cash-0.38
mean trade pct-0.08
positive months pct40.91
slippage bp5
scale1
equity reconcile error0
VM9110600 TLT adapter train slip5 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:12
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip5bp per side, cash0yield. Return-11.494672649605132%/DD17.750262144248484%,win29.166666666666668%,N48,48months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-11.49
drawdown17.75
win rate29.17
sample48
months48
CAGR pct-3.01
Sharpe zero cash-0.45
mean trade pct-0.77
positive months pct29.17
slippage bp5
scale1
equity reconcile error0
R91106 raw-price 15-minute LPG audit: completed holdout +21.74%, stress training negative
BacktestswatchSupply chainLPG2026-09-11 06:12
Frozenentry matches prior20closehigh/SMA50 on adjusted dailybars, nextRTHopen;2ADRrisk converted into entry-vintage raw dollars,3Rtarget/20sessions. Direct SIPsplit15Minbars, sampled eachRTHbaropen (not intrabarhigh/low); after+2R sellquarter/move reststoptoentry atsample, retain3Rtarget. Nochangefromredprice. Fees5/slip20bp eachside;stressslip50. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split ; dividends https://dorianlpg.com/investors/stock-analysts/dividend-history/default.aspx . Issuerexdate eligibility accrued onremainingqty; exdatecash not payment-date reinvestability. Vectorbt eventreplay foradjustedcontrols; rawdividend variant replays synthetic total-economic-value trades and verifiesmanualcompounding, NOT fullsettlementledger. Train2021–24 withSep2020warmup31complete:10.25088%,DD46.61675%,win48.387%,stress-8.32796%. Test2025+:12completed21.73643%,win58.333%,mean2.02234%; stress13.30909%. IncludingAug18rightcensored17daygain yields35.74960%,DD26.04482%,13marks; do not call13completedtrades. Of12completed,0target,6stops,4partial events. Daily adjusted47.45% becomes41.60%with15minchecks,41.88%withmanagement,35.75%raw/dividend; changedexitpaths also change futureentries. Raw training and holdout remain sensitive; 14sessions have<26bars. Noquote,overnight,settlement orlive+2Rimplementation validation. Max3whole shares atcurrentcap; quarterpartialcreatesfractional remainder, so afterhoursliquidationassumption fails. Conclusion watchonly; currententryfalse and no justifiedroundingup ofprobe.
return21.74
drawdown26.04
win rate58.33
sample12
marked_return35.75
marked_sample13
train_return10.25
train_sample31
stress_train_return-8.33
stress_completed_return13.31
target_exits0
cutoff_count1
R91106 matched daily replication exposes training warm-up sensitivity
BacktestsinconclusiveSupply chainLPG2026-09-11 06:12
Premises:1 frozen prior20closehigh AND SMA50, nextopen,2prior20ADR stop,3Rtarget,20session maximum; dailyOHLC stopfirst with gaps. SIPall daily source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all .2 Train2021–24, holdout2025–Sep10,2026; vectorbt explicitlongonly event replay, fee5bp/slip20bp eachside, stressslip50. Exact manualcompounding asserted againstvectorbt.3 Prior coldstart (2021 data needs50barwarmup; firsteligibleMar17) reproduces48.98218086%,N28. LoadingSep2020warmup admits Jan5-Feb16-Mar15 losses -7.11/-8.91/-9.62%, gives13.93883013%,N31,DD46.84%, stress-5.39983%.4 Sameholdout47.44972564%,DD23.09653555%,N15 including1forcedcutoff mark; stress34.75874485%. Conclusion: earlier output not arithmetically false, but training depends strongly on data boundary; full-calendar training weakens sizing. Validity: a materiallychanged sample explains difference, not improvedalpha. Soundness: alreadyinspected symbol/history is chronological validation, not untouched selection. Do not choose coldstart afterseeing losses. LastAug18trade17sessions bySep10 ismarked, not completed20dayexit; excludedfromsubsequent exit simulations. Noorders.
return47.45
drawdown23.1
win rate53.33
sample15
cutoff_count1
cold_train_return48.98
cold_train_n28
warm_train_return13.94
warm_train_n31
warm_train_DD46.84
warm_stress_return-5.4
VM9110600 TLT constant test slip15 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return-6.074126769098475%/DD20.392947490245728%,win0%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-6.07
drawdown20.39
win rate0
sample1
months44
CAGR pct-1.71
Sharpe zero cash-0.07
mean trade pct-6.33
positive months pct54.55
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT constant train slip15 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return-10.454630108866258%/DD40.62901185018851%,win0%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-10.45
drawdown40.63
win rate0
sample1
months48
CAGR pct-2.72
Sharpe zero cash-0.1
mean trade pct-10.62
positive months pct45.83
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT constant test slip5 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return-5.89794101997626%/DD20.39163041743831%,win0%,N1,44months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-5.9
drawdown20.39
win rate0
sample1
months44
CAGR pct-1.65
Sharpe zero cash-0.07
mean trade pct-6.16
positive months pct54.55
slippage bp5
scale1
equity reconcile error0
VM9110600 TLT constant train slip5 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance constantcalibrationexposure;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return-10.2808941824015%/DD40.62457944112138%,win0%,N1,48months. vectorbt dailyreconciliationmaxerror0 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-10.28
drawdown40.62
win rate0
sample1
months48
CAGR pct-2.68
Sharpe zero cash-0.09
mean trade pct-10.45
positive months pct45.83
slippage bp5
scale1
equity reconcile error0
VM9110600 TLT monthly test slip15 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return-9.777625061966788%/DD16.00312591960593%,win0%,N1,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-9.78
drawdown16
win rate0
sample1
months44
CAGR pct-2.78
Sharpe zero cash-0.26
mean trade pct-1.96
positive months pct50
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT monthly train slip15 scale1
BacktestsinconclusiveQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip15bp per side, cash0yield. Return8.730427505708471%/DD23.750118307164904%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror5.4569682106375694e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return8.73
drawdown23.75
win rate100
sample1
months48
CAGR pct2.11
Sharpe zero cash0.26
mean trade pct1.41
positive months pct43.75
slippage bp15
scale1
equity reconcile error0
VM9110600 TLT monthly test slip5 scale1
BacktestsrejectQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return-8.806069127829652%/DD15.501575312076199%,win0%,N1,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return-8.81
drawdown15.5
win rate0
sample1
months44
CAGR pct-2.5
Sharpe zero cash-0.23
mean trade pct-1.76
positive months pct52.27
slippage bp5
scale1
equity reconcile error0
VM9110600 TLT monthly train slip5 scale1
BacktestsinconclusiveQuant replicationTLT2026-09-11 06:11
Protocol2230/corrections2233,2236. 2019-01-02–2022-12-30;2016-18calibration,train2019-22/holdout2023-Aug26. Firstmonthlyopen rebalance c/priorvariance capped1;terminal liquidation. PositionN1, monthlywinfrequency separately. Fees1bp/slip5bp per side, cash0yield. Return9.857486794814951%/DD23.293556457957177%,win100%,N1,48months. vectorbt dailyreconciliationmaxerror1.8189894035458565e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.
return9.86
drawdown23.29
win rate100
sample1
months48
CAGR pct2.38
Sharpe zero cash0.28
mean trade pct1.58
positive months pct43.75
slippage bp5
scale1
equity reconcile error0