VM9110600 EEM adapter test slip15 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 06:11
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. Return12.883997182270646%/DD18.846476101385136%,win47.72727272727273%,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.
return12.88
drawdown18.85
win rate47.73
sample44
months44
CAGR pct3.38
Sharpe zero cash0.36
mean trade pct0.51
positive months pct47.73
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM adapter train slip15 scale1
BacktestsrejectQuant replicationEEM2026-09-11 06:11
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-24.762156998451978%/DD43.999468717403%,win33.33333333333333%,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-24.76
drawdown44
win rate33.33
sample48
months48
CAGR pct-6.87
Sharpe zero cash-0.57
mean trade pct-0.26
positive months pct33.33
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM adapter test slip5 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 06:11
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. Return19.83487452325221%/DD17.78322013890761%,win47.72727272727273%,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.
return19.83
drawdown17.78
win rate47.73
sample44
months44
CAGR pct5.09
Sharpe zero cash0.51
mean trade pct0.66
positive months pct47.73
slippage bp5
scale1
equity reconcile error0
VM9110600 EEM adapter train slip5 scale1
BacktestsrejectQuant replicationEEM2026-09-11 06:11
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-14.870198591222184%/DD42.916488123227126%,win35.41666666666667%,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-14.87
drawdown42.92
win rate35.42
sample48
months48
CAGR pct-3.94
Sharpe zero cash-0.29
mean trade pct0.03
positive months pct35.42
slippage bp5
scale1
equity reconcile error0
VM9110600 EEM constant test slip15 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 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. Return73.49998728871863%/DD14.972165090313162%,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.
return73.5
drawdown14.97
win rate100
sample1
months44
CAGR pct16.33
Sharpe zero cash1
mean trade pct78.48
positive months pct68.18
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM constant train slip15 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 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. Return6.9403397381326615%/DD35.27627543391352%,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.
return6.94
drawdown35.28
win rate100
sample1
months48
CAGR pct1.69
Sharpe zero cash0.18
mean trade pct6.96
positive months pct52.08
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM constant test slip5 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 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. Return73.82284179675555%/DD14.97087506792436%,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.
return73.82
drawdown14.97
win rate100
sample1
months44
CAGR pct16.39
Sharpe zero cash1.01
mean trade pct78.89
positive months pct68.18
slippage bp5
scale1
equity reconcile error0
VM9110600 EEM constant train slip5 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 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. Return7.143491049706818%/DD35.27153425719338%,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.
return7.14
drawdown35.27
win rate100
sample1
months48
CAGR pct1.74
Sharpe zero cash0.19
mean trade pct7.17
positive months pct52.08
slippage bp5
scale1
equity reconcile error0
VM9110600 EEM monthly test slip15 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 06:10
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. Return68.54262559605463%/DD15.549896957604304%,win100%,N1,44months. 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.
return68.54
drawdown15.55
win rate100
sample1
months44
CAGR pct15.41
Sharpe zero cash0.96
mean trade pct21.79
positive months pct68.18
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM monthly train slip15 scale1
BacktestsrejectQuant replicationEEM2026-09-11 06:10
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. Return-0.9303762412577687%/DD31.475732190328763%,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-0.93
drawdown31.48
win rate0
sample1
months48
CAGR pct-0.23
Sharpe zero cash0.08
mean trade pct-0.19
positive months pct50
slippage bp15
scale1
equity reconcile error0
VM9110600 EEM monthly test slip5 scale1
BacktestsinconclusiveQuant replicationEEM2026-09-11 06:10
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. Return69.42229454318145%/DD15.518137983819958%,win100%,N1,44months. 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.
return69.42
drawdown15.52
win rate100
sample1
months44
CAGR pct15.57
Sharpe zero cash0.97
mean trade pct22.02
positive months pct68.18
slippage bp5
scale1
equity reconcile error0
VM9110600 EEM monthly train slip5 scale1
BacktestsrejectQuant replicationEEM2026-09-11 06:10
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. Return-0.048481014134449385%/DD31.193884881492362%,win0%,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.
return-0.05
drawdown31.19
win rate0
sample1
months48
CAGR pct-0.01
Sharpe zero cash0.09
mean trade pct-0.01
positive months pct50
slippage bp5
scale1
equity reconcile error0
VM9110600 EFA adapter test slip15 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return4.277085141387316%/DD17.797992253073534%,win45.45454545454545%,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.
return4.28
drawdown17.8
win rate45.45
sample44
months44
CAGR pct1.16
Sharpe zero cash0.17
mean trade pct0.28
positive months pct45.45
slippage bp15
scale1
equity reconcile error0
VM9110600 EFA adapter train slip15 scale1
BacktestsrejectQuant replicationEFA2026-09-11 06:10
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-19.24993022293591%/DD26.84716311835046%,win39.58333333333333%,N48,48months. 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.
return-19.25
drawdown26.85
win rate39.58
sample48
months48
CAGR pct-5.2
Sharpe zero cash-0.62
mean trade pct-0.19
positive months pct39.58
slippage bp15
scale1
equity reconcile error0
VM9110600 EFA adapter test slip5 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return11.00021993637197%/DD16.478975701870823%,win45.45454545454545%,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.
return11
drawdown16.48
win rate45.45
sample44
months44
CAGR pct2.91
Sharpe zero cash0.37
mean trade pct0.44
positive months pct45.45
slippage bp5
scale1
equity reconcile error0
VM9110600 EFA adapter train slip5 scale1
BacktestsrejectQuant replicationEFA2026-09-11 06:10
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-9.791543497569688%/DD20.83371906457947%,win43.75%,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-9.79
drawdown20.83
win rate43.75
sample48
months48
CAGR pct-2.54
Sharpe zero cash-0.25
mean trade pct0.09
positive months pct43.75
slippage bp5
scale1
equity reconcile error0
VM9110600 EFA constant test slip15 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return68.89241210000993%/DD12.481923756298885%,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.
return68.89
drawdown12.48
win rate100
sample1
months44
CAGR pct15.47
Sharpe zero cash1.15
mean trade pct73.98
positive months pct70.45
slippage bp15
scale1
equity reconcile error0
VM9110600 EFA constant train slip15 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return24.212469850999497%/DD30.35552971447504%,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.
return24.21
drawdown30.36
win rate100
sample1
months48
CAGR pct5.57
Sharpe zero cash0.38
mean trade pct24.08
positive months pct60.42
slippage bp15
scale1
equity reconcile error0
VM9110600 EFA constant test slip5 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return69.20518637653915%/DD12.481738926862441%,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.
return69.21
drawdown12.48
win rate100
sample1
months44
CAGR pct15.53
Sharpe zero cash1.16
mean trade pct74.38
positive months pct70.45
slippage bp5
scale1
equity reconcile error0
C91106 SOL hourly frozen net3R replication and cost stress
BacktestsrejectCrypto majorsSOL/USD2026-09-11 06:10
Premise1 frozen rolling480hourHIGH/240hourLOW, ATR14 reconstructed from full24hourUTCdays;2ATRrisk, cost-aware3Rtarget,20daytimeout,+2RcostBE and peak-2ATR trailing, targetretained. Signalaftercompletedbar,next exact open; exits sampled at hourly opens, missingopens skip, notguaranteedstopfills. Creditedasset25bpfees/side,10bpslippage baseline;20bpstress freezesbaseline target. Cash-only vectorbt init_cash1.0,rawwealth andclosedtradefee-denominators reconcile<=1e-10 across48cells (max2.45e-15). Premise2 chronological2024–25train (SOL availablefrom2024Aug26) versus REUSED2026Jan1–Sep11 00UTC holdout,flatreset. Trainingreturn-0.4796588637%,DD32.974883303%,N12. Holdoutreturn1.1724554945%,DD24.5276328968%,win33.3333333333%,N6,mean0.6608554517%;stress-0.0343614041%,static-2.5496801244%,BH-20.2529963261%. Premise3 allcurrentfrozenentriesfalse; dailyandhourly distinctpolicies, no equalreturnrequirement. Do not substitute this cadence for prior15minute execution test or select a winningpolicy afterseeing2026. Conclusion research rejection: hourlytrainingnegative,stressnegative, prior15minnegative; noorder. Validaccountingwithinassumptions; unknownhistoricalbidask,2025baranomalies,smallN andoff-runexacttrailimplementation limit soundness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Observations24627–24674; specification2231.
return1.17
drawdown24.53
win rate33.33
sample6
train_return-0.48
train_N12
stress_return-0.03
static_return-2.55
mean0.66
buyhold-20.25
max_reconciliation0
allocation0
C91106 SOL daily frozen net3R replication and cost stress
BacktestsrejectCrypto majorsSOL/USD2026-09-11 06:10
Premise1 frozen native daily20HIGH/10LOW, nativeATR14;2ATRrisk, cost-aware3Rtarget,20daytimeout,+2RcostBE and peak-2ATR trailing, targetretained. Signalaftercompletedbar,next exact open; exits sampled at daily opens, missingopens skip, notguaranteedstopfills. Creditedasset25bpfees/side,10bpslippage baseline;20bpstress freezesbaseline target. Cash-only vectorbt init_cash1.0,rawwealth andclosedtradefee-denominators reconcile<=1e-10 across48cells (max2.45e-15). Premise2 chronological2024–25train (SOL availablefrom2024Aug26) versus REUSED2026Jan1–Sep11 00UTC holdout,flatreset. Trainingreturn29.2333415363%,DD27.0151731571%,N9. Holdoutreturn-8.2163568127%,DD31.7937863791%,win16.6666666667%,N6,mean-0.6385208045%;stress-9.3111810025%,static-8.2163568127%,BH-18.4059745839%. Premise3 allcurrentfrozenentriesfalse; dailyandhourly distinctpolicies, no equalreturnrequirement. Do not substitute this cadence for prior15minute execution test or select a winningpolicy afterseeing2026. Conclusion research rejection: hourlytrainingnegative,stressnegative, prior15minnegative; noorder. Validaccountingwithinassumptions; unknownhistoricalbidask,2025baranomalies,smallN andoff-runexacttrailimplementation limit soundness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Observations24627–24674; specification2231.
return-8.22
drawdown31.79
win rate16.67
sample6
train_return29.23
train_N9
stress_return-9.31
static_return-8.22
mean-0.64
buyhold-18.41
max_reconciliation0
allocation0
VM9110600 EFA constant train slip5 scale1
BacktestsinconclusiveQuant replicationEFA2026-09-11 06:10
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. Return24.453406075542116%/DD30.354470021404133%,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.
return24.45
drawdown30.35
win rate100
sample1
months48
CAGR pct5.62
Sharpe zero cash0.39
mean trade pct24.34
positive months pct60.42
slippage bp5
scale1
equity reconcile error0
C91106 ETH hourly frozen net3R replication and cost stress
BacktestswatchCrypto majorsETH/USD2026-09-11 06:10
Premise1 frozen rolling480hourHIGH/240hourLOW, ATR14 reconstructed from full24hourUTCdays;2ATRrisk, cost-aware3Rtarget,20daytimeout,+2RcostBE and peak-2ATR trailing, targetretained. Signalaftercompletedbar,next exact open; exits sampled at hourly opens, missingopens skip, notguaranteedstopfills. Creditedasset25bpfees/side,10bpslippage baseline;20bpstress freezesbaseline target. Cash-only vectorbt init_cash1.0,rawwealth andclosedtradefee-denominators reconcile<=1e-10 across48cells (max2.45e-15). Premise2 chronological2024–25train (SOL availablefrom2024Aug26) versus REUSED2026Jan1–Sep11 00UTC holdout,flatreset. Trainingreturn33.2501143323%,DD39.7204110656%,N19. Holdoutreturn17.2404388093%,DD19.8301966136%,win66.6666666667%,N6,mean2.8749449414%;stress15.8419579474%,static17.2404388093%,BH-17.5964556245%. Premise3 allcurrentfrozenentriesfalse; dailyandhourly distinctpolicies, no equalreturnrequirement. Reproduces prior17.240439% sixtrades exactly; repeatedcalculation isnotnewindependentproof. Conclusion research watch only; noorder. Validaccountingwithinassumptions; unknownhistoricalbidask,2025baranomalies,smallN andoff-runexacttrailimplementation limit soundness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Observations24627–24674; specification2231.
return17.24
drawdown19.83
win rate66.67
sample6
train_return33.25
train_N19
stress_return15.84
static_return17.24
mean2.87
buyhold-17.6
max_reconciliation0
allocation0
C91106 ETH daily frozen net3R replication and cost stress
BacktestswatchCrypto majorsETH/USD2026-09-11 06:10
Premise1 frozen native daily20HIGH/10LOW, nativeATR14;2ATRrisk, cost-aware3Rtarget,20daytimeout,+2RcostBE and peak-2ATR trailing, targetretained. Signalaftercompletedbar,next exact open; exits sampled at daily opens, missingopens skip, notguaranteedstopfills. Creditedasset25bpfees/side,10bpslippage baseline;20bpstress freezesbaseline target. Cash-only vectorbt init_cash1.0,rawwealth andclosedtradefee-denominators reconcile<=1e-10 across48cells (max2.45e-15). Premise2 chronological2024–25train (SOL availablefrom2024Aug26) versus REUSED2026Jan1–Sep11 00UTC holdout,flatreset. Trainingreturn2.0291530569%,DD34.9426662999%,N15. Holdoutreturn-17.6324659487%,DD27.3536412981%,win20%,N5,mean-3.5218771014%;stress-18.452038509%,static-17.6324659487%,BH-16.7705527594%. Premise3 allcurrentfrozenentriesfalse; dailyandhourly distinctpolicies, no equalreturnrequirement. Do not substitute this cadence for prior15minute execution test or select a winningpolicy afterseeing2026. Conclusion research watch only; noorder. Validaccountingwithinassumptions; unknownhistoricalbidask,2025baranomalies,smallN andoff-runexacttrailimplementation limit soundness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Observations24627–24674; specification2231.
return-17.63
drawdown27.35
win rate20
sample5
train_return2.03
train_N15
stress_return-18.45
static_return-17.63
mean-3.52
buyhold-16.77
max_reconciliation0
allocation0
C91106 BTC hourly frozen net3R replication and cost stress
BacktestswatchCrypto majorsBTC/USD2026-09-11 06:10
Premise1 frozen rolling480hourHIGH/240hourLOW, ATR14 reconstructed from full24hourUTCdays;2ATRrisk, cost-aware3Rtarget,20daytimeout,+2RcostBE and peak-2ATR trailing, targetretained. Signalaftercompletedbar,next exact open; exits sampled at hourly opens, missingopens skip, notguaranteedstopfills. Creditedasset25bpfees/side,10bpslippage baseline;20bpstress freezesbaseline target. Cash-only vectorbt init_cash1.0,rawwealth andclosedtradefee-denominators reconcile<=1e-10 across48cells (max2.45e-15). Premise2 chronological2024–25train (SOL availablefrom2024Aug26) versus REUSED2026Jan1–Sep11 00UTC holdout,flatreset. Trainingreturn20.5581742344%,DD28.4815768457%,N19. Holdoutreturn7.6357530493%,DD12.8707598205%,win50%,N6,mean1.4019896435%;stress6.3518399027%,static7.6357530493%,BH-12.2163852845%. Premise3 allcurrentfrozenentriesfalse; dailyandhourly distinctpolicies, no equalreturnrequirement. Do not substitute this cadence for prior15minute execution test or select a winningpolicy afterseeing2026. Conclusion research watch only; noorder. Validaccountingwithinassumptions; unknownhistoricalbidask,2025baranomalies,smallN andoff-runexacttrailimplementation limit soundness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Observations24627–24674; specification2231.
return7.64
drawdown12.87
win rate50
sample6
train_return20.56
train_N19
stress_return6.35
static_return7.64
mean1.4
buyhold-12.22
max_reconciliation0
allocation0