QTOM91006 2026|calendar|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",6.684472491441995,-2.039069957896422,8,62.5,1.6519830998886098,0.5623354598746078,0.8216136399774032,0.12433747658084443,11.646604882170042],["IWM",5.3595681103049575,-2.7361201859807505,8,37.5,2.805348902746811,0.6111627605944814,0.6700291131585032,0.05970996268079662,17.71753492916417],["EFA",0.40094548045421785,-5.301704753995784,8,62.5,1.2462789462717527,1.8900794313831553,0.07014455465116226,0.014070797484985187,11.423999871433942],["EEM",0.6567300652517316,-8.096917812074489,8,50,2.18011970837913,1.9435586653048786,0.11828052153712576,0.013563535190581871,23.017757690709306],["EWJ",7.71945636148168,-6.4532583098731,8,87.5,1.7714250377418743,4.710319578264421,0.9612069607410872,0.13565447877579775,19.50619193057992],["EWU",-1.3634397244398633,-4.604728076489984,8,37.5,1.8314133555413559,1.3467753735649146,-0.15495460015006318,0,9.069950723629749],["EWC",3.0963609599929276,-3.1119685987094803,8,62.5,1.2009853986826258,0.9625930086894829,0.389643495918085,0.08110912429607581,13.144234558818946],["EWA",2.5411511422341215,-3.522515866243392,8,62.5,1.392372779346105,1.4460640814353276,0.3279589565530677,0.05888490521681376,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return3.14
drawdown3.87
sample64
win rate57.81
months8
cost bp side16
stop ADR multiple1
positive cells7
actual allocation0
QTOM91006 2026|calendar|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",8.405154664997072,-1.8429518325983052,8,75,1.5759897248507941,0.6341337190916674,1.0234588638651787,0.16235176659576162,11.646604882170042],["IWM",7.058881294568065,-2.2841468966332767,8,37.5,3.0111655715836445,0.4121859600825406,0.8715708642922787,0.07236158586871551,17.71753492916417],["EFA",2.0202825129371105,-5.207053784234672,8,75,1.213684024167235,2.5591107333168663,0.2704853347962097,0.05571576485523122,11.423999871433942],["EEM",2.2801925713395343,-7.820886467458632,8,62.5,1.937197741357379,2.3787491154447338,0.3187176700565869,0.04113127731519858,23.017757690709306],["EWJ",9.45683148250609,-6.359758318178777,8,87.5,1.9751717873770693,4.519549304069015,1.1633316509463087,0.14724436355117695,19.50619193057992],["EWU",0.22744006306203435,-4.155701510688581,8,37.5,2.0352802019990346,1.1492712720824771,0.044935530698089754,0.005519575468522039,9.069950723629749],["EWC",4.75917154825809,-2.820964935413439,8,62.5,1.403590126161025,0.7643197727659978,0.5906239140633915,0.1051987868564617,13.144234558818946],["EWA",4.195006916235311,-3.426086596744349,8,62.5,1.5953606650313912,1.248758756294055,0.5288158820343489,0.08286776363887968,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return4.8
drawdown3.58
sample64
win rate62.5
months8
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 2026|published|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",7.375946933886834,-2.920635458260723,8,62.5,2.003395227433078,0.9119199462525521,0.9101520373009666,0.1135761961541572,11.646604882170042],["IWM",4.521218603188926,-4.053784773514546,8,37.5,3.5444251799338375,1.1922942988148666,0.5839755057158974,0.04118971878867523,17.71753492916417],["EFA",3.1542290930184125,-5.574270980601181,8,62.5,1.7420726996393077,1.7938596345431972,0.41609807432086837,0.059713075465653714,11.423999871433942],["EEM",3.015731986536818,-9.80319416803599,8,62.5,2.542237054158556,3.09508166804614,0.4282425333317949,0.04211276566747402,23.017757690709306],["EWJ",10.508590973954156,-6.260021944129224,8,87.5,2.1152277504159014,4.513482882459585,1.2866389213064655,0.1520686036117722,19.50619193057992],["EWU",1.9278992379746063,-3.9516883669614367,8,50,1.9468786857075204,1.4254092634995357,0.2607347111039923,0.03348111942183471,9.069950723629749],["EWC",2.5558062999920805,-4.957011268358357,8,62.5,1.4727715046746548,1.5674600288977454,0.3326846795850047,0.056472555065236865,13.144234558818946],["EWA",4.202705616550428,-4.167749253619579,8,75,1.2924210742261724,1.7520112121044984,0.5313130026435048,0.10277474834616582,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return4.66
drawdown4.93
sample64
win rate62.5
months8
cost bp side16
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 2026|published|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",9.107781693369233,-2.7262822301842404,8,62.5,2.207606382201086,0.7135452626804595,1.1121745153705065,0.12594800915795695,11.646604882170042],["IWM",6.207010297225568,-3.76560985958061,8,37.5,3.7517214820680675,0.9944809256793197,0.7853449772259504,0.05233230804709439,17.71753492916417],["EFA",4.817973019215405,-5.290662854224504,8,62.5,1.9457606857907361,1.5972505973182782,0.6171314546248557,0.07929179820668185,11.423999871433942],["EEM",4.677242134034354,-9.53228763257351,8,75,2.304180090930863,4.395339365251444,0.6293002268852863,0.06827810783564403,23.017757690709306],["EWJ",12.29095121882331,-6.166328812639044,8,87.5,2.3196627942869124,4.322318540509262,1.4894151274373906,0.16052065100859322,19.50619193057992],["EWU",3.5718640541362534,-3.9383204834340546,8,62.5,1.7502845608900717,1.6865887923893912,0.46145705341027327,0.06591171854587012,9.069950723629749],["EWC",4.209898442680604,-4.671549199499125,8,62.5,1.675920348889872,1.3703977388687858,0.5335510659803755,0.07959075536224007,13.144234558818946],["EWA",5.883360109217928,-3.879916632543856,8,75,1.495208856247495,1.5553183941911686,0.7325770436378289,0.12248741046725198,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return6.35
drawdown4.65
sample64
win rate65.63
months8
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 holdout|swing|16|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-14.554885456490751,-19.59882575867734,71,47.88732394366197,1.3084500205046752,1.5991883458395713,-0.206798142238101,0,129.72755241395686],["IWM",-21.30047779284435,-25.525340880091463,71,43.66197183098591,2.0027584455891074,2.0994132206959013,-0.3083241833038549,0,59.06321600400377],["EFA",-18.20511982546279,-19.21121607371905,71,47.88732394366197,1.0902546364054613,1.5224064930608854,-0.27127299444319825,0,63.974699584556305],["EEM",6.120798892107615,-11.598219356842254,71,54.929577464788736,1.3538261002062941,1.43647473877,0.09622572207613334,0.017769217564477205,37.59737576841393],["EWJ",-20.370436304645125,-21.141055654888152,71,47.88732394366197,1.0224538271474364,1.533701832967,-0.3096272915037488,0,53.882766272699946],["EWU",-19.111991789721394,-20.26563759127049,71,46.478873239436616,1.1580114755742656,1.538310931581959,-0.2850906578332912,0,61.17602977476633],["EWC",3.263490302545069,-12.272752297007738,71,52.112676056338024,1.427986278424664,1.4305670641139234,0.05910157918083324,0.010347014546602196,103.70677289674823],["EWA",-5.006381738835753,-17.347875452092975,71,54.929577464788736,1.3611017496642084,1.7841583685034197,-0.05648027542542682,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-11.15
drawdown13.25
sample568
win rate49.47
months71
cost bp side16
stop ADR multiple1.25
positive cells2
actual allocation0
QTOM91006 holdout|swing|16|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-20.90327196153745,-22.411329249587798,71,43.66197183098591,0.8297101050082029,1.2148930975199466,-0.32217902317667,0,129.72755241395686],["IWM",-29.15864616698107,-30.424607144255788,71,42.25352112676056,1.2573783517352979,1.7344853163233924,-0.4703175692563401,0,59.06321600400377],["EFA",-27.289177342185045,-27.770844266393325,71,39.436619718309856,0.599264453478627,1.1219118149010074,-0.44313807525833465,0,63.974699584556305],["EEM",-15.781525747872127,-16.073276802919846,71,40.845070422535215,0.952371140237446,1.0543587085973603,-0.23470848865074934,0,37.59737576841393],["EWJ",-20.319615117814706,-20.31961511781468,71,36.61971830985916,0.83004463551953,0.9753608059710819,-0.3142264189463508,0,53.882766272699946],["EWU",-25.77368684913668,-26.408035214154037,71,33.80281690140845,0.7851442683983504,1.0257944464977722,-0.4136461485047166,0,61.17602977476633],["EWC",-11.24466292353964,-14.764655700229678,71,47.88732394366197,0.77905724658798,1.0280104382017217,-0.16265408210524476,0,103.70677289674823],["EWA",-17.122058708627343,-19.384946142227864,71,45.07042253521127,0.9067160308157136,1.2083401494404042,-0.25507539214187225,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-20.95
drawdown21.22
sample568
win rate41.2
months71
cost bp side16
stop ADR multiple0.75
positive cells0
actual allocation0
QTOM91006 holdout|swing|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-17.829568702101973,-21.06893081022072,71,43.66197183098591,1.2633912611292006,1.4478065245551264,-0.26404411108732156,0,129.72755241395686],["IWM",-27.068350180312308,-29.09368919909383,71,40.845070422535215,1.7547017209517797,1.924909006586765,-0.421969413648486,0,59.06321600400377],["EFA",-21.726355400928277,-22.28826762049778,71,45.07042253521127,0.8679760117550311,1.3243540699536291,-0.3362616387609935,0,63.974699584556305],["EEM",-7.293560434519031,-13.323852916788626,71,46.478873239436616,1.245615704232304,1.2606709470654698,-0.09577715139185666,0,37.59737576841393],["EWJ",-23.441335895786676,-24.09625403673411,71,39.436619718309856,1.057007329997432,1.2943663293635146,-0.3670640411648314,0,53.882766272699946],["EWU",-24.217462832599235,-24.959928493319605,71,42.25352112676056,0.9688096445660014,1.3677677264032746,-0.38048151331766505,0,61.17602977476633],["EWC",-6.7883260401356615,-13.702859405998534,71,47.88732394366197,1.064450971450519,1.1522180377355766,-0.09071456854786875,0,103.70677289674823],["EWA",-11.477155805990524,-15.542333181522395,71,49.29577464788733,1.2981332971619932,1.5732753173841139,-0.15779219753744128,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-17.48
drawdown18.47
sample568
win rate44.37
months71
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|swing|6|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-1.517941095737596,-13.644133774412804,71,50.70422535211267,1.4332706679566591,1.4884452003653381,-0.007011802342916948,0,129.72755241395686],["IWM",-9.292754499196043,-18.029426072941135,71,46.478873239436616,2.078920923702267,2.008552855368028,-0.10874109889873566,0,59.06321600400377],["EFA",-5.725116638306382,-10.35113758214673,71,50.70422535211267,1.2265005944945264,1.4068210992913952,-0.07161573342811088,0,63.974699584556305],["EEM",22.31237354288065,-9.360405810211125,71,59.154929577464785,1.4557272536903405,1.3820901986724232,0.29661871680977503,0.05093995390582816,37.59737576841393],["EWJ",-8.220810232825782,-11.423012520870646,71,49.29577464788733,1.1905248498132717,1.374491490949917,-0.11004681592580996,0,53.882766272699946],["EWU",-6.770356248316767,-12.618741822904244,71,52.112676056338024,1.2266327474012761,1.5133278500496443,-0.0854610598287421,0,61.17602977476633],["EWC",19.01910587827169,-9.213323922799654,71,57.74647887323944,1.480407543164998,1.4092623810331728,0.2594202512502779,0.043808924854512904,103.70677289674823],["EWA",9.487443010698037,-14.318188520920728,71,56.33802816901409,1.5277568229417537,1.6423927684091972,0.1436070013659864,0.023499649814926984,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return2.41
drawdown9.83
sample568
win rate52.82
months71
cost bp side6
stop ADR multiple1.25
positive cells3
actual allocation0
QTOM91006 holdout|swing|6|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-8.83494426294229,-12.693793968620405,71,46.478873239436616,0.9778527060224794,1.0783005344636543,-0.12262367620953574,0,129.72755241395686],["IWM",-18.349897260790428,-20.209048977423162,71,42.25352112676056,1.4600959781033656,1.5377574115052852,-0.2710587961776863,0,59.06321600400377],["EFA",-16.195190816696137,-16.833640248010383,71,39.436619718309856,0.8006645335156937,0.9239575357859712,-0.2438248887374273,0,63.974699584556305],["EEM",-2.9317382692276905,-6.561497197624055,71,43.66197183098591,1.0860997604309741,0.9038133093602679,-0.03497802536690879,0,37.59737576841393],["EWJ",-8.162234910622912,-9.446291286677134,71,40.845070422535215,0.9402898975472801,0.8430695890082239,-0.11465515083766596,0,53.882766272699946],["EWU",-14.44847159462479,-15.264469644247159,71,40.845070422535215,0.8350433811222021,0.9388025310619642,-0.21427391904307938,0,61.17602977476633],["EWC",2.2973446841219047,-10.714407271451432,71,53.52112676056338,0.8937742014231481,0.9491137762125161,0.03722063435305062,0.010411084335893925,103.70677289674823],["EWA",-4.476805494071579,-15.456214229581978,71,47.88732394366197,1.0507669447902295,1.0718502991689887,-0.055385703470208186,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-8.89
drawdown10.1
sample568
win rate44.37
months71
cost bp side6
stop ADR multiple0.75
positive cells1
actual allocation0
QTOM91006 holdout|swing|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.292265116601802,-12.062187042615024,71,46.478873239436616,1.3837671632297588,1.3219672424203615,-0.06437237782241828,0,129.72755241395686],["IWM",-15.94067054740539,-20.026234029086588,71,42.25352112676056,1.8954629437208486,1.772426133573592,-0.2226138473928426,0,59.06321600400377],["EFA",-9.783611160918381,-11.130713124344494,71,46.478873239436616,1.0419220015375457,1.1603045921776796,-0.1367344852396172,0,63.974699584556305],["EEM",6.851293849493856,-7.964093330962651,71,52.112676056338024,1.3067594658131,1.2044019728835078,0.10423145291613295,0.01994082607453647,37.59737576841393],["EWJ",-11.760257936063056,-13.680001671828624,71,40.845070422535215,1.2208178545131925,1.1262670268170378,-0.16759855416102828,0,53.882766272699946],["EWU",-12.654803857344998,-13.814772492182781,71,46.478873239436616,1.0712801922757842,1.2685866158697605,-0.18104288814014105,0,61.17602977476633],["EWC",7.433615304077712,-8.871278029889096,71,53.52112676056338,1.1436316834435403,1.0817396310598792,0.10930417106871151,0.023894093844005412,103.70677289674823],["EWA",2.0293787756357595,-12.396646441563997,71,50.70422535211267,1.46238490973186,1.4187801950788637,0.0420922524307991,0.007195823095322587,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-4.89
drawdown9.49
sample568
win rate47.36
months71
cost bp side6
stop ADR multiple1
positive cells3
actual allocation0
QTOM91006 holdout|control|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-31.17345011583884,-33.14719016261727,72,38.88888888888889,1.2794891651191116,1.622676760514378,-0.49405667832357647,0,129.72755241395686],["IWM",-39.33566222231642,-40.442093922781844,72,41.66666666666667,1.6629717901078465,2.2946057314176054,-0.6456150974486674,0,59.06321600400377],["EFA",-29.312779401418233,-31.17428206839086,72,41.66666666666667,1.2411317088640872,1.6699014733448043,-0.4569709807577661,0,63.974699584556305],["EEM",-33.01279145773418,-34.5649180825505,72,40.27777777777778,1.5004733540272166,1.8827575333781759,-0.5200673148398927,0,37.59737576841393],["EWJ",-31.26368952675451,-33.60710969121645,72,40.27777777777778,1.256961577499003,1.687626474777233,-0.5016118426104156,0,53.882766272699946],["EWU",-29.25123797784458,-32.435955986891955,72,38.88888888888889,1.4364963599247018,1.6435207236492357,-0.44573630225937105,0,61.17602977476633],["EWC",-31.120850764506237,-36.869360741375665,72,44.44444444444444,1.4104566522192372,1.997998902728727,-0.4831297671962985,0,103.70677289674823],["EWA",-37.40228619117518,-38.62769271050661,72,48.61111111111111,1.4753055722377275,2.5533354524142235,-0.5949682876528584,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-32.73
drawdown33.54
sample576
win rate41.84
months72
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|control|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-20.513298894242837,-23.17773667242784,72,47.22222222222222,1.2420559528439823,1.6699677218541567,-0.2948454310244799,0,129.72755241395686],["IWM",-29.939709416945306,-32.348346917385165,72,51.388888888888886,1.526536260057269,2.5327075745114747,-0.44670727063587023,0,59.06321600400377],["EFA",-18.364439519738028,-22.810854574230145,72,43.05555555555556,1.3978328567367617,1.5094188701881621,-0.25768548776215316,0,63.974699584556305],["EEM",-22.637525311530425,-26.72944911578511,72,44.44444444444444,1.5517472984567127,1.819032492432656,-0.32090814092627007,0,37.59737576841393],["EWJ",-20.617514972129534,-25.142215478066255,72,44.44444444444444,1.3323564515756516,1.6102334586585811,-0.3024157207766999,0,53.882766272699946],["EWU",-18.293366296549596,-25.1806861092398,72,43.05555555555556,1.4855682796315843,1.5559867200301776,-0.24642831739803,0,61.17602977476633],["EWC",-20.452552729793606,-29.847991716747856,72,50,1.4409409069997337,2.0087341953653843,-0.28389664418282545,0,103.70677289674823],["EWA",-27.706883814455928,-32.743370931376916,72,48.61111111111111,1.678459489665084,2.3582468884386385,-0.39595906574932904,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-22.32
drawdown25.82
sample576
win rate46.53
months72
cost bp side6
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 holdout|calendar|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",3.451507470395754,-14.739548956951198,71,50.70422535211267,1.6931794807186373,1.5957465610265675,0.07187791084424057,0.010612860547680014,129.72755241395686],["IWM",-13.846751907025567,-31.620870271727874,71,43.66197183098591,2.522794344155052,2.2439875166007335,-0.16271656331299608,0,59.06321600400377],["EFA",2.3818759105473264,-23.761140191288366,71,52.112676056338024,1.6001690474226806,1.6219291551360149,0.05719244338048847,0.008935375214357139,63.974699584556305],["EEM",33.24112941278086,-15.587065861728567,71,53.52112676056338,2.2561811396023055,1.6576028215157863,0.43709845344882614,0.04843343978199739,37.59737576841393],["EWJ",-7.904039026147003,-25.256184334702215,71,53.52112676056338,1.589051492355924,2.0109255298068707,-0.08417726442396645,0,53.882766272699946],["EWU",9.531287213054519,-21.833206057543197,71,56.33802816901409,1.5233791527845109,1.6177554251298383,0.15189785820218948,0.02492778273953382,61.17602977476633],["EWC",10.586292618947768,-19.465187777674554,71,56.33802816901409,1.543726756653847,1.6172615703202153,0.16357692374967897,0.026490588934314593,103.70677289674823],["EWA",19.078822039265162,-22.825727632557204,71,59.154929577464785,1.7658549517989501,1.8829592765814966,0.275494210629472,0.03900295015012621,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return7.07
drawdown19.8
sample568
win rate53.17
months71
cost bp side16
stop ADR multiple1
positive cells6
actual allocation0
QTOM91006 holdout|calendar|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",19.235810108796937,-10.987739268170404,71,57.74647887323944,1.6789665174726964,1.6503284590997973,0.27222216117445974,0.04053418551553792,129.72755241395686],["IWM",-0.7017627770227963,-28.39762683438386,71,47.88732394366197,2.4961818590502975,2.222485492313874,0.03715802805770128,0.003721486469723631,59.06321600400377],["EFA",18.002977560726265,-18.55960724306527,71,60.56338028169014,1.5704105644256405,1.7587370157933306,0.2575072933533701,0.0409936259960704,63.974699584556305],["EEM",53.57063801018407,-11.497486247354406,71,59.154929577464785,2.2349566858479815,1.6744081230361676,0.6381738765854419,0.0713854859723274,37.59737576841393],["EWJ",6.147670372110747,-20.156653454591478,71,59.154929577464785,1.6293152956396346,2.0760540845199618,0.11585456289839102,0.017776572037413563,53.882766272699946],["EWU",26.243223346409096,-18.70025483233455,71,67.6056338028169,1.4550254525307453,1.948724252191476,0.3524023087474905,0.06054916567516953,61.17602977476633],["EWC",27.459198128379448,-16.53348567213917,71,61.97183098591549,1.5986405846844243,1.6477314097233293,0.3641047558251377,0.05693974607447688,103.70677289674823],["EWA",37.247490731018495,-20.008784809308512,71,63.38028169014085,1.8455122669737825,1.8936376464202764,0.47624610150553565,0.0645140796444651,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return23.4
drawdown17.02
sample568
win rate59.68
months71
cost bp side6
stop ADR multiple1
positive cells7
actual allocation0
QTOM91006 holdout|published|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.142985704728198,-18.65148849947661,71,49.29577464788733,1.5033328227960714,1.5679174764645099,-0.05392085006844859,0,129.72755241395686],["IWM",-22.983008189344535,-33.41860908133639,71,47.88732394366197,2.059473895010562,2.506358927475783,-0.31990377304570206,0,59.06321600400377],["EFA",-16.25051239286589,-26.356743719241337,71,50.70422535211267,1.3796528415742062,1.8774394840462914,-0.22595605133730662,0,63.974699584556305],["EEM",12.774597226516748,-15.843420461516155,71,49.29577464788733,2.1196324310554524,1.6692957993643318,0.19848572267359005,0.02341039415201293,37.59737576841393],["EWJ",-29.29025970668494,-31.426027287715876,71,42.25352112676056,1.6728296905638242,2.0091405092669317,-0.4533784530004152,0,53.882766272699946],["EWU",-9.817880756533537,-25.06170800302183,71,52.112676056338024,1.4114159041525254,1.7912904510170828,-0.12227446311179409,0,61.17602977476633],["EWC",-0.09971190523015983,-18.919619863047433,71,53.52112676056338,1.4072489208655248,1.5809308491916287,0.018376633374171805,0.003264638029153555,103.70677289674823],["EWA",-10.607163556037037,-24.669956182949704,71,52.112676056338024,1.4599162150879479,1.868029282071819,-0.1337478258054616,0,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-10.18
drawdown21.58
sample568
win rate49.65
months71
cost bp side16
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 holdout|published|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode published;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",9.329996445292066,-10.782885519871444,71,54.929577464788736,1.5424231503777226,1.5555100864039038,0.1461715507014967,0.023691869294379594,129.72755241395686],["IWM",-11.23200004297692,-26.4245246142799,71,52.112676056338024,2.090676954458436,2.5264547693344195,-0.12034387101983268,0,59.06321600400377],["EFA",-3.4722814078769315,-21.332300477042843,71,56.33802816901409,1.4355289003117004,1.9123202797787568,-0.026208065643287853,0,63.974699584556305],["EEM",29.981387306946992,-10.96301819435731,71,54.929577464788736,2.0949657441131997,1.667773113064007,0.3990834422868532,0.04762410118259301,37.59737576841393],["EWJ",-18.50159197662008,-22.471792722890203,71,47.88732394366197,1.6679514928348553,2.0202821693716704,-0.25408576775164393,0,53.882766272699946],["EWU",3.9418207453381093,-19.948908626380202,71,57.74647887323944,1.4718271349124836,1.8276518297986093,0.07768109348526132,0.013194670019771065,61.17602977476633],["EWC",15.14275695296956,-13.70141053189804,71,60.56338028169014,1.4371206529262488,1.6526646473111872,0.21861377395937256,0.03802982260296546,103.70677289674823],["EWA",3.0321116815944738,-19.936536966920404,71,56.33802816901409,1.545721604029513,1.842895036275894,0.06618476107926483,0.010704508642877392,44.93832913734903]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return3.53
drawdown15.58
sample568
win rate55.11
months71
cost bp side6
stop ADR multiple1
positive cells5
actual allocation0
QTOM91006 train|swing|16|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-6.262888552518575,-12.188472439116005,35,51.42857142857142,0.7546518695595934,1.1664009700072282,-0.17843093823000564,0,50.52305511792075],["IWM",-15.916904803968269,-19.075251144406202,35,40,1.2814427233252577,1.6570704971550856,-0.4816652089629482,0,26.034235129025674],["EFA",-4.727863785553199,-10.953720509381014,35,54.285714285714285,0.6906444815748525,1.1116597672382156,-0.13326603216826438,0,30.89076157607431],["EEM",-9.584464641386237,-14.486626845084515,35,45.714285714285715,1.2406325648583336,1.5508704674787968,-0.27475479555325144,0,35.60360134284395],["EWJ",-7.463601331267611,-11.894343850105592,35,51.42857142857142,0.5925355922274871,1.0726133336441057,-0.2162510289101438,0,26.722687803595193],["EWU",-15.187706734699969,-17.46267231532228,35,42.857142857142854,0.6185895063401874,1.2740836303579832,-0.4629380003444816,0,25.703865736764044],["EWC",-4.974533704652229,-8.53895975181782,35,54.285714285714285,0.8551014857878587,1.317801005963682,-0.1382253675842742,0,21.99305532959297],["EWA",-4.007827231042604,-9.447078699470335,35,54.285714285714285,0.8746682958759069,1.2777139706963787,-0.10927788312856647,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-8.52
drawdown11.36
sample280
win rate49.29
months35
cost bp side16
stop ADR multiple1.25
positive cells0
actual allocation0
QTOM91006 train|swing|16|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-11.821241977271125,-12.43013846464802,35,37.142857142857146,0.5751681338556542,0.9046031825129112,-0.3549738364331583,0,50.52305511792075],["IWM",-8.500153524278087,-11.895023956854157,35,48.57142857142857,0.7712491712086348,1.2101503558328766,-0.24775629984128536,0,26.034235129025674],["EFA",-10.05557021103587,-10.842592413064056,35,37.142857142857146,0.5696605535849932,0.8125275274926165,-0.29914338309236144,0,30.89076157607431],["EEM",-6.486336413415906,-7.2780593860418685,35,42.857142857142854,0.8671905814623359,0.9757987382745137,-0.1859461726730067,0,35.60360134284395],["EWJ",-8.02301619387591,-10.105000968725985,35,51.42857142857142,0.4251473503624919,0.9334263698348418,-0.23473131373335587,0,26.722687803595193],["EWU",-12.619278506218201,-13.76337081838318,35,31.428571428571427,0.6127912046579264,0.8370396798561741,-0.3813785447231712,0,25.703865736764044],["EWC",-12.720617206506047,-12.720617206506002,35,28.57142857142857,0.879269165230514,0.8895074752303165,-0.3841427208129363,0,21.99305532959297],["EWA",-9.24673513694142,-9.8971521353177,35,40,0.726968430661631,0.9383335285328516,-0.27221274485505853,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-9.93
drawdown9.98
sample280
win rate39.64
months35
cost bp side16
stop ADR multiple0.75
positive cells0
actual allocation0
QTOM91006 train|swing|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-7.054117991212438,-9.401745145739316,35,42.857142857142854,0.768357560023872,0.9330825992221659,-0.2038939595452925,0,50.52305511792075],["IWM",-17.098369926759084,-19.606121842237766,35,37.142857142857146,1.027725968552574,1.4439243645675004,-0.5258828122657586,0,26.034235129025674],["EFA",-10.982574511904497,-12.391696680252428,35,40,0.6582965524071687,0.9845297095316627,-0.3273992047561301,0,30.89076157607431],["EEM",-8.399401462575973,-10.89991373790199,35,45.714285714285715,1.0061744530560661,1.2922017979627993,-0.24151551178274644,0,35.60360134284395],["EWJ",-6.217712879697079,-10.311829657297034,35,54.285714285714285,0.5345920435174514,1.025558731068648,-0.17861973915047974,0,26.722687803595193],["EWU",-13.992259050209576,-15.190834161305656,35,37.142857142857146,0.5991962243553823,1.0308360102068952,-0.4253954659409064,0,25.703865736764044],["EWC",-9.578106000639309,-10.863494139505669,35,45.714285714285715,0.7871623726937449,1.181215322478652,-0.28138551897127045,0,21.99305532959297],["EWA",-11.100124816150247,-12.170329855140348,35,40,0.900558459356114,1.148722436077149,-0.32901007790384373,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-10.55
drawdown11.37
sample280
win rate42.86
months35
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0
QTOM91006 train|swing|6|1.25 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.5338265383880714,-9.238948170892646,35,54.285714285714285,0.9151143906592261,1.0398591669236963,0.021412192907032907,0.005849594631444938,50.52305511792075],["IWM",-9.820185658433322,-15.678668158114274,35,42.857142857142854,1.3892611017863847,1.5361968456626134,-0.28242915389875717,0,26.034235129025674],["EFA",2.1801532842328664,-8.882010573866662,35,57.14285714285714,0.8513679290928033,0.979599693829376,0.06666751926901217,0.019576588743497603,30.89076157607431],["EEM",-3.028591261731328,-12.3072767269781,35,48.57142857142857,1.3667932502024138,1.4368968295837645,-0.07510450511619217,0,35.60360134284395],["EWJ",-0.7539478378133291,-9.206101043911586,35,60,0.6955910650901007,1.0845956319531826,-0.016483613727212694,0,26.722687803595193],["EWU",-9.038114704081169,-14.037066198451987,35,45.714285714285715,0.7781407109803338,1.140974065404754,-0.2636644533429996,0,25.703865736764044],["EWC",1.9155977578675598,-5.1816000508775435,35,54.285714285714285,1.0570137524603123,1.1202388976957487,0.06169825524611301,0.014592585740370825,21.99305532959297],["EWA",2.952398438309345,-6.0291043358090874,35,57.14285714285714,1.0292229717540702,1.1606553461153861,0.09070369266716037,0.022032080306315205,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-1.88
drawdown7.93
sample280
win rate52.5
months35
cost bp side6
stop ADR multiple1.25
positive cells4
actual allocation0
QTOM91006 train|swing|6|0.75 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.427553436033239,-6.512707561540909,35,42.857142857142854,0.6922706933449296,0.7913002734036312,-0.15548414479710512,0,50.52305511792075],["IWM",-1.8656586294187205,-8.847944652172867,35,48.57142857142857,0.9729935652534072,1.0123727305860672,-0.048051958321179616,0,26.034235129025674],["EFA",-3.533855877730818,-7.586895231021495,35,42.857142857142854,0.6827830689780775,0.6862856594463684,-0.09954191869303447,0,30.89076157607431],["EEM",0.2941768613182516,-5.047760223330588,35,48.57142857142857,0.952128944282343,0.8722402833310154,0.013881912938330045,0.0036449666354785026,35.60360134284395],["EWJ",-1.353924900174075,-6.260858905260658,35,54.285714285714285,0.598996711459873,0.787873055176682,-0.03500089614540926,0,26.722687803595193],["EWU",-6.283454207174821,-9.281314262366614,35,42.857142857142854,0.6117933625989262,0.7772430239091144,-0.18194171540566845,0,25.703865736764044],["EWC",-6.392140800553115,-7.761491723490332,35,34.285714285714285,0.9250304783573563,0.7637072012515651,-0.18471142538564916,0,21.99305532959297],["EWA",-2.6663735776952024,-5.8539298250049,35,42.857142857142854,0.8762789515572307,0.784184602809212,-0.07255736522359367,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-3.4
drawdown5.84
sample280
win rate44.64
months35
cost bp side6
stop ADR multiple0.75
positive cells1
actual allocation0
QTOM91006 train|swing|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-0.31477357221252333,-6.473967275643666,35,48.57142857142857,0.8713454204997153,0.8309130744339619,-0.004101805466175826,0,50.52305511792075],["IWM",-11.087316764583854,-16.241548806686268,35,37.142857142857146,1.2299838300445871,1.2466147557055602,-0.3267352809983626,0,26.034235129025674],["EFA",-4.528075649865482,-9.612051601421335,35,42.857142857142854,0.8156197278953744,0.8354598359904547,-0.12785430861081368,0,30.89076157607431],["EEM",-1.7576012107707761,-7.91820312779069,35,48.57142857142857,1.148537165839822,1.1660047492047083,-0.04179867618307924,0,35.60360134284395],["EWJ",0.58227782075706,-7.113981142727899,35,60,0.6709575236580191,0.953378750470891,0.0212230140064551,0.007907733819999652,26.722687803595193],["EWU",-7.7559871849756545,-10.722275250140367,35,42.857142857142854,0.7121499286612283,0.9296942741403524,-0.22604675865396068,0,25.703865736764044],["EWC",-3.0217715669913603,-7.339231477847452,35,45.714285714285715,0.9889386250236637,0.9833797691936451,-0.08174850326573248,0,21.99305532959297],["EWA",-4.654149322438772,-9.703645302024533,35,42.857142857142854,1.0408926485319798,1.007239198180368,-0.1294684067322189,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-4.07
drawdown7.91
sample280
win rate46.07
months35
cost bp side6
stop ADR multiple1
positive cells1
actual allocation0
QTOM91006 train|control|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.20014816835978166,-9.957782255964986,36,63.888888888888886,0.7718075800937071,1.322750382490429,0.015439426938324625,0.0050010609303843545,50.52305511792075],["IWM",3.6391497265138906,-8.493930370222259,36,61.111111111111114,1.2232260131791513,1.62683617861866,0.11486849414666903,0.02347654744688743,26.034235129025674],["EFA",3.8659102976161597,-8.365990216264374,36,55.55555555555556,0.884310256696964,0.8535268801587572,0.11193819587219903,0.03164562296560529,30.89076157607431],["EEM",3.432745384114666,-14.253954085905818,36,47.22222222222222,1.4765126750037063,1.1179189455923322,0.10722931968913046,0.018155841379563706,35.60360134284395],["EWJ",3.090688714922396,-7.298630064782041,36,58.333333333333336,0.8400887089695642,0.955081864274232,0.09210097011798245,0.027408108552890706,26.722687803595193],["EWU",-1.0616608568795427,-10.538512729800987,36,52.77777777777778,0.9373258080125522,1.0929069275022307,-0.021395205980539702,0,25.703865736764044],["EWC",-3.241588309179577,-12.761511730291064,36,47.22222222222222,1.0222483580389214,1.069055642661923,-0.08149542010874651,0,21.99305532959297],["EWA",1.038476122259402,-8.840910285861003,36,52.77777777777778,1.055851693375469,1.0994592113420034,0.038065988369995814,0.009013100184624923,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return1.37
drawdown8.63
sample288
win rate54.86
months36
cost bp side16
stop ADR multiple1
positive cells6
actual allocation0
QTOM91006 train|control|6|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",7.680633104214962,-8.046807616246177,36,72.22222222222221,0.8698816550655143,1.4852778291569313,0.21567068722594612,0.06198276684249164,50.52305511792075],["IWM",11.376374795197531,-8.035161824390947,36,61.111111111111114,1.4258752664457308,1.4298927598495452,0.3152988117753457,0.05528162581873114,26.034235129025674],["EFA",11.62006427376352,-6.639457260471316,36,63.888888888888886,0.9598007345374584,0.8331047385505309,0.3123626470334623,0.08136132735509786,30.89076157607431],["EEM",11.154561248298588,-13.218801922349732,36,61.111111111111114,1.32105571846164,1.2848592453043308,0.3076443436637624,0.05821941106731142,35.60360134284395],["EWJ",10.786968192106205,-6.179511128974813,36,69.44444444444444,0.8942526956912458,1.0751665397514698,0.2924857070837493,0.08176819273037293,26.722687803595193],["EWU",6.324623186284661,-8.54420660571461,36,61.111111111111114,0.9999436863583471,1.1116655639385917,0.17876231124287087,0.04469309464163375,25.703865736764044],["EWC",3.9819523172703875,-8.47193333308719,36,58.333333333333336,1.0054546835970914,1.1231362939751437,0.11854177627532683,0.02947466907489918,21.99305532959297],["EWA",8.58154679022267,-6.329524303488565,36,58.333333333333336,1.1532908696785618,1.0425851044790058,0.2383425471129087,0.051665749157308885,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return8.94
drawdown6.69
sample288
win rate63.19
months36
cost bp side6
stop ADR multiple1
positive cells8
actual allocation0
QTOM91006 train|calendar|16|1 eight fixed ETF cells
BacktestsinconclusiveQuant replicationSPY, IWM, EFA, EEM, EWJ, EWU, EWC, EWA2026-09-10 06:11
Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-10.929093511162314,-13.636976449332327,35,54.285714285714285,0.8300424962253852,1.6700290993236346,-0.3128473760255953,0,50.52305511792075],["IWM",-16.1337221552876,-18.873042648988726,35,51.42857142857142,1.1071286551506268,2.1575375598862636,-0.47856636358157717,0,26.034235129025674],["EFA",-12.830836555598735,-17.28083284673988,35,54.285714285714285,0.7866152306928541,1.756532704928332,-0.37596668273397377,0,30.89076157607431],["EEM",-13.730168623505602,-18.432778895733136,35,51.42857142857142,1.1580968408401195,2.0324714402828357,-0.39160775284817284,0,35.60360134284395],["EWJ",-10.280013468459748,-18.120264977429656,35,48.57142857142857,1.0832703888200699,1.5925956633530376,-0.2928892951546712,0,26.722687803595193],["EWU",-20.463396200771733,-21.606390586166192,35,48.57142857142857,0.7651511249051925,1.9491068902473208,-0.6307529971732428,0,25.703865736764044],["EWC",-13.973996180445114,-14.601233243556266,35,57.14285714285714,0.8085358095393513,2.0383993139228473,-0.4115792433730195,0,21.99305532959297],["EWA",-16.592243802698057,-19.197604750429687,35,45.714285714285715,1.0116623199504113,1.7716596772037099,-0.49928390707611153,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
return-14.37
drawdown16.67
sample280
win rate51.43
months35
cost bp side16
stop ADR multiple1
positive cells0
actual allocation0