QIR90908 IWM extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationIWM2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18260,18261,18262,18263,18264. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-6.13
drawdown6.49
win rate40.63
sample32
average win pct1.01
average loss pct1.01
mean pct-0.19
quarter Kelly0
stress return-11.95
cells29
QIR90908 FXI extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationFXI2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18255,18256,18257,18258,18259. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-2.62
drawdown5.95
win rate42.42
sample33
average win pct0.57
average loss pct0.55
mean pct-0.08
quarter Kelly0
stress return-8.84
cells29
QIR90908 EWZ extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWZ2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18250,18251,18252,18253,18254. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-8.37
drawdown11.57
win rate35
sample40
average win pct0.97
average loss pct0.85
mean pct-0.21
quarter Kelly0
stress return-15.41
cells29
QIR90908 EWJ extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWJ2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18245,18246,18247,18248,18249. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return1.78
drawdown4.49
win rate37.93
sample29
average win pct1.15
average loss pct0.59
mean pct0.07
quarter Kelly0.01
stress return-3.96
cells29
QIR90908 EFA extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEFA2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18240,18241,18242,18243,18244. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-1.35
drawdown5.14
win rate45.71
sample35
average win pct0.51
average loss pct0.5
mean pct-0.04
quarter Kelly0
stress return-8.02
cells29
QIR90908 EEM extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEEM2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18235,18236,18237,18238,18239. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return2.31
drawdown5.18
win rate57.14
sample28
average win pct0.84
average loss pct0.92
mean pct0.09
quarter Kelly0.03
stress return-3.26
cells29
QIR90908 SPY train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationSPY2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18226,18228,18230,18232,18234. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-14.13
drawdown25.6
win rate46.46
sample198
average win pct0.67
average loss pct0.72
mean pct-0.07
quarter Kelly0
stress return-42.21
cells29
QIR90908 QQQ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationQQQ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18215,18217,18219,18221,18223. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return9.81
drawdown10.76
win rate55.03
sample189
average win pct0.87
average loss pct0.94
mean pct0.06
quarter Kelly0.02
stress return-24.75
cells29
QIR90908 IWM train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationIWM2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18205,18207,18209,18211,18213. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-32.22
drawdown42.52
win rate47.03
sample236
average win pct0.79
average loss pct1
mean pct-0.16
quarter Kelly0
stress return-57.72
cells29
QIR90908 FXI train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationFXI2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18194,18196,18198,18200,18202. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-10.4
drawdown18.85
win rate44.71
sample208
average win pct0.6
average loss pct0.57
mean pct-0.05
quarter Kelly0
stress return-40.89
cells29
QIR90908 EWZ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWZ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18184,18185,18187,18189,18191. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return36.81
drawdown15.37
win rate51.27
sample275
average win pct1.31
average loss pct1.12
mean pct0.13
quarter Kelly0.02
stress return-21.07
cells29
QIR90908 EWJ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWJ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18179,18180,18181,18182,18183. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-21.96
drawdown27.96
win rate41.26
sample223
average win pct0.36
average loss pct0.44
mean pct-0.11
quarter Kelly0
stress return-50.04
cells29
QIR90908 EFA train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEFA2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18174,18175,18176,18177,18178. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-29.41
drawdown34.38
win rate41.89
sample222
average win pct0.36
average loss pct0.53
mean pct-0.15
quarter Kelly0
stress return-54.72
cells29
QIR90908 EEM train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEEM2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18169,18170,18171,18172,18173. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-17.28
drawdown28.32
win rate44
sample225
average win pct0.6
average loss pct0.61
mean pct-0.08
quarter Kelly0
stress return-47.25
cells29
QIR90908 SPY holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationSPY2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18161,18162,18163,18164,18165. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-17.33
drawdown20.61
win rate47.11
sample242
average win pct0.67
average loss pct0.73
mean pct-0.07
quarter Kelly0
stress return-49.05
cells29
QIR90908 QQQ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationQQQ2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18156,18157,18158,18159,18160. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-17.49
drawdown23.22
win rate47.35
sample245
average win pct0.94
average loss pct0.98
mean pct-0.07
quarter Kelly0
stress return-49.45
cells29
QIR90908 IWM holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationIWM2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18151,18152,18153,18154,18155. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-19.26
drawdown28.96
win rate45.25
sample263
average win pct0.96
average loss pct0.93
mean pct-0.07
quarter Kelly0
stress return-52.28
cells29
QIR90908 FXI holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationFXI2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18146,18147,18148,18149,18150. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-27.74
drawdown29.67
win rate44.41
sample286
average win pct0.74
average loss pct0.79
mean pct-0.11
quarter Kelly0
stress return-59.22
cells29
QIR90908 EWZ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEWZ2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18141,18142,18143,18144,18145. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-21.22
drawdown30.28
win rate46.31
sample244
average win pct0.92
average loss pct0.96
mean pct-0.09
quarter Kelly0
stress return-51.64
cells29
QIR90908 EWJ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEWJ2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18136,18137,18138,18139,18140. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-15.15
drawdown20.54
win rate46.86
sample239
average win pct0.47
average loss pct0.54
mean pct-0.07
quarter Kelly0
stress return-47.39
cells29
QIR90908 EFA holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEFA2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18131,18132,18133,18134,18135. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-4.5
drawdown13.56
win rate50.44
sample228
average win pct0.46
average loss pct0.51
mean pct-0.02
quarter Kelly0
stress return-39.47
cells29
QIR90908 EEM holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEEM2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18126,18127,18128,18129,18130. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-21.63
drawdown25.21
win rate45.63
sample252
average win pct0.49
average loss pct0.59
mean pct-0.09
quarter Kelly0
stress return-52.66
cells29
SOL 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsSOL/USD2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-36.93073427468296,"dd":59.91421940730469,"n":70,"p":47.14285714285714,"win":4.242198589980639,"loss":4.7067872293689135,"mean":-0.4879796288184106},{"tf":"1Hour","r":-24.153715262172938,"dd":48.868742831016796,"n":70,"p":47.14285714285714,"win":4.411310293275279,"loss":4.4049829528313404,"mean":-0.24873042252393443},{"tf":"15Min","r":-18.732950311684434,"dd":45.59516535029439,"n":70,"p":47.14285714285714,"win":4.496454563326082,"loss":4.30118505132661,"mean":-0.15372637584748414}]. Training returns(d/h/15m) -51.5944/-73.1472/-67.0913. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
return-18.73
drawdown45.6
win rate47.14
sample70
average win pct4.5
average loss pct4.3
expectancy pct-0.15
daily return-36.93
hourly return-24.15
discarded paths13
max stop overshoot R0.21
quarter Kelly0
ETH 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsETH/USD2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-49.95067278071193,"dd":61.77394490365453,"n":61,"p":44.26229508196721,"win":3.878693206992178,"loss":4.826088557776246,"mean":-0.9731523668131724},{"tf":"1Hour","r":-37.418698372687395,"dd":50.49805926238281,"n":61,"p":44.26229508196721,"win":3.995623078004095,"loss":4.320962944734015,"mean":-0.6398510986040323},{"tf":"15Min","r":-32.963717240492755,"dd":46.209085516003576,"n":61,"p":44.26229508196721,"win":4.139849602814085,"loss":4.236197399024663,"mean":-0.5287667588665288}]. Training returns(d/h/15m) -61.1674/-72.3326/-70.2655. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
return-32.96
drawdown46.21
win rate44.26
sample61
average win pct4.14
average loss pct4.24
expectancy pct-0.53
daily return-49.95
hourly return-37.42
discarded paths22
max stop overshoot R0.22
quarter Kelly0
BTC 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsBTC/USD2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-45.335488690561114,"dd":56.618290167864885,"n":82,"p":42.68292682926829,"win":2.7719502528899196,"loss":3.2106725061297503,"mean":-0.6571140114262333},{"tf":"1Hour","r":-43.33920336763765,"dd":52.87368358880129,"n":82,"p":42.68292682926829,"win":2.5767705024402243,"loss":3.0266424855700738,"mean":-0.6349418199559221},{"tf":"15Min","r":-43.54092632748159,"dd":51.47647840169819,"n":82,"p":42.68292682926829,"win":2.6426053805840573,"loss":3.0805863424232824,"mean":-0.6377606069933204}]. Training returns(d/h/15m) -54.1432/-64.6717/-63.4934. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
return-43.54
drawdown51.48
win rate42.68
sample82
average win pct2.64
average loss pct3.08
expectancy pct-0.64
daily return-45.34
hourly return-43.34
discarded paths1
max stop overshoot R0.49
quarter Kelly0