Stats

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"SLV","period":"train","hold":10,"ret":0.3927247826723033,"dd":23.355444704194184,"n":18,"p":0.3888888888888889,"W":5.436416972857905,"L":3.224960097832085}; holdout {"s":"SLV","period":"test","hold":10,"ret":2.548621934408675,"dd":16.825986420917992,"n":4,"p":0.5,"W":8.493313943206598,"L":6.3882640387378355}. All variants [{"s":"SLV","period":"train","hold":5,"ret":12.605447820575943,"dd":14.971486370086296,"n":24,"p":0.5,"W":3.764484523417159,"L":2.611962136469102},{"s":"SLV","period":"train","hold":10,"ret":0.3927247826723033,"dd":23.355444704194184,"n":18,"p":0.3888888888888889,"W":5.436416972857905,"L":3.224960097832085},{"s":"SLV","period":"train","hold":20,"ret":-17.000752700604096,"dd":29.30871562786509,"n":11,"p":0.45454545454545453,"W":3.43525980703389,"L":5.633666741191252},{"s":"SLV","period":"test","hold":5,"ret":20.063567133137916,"dd":14.992526002249173,"n":6,"p":0.6666666666666666,"W":7.246787413103023,"L":4.432606771306272},{"s":"SLV","period":"test","hold":10,"ret":2.548621934408675,"dd":16.825986420917992,"n":4,"p":0.5,"W":8.493313943206598,"L":6.3882640387378355},{"s":"SLV","period":"test","hold":20,"ret":0.7385568143881073,"dd":26.388593450284304,"n":3,"p":0.3333333333333333,"W":12.529967603276853,"L":5.287202754703545}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SLV&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"GLD","period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685}; holdout {"s":"GLD","period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":0.000002830015985769015,"L":6.975546086897011}. All variants [{"s":"GLD","period":"train","hold":5,"ret":0.983993906468936,"dd":6.974682048947479,"n":18,"p":0.3888888888888889,"W":1.8253659147175778,"L":1.0494802403589294},{"s":"GLD","period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685},{"s":"GLD","period":"train","hold":20,"ret":19.60484080551473,"dd":10.401464075548372,"n":9,"p":0.7777777777777778,"W":3.733845044738794,"L":3.6201616272937427},{"s":"GLD","period":"test","hold":5,"ret":-8.423295163342392,"dd":9.665601988506756,"n":3,"p":0.3333333333333333,"W":1.827834499290729,"L":5.105655807200766},{"s":"GLD","period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":0.000002830015985769015,"L":6.975546086897011},{"s":"GLD","period":"test","hold":20,"ret":-7.913103185292118,"dd":8.158821689010798,"n":1,"p":0,"W":null,"L":7.917059736884766}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"TLT","period":"train","hold":10,"ret":-14.619583883751613,"dd":23.23682555001839,"n":28,"p":0.42857142857142855,"W":2.839725178656158,"L":3.0122692217263602}; holdout {"s":"TLT","period":"test","hold":10,"ret":-3.035077446758885,"dd":6.578091832048072,"n":6,"p":0.3333333333333333,"W":0.30556687266432536,"L":0.9178928422002173}. All variants [{"s":"TLT","period":"train","hold":5,"ret":-9.013655192877435,"dd":22.980612459117168,"n":39,"p":0.5128205128205128,"W":1.6069882094907881,"L":2.1297611328464456},{"s":"TLT","period":"train","hold":10,"ret":-14.619583883751613,"dd":23.23682555001839,"n":28,"p":0.42857142857142855,"W":2.839725178656158,"L":3.0122692217263602},{"s":"TLT","period":"train","hold":20,"ret":-19.183496663988137,"dd":28.671921332027328,"n":19,"p":0.5263157894736842,"W":2.8638497380518437,"L":5.27852200677722},{"s":"TLT","period":"test","hold":5,"ret":-2.4582818390906485,"dd":5.060143562187969,"n":9,"p":0.4444444444444444,"W":0.2676058071843199,"L":0.7074613113256234},{"s":"TLT","period":"test","hold":10,"ret":-3.035077446758885,"dd":6.578091832048072,"n":6,"p":0.3333333333333333,"W":0.30556687266432536,"L":0.9178928422002173},{"s":"TLT","period":"test","hold":20,"ret":-0.5982328677306782,"dd":5.2544170076018855,"n":4,"p":0.25,"W":3.0880904275632037,"L":1.204198503205299}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"EEM","period":"train","hold":10,"ret":-3.438617505551065,"dd":15.595172168610748,"n":17,"p":0.5294117647058824,"W":2.434750920734669,"L":3.0424574915913767}; holdout {"s":"EEM","period":"test","hold":10,"ret":-3.7926818201905688,"dd":11.404525868136561,"n":4,"p":0.5,"W":0.9578497215174376,"L":2.817554666199297}. All variants [{"s":"EEM","period":"train","hold":5,"ret":-8.04788057257348,"dd":19.0418298012341,"n":26,"p":0.46153846153846156,"W":2.7468862013395285,"L":2.8410878567268227},{"s":"EEM","period":"train","hold":10,"ret":-3.438617505551065,"dd":15.595172168610748,"n":17,"p":0.5294117647058824,"W":2.434750920734669,"L":3.0424574915913767},{"s":"EEM","period":"train","hold":20,"ret":18.389295622044905,"dd":26.518679658901647,"n":14,"p":0.7142857142857143,"W":4.929805302736331,"L":7.338731271229007},{"s":"EEM","period":"test","hold":5,"ret":-0.9640447297328819,"dd":7.578798411770493,"n":6,"p":0.16666666666666666,"W":8.939111828836865,"L":1.8819590678546227},{"s":"EEM","period":"test","hold":10,"ret":-3.7926818201905688,"dd":11.404525868136561,"n":4,"p":0.5,"W":0.9578497215174376,"L":2.817554666199297},{"s":"EEM","period":"test","hold":20,"ret":-7.930981587230769,"dd":12.27574639859178,"n":2,"p":0,"W":null,"L":4.0383102544153555}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"XLE","period":"train","hold":10,"ret":90.97344971104472,"dd":15.526998968204675,"n":26,"p":0.7307692307692307,"W":4.775203251956376,"L":3.1619576031513636}; holdout {"s":"XLE","period":"test","hold":10,"ret":10.696243283290562,"dd":4.6281784033169515,"n":4,"p":0.75,"W":4.594270670367002,"L":3.15831994868343}. All variants [{"s":"XLE","period":"train","hold":5,"ret":28.744461945869084,"dd":17.088594303863335,"n":33,"p":0.7272727272727273,"W":2.559349761677472,"L":3.765042981293808},{"s":"XLE","period":"train","hold":10,"ret":90.97344971104472,"dd":15.526998968204675,"n":26,"p":0.7307692307692307,"W":4.775203251956376,"L":3.1619576031513636},{"s":"XLE","period":"train","hold":20,"ret":64.66789428026767,"dd":16.73720672369915,"n":17,"p":0.5882352941176471,"W":7.53729031579105,"L":2.871482226918713},{"s":"XLE","period":"test","hold":5,"ret":3.4455501990069024,"dd":2.8566229985444114,"n":4,"p":0.75,"W":1.9357712924501076,"L":2.327219667349665},{"s":"XLE","period":"test","hold":10,"ret":10.696243283290562,"dd":4.6281784033169515,"n":4,"p":0.75,"W":4.594270670367002,"L":3.15831994868343},{"s":"XLE","period":"test","hold":20,"ret":-3.421129237329626,"dd":9.842062442158294,"n":2,"p":0.5,"W":3.0614511032446132,"L":6.291767772863162}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"XLF","period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242}; holdout {"s":"XLF","period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0,"W":null,"L":1.6448197783722456}. All variants [{"s":"XLF","period":"train","hold":5,"ret":-12.631752374025087,"dd":26.028483074553975,"n":31,"p":0.4838709677419355,"W":3.4001898061428593,"L":3.7998625190829034},{"s":"XLF","period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242},{"s":"XLF","period":"train","hold":20,"ret":0.3736530913380648,"dd":28.498943492138718,"n":16,"p":0.5625,"W":5.351890201644434,"L":6.235918385512589},{"s":"XLF","period":"test","hold":5,"ret":-7.460626034008272,"dd":9.769433309137431,"n":6,"p":0.3333333333333333,"W":0.8393908103091665,"L":2.316370743870734},{"s":"XLF","period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0,"W":null,"L":1.6448197783722456},{"s":"XLF","period":"test","hold":20,"ret":-5.588785312956509,"dd":7.275713674932749,"n":2,"p":0,"W":null,"L":2.835697430891199}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premise1: command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD,XRP/USD,UNI/USD,LTC/USD,LINK/USD --strategy breakout --lookback20 --days615 --stop-pct3 --target-pct4.5 (actualflagswithspaces) returns616bars/pair includingpartialSep8. Premise2: sourceengineusesclose-derivedsignalsandfillsatthesameclose,noexecutioncosts,andbarfetchignorespagination. Premise3: noheldoutwindowinCLI; fixedstop/targetdiagnosticonly. Grossreturns BTC+2.3668,ETH-20.7311,SOL+27.8476,XRP+6.0689,UNI-34.6682,LTC-29.1255,LINK+8.1187percent; closedN40/37/33/23/33/37/36. Fullper-symbolreturn/drawdown/winrate/sample/buyholdinobservationsandcli_summary.json. Conclusion noCLIwinnertrusted; usecompletehistory,nextopen,costedcustomexitsandholdoutforfrozencompressionablation. Validity sourceomissionspreventpromotinggrossresultintoexpectednetedge; soundnessCLIresultsareonlyreproductionoftheprovidedengine. This is not evidence compression works. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":19.20315865283131,"dd":33.40625556193522,"n":213,"win":51.64319248826291,"W":1.9008148335984225,"L":1.8059848878178024,"K":0.01424715673942091},{"period":"holdout","cost":"zero","return":-32.59505817592977,"dd":41.18284700195467,"n":215,"win":45.58139534883721,"W":1.936638954642452,"L":1.9503213003356727,"K":0},{"period":"recent","cost":"zero","return":-0.6619567187630349,"dd":26.80240913305211,"n":29,"win":51.724137931034484,"W":2.4087084868495134,"L":2.511965588285353,"K":0.003446936154310132},{"period":"train","cost":"base","return":-22.14647181522935,"dd":49.41723665717414,"n":213,"win":50.23474178403756,"W":1.746401445743688,"L":1.9471254588434133,"K":0},{"period":"holdout","cost":"base","return":-56.1524738853473,"dd":57.54547500939253,"n":215,"win":44.651162790697676,"W":1.7708817126454235,"L":2.078899873135273,"K":0},{"period":"recent","cost":"base","return":-6.259661132264083,"dd":28.395171636410012,"n":29,"win":51.724137931034484,"W":2.204095733782102,"L":2.7067468271745665,"K":0},{"period":"train","cost":"stress","return":-58.90739824686072,"dd":66.51451618422648,"n":213,"win":46.478873239436616,"W":1.5685020352183263,"L":2.092613152303241,"K":0},{"period":"holdout","cost":"stress","return":-76.99487145071846,"dd":77.37911290851906,"n":215,"win":43.25581395348837,"W":1.517826188328262,"L":2.3173272899491697,"K":0},{"period":"recent","cost":"stress","return":-14.070391505872426,"dd":30.719571506426945,"n":29,"win":48.275862068965516,"W":2.0431757020192935,"L":2.807332017631263,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":28.574383008983272,"dd":46.54132884809891,"n":193,"win":51.29533678756477,"W":2.4951337624906547,"L":2.257545747764133,"K":0.01807089625473733},{"period":"holdout","cost":"zero","return":13.195003419584928,"dd":33.963443942162044,"n":193,"win":49.740932642487046,"W":2.670176104155006,"L":2.4493457848997466,"K":0.00909604327231281},{"period":"recent","cost":"zero","return":3.7190990572059546,"dd":22.12992746572924,"n":26,"win":50,"W":2.868860836570745,"L":2.4811769380823376,"K":0.016891891963981595},{"period":"train","cost":"base","return":-12.598926884358352,"dd":56.74938850801248,"n":193,"win":47.15025906735752,"W":2.5017745447329562,"L":2.2694462610132167,"K":0},{"period":"holdout","cost":"base","return":-23.053375496196605,"dd":43.17746533544277,"n":193,"win":47.15025906735752,"W":2.6054882532665067,"L":2.4711671999486193,"K":0},{"period":"recent","cost":"base","return":-1.5364656487320771,"dd":23.976561119026265,"n":26,"win":50,"W":2.66332869841881,"L":2.676019692740803,"K":0},{"period":"train","cost":"stress","return":-51.015371366220606,"dd":69.73443047616958,"n":193,"win":40.932642487046635,"W":2.550091876346059,"L":2.307729667959877,"K":0},{"period":"holdout","cost":"stress","return":-56.87465048678973,"dd":60.21371556545858,"n":193,"win":44.559585492227974,"W":2.438977765136447,"L":2.6400022173697506,"K":0},{"period":"recent","cost":"stress","return":-8.924745845132964,"dd":26.664732226394595,"n":26,"win":50,"W":2.355799698294729,"L":2.9675546228024285,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":18.811604785940396,"dd":34.076871024217404,"n":226,"win":51.32743362831859,"W":1.6308109096713586,"L":1.5364205023791104,"K":0.013680019241828448},{"period":"holdout","cost":"zero","return":-21.508531739366134,"dd":34.416192615683386,"n":226,"win":49.557522123893804,"W":1.597559587152703,"L":1.7749040900783206,"K":0},{"period":"recent","cost":"zero","return":5.317340389966785,"dd":22.270196455129078,"n":29,"win":55.172413793103445,"W":2.2251699747298166,"L":2.2271122745606933,"K":0.025764246536110647},{"period":"train","cost":"base","return":-24.393742730570033,"dd":49.288735960179444,"n":226,"win":49.557522123893804,"W":1.4813319108773715,"L":1.6614310720940186,"K":0},{"period":"holdout","cost":"base","return":-50.05162876588778,"dd":53.319393572679765,"n":226,"win":47.78761061946903,"W":1.4508507159004824,"L":1.8785560173649973,"K":0},{"period":"recent","cost":"base","return":-0.617297757173596,"dd":23.96157884918472,"n":29,"win":55.172413793103445,"W":2.020923931884738,"L":2.4224626507977223,"K":0.0035950117380198487},{"period":"train","cost":"stress","return":-61.61994738896384,"dd":67.12708150642099,"n":226,"win":43.36283185840708,"W":1.362864068326875,"L":1.7553343000372528,"K":0},{"period":"holdout","cost":"stress","return":-74.64467644563737,"dd":74.77011390657093,"n":226,"win":42.47787610619469,"W":1.3079135088669465,"L":1.9849331390076825,"K":0},{"period":"recent","cost":"stress","return":-8.898167022160708,"dd":26.42989977499982,"n":29,"win":51.724137931034484,"W":1.838695497001656,"L":2.5305119104271943,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":57.84436043079979,"dd":35.49557826654425,"n":226,"win":50.442477876106196,"W":2.0620547392991644,"L":1.6446534768620291,"K":0.027290981989570917},{"period":"holdout","cost":"zero","return":125.27921857208568,"dd":25.253188262610806,"n":226,"win":57.07964601769911,"W":2.0675476216243016,"L":1.8696893649306698,"K":0.04566661076180269},{"period":"recent","cost":"zero","return":5.390037197775399,"dd":27.31440360804992,"n":29,"win":58.620689655172406,"W":2.5929814814071315,"L":3.078719834291388,"K":0.023724676970989816},{"period":"train","cost":"base","return":0.4449131443079457,"dd":48.987150697084225,"n":226,"win":48.23008849557522,"W":1.9461583681420875,"L":1.7510540351152963,"K":0.004125406669214404},{"period":"holdout","cost":"base","return":43.35736469096787,"dd":33.27948641698967,"n":226,"win":54.424778761061944,"W":1.9604452651638928,"L":1.9162568565605127,"K":0.024692055913787758},{"period":"recent","cost":"base","return":-0.5486974186376781,"dd":28.89602523105851,"n":29,"win":58.620689655172406,"W":2.3880005506203643,"L":3.2723686973475137,"K":0.00479258608510999},{"period":"train","cost":"stress","return":-49.01108466126618,"dd":66.6326231969882,"n":226,"win":41.150442477876105,"W":1.944511572184224,"L":1.8142999800205468,"K":0},{"period":"holdout","cost":"stress","return":-27.227409506441635,"dd":46.839860567821,"n":226,"win":45.57522123893805,"W":2.007031425995159,"L":1.8763701613440202,"K":0},{"period":"recent","cost":"stress","return":-8.835282672646317,"dd":31.204166643972687,"n":29,"win":51.724137931034484,"W":2.3908006389507688,"L":3.0875271146641285,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":52.227473811057855,"dd":34.93389636286501,"n":222,"win":54.95495495495496,"W":1.8644265687214512,"L":1.797086682432509,"K":0.028842148977253776},{"period":"holdout","cost":"zero","return":-21.182971924873883,"dd":37.43068337612203,"n":214,"win":51.4018691588785,"W":1.6965850185567808,"L":1.9985488674016068,"K":0},{"period":"recent","cost":"zero","return":-2.78327190421227,"dd":25.13463563534557,"n":31,"win":54.83870967741935,"W":2.010316052254626,"L":2.550292790710057,"K":0},{"period":"train","cost":"base","return":-2.351343063306033,"dd":47.64123339705238,"n":222,"win":52.702702702702695,"W":1.7354252393032972,"L":1.9023278138156476,"K":0.0021416023132878603},{"period":"holdout","cost":"base","return":-48.626163252452095,"dd":53.41515686636533,"n":214,"win":50.467289719626166,"W":1.5224578927170382,"L":2.135570300510461,"K":0},{"period":"recent","cost":"base","return":-8.627661425036425,"dd":27.637272325848205,"n":31,"win":51.61290322580645,"W":1.9207218149502172,"L":2.563401698034291,"K":0},{"period":"train","cost":"stress","return":-49.83213221076598,"dd":64.83902029350193,"n":222,"win":48.64864864864865,"W":1.5593162934500748,"L":2.0317195556956738,"K":0},{"period":"holdout","cost":"stress","return":-72.96511939062655,"dd":73.57239554301023,"n":214,"win":47.66355140186916,"W":1.294579716528172,"L":2.3027721599953983,"K":0},{"period":"recent","cost":"stress","return":-16.74213253388731,"dd":31.235249486976446,"n":31,"win":48.38709677419355,"W":1.7318792186366745,"L":2.685038819370337,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":178.34105018617214,"dd":27.685643940413595,"n":198,"win":57.07070707070707,"W":2.5557181831279046,"L":2.084903459982115,"K":0.05512463462690349},{"period":"holdout","cost":"zero","return":93.30510233270614,"dd":32.15689256459794,"n":192,"win":52.604166666666664,"W":2.8384663546067106,"L":2.3232415947262686,"K":0.034528492574095765},{"period":"recent","cost":"zero","return":-2.823530697969112,"dd":26.785563246036446,"n":28,"win":57.14285714285714,"W":2.3869897520176,"L":3.2938106761033703,"K":0},{"period":"train","cost":"base","return":87.32538434780786,"dd":37.86009014691455,"n":198,"win":52.52525252525253,"W":2.563886030968309,"L":2.050717172509798,"K":0.0363817666472635},{"period":"holdout","cost":"base","return":31.666176019651537,"dd":40.308013308002074,"n":192,"win":51.041666666666664,"W":2.715957132854908,"L":2.4158202250728835,"K":0.01873413847130169},{"period":"recent","cost":"base","return":-8.115845616070306,"dd":29.091336289654734,"n":28,"win":53.57142857142857,"W":2.3293191622449383,"L":3.2204168148812924,"K":0},{"period":"train","cost":"stress","return":3.4249354802157628,"dd":54.6296543356668,"n":198,"win":46.464646464646464,"W":2.5689925239825833,"L":2.094367644776468,"K":0.0070500566208592935},{"period":"holdout","cost":"stress","return":-25.984928470010615,"dd":53.18048154084121,"n":192,"win":48.4375,"W":2.5440826608630376,"L":2.5773114248441544,"K":0},{"period":"recent","cost":"stress","return":-15.51884893830584,"dd":32.414562498344324,"n":28,"win":53.57142857142857,"W":2.022790690936683,"L":3.5103209980660695,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":71.53304834541699,"dd":29.193445685189435,"n":231,"win":56.27705627705628,"W":1.6420679143841104,"L":1.5490123080117293,"K":0.03757970398632536},{"period":"holdout","cost":"zero","return":-1.0317451232329078,"dd":26.154841612524258,"n":222,"win":54.95495495495496,"W":1.4485794223149535,"L":1.756779813479074,"K":0.0008152660846985349},{"period":"recent","cost":"zero","return":0.758468782019972,"dd":20.65114740830539,"n":31,"win":58.06451612903226,"W":1.8005264340188565,"L":2.346786979479145,"K":0.008515632603908502},{"period":"train","cost":"base","return":8.069648335272039,"dd":41.64260374672444,"n":231,"win":55.41125541125541,"W":1.4625410560149192,"L":1.6981408725902127,"K":0.00909934517524194},{"period":"holdout","cost":"base","return":-36.51528908586076,"dd":45.6056164341927,"n":222,"win":52.702702702702695,"W":1.3035095581904221,"L":1.848251133021885,"K":0},{"period":"recent","cost":"base","return":-5.298839981793913,"dd":22.64896291756815,"n":31,"win":51.61290322580645,"W":1.8007883468594652,"L":2.20726478720401,"K":0},{"period":"train","cost":"stress","return":-45.95728791190342,"dd":61.62619753893107,"n":231,"win":48.917748917748916,"W":1.3267050032493817,"L":1.7530002532063407,"K":0},{"period":"holdout","cost":"stress","return":-67.3841639640466,"dd":68.2230200007498,"n":222,"win":44.5945945945946,"W":1.210442405425759,"L":1.8517510907884023,"K":0},{"period":"recent","cost":"stress","return":-13.708932564812804,"dd":25.551754132641356,"n":31,"win":41.935483870967744,"W":1.8797162270502987,"L":2.111437755156899,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":178.1938990668753,"dd":16.39947720096234,"n":231,"win":55.41125541125541,"W":2.0825150207934087,"L":1.5412069940990074,"K":0.056031152513499966},{"period":"holdout","cost":"zero","return":293.19855280009165,"dd":17.430076245682258,"n":222,"win":60.36036036036037,"W":2.1788715158626197,"L":1.691020766295331,"K":0.07399015454540013},{"period":"recent","cost":"zero","return":-3.5964203195659183,"dd":24.204642329198002,"n":31,"win":61.29032258064516,"W":1.8219494062971981,"L":3.0702480564975207,"K":0},{"period":"train","cost":"base","return":75.2683644998524,"dd":24.664730330157692,"n":231,"win":54.54545454545454,"W":1.9094592792091198,"L":1.6914799391298918,"K":0.03569973033564726},{"period":"holdout","cost":"base","return":152.2232658083544,"dd":22.351464394474295,"n":222,"win":57.20720720720721,"W":2.0884837396574873,"L":1.737184233963215,"K":0.054031252697204504},{"period":"recent","cost":"base","return":-9.391925701100046,"dd":25.823788821665705,"n":31,"win":51.61290322580645,"W":1.9276043951547694,"L":2.6171310333549127,"K":0},{"period":"train","cost":"stress","return":-12.353025047036681,"dd":47.25899957864242,"n":231,"win":48.05194805194805,"W":1.8384011517094314,"L":1.7538416971052357,"K":0},{"period":"holdout","cost":"stress","return":29.581950734311448,"dd":33.228683495225894,"n":222,"win":47.2972972972973,"W":2.189904323715891,"L":1.679790616730518,"K":0.01717774860314092},{"period":"recent","cost":"stress","return":-17.438525061406708,"dd":28.52340307978135,"n":31,"win":38.70967741935484,"W":2.2242321499971003,"L":2.3351027918447667,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":10.35996768260623,"dd":42.13637086814445,"n":215,"win":50.697674418604656,"W":1.8801974034012479,"L":1.7883084679461931,"K":0.00951212550973582},{"period":"holdout","cost":"zero","return":-7.786242848370528,"dd":27.495592033600158,"n":209,"win":50.23923444976076,"W":1.8247914054620427,"L":1.8943552397297145,"K":0},{"period":"recent","cost":"zero","return":-21.582225844787207,"dd":40.1356334297864,"n":29,"win":48.275862068965516,"W":2.304727332792503,"L":3.6237969986631993,"K":0},{"period":"train","cost":"base","return":-28.209839901571264,"dd":55.20695763954622,"n":215,"win":48.372093023255815,"W":1.7599079793943575,"L":1.8976339965516806,"K":0},{"period":"holdout","cost":"base","return":-39.28994746495813,"dd":45.828911956183184,"n":209,"win":49.282296650717704,"W":1.6539701868202707,"L":2.0342040446388596,"K":0},{"period":"recent","cost":"base","return":-26.00107189798383,"dd":41.788586497025314,"n":29,"win":44.827586206896555,"W":2.2635056788161365,"L":3.5791508185220513,"K":0},{"period":"train","cost":"stress","return":-62.33443461965437,"dd":70.07919697601497,"n":215,"win":46.04651162790698,"W":1.5346235309032943,"L":2.102202031600124,"K":0},{"period":"holdout","cost":"stress","return":-67.56921269011691,"dd":68.30837477261838,"n":209,"win":46.411483253588514,"W":1.440162590357214,"L":2.209223457956847,"K":0},{"period":"recent","cost":"stress","return":-32.16688783509485,"dd":44.40826073291989,"n":29,"win":44.827586206896555,"W":1.957174352437925,"L":3.867980410508113,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":37.433821099280415,"dd":31.102256434358623,"n":195,"win":50.256410256410255,"W":2.5764100362494182,"L":2.1638226048325797,"K":0.021196951892784102},{"period":"holdout","cost":"zero","return":48.52587654538867,"dd":34.37929333597173,"n":190,"win":50.526315789473685,"W":2.667200203380421,"L":2.235534364540271,"K":0.022648917136101593},{"period":"recent","cost":"zero","return":-6.453622785150381,"dd":35.73506118318185,"n":28,"win":50,"W":3.306179777888696,"L":3.606215450686397,"K":0},{"period":"train","cost":"base","return":-6.9494896603194185,"dd":45.33366519372382,"n":195,"win":45.64102564102564,"W":2.619510318317559,"L":2.16589779554648,"K":0.0017380680467813658},{"period":"holdout","cost":"base","return":1.5711120224150443,"dd":42.26340011565154,"n":190,"win":47.368421052631575,"W":2.6300425156599867,"L":2.243844603309714,"K":0.006163281434402715},{"period":"recent","cost":"base","return":-11.548239735368393,"dd":37.75898392497052,"n":28,"win":46.42857142857143,"W":3.339838108241981,"L":3.5469604279585765,"K":0},{"period":"train","cost":"stress","return":-48.161068315413594,"dd":63.46933754440982,"n":195,"win":42.56410256410256,"W":2.4897092572170663,"L":2.3349794099055656,"K":0},{"period":"holdout","cost":"stress","return":-42.55900961188118,"dd":55.75225922584459,"n":190,"win":44.21052631578947,"W":2.497998157904116,"L":2.400604404281518,"K":0},{"period":"recent","cost":"stress","return":-18.67469891091449,"dd":40.67598962008465,"n":28,"win":46.42857142857143,"W":3.030282617597715,"L":3.8358864465728115,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":32.31424135822174,"dd":34.546199164080285,"n":226,"win":53.09734513274337,"W":1.640806320731402,"L":1.5811748158003767,"K":0.019748160818580607},{"period":"holdout","cost":"zero","return":-4.382806977449949,"dd":22.017927679650374,"n":221,"win":51.58371040723983,"W":1.5591065326186637,"L":1.6985859058079489,"K":0},{"period":"recent","cost":"zero","return":-4.528947283584362,"dd":28.25234339262941,"n":30,"win":66.66666666666666,"W":1.9147662089778008,"L":4.088743646423883,"K":0},{"period":"train","cost":"base","return":-15.801283969165347,"dd":49.60693867783458,"n":226,"win":51.32743362831859,"W":1.4902686200023112,"L":1.687602367708467,"K":0},{"period":"holdout","cost":"base","return":-38.54208630517213,"dd":41.4413903152086,"n":221,"win":50.2262443438914,"W":1.396342510979817,"L":1.8160181973911302,"K":0},{"period":"recent","cost":"base","return":-10.088749017283282,"dd":29.918756424066196,"n":30,"win":63.33333333333333,"W":1.804324706690401,"L":3.8966461058701003,"K":0},{"period":"train","cost":"stress","return":-57.25815206631386,"dd":66.78068797620116,"n":226,"win":46.46017699115044,"W":1.3228756140789912,"L":1.8126224953864054,"K":0},{"period":"holdout","cost":"stress","return":-68.33058305254215,"dd":68.52034556386918,"n":221,"win":45.248868778280546,"W":1.2271023708841489,"L":1.9301229934477213,"K":0},{"period":"recent","cost":"stress","return":-17.827316762377265,"dd":32.346072448942785,"n":30,"win":53.333333333333336,"W":1.8159963539952153,"L":3.3284074508303214,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":109.22542474738881,"dd":23.449315758242694,"n":226,"win":53.53982300884957,"W":2.065147794771529,"L":1.6402083515764312,"K":0.04159905309147767},{"period":"holdout","cost":"zero","return":235.313674320911,"dd":12.247881483112721,"n":221,"win":55.65610859728507,"W":2.188694845972555,"L":1.4692578518167978,"K":0.0647207941235848},{"period":"recent","cost":"zero","return":-2.9414491043999957,"dd":28.750513844466884,"n":30,"win":66.66666666666666,"W":2.022511173889352,"L":4.149465437721803,"K":0},{"period":"train","cost":"base","return":33.1414664355137,"dd":32.15602043875791,"n":226,"win":51.76991150442478,"W":1.927791607636057,"L":1.7424472486260612,"K":0.020442064204121257},{"period":"holdout","cost":"base","return":115.52273399460948,"dd":21.34944603383886,"n":221,"win":53.39366515837104,"W":2.0729836875816168,"L":1.561779235704626,"K":0.04570150637527981},{"period":"recent","cost":"base","return":-8.593699542473153,"dd":30.132956608632444,"n":30,"win":60,"W":2.025470442368664,"L":3.624568048713787,"K":0},{"period":"train","cost":"stress","return":-32.413312455136534,"dd":50.63509911740378,"n":226,"win":46.017699115044245,"W":1.8454832012525304,"L":1.836972290938241,"K":0},{"period":"holdout","cost":"stress","return":11.05940495187545,"dd":35.66505588560342,"n":221,"win":47.05882352941176,"W":2.024375056693326,"L":1.651605363069235,"K":0.00966567131221266},{"period":"recent","cost":"stress","return":-16.46094463902911,"dd":32.299343592723254,"n":30,"win":50,"W":2.101684803272841,"L":3.1684714941996996,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":13.655646889746965,"dd":22.33490997742823,"n":202,"win":53.960396039603964,"W":1.851446289885078,"L":1.9639528096566397,"K":0.012807778365723249},{"period":"holdout","cost":"zero","return":-19.520461888408335,"dd":32.01786088912038,"n":218,"win":48.62385321100918,"W":1.8910575531193008,"L":1.936515835345826,"K":0},{"period":"recent","cost":"zero","return":-6.024799083709819,"dd":22.610909614229502,"n":29,"win":48.275862068965516,"W":2.367975025144074,"L":2.5249426270415953,"K":0},{"period":"train","cost":"base","return":-24.118478059718107,"dd":40.24554059463301,"n":202,"win":51.48514851485149,"W":1.7299650786494412,"L":2.052594346297908,"K":0},{"period":"holdout","cost":"base","return":-47.96050597271413,"dd":51.94985122698166,"n":218,"win":46.788990825688074,"W":1.7580662312708704,"L":2.0627932646618428,"K":0},{"period":"recent","cost":"base","return":-11.320307023598254,"dd":24.672440239264194,"n":29,"win":48.275862068965516,"W":2.1634436575941995,"L":2.719697937787914,"K":0},{"period":"train","cost":"stress","return":-58.60450156098065,"dd":61.34654802592547,"n":202,"win":46.53465346534654,"W":1.5914177406607561,"L":2.1414520710623126,"K":0},{"period":"holdout","cost":"stress","return":-72.94148383267489,"dd":73.61083225466925,"n":218,"win":45.412844036697244,"W":1.5015225086762456,"L":2.3002898240073937,"K":0},{"period":"recent","cost":"stress","return":-18.709368977282338,"dd":27.66212351475493,"n":29,"win":48.275862068965516,"W":1.857412067974245,"L":3.0111020292414787,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

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

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

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

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

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