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3882 analyses, newest first
QREV90804 sweep intraday lookback10 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-56.15
drawdown57.55
sample215
win rate44.65
average win1.77
average loss2.08
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback10 hold5 parent
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-23.05
drawdown43.18
sample193
win rate47.15
average win2.61
average loss2.47
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback10 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-50.05
drawdown53.32
sample226
win rate47.79
average win1.45
average loss1.88
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback10 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return43.36
drawdown33.28
sample226
win rate54.42
average win1.96
average loss1.92
quarter Kelly0.02
cells9
actual allocation0
QREV90804 sweep intraday lookback5 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-48.63
drawdown53.42
sample214
win rate50.47
average win1.52
average loss2.14
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback5 hold5 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return31.67
drawdown40.31
sample192
win rate51.04
average win2.72
average loss2.42
quarter Kelly0.02
cells9
actual allocation0
QREV90804 sweep intraday lookback5 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-36.52
drawdown45.61
sample222
win rate52.7
average win1.3
average loss1.85
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback5 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return152.22
drawdown22.35
sample222
win rate57.21
average win2.09
average loss1.74
quarter Kelly0.05
cells9
actual allocation0
QREV90804 sweep intraday lookback3 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-39.29
drawdown45.83
sample209
win rate49.28
average win1.65
average loss2.03
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback3 hold5 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return1.57
drawdown42.26
sample190
win rate47.37
average win2.63
average loss2.24
quarter Kelly0.01
cells9
actual allocation0
QREV90804 sweep intraday lookback3 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-38.54
drawdown41.44
sample221
win rate50.23
average win1.4
average loss1.82
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep intraday lookback3 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return115.52
drawdown21.35
sample221
win rate53.39
average win2.07
average loss1.56
quarter Kelly0.05
cells9
actual allocation0
QREV90804 sweep total lookback10 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-47.96
drawdown51.95
sample218
win rate46.79
average win1.76
average loss2.06
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback10 hold5 parent
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-7.22
drawdown29.7
sample193
win rate44.56
average win2.8
average loss2.22
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback10 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-42.86
drawdown48.32
sample226
win rate48.67
average win1.45
average loss1.82
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback10 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return92.03
drawdown19.51
sample226
win rate54.42
average win2.02
average loss1.7
quarter Kelly0.04
cells9
actual allocation0
QREV90804 sweep total lookback5 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return-45.07
drawdown48.49
sample216
win rate48.15
average win1.7
average loss2.07
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback5 hold5 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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.
return41.61
drawdown24.58
sample192
win rate47.92
average win2.87
average loss2.18
quarter Kelly0.02
cells9
actual allocation0
QREV90804 sweep total lookback5 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":59.97368759152757,"dd":29.81022345137012,"n":220,"win":54.090909090909086,"W":1.7187416587001598,"L":1.5368362571746057,"K":0.03260167584674045},{"period":"holdout","cost":"zero","return":-15.95680931627732,"dd":30.42212413623958,"n":226,"win":49.11504424778761,"W":1.5923488121080531,"L":1.65108363307683,"K":0},{"period":"recent","cost":"zero","return":-1.6930232625908315,"dd":21.405062441430356,"n":32,"win":56.25,"W":1.7961916036008188,"L":2.3405951273812953,"K":0},{"period":"train","cost":"base","return":3.02887744619893,"dd":40.43839177684758,"n":220,"win":52.27272727272727,"W":1.5713926352445222,"L":1.6417845747955488,"K":0.006018671614850382},{"period":"holdout","cost":"base","return":-46.51876718586996,"dd":48.81563640331201,"n":226,"win":47.34513274336283,"W":1.4457328197448056,"L":1.7894615435189238,"K":0},{"period":"recent","cost":"base","return":-7.78756482335824,"dd":23.278914502865767,"n":32,"win":56.25,"W":1.592802660184282,"L":2.5357187647082693,"K":0},{"period":"train","cost":"stress","return":-46.74944870532379,"dd":58.86441339507407,"n":220,"win":46.36363636363636,"W":1.4481089725030527,"L":1.739919385783308,"K":0},{"period":"holdout","cost":"stress","return":-72.85128766796774,"dd":73.68383990691979,"n":226,"win":42.47787610619469,"W":1.2897049481918736,"L":1.9199093149590576,"K":0},{"period":"recent","cost":"stress","return":-16.228334881628292,"dd":26.672707752038082,"n":32,"win":46.875,"W":1.5831585336542084,"L":2.3613038699220836,"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.
return-46.52
drawdown48.82
sample226
win rate47.35
average win1.45
average loss1.79
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback5 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":175.8283886899252,"dd":21.253678219967952,"n":220,"win":54.090909090909086,"W":2.1583565288578708,"L":1.4923836109597985,"K":0.05586830914695308},{"period":"holdout","cost":"zero","return":285.83272178559554,"dd":11.976007599474304,"n":226,"win":55.75221238938053,"W":2.3306972758157762,"L":1.4985730844569578,"K":0.0682553099418681},{"period":"recent","cost":"zero","return":2.2025676070838163,"dd":22.562052132229226,"n":32,"win":59.375,"W":1.993935624917742,"L":2.625033707451924,"K":0.014729579552927086},{"period":"train","cost":"base","return":77.64352177140124,"dd":27.742829922679224,"n":220,"win":52.27272727272727,"W":2.0253895548931333,"L":1.5999558210208566,"K":0.03642645921029544},{"period":"holdout","cost":"base","return":145.5262520764989,"dd":17.217858291954037,"n":226,"win":52.654867256637175,"W":2.2567692537887605,"L":1.5905342099277493,"K":0.04821697224045533},{"period":"recent","cost":"base","return":-4.133481130965555,"dd":24.019464822877623,"n":32,"win":56.25,"W":1.8910324952038555,"L":2.6200258713014093,"K":0},{"period":"train","cost":"stress","return":-8.184814755506997,"dd":46.44350516270843,"n":220,"win":45.45454545454545,"W":2.0014746999457493,"L":1.67765606878144,"K":0},{"period":"holdout","cost":"stress","return":24.636647976180946,"dd":28.05473168185515,"n":226,"win":44.24778761061947,"W":2.3541994646543047,"L":1.627339278469829,"K":0.014272742203898361},{"period":"recent","cost":"stress","return":-12.908731893080672,"dd":26.182379835333446,"n":32,"win":40.625,"W":2.2703230588051753,"L":2.1965102483356693,"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.
return145.53
drawdown17.22
sample226
win rate52.65
average win2.26
average loss1.59
quarter Kelly0.05
cells9
actual allocation0
QREV90804 sweep total lookback3 hold5 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":36.46621444966183,"dd":36.52017439650815,"n":208,"win":54.807692307692314,"W":1.8833406823410361,"L":1.8921461979628689,"K":0.023510222575773426},{"period":"holdout","cost":"zero","return":-34.14788463255884,"dd":36.2648688269676,"n":218,"win":47.24770642201835,"W":1.8337631445070866,"L":1.9782590369987232,"K":0},{"period":"recent","cost":"zero","return":-10.839267664442719,"dd":28.36439069683374,"n":29,"win":48.275862068965516,"W":1.986430403359285,"L":2.535250879632849,"K":0},{"period":"train","cost":"base","return":-9.975933860697205,"dd":47.66720306803334,"n":208,"win":53.36538461538461,"W":1.726186499707914,"L":2.0247385776887263,"K":0},{"period":"holdout","cost":"base","return":-57.41885646018016,"dd":58.179469585029196,"n":218,"win":45.412844036697244,"W":1.6992787269588354,"L":2.0870230114370956,"K":0},{"period":"recent","cost":"base","return":-15.86348002478426,"dd":30.724432402043377,"n":29,"win":48.275862068965516,"W":1.7826613625356709,"L":2.729985594475038,"K":0},{"period":"train","cost":"stress","return":-51.765431918014414,"dd":64.64753060418012,"n":208,"win":48.07692307692308,"W":1.588386044288932,"L":2.091886945370463,"K":0},{"period":"holdout","cost":"stress","return":-77.8594588123534,"dd":78.2222651584462,"n":218,"win":43.57798165137615,"W":1.4573659263599839,"L":2.3060081129224757,"K":0},{"period":"recent","cost":"stress","return":-22.87399097490309,"dd":34.11950123017583,"n":29,"win":48.275862068965516,"W":1.4777704099859235,"L":3.021358869152878,"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.
return-57.42
drawdown58.18
sample218
win rate45.41
average win1.7
average loss2.09
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback3 hold5 parent
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":48.77545160177237,"dd":39.29767978388606,"n":193,"win":55.44041450777202,"W":2.3119261469649968,"L":2.3584674745007703,"K":0.024959502781631282},{"period":"holdout","cost":"zero","return":44.398438556889985,"dd":29.820176916222042,"n":195,"win":49.23076923076923,"W":2.7030711903185742,"L":2.165110420324871,"K":0.021413867582827206},{"period":"recent","cost":"zero","return":-6.05867915929772,"dd":34.34440185422142,"n":28,"win":46.42857142857143,"W":2.7283458203282254,"L":2.650244807428019,"K":0},{"period":"train","cost":"base","return":1.1331636905506315,"dd":53.66109453097343,"n":193,"win":49.22279792746114,"W":2.3864554051386575,"L":2.205186670975646,"K":0.005756238895566784},{"period":"holdout","cost":"base","return":-2.234047685646634,"dd":41.904799998744394,"n":195,"win":45.64102564102564,"W":2.7000293178619894,"L":2.189095838778625,"K":0.003921348863267934},{"period":"recent","cost":"base","return":-11.174805082396999,"dd":36.284818186261184,"n":28,"win":46.42857142857143,"W":2.52309443138937,"L":2.844749764230093,"K":0},{"period":"train","cost":"stress","return":-43.31911166140715,"dd":69.1738223034061,"n":193,"win":46.1139896373057,"W":2.2274626053311497,"L":2.360426031140123,"K":0},{"period":"holdout","cost":"stress","return":-45.53407063968488,"dd":59.10194814382071,"n":195,"win":42.05128205128205,"W":2.6081904380607863,"L":2.336728704098118,"K":0},{"period":"recent","cost":"stress","return":-18.331351469335743,"dd":39.08845142832404,"n":28,"win":42.857142857142854,"W":2.412049600730154,"L":2.9483420361046155,"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.
return-2.23
drawdown41.9
sample195
win rate45.64
average win2.7
average loss2.19
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback3 hold3 managed
BacktestsrejectQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":57.561133899861574,"dd":29.861548652970704,"n":222,"win":56.30630630630631,"W":1.6227748745722292,"L":1.5904928974286408,"K":0.033704535999435015},{"period":"holdout","cost":"zero","return":-22.208872138807433,"dd":29.493413423926707,"n":229,"win":50.21834061135371,"W":1.5474508185655607,"L":1.743316424035256,"K":0},{"period":"recent","cost":"zero","return":0.9659536928172452,"dd":18.154360502988364,"n":31,"win":64.51612903225806,"W":1.719362710101032,"L":2.9236998316555805,"K":0.01044346088387832},{"period":"train","cost":"base","return":1.0700153235180254,"dd":43.334201201894196,"n":222,"win":54.5045045045045,"W":1.4688874027739587,"L":1.7032840265695304,"K":0.004372747185910436},{"period":"holdout","cost":"base","return":-50.79342027812728,"dd":51.7729925500063,"n":229,"win":48.90829694323144,"W":1.3838047004279765,"L":1.8929920346574185,"K":0},{"period":"recent","cost":"base","return":-5.103828465875903,"dd":21.008912862460438,"n":31,"win":61.29032258064516,"W":1.596183035514082,"L":2.8582645775160604,"K":0},{"period":"train","cost":"stress","return":-48.07437884687624,"dd":62.02121675364932,"n":222,"win":46.3963963963964,"W":1.3957741419407173,"L":1.7191466306731444,"K":0},{"period":"holdout","cost":"stress","return":-75.24503322924035,"dd":75.70137267541043,"n":229,"win":42.79475982532751,"W":1.2530391011615423,"L":1.967097428317588,"K":0},{"period":"recent","cost":"stress","return":-13.531239367945059,"dd":25.105143855603927,"n":31,"win":54.83870967741935,"W":1.4699061999476264,"L":2.7310203973278426,"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.
return-50.79
drawdown51.77
sample229
win rate48.91
average win1.38
average loss1.89
quarter Kelly0
cells9
actual allocation0
QREV90804 sweep total lookback3 hold3 parent
BacktestsinconclusiveQuant replicationEWA, EWC, EWG, EWH, EWJ, EWL, EWT, EWU, EWW, EWY, EWZ, FXI2026-09-08 04:16
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":157.2376751549046,"dd":21.85065904086422,"n":222,"win":56.75675675675676,"W":1.9509019905451188,"L":1.5220071509609814,"K":0.057550743840970336},{"period":"holdout","cost":"zero","return":218.1310155544387,"dd":14.85950485915012,"n":229,"win":56.33187772925764,"W":2.141249846591393,"L":1.5274802362260107,"K":0.06295205450936715},{"period":"recent","cost":"zero","return":-5.965511546571456,"dd":27.559279495896583,"n":31,"win":61.29032258064516,"W":1.9611548390478195,"L":3.420650013447061,"K":0},{"period":"train","cost":"base","return":65.00906744055428,"dd":29.352425101313106,"n":222,"win":54.95495495495496,"W":1.806692781632022,"L":1.6375142481824891,"K":0.035319808686136545},{"period":"holdout","cost":"base","return":101.2329633118632,"dd":18.361352392195585,"n":229,"win":53.275109170305676,"W":2.0543943258078947,"L":1.618353599437685,"K":0.04116868692601096},{"period":"recent","cost":"base","return":-11.618593991104898,"dd":29.840685568307624,"n":31,"win":54.83870967741935,"W":1.965995686085745,"L":3.099573241386964,"K":0},{"period":"train","cost":"stress","return":-15.22512096864499,"dd":48.11617293381142,"n":222,"win":45.4954954954955,"W":1.8523504816501044,"L":1.6288624873899358,"K":0},{"period":"holdout","cost":"stress","return":1.2367725642259186,"dd":29.513550522847908,"n":229,"win":45.414847161572055,"W":2.078852519798742,"L":1.6604610498778587,"K":0.00453886126159006},{"period":"recent","cost":"stress","return":-19.467450404366314,"dd":33.21945413695785,"n":31,"win":48.38709677419355,"W":1.9115124587950023,"L":2.9938121403109634,"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.
return101.23
drawdown18.36
sample229
win rate53.28
average win2.05
average loss1.62
quarter Kelly0.04
cells9
actual allocation0
Who captures the bottleneck: used-aircraft owners may precede new OEM deliveries
ConsequenceswatchSupply chainGD, BDRBF, GE, RYCEY, TXT, AM.PA2026-09-08 04:16
1. First order, conditional on effective new-aircraft restrictions: Bombardier US deliveries can fall, US buyers seek a mission-compatible slot, and available used aircraft gain scarcity value. GD gets negotiating opportunities but not immediate delivered revenue. GE Passport loses exposure if Global7500/8000 demand migrates to Rolls-powered Gulfstream; some other transfers stay within Rolls. Sources https://www.geaerospace.com/news/press-releases/ge-aerospace-shipping-500th-passport-engine ; https://www.rolls-royce.com/products-and-services/civil-aerospace/business-aviation ; https://www.sec.gov/Archives/edgar/data/40533/000004053326000032/gd-20260705.htm . 2. Second order: buyers extend existing ownership or charter, increasing maintenance demand but also waiting for engine/prebuy capacity. Incumbent owners and intermediaries can capture more immediately than an OEM with committed backlog. Bombardier itself retains possible service demand;674m services/2150m Q2 revenue is31.35%, so a blanket company loss estimate is unsound https://www.globenewswire.com/news-release/2026/07/30/3335861/0/en/Bombardier-Reports-Significant-Second-Quarter-Free-Cash-Flow-Growth-and-Strong-Profitability-as-Backlog-Lengthens.html . Parts restrictions could instead strand this fleet: policy scope changes the sign. 3. Third order: profitable premiums attract new production, dealer inventory and alternative sourcing, but supplier qualification and certification delay substitution. Retaliation and customer postponements may destroy volume rather than redistribute all of it. Textron risk factors explicitly describe certified-vendor lock-in https://www.sec.gov/Archives/edgar/data/217346/000021734626000006/txt-20260103.htm . Over time US manufacturing investments, exemptions or trade settlements can eliminate temporary rent. Independent operating crosscheck: IADA July27 H1 report746 closed transactions(+21%),118 dealer inventory purchases(+87%),67 price reductions(-11%);97% accredited dealers report activity. https://iada.aero/press-release/224/iada-reports-strong-start-to-2026-as-business-aircraft-market-stabilizes-at-elevated-levels . Buyer/seller index2.74 favors sellers. Dealer comments describe late-model premiums and engine/MRO constraints; a contrary respondent reports slower decisions and more realistic prices. Both can hold across aircraft quality, age and regions. Member activity is not the entire global market; sentiment respondent count unknown and commercial incentives favor positive framing. Multiple quoted dealers are one survey collection, not many independent datasets. Conclusion: earlier capture by available-asset owners is a plausible reframing, not a listed-stock edge. No public pure owner beneficiary with audited incremental margin and tested payoff was established. Under these missing links, no new FUND or trade. The strongest counterargument is a newly canceled Gulfstream slot or faster accepted output; either requires fresh evidence.
IADA_H1_transactions746
IADA_transaction_growth_pct21
IADA_dealer_inventory_purchases118
IADA_reporting_participation_pct97
Bomb_services_revenue_share_pct31.35
order_effect_levels3
proposed_usd0
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