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2010-01-04 — 2024-12-31 · Daily equity data · Transaction-cost sensitivity · Statistical diagnostics
Retrospective fixed eight-stock universe; exploratory experiments, not published-factor reproduction
45 / 45Experiments completed
30,192Historical source rows
8Stocks in fixed universe
2.84sMeasured study runtime
Signal comparison
Annualized Sharpe ratios from saved experiment results. Select a cost assumption.
Experiment ledger
All experiments at the selected cost, including their recorded execution status.
| Signal | Cost (bps) | Status | Returns | Total return | Sharpe | Max drawdown | HAC t-stat | Folds |
|---|
Evidence and interpretation
This study evaluates price-based signals on a fixed universe of eight surviving stocks. Retrospective adjusted prices do not establish point-in-time data availability or historical index membership. Experiment completion measures execution; it is separate from economic performance, autonomous literature research, and replication of published factors.
Dataset identity