[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_180":181,"_182":183},"routes/_app.x.$handle.$name",{"_11":12,"_13":14,"_15":-7,"_18":19,"_17":-7,"_135":-5,"_20":136,"_22":137,"_138":139,"_140":141,"_26":142,"_24":143,"_144":145,"_146":147,"_148":51,"_149":150,"_151":51,"_152":-5,"_153":-5,"_154":155},"routes/_app.x.$handle.$name.code.$",{"_11":12,"_13":14,"_15":16,"_17":-7,"_18":19,"_20":21,"_22":23,"_24":25,"_26":27,"_28":29,"_30":-5,"_31":32,"_33":34,"_35":-5},"handle","samuelasabet","name","industry-5d-walkforward-backtest","branchName","main","version","path","run.ts","project",{"_36":91,"_13":14,"_38":92,"_49":-5,"_93":51,"_52":53,"_94":53,"_95":96,"_97":-5,"_98":99,"_100":-5,"_101":51,"_102":-5,"_103":-5,"_104":34,"_55":56,"_105":-5,"_106":-5,"_107":-5,"_108":-5,"_109":110,"_111":110,"_112":113,"_114":113,"_115":113,"_116":110,"_117":110,"_118":119,"_120":121,"_122":123,"_50":51},"tree",[78,79],"file",{"_36":59,"_13":19,"_60":61,"_62":-5,"_63":64,"_65":66,"_67":68,"_38":69,"_17":70,"_71":72,"_73":74,"_75":51,"_76":-5,"_18":77},"contents",[],"upstream",{"_36":37,"_38":39,"_40":41,"_13":16,"_42":43,"_17":44,"_45":-5,"_46":-5,"_47":48,"_49":-5,"_50":51,"_52":53,"_54":12,"_55":56,"_57":58},"pull","ahead",6,"behind",0,"envVars","id","1be1950f-e97d-4a0e-9311-d0e3655af759","createdAt",["D",1789389977236],"updatedAt",["D",1789390245692],"projectId","df5bf9bd-8d05-4d99-8a92-34f1b59bca96",5,"forkedBranchId","forkedBranchVersion","lockfileKey","1789390245889-esm.town_v_samuelasabet_crypto-7d-walkforward-backtest@5-main","deletedAt","isOwned",false,"privacy","public","userHandle","orgId","01a0844a-58f8-722f-adaf-20f0e0b3b881","projectName","crypto-7d-walkforward-backtest","4b868070-9123-4156-afc2-2ba36b4ea2a9","fileId","01a0a002-8f60-75cf-8ff5-9bf5b9836e3c","parentId","branchId","641e894a-c832-45d0-ad5d-f8d018b71339","branchVersion",7,"latest",true,["D",1789391020659],1,"fileType","script","content","import { main } from \"./main.ts\";\nconst r=await main();\nconsole.log(JSON.stringify({method:r.method,results:r.results.map((x:any)=>({symbol:x.symbol,oosN:x.oosN,validationN:x.validationN,calibrationSelected:x.calibrationSelected,accuracy:x.calibrationSelected?x.calibratedValidation.accuracy:x.rawValidation.accuracy,brier:x.calibrationSelected?x.calibratedValidation.brier:x.rawValidation.brier,logloss:x.calibrationSelected?x.calibratedValidation.logloss:x.rawValidation.logloss,up:x.currentSelected.Up,flat:x.currentSelected.Flat,down:x.currentSelected.Down,featureDate:x.featureDate}))}));","deleted","label",[19],{"_36":84,"_13":85,"_60":86,"_62":-5,"_63":64,"_65":32,"_67":68,"_38":87,"_17":44,"_71":72,"_73":88,"_75":51,"_76":-5,"_81":89,"_18":90},{"_36":59,"_13":19,"_60":61,"_62":-5,"_63":64,"_65":66,"_67":68,"_38":80,"_17":70,"_71":72,"_73":74,"_75":51,"_76":-5,"_81":82,"_18":83},["D",1789391020659],"children",[],[19],"2e66fa2d-2dd9-4622-a3b5-4a10ae571b29","main.ts","01a0a002-8f60-75cf-8ff5-9641a20082f8",["D",1789391002721],"const SYMS=[\"XLK\",\"XLF\",\"XLE\",\"XLV\",\"XLI\",\"XLY\",\"XLP\",\"XLU\",\"XLB\",\"XLRE\",\"XLC\",\"SMH\",\"IBB\",\"IYT\"],CLS=[\"Down\",\"Flat\",\"Up\"];\nconst H=5,B=.02,I=500,S=60,K=50;\ntype R={t:number,c:number,q:number};\nconst avg=(a:number[])=>a.reduce((x,y)=>x+y,0)/a.length;\nconst sd=(a:number[])=>{const m=avg(a);return Math.sqrt(avg(a.map(x=>(x-m)**2)))||1};\nasync function get(s:string){const u=new URL(`https://query1.finance.yahoo.com/v8/finance/chart/${s}`);u.searchParams.set(\"period1\",String(Math.floor(Date.UTC(2018,0,1)/1000)));u.searchParams.set(\"period2\",String(Math.floor(Date.now()/1000)+86400));u.searchParams.set(\"interval\",\"1d\");const r=await fetch(u,{headers:{\"User-Agent\":\"Mozilla/5.0\"}});if(!r.ok)throw Error(`${s}:${r.status}`);const j=await r.json(),z=j?.chart?.result?.[0];if(!z)throw Error(`${s}:no-data`);const ts:number[]=z.timestamp||[],q=z.indicators?.quote?.[0]||{},out:R[]=[];for(let i=0;i0)out.push({t:ts[i]*1000,c,q:Number.isFinite(v)&&v>0?v:1})}return out}\nfunction met(y:string[],p:number[][]){let ok=0,br=0,ll=0;y.forEach((v,i)=>{let k=p[i].indexOf(Math.max(...p[i]));if(CLS[k]===v)ok++;p[i].forEach((z,j)=>br+=(z-(CLS[j]===v?1:0))**2);ll-=Math.log(Math.max(1e-12,p[i][CLS.indexOf(v)]))});return{accuracy:ok/y.length,brier:br/y.length,logloss:ll/y.length}}\nfunction build(a:R[],b:R[]){const mb=new Map(b.map(r=>[r.t,r])),aa=a.filter(r=>mb.has(r.t)),bb=aa.map(r=>mb.get(r.t)!);const all:any[]=[];for(let i=30;ij?Math.log(r.c/aa[i-30+j].c):Math.log(r.c/aa[i-1].c)),bl=bb.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/bb[i-30+j].c):Math.log(r.c/bb[i-1].c)),q=aa.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))),f=i+HB?\"Up\":f< -B?\"Down\":\"Flat\";all.push({t:aa[i].t,y,x:[aa[i].c/aa[i-1].c-1,aa[i].c/aa[i-7].c-1,aa[i].c/aa[i-30].c-1,sd(lr)*Math.sqrt(252),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(252),(q.at(-1)!-avg(q))/sd(q)]})}return{labeled:all.filter(r=>r.y!==null),latest:all.at(-1)}}\nfunction pr(tr:any[],x:number[]){const m=x.map((_,j)=>avg(tr.map(r=>r.x[j]))),s=x.map((_,j)=>sd(tr.map(r=>r.x[j]))),d=tr.map((r,i)=>({i,d:x.reduce((z,v,j)=>z+((v-m[j])/s[j]-(r.x[j]-m[j])/s[j])**2,0)})).sort((a,b)=>a.d-b.d).slice(0,Math.min(K,tr.length)),c=[1,1,1];d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++);const n=c.reduce((a,b)=>a+b,0);return c.map(v=>v/n)}\nexport async function main(){const A:any={};for(const s of [...SYMS,\"SPY\"])A[s]=await get(s);const bench=A[\"SPY\"],out=[];for(const s of SYMS){const built=build(A[s],bench),v=built.labeled,latest=built.latest,p:number[][]=[],y:string[]=[];for(let i=I;iMath.max(1,yt.filter(x=>x===c).length)),fn=fq.reduce((a,b)=>a+b,0),freq=fq.map(x=>x/fn);let ba=0,bs=1e9;for(let n=0;n<=20;n++){const a=n/20,mm=met(yt,pt.map(q=>q.map((x,j)=>(1-a)*x+a*freq[j])));if(mm.brierq.map((x,j)=>(1-ba)*x+ba*freq[j]))),use=cal.brier(1-ba)*x+ba*freq[j]),sp=use?cp:rp;out.push({symbol:s,historyStart:new Date(A[s][0].t).toISOString().slice(0,10),historyEnd:new Date(A[s].at(-1).t).toISOString().slice(0,10),oosN:y.length,validationN:yv.length,calibrationAlpha:ba,calibrationSelected:use,rawValidation:raw,calibratedValidation:cal,currentRaw:Object.fromEntries(CLS.map((c,j)=>[c,rp[j]])),currentSelected:Object.fromEntries(CLS.map((c,j)=>[c,sp[j]])),featureDate:new Date(latest.t).toISOString().slice(0,10),horizonEnd:new Date(latest.t+H*86400000).toISOString().slice(0,10)});}return{source:\"Yahoo Finance chart API\",method:\"purged expanding-window KNN; 5-trading-session horizon; +/-2.0% flat; SPY benchmark features; chronological 60/40 calibration split; calibration only if Brier and logloss both improve\",results:out}}",[],[85],"f338f97e-5412-43e2-bbb1-116bedc6cd83",["D",1789390917328],"legacyEnvVars","httpPrivacy","description","Walk-forward validation for major US industry ETFs","imageUrl","userId","4ed17ae8-d37b-4c3e-99cc-477057d44494","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_11":12,"_134":130},"org",{"_11":12,"_127":128,"_129":130,"_98":99,"_131":132,"_133":51},"branch",{"_17":66,"_13":16,"_36":64,"_42":91,"_45":37,"_46":44,"_124":53,"_125":43,"_126":56,"_57":14,"_54":12},"forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","displayName","mojobadshah","avatar","https://avatars.githubusercontent.com/u/20908167?v=4","tier","free","canRestrictVals","profileImageUrl","adoptOrgId",{"_36":91,"_13":14,"_38":176,"_49":-5,"_93":51,"_52":53,"_94":53,"_95":96,"_97":-5,"_98":99,"_100":-5,"_101":51,"_102":-5,"_103":-5,"_104":34,"_55":56,"_105":-5,"_106":-5,"_107":-5,"_108":-5,"_109":110,"_111":110,"_112":113,"_114":113,"_115":113,"_116":110,"_117":110,"_118":177,"_120":178,"_122":179,"_50":51},[170,171],"files",[170,171],"counts",{"_161":34,"_162":70,"_163":70,"_35":164,"_165":166},[],{"_36":59,"_13":19,"_60":61,"_62":-5,"_63":64,"_65":66,"_67":68,"_38":69,"_17":70,"_71":72,"_73":74,"_75":51,"_76":-5,"_18":160},"upstreamProject",{"_36":43,"_13":58,"_95":158,"_97":-5,"_52":53,"_118":159},"upstreamBranch",{"_36":37,"_38":156,"_40":157,"_13":16,"_42":43,"_17":44,"_45":-5,"_46":-5,"_47":48,"_49":-5,"_50":51,"_52":53,"_54":12,"_55":56,"_57":58},"emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},["D",1789389977236],["D",1789390245692],"7-day crypto walk-forward probability validation",{"_11":12,"_134":130},[19],"pulls","branches","forks",{"_167":34,"_169":34},"connections",{"_167":34,"_168":34},"count","unfilledCount","emptyCount",{"_36":84,"_13":85,"_60":86,"_62":-5,"_63":64,"_65":32,"_67":68,"_38":87,"_17":44,"_71":72,"_73":88,"_75":51,"_76":-5,"_81":174,"_18":175},{"_36":59,"_13":19,"_60":61,"_62":-5,"_63":64,"_65":66,"_67":68,"_38":80,"_17":70,"_71":72,"_73":74,"_75":51,"_76":-5,"_81":172,"_18":173},[],[19],[],[85],["D",1789390917328],{"_11":12,"_134":130},{"_11":12,"_127":128,"_129":130,"_98":99,"_131":132,"_133":51},{"_17":66,"_13":16,"_36":64,"_42":91,"_45":37,"_46":44,"_124":53,"_125":43,"_126":56,"_57":14,"_54":12},"ctx",{"_118":-5,"_153":213,"_214":215,"_216":217,"_218":51,"_219":51,"_220":51,"_221":68,"_222":-5,"_223":-7,"_224":-7,"_225":34,"_226":51,"_227":51,"_228":-5,"_229":51,"_230":51,"_231":51,"_232":-5},"ENV",{"_184":185,"_186":187,"_188":16,"_189":190,"_191":192,"_193":194,"_195":196,"_197":198,"_199":200,"_201":202,"_203":204,"_205":206,"_207":208,"_209":210,"_211":212},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]