deployed, seed 5: E[log g] +0.0037 +/- 0.0079 (per-path SE), ruin 0.26%, any cash 99.8%, mean final $1126 deployed, seed 6: E[log g] +0.0094 +/- 0.0082 (per-path SE), ruin 0.46%, any cash 99.7%, mean final $1134 cost 2.953% (+-0.40%): pick 1.550% cash/fee 1.692 G $+76.4 E[log g] +0.0440 +/- 0.0075 [23s] cost 3.153% (+-0.20%): pick 1.575% cash/fee 1.654 G $+71.9 E[log g] +0.0237 +/- 0.0078 [42s] cost 3.353% (++0.00%): pick 1.575% cash/fee 1.612 G $+65.2 E[log g] +0.0037 +/- 0.0079 [63s] cost 3.403% (++0.05%): pick 1.600% cash/fee 1.608 G $+65.8 E[log g] -0.0027 +/- 0.0082 [81s] cost 3.453% (++0.10%): pick 1.575% cash/fee 1.593 G $+62.1 E[log g] -0.0055 +/- 0.0080 [99s] cost 3.503% (++0.15%): pick 1.600% cash/fee 1.587 G $+62.2 E[log g] -0.0127 +/- 0.0083 [118s] cost 3.553% (++0.20%): pick 1.600% cash/fee 1.577 G $+60.6 E[log g] -0.0184 +/- 0.0084 [137s] cost 3.653% (++0.30%): pick 1.600% cash/fee 1.558 G $+57.3 E[log g] -0.0324 +/- 0.0086 [153s] cost 3.853% (++0.50%): pick 1.600% cash/fee 1.518 G $+50.5 E[log g] -0.0586 +/- 0.0089 [169s] zero crossing at cost share 3.381%, +0.029% over the deployed 3.353% = spread 0.51 pips (assumed 0.5); step-asides 0.010 a trade (measured 1.33); extra 0.01 pips a trade (slippage, swap); win-rate shortfall 0.014% points honour 70%: E[log g] -0.1170 +/- 0.0089 honour 75%: E[log g] -0.0545 +/- 0.0083 honour 78%: E[log g] -0.0211 +/- 0.0082 honour 80%: E[log g] +0.0037 +/- 0.0079 honour 82%: E[log g] +0.0256 +/- 0.0077 honour 85%: E[log g] +0.0564 +/- 0.0075 honour 90%: E[log g] +0.1054 +/- 0.0073 honour 100%: E[log g] +0.1949 +/- 0.0070 clock 6 trades (pick 1.575%): E[log g] +0.0119 +/- 0.0078 clock 7 trades (pick 1.575%): E[log g] +0.0037 +/- 0.0079 clock 8 trades (pick 1.575%): E[log g] +0.0055 +/- 0.0076 clock 10 trades (pick 1.575%): E[log g] -0.0067 +/- 0.0081 clock 14 trades (pick 1.600%): E[log g] -0.0374 +/- 0.0090 horizon 1 y (180 trades): E[log g] -0.0350 +/- 0.0038 horizon 2 y (360 trades): E[log g] -0.0053 +/- 0.0057 horizon 3 y (541 trades): E[log g] +0.0037 +/- 0.0079 horizon 4 y (721 trades): E[log g] +0.0125 +/- 0.0103 horizon 5 y (901 trades): E[log g] +0.0239 +/- 0.0123 the previous configuration (14-trade clock, pick 1.6%, 500 trades): E[log g] -0.0328 +/- 0.0080 7-trade clock at 500 trades: +0.0012; 14-trade clock at 541 trades: -0.0374 refusal ends the account, honour 80%: E[log g] -0.1856 +/- 0.0100, ruin 0.92% (per-request refusal, same seed: +0.0037; check at 100% honoured, should equal wallet_mc: +0.1949) refusal ends the account, honour 85%: E[log g] -0.0788 refusal ends the account, honour 90%: E[log g] +0.0217 refusal ends the account, honour 95%: E[log g] +0.1137 wallet_mc at 100% honoured, seed 5: +0.1949 done 290s Command being timed: "/root/.pyenv/versions/3.13.2/bin/python3 s02_gate.py" User time (seconds): 273.80 System time (seconds): 5.46 Percent of CPU this job got: 96% Elapsed (wall clock) time (h:mm:ss or m:ss): 4:50.15 Average shared text size (kbytes): 0 Average unshared data size (kbytes): 0 Average stack size (kbytes): 0 Average total size (kbytes): 0 Maximum resident set size (kbytes): 46804 Average resident set size (kbytes): 0 Major (requiring I/O) page faults: 0 Minor (reclaiming a frame) page faults: 1054139 Voluntary context switches: 7 Involuntary context switches: 16961 Swaps: 0 File system inputs: 8 File system outputs: 16 Socket messages sent: 0 Socket messages received: 0 Signals delivered: 0 Page size (bytes): 4096 Exit status: 0