Notes

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-01-02 05:00:00+00:00","y":0.00003867144768978942,"pred":0.00007379002113601865,"base":0.0000603455507356796,"lossdiff":0.08437705228953085,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-10 05:00:00+00:00","y":0.00006139015783227815,"pred":0.00006887119787007023,"base":0.00005880752985835462,"lossdiff":0.0054278989560945234,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-17 05:00:00+00:00","y":0.0000678435389418319,"pred":0.00006781738981958887,"base":0.000057526286294064245,"lossdiff":-0.014386256975450706,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-27 05:00:00+00:00","y":0.000025348528742430253,"pred":0.0000679492293812706,"base":0.000050473706865181144,"lossdiff":0.1681467221279611,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-02-03 05:00:00+00:00","y":0.00006629528634526721,"pred":0.00006207179392413054,"base":0.00004831341830158243,"lossdiff":-0.053567602349785304,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-02-10 05:00:00+00:00","y":0.0001325720004646375,"pred":0.00006246914438748048,"base":0.00005521937796545188,"lossdiff":-0.1552653465817908,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-02-18 05:00:00+00:00","y":0.00009264709497934631,"pred":0.00007240432776117216,"base":0.00007301483862354172,"lossdiff":0.0023025406564300965,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-02-25 05:00:00+00:00","y":0.00007917623115368379,"pred":0.00007576633066280288,"base":0.00007921572763292033,"lossdiff":0.0009832264725027073,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"10/50/calm=True","training_sweep":[["10/50/calm=False",0.040769539563653416],["10/50/calm=True",0.060535923033938524],["20/50/calm=False",-0.09232864472401343],["20/50/calm=True",-0.04411474452727052],["20/100/calm=False",-0.12312683030144145],["20/100/calm=True",-0.03627580543643471]],"holdout":{"0.0005":{"return":-5.966110831841542,"drawdown":-8.185524840189718,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":1.1972838355167497,"avg_loss_pct":-1.1997958809542595},"0.001":{"return":-8.37948356066183,"drawdown":-9.73311178352725,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":0.9954887567298139,"avg_loss_pct":-1.3979971358810759}},"buyhold":1.1067388096409392} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.051918523801244204,"pointwise95":[-0.09570918902167133,-0.013054631915376199],"bonferroni_family95":[-0.1140479736440009,-0.0014009326130757995],"variance_ratio95":[0.7904130424966812,1.1315809564238934],"current_trend_up":false,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-7.980074202030015,"rv60":-8.006195316602557,"ew94":-8.002435082436412,"ew97":-8.016288224222688,"har":-8.0161951705517},"selected":"ew97","har_coef":[-3.9258512314784935,-0.0015610627005320232,0.006769510891530717,0.5821922648535185],"smearing":1.2747584396961087,"holdout_n":83,"holdout_qlike_difference":-0.051918523801244204,"difference_ci95":[-0.09409589753914717,-0.014155245309306246],"realized_forecast_ratio":0.9412267761296543,"forecast_vol":0.094090585784625,"rv20":0.10074074941409826,"rv60":0.09628648915332011,"close":82.22,"atr14":0.6435714285714269,"sma20":82.114,"sma50":82.9294,"regimes":[{"trend_up":false,"vol_rising":false,"n":30,"realized_forecast_ratio":0.868886981301556,"mean_qlike_difference":-0.05416667864765593},{"trend_up":false,"vol_rising":true,"n":15,"realized_forecast_ratio":1.0111127561288873,"mean_qlike_difference":-0.06349223433092674},{"trend_up":true,"vol_rising":false,"n":22,"realized_forecast_ratio":1.0784974675513257,"mean_qlike_difference":-0.06868863781379538},{"trend_up":true,"vol_rising":true,"n":16,"realized_forecast_ratio":0.7903461634074291,"mean_qlike_difference":-0.01379397307538699}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-08-10 04:00:00+00:00","y":0.000018119926011031676,"pred":0.00009123505340190547,"base":0.00007515921979763311,"lossdiff":0.15135024783321782,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-08-17 04:00:00+00:00","y":0.000029348083528960943,"pred":0.00006188047709610107,"base":0.00007166412608355657,"lossdiff":-0.08203773372366818,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-08-24 04:00:00+00:00","y":0.000014347834211945683,"pred":0.00006558613889601788,"base":0.00006759030415303153,"lossdiff":-0.023613472727467055,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-06-11 04:00:00+00:00","y":0.00012707158187212828,"pred":0.00012388273286867047,"base":0.0000867304824504463,"lossdiff":-0.08286085532275944,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-06-18 04:00:00+00:00","y":0.00004971509317630723,"pred":0.00011807294475419517,"base":0.00010093838744640492,"lossdiff":0.085317266909966,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-06-26 04:00:00+00:00","y":0.00007642190938321072,"pred":0.00009557659539814028,"base":0.00010887056511979711,"lossdiff":-0.0325956032664898,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-07-06 04:00:00+00:00","y":0.00003661194268509571,"pred":0.00011375485204595073,"base":0.00012412672430466105,"lossdiff":-0.06036396377164088,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-07-13 04:00:00+00:00","y":0.00003210030086733787,"pred":0.00008312215106353289,"base":0.00007245513177918549,"lossdiff":0.08048904202961893,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-07-20 04:00:00+00:00","y":0.0000456433712510611,"pred":0.00006470303602715017,"base":0.00004871231152798788,"lossdiff":0.052306237260774324,"trend":false,"rising":false},{"symbol":"SPY","date":"2026-07-27 04:00:00+00:00","y":0.00015360707822028612,"pred":0.00006505630459515087,"base":0.00004769438104667635,"lossdiff":-0.5490734951315446,"trend":false,"rising":false},{"symbol":"SPY","date":"2026-08-03 04:00:00+00:00","y":0.00006928612885184736,"pred":0.00009865177154910332,"base":0.00006699067325594521,"lossdiff":0.055107789993206424,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-04-15 04:00:00+00:00","y":0.00006194803455106487,"pred":0.0001231812701760314,"base":0.00015194470916816144,"lossdiff":-0.114659439103443,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-04-22 04:00:00+00:00","y":0.00002067062762895314,"pred":0.00011613473909039286,"base":0.0001406873576742531,"lossdiff":-0.1607266996597847,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-04-29 04:00:00+00:00","y":0.00007229790688604012,"pred":0.00008218817280024878,"base":0.00007310327200192445,"lossdiff":0.007818244524939288,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-06 04:00:00+00:00","y":0.000022822905143725054,"pred":0.00009140754774958759,"base":0.00005546404668720245,"lossdiff":0.3377859072565279,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-13 04:00:00+00:00","y":0.00007023996188829378,"pred":0.00005471280499104938,"base":0.0000444348685524458,"lossdiff":-0.08887259922724056,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-20 04:00:00+00:00","y":0.00001798638248273846,"pred":0.00007116440882585293,"base":0.00004650785038675302,"lossdiff":0.2913771327283001,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-28 04:00:00+00:00","y":0.00001539727264375488,"pred":0.00004767457666922201,"base":0.000045836789100199354,"lossdiff":0.02636219274826246,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-06-04 04:00:00+00:00","y":0.000243298312786998,"pred":0.00004463194793056358,"base":0.000031611630539628044,"lossdiff":-1.9003418513179335,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-02-17 05:00:00+00:00","y":0.00004823330397333423,"pred":0.00008124471848908941,"base":0.00007796234697912498,"lossdiff":0.016244746856463266,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-02-24 05:00:00+00:00","y":0.00003973967129830154,"pred":0.00006970088651990909,"base":0.00006029543260394904,"lossdiff":0.05601991856434552,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-03-03 05:00:00+00:00","y":0.00006679516974908362,"pred":0.00007043044215882437,"base":0.00006739266478159129,"lossdiff":0.0013402092629650753,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-10 04:00:00+00:00","y":0.00007508018795887459,"pred":0.00008298531115600601,"base":0.00005119225202724648,"lossdiff":-0.07881574441281458,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-17 04:00:00+00:00","y":0.00010697744052669833,"pred":0.00007604564050126792,"base":0.000057462083244898496,"lossdiff":-0.17474339076213852,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-24 04:00:00+00:00","y":0.00029100697031826775,"pred":0.00009822470312292375,"base":0.00007214811738323951,"lossdiff":-0.7622635194333052,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-31 04:00:00+00:00","y":0.0001428548081449281,"pred":0.00016280071482082712,"base":0.00013496494213823107,"lossdiff":0.0065358382757603195,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-04-08 04:00:00+00:00","y":0.00006693961768275162,"pred":0.00014637210414067316,"base":0.0001539798517371922,"lossdiff":-0.028074475219435513,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-12-17 05:00:00+00:00","y":0.000041302505126280896,"pred":0.00007015464242741181,"base":0.00005401649373665392,"lossdiff":0.08552005195713441,"trend":false,"rising":false},{"symbol":"SPY","date":"2025-12-24 05:00:00+00:00","y":0.000014827661933277446,"pred":0.00005829478627272475,"base":0.000031358770594057376,"lossdiff":0.40153584999476344,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-02 05:00:00+00:00","y":0.000025920308292965923,"pred":0.00003649800030800733,"base":0.000029437817214852605,"lossdiff":0.044651127647691524,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-09 05:00:00+00:00","y":0.000006633975653011739,"pred":0.00004479847856004998,"base":0.000033078351248807286,"lossdiff":0.25082659802385443,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-16 05:00:00+00:00","y":0.00011890096147403802,"pred":0.00002948211560759231,"base":0.000022171112751384003,"lossdiff":-1.0448978068300665,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-26 05:00:00+00:00","y":0.000011350742587732556,"pred":0.00007263721925144402,"base":0.00004157072683832328,"lossdiff":0.4413008924536612,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-02-02 05:00:00+00:00","y":0.00013159682076646284,"pred":0.00004101820141793517,"base":0.00004070149700193706,"lossdiff":-0.01721287286984463,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-02-09 05:00:00+00:00","y":0.00005000086308826653,"pred":0.00009539212906691153,"base":0.00006712062512031128,"lossdiff":0.13072563566115392,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-10-21 04:00:00+00:00","y":0.000054752133082120736,"pred":0.0000763526618341179,"base":0.00006634912532878022,"lossdiff":0.03231500940127141,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-10-28 04:00:00+00:00","y":0.000052854918988675854,"pred":0.00008159329710310223,"base":0.00007536003293634958,"lossdiff":0.025889718214513024,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-04 05:00:00+00:00","y":0.00007371810616297934,"pred":0.00008523264189352145,"base":0.0000865478071152014,"lossdiff":-0.0021695251700641904,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-11 05:00:00+00:00","y":0.00008647777049198913,"pred":0.00008161039228079158,"base":0.00005517149783673124,"lossdiff":-0.11628383138888232,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-18 05:00:00+00:00","y":0.0001319333976966671,"pred":0.00008735106707052288,"base":0.00006695073218144126,"lossdiff":-0.1942449457128559,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-11-25 05:00:00+00:00","y":0.00002251147545009655,"pred":0.00011074213365998188,"base":0.00008624604833507786,"lossdiff":0.19226389249663178,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-12-03 05:00:00+00:00","y":0.000011358172157147181,"pred":0.00006942312662839131,"base":0.00007866018745043302,"lossdiff":-0.10570463567261434,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-12-10 05:00:00+00:00","y":0.00005026292964270489,"pred":0.00005424592902741162,"base":0.000063070203948975,"lossdiff":-0.021081574545437576,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-08-25 04:00:00+00:00","y":0.000024585395306638544,"pred":0.00006952396977290993,"base":0.0000540347921808862,"lossdiff":0.15067622991288232,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-09-02 04:00:00+00:00","y":0.000022779050992637955,"pred":0.00005767936509767138,"base":0.00003467000969306788,"lossdiff":0.24692527685589383,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-09 04:00:00+00:00","y":0.00002031977440144796,"pred":0.00004472537763980403,"base":0.00003319595515826283,"lossdiff":0.1403202125522629,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-16 04:00:00+00:00","y":0.000018715192758062705,"pred":0.00004092885606488516,"base":0.00003179045232400294,"lossdiff":0.12122607502979754,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-23 04:00:00+00:00","y":0.00001870850265184335,"pred":0.00004062226763491017,"base":0.000021599853364696792,"lossdiff":0.22603755619153354,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-30 04:00:00+00:00","y":0.000008103822273268521,"pred":0.000034462517074131826,"base":0.000020130630200997993,"lossdiff":0.370216828160455,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-10-07 04:00:00+00:00","y":0.00019922334327686,"pred":0.000023155171190618645,"base":0.000016461823021155632,"lossdiff":-3.1571311735209147,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-10-14 04:00:00+00:00","y":0.000039360833113149034,"pred":0.0001019385452202085,"base":0.00006118771524000865,"lossdiff":0.2532668606206592,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-06-27 04:00:00+00:00","y":0.00003169439953981802,"pred":0.00006299047333841912,"base":0.00004294815540844895,"lossdiff":0.14818277219336906,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-07 04:00:00+00:00","y":0.00001274612493216611,"pred":0.00005488832416811039,"base":0.000046310953034449144,"lossdiff":0.1269122268336993,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-14 04:00:00+00:00","y":0.000013330087241355878,"pred":0.00004230550188701802,"base":0.00004177694403416311,"lossdiff":0.00858603448154227,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-21 04:00:00+00:00","y":0.0000177342416601012,"pred":0.000035484935127608406,"base":0.000029572171204558276,"lossdiff":0.0823490777999627,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-28 04:00:00+00:00","y":0.00010204452525791185,"pred":0.000034430427296951064,"base":0.000018876213343360302,"lossdiff":-1.8411577351707793,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-04 04:00:00+00:00","y":0.00002867526913185813,"pred":0.00006807985314517233,"base":0.00003646374477288376,"lossdiff":0.2591584249724619,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-11 04:00:00+00:00","y":0.000025941785738487513,"pred":0.00005054604161206783,"base":0.00004044603082280676,"lossdiff":0.0947543085683531,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-18 04:00:00+00:00","y":0.000059477588595287324,"pred":0.00005189808070812668,"base":0.000043598955447089676,"lossdiff":-0.04390292724477263,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-04-30 04:00:00+00:00","y":0.0000787762284584723,"pred":0.00036375827572812566,"base":0.0009186305496103923,"lossdiff":-0.7955864175375433,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-05-07 04:00:00+00:00","y":0.00023302043834520916,"pred":0.00026725584398671324,"base":0.0006196395314030588,"lossdiff":-0.34508929408013067,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-05-14 04:00:00+00:00","y":0.00007311365864141074,"pred":0.00019716446693332515,"base":0.00020046657875073885,"lossdiff":-0.010501015122427404,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-05-21 04:00:00+00:00","y":0.00009967021145042024,"pred":0.00012782631949669756,"base":0.00012181768621050749,"lossdiff":0.009686808417006532,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-05-29 04:00:00+00:00","y":0.00001824320903581725,"pred":0.00012047428881143927,"base":0.0001211451342238781,"lossdiff":-0.00471438476859376,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-05 04:00:00+00:00","y":0.000030882160933310244,"pred":0.0000749333582241797,"base":0.00010601187936821435,"lossdiff":-0.2261321445911868,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-12 04:00:00+00:00","y":0.00006214917855977523,"pred":0.000060927874915680325,"base":0.00005547731001523963,"lossdiff":-0.006501264952120778,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-20 04:00:00+00:00","y":0.0000605180731048931,"pred":0.00007888950206849111,"base":0.00005273618999483073,"lossdiff":0.022308287411961558,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-03-04 05:00:00+00:00","y":0.0002443053960083707,"pred":0.00011309722592978296,"base":0.00008056520646967076,"lossdiff":-0.5330763055193888,"trend":false,"rising":false},{"symbol":"SPY","date":"2025-03-11 04:00:00+00:00","y":0.00015521765736290315,"pred":0.00015792669381163593,"base":0.00013172097210382652,"lossdiff":-0.0140908987304309,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-03-18 04:00:00+00:00","y":0.00008539449704014158,"pred":0.00015430223670502831,"base":0.0001639674417784709,"lossdiff":-0.02813258729668,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-03-25 04:00:00+00:00","y":0.00012078244235464576,"pred":0.00013806766258486514,"base":0.00016708665560289017,"lossdiff":-0.03883559752635879,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-01 04:00:00+00:00","y":0.0012747403012878065,"pred":0.0001514363840787699,"base":0.0001514249981915153,"lossdiff":-0.0005577486722483371,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-08 04:00:00+00:00","y":0.0019097122489544888,"pred":0.00043464234617037134,"base":0.00040903372451137423,"lossdiff":-0.2143566223589728,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-15 04:00:00+00:00","y":0.00038770922880233615,"pred":0.0006908707867958664,"base":0.0008476573724092707,"lossdiff":-0.10072357729322068,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-23 04:00:00+00:00","y":0.00010236041939693774,"pred":0.0004778172769428764,"base":0.0009232360553498192,"lossdiff":-0.5553028693002906,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-01-02 05:00:00+00:00","y":0.00010941834894228903,"pred":0.00009048083769864273,"base":0.00009577685146802837,"lossdiff":0.009985647268443643,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-01-10 05:00:00+00:00","y":0.0000860687150135289,"pred":0.00012004997484607125,"base":0.00011905551005931528,"lossdiff":0.0023296873585501032,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-01-17 05:00:00+00:00","y":0.00006833170986010813,"pred":0.00012112368650282716,"base":0.00013439650896783506,"lossdiff":-0.04826769243348927,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-01-27 05:00:00+00:00","y":0.000036867992786895585,"pred":0.00009686551619292424,"base":0.00007877635562712545,"lossdiff":0.11931242141900178,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-03 05:00:00+00:00","y":0.00003968233347174764,"pred":0.00007294498084824651,"base":0.00007517169165070541,"lossdiff":-0.013954955398437718,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-10 05:00:00+00:00","y":0.00002623177866432566,"pred":0.0000706852655397484,"base":0.00005773768778307007,"lossdiff":0.1191069623480292,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-18 05:00:00+00:00","y":0.00007291764174246437,"pred":0.000053263383497162095,"base":0.00004277845369576925,"lossdiff":-0.11632545758353885,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-25 05:00:00+00:00","y":0.0001834290720001454,"pred":0.00007244249737174787,"base":0.00004392493666635832,"lossdiff":-1.1435913197731953,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"20/100/calm=False","training_sweep":[["10/50/calm=False",-0.0790445270928547],["10/50/calm=True",-0.04366620256486658],["20/50/calm=False",-0.011289598562737046],["20/50/calm=True",-0.010576040685203953],["20/100/calm=False",0.03932477406873859],["20/100/calm=True",-0.031970320733598234]],"holdout":{"0.0005":{"return":5.550505053277229,"drawdown":-9.346161060235026,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.8198183228977298,"avg_loss_pct":-0.8748826533533464},"0.001":{"return":0.5032716466316742,"drawdown":-12.25225586861165,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.6170899087364539,"avg_loss_pct":-1.0735710347206369}},"buyhold":34.00260983036101} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.11559210573076222,"pointwise95":[-0.21420885976229412,-0.026312474466138814],"bonferroni_family95":[-0.25172387841110444,0.002756756735230664],"variance_ratio95":[0.6608282646454873,1.567576074052303],"current_trend_up":true,"current_vol_rising":false} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-8.184214931345902,"rv60":-8.217897662610872,"ew94":-8.246177436992308,"ew97":-8.244464967832904,"har":-8.247652804982023},"selected":"har","har_coef":[-2.3884576542745806,-0.0066887375103665825,0.24581321071558845,0.522556277726844],"smearing":1.3637100530539317,"holdout_n":83,"holdout_qlike_difference":-0.11559210573076222,"difference_ci95":[-0.2120218213761281,-0.02833282732191301],"realized_forecast_ratio":1.056381549395508,"forecast_vol":0.10465446515674141,"rv20":0.07932472286110316,"rv60":0.1250687404523659,"close":770.18,"atr14":5.476428571428561,"sma20":769.0065,"sma50":756.8224999999999,"regimes":[{"trend_up":false,"vol_rising":false,"n":5,"realized_forecast_ratio":1.7337683140531768,"mean_qlike_difference":-0.41758296624124397},{"trend_up":false,"vol_rising":true,"n":18,"realized_forecast_ratio":1.485417641028003,"mean_qlike_difference":-0.16410074407117595},{"trend_up":true,"vol_rising":false,"n":40,"realized_forecast_ratio":0.7705732586896122,"mean_qlike_difference":-0.11282640166718061},{"trend_up":true,"vol_rising":true,"n":20,"realized_forecast_ratio":0.5570057252555826,"mean_qlike_difference":-0.0019680242239326516}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-08-10 04:00:00+00:00","y":0.000018060612073979292,"pred":0.00014741364459025974,"base":0.00008836604274150512,"lossdiff":0.4298872592880656,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-17 04:00:00+00:00","y":0.00009310795271842438,"pred":0.00011501798086756623,"base":0.00008814561466462103,"lossdiff":0.01930906328789561,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-24 04:00:00+00:00","y":0.00005073643364904321,"pred":0.0001441638279976226,"base":0.0000936037465943518,"lossdiff":0.24178166747544694,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-06-11 04:00:00+00:00","y":0.00012901897421288308,"pred":0.0002451574344743885,"base":0.000241756701082071,"lossdiff":0.0065658289443630835,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-06-18 04:00:00+00:00","y":0.000053148030902753094,"pred":0.00020575358330368103,"base":0.00020473897502530465,"lossdiff":0.003663298386397784,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-06-26 04:00:00+00:00","y":0.000023382198544129963,"pred":0.00017578636531983025,"base":0.00019015461784745361,"lossdiff":-0.06851737366932475,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-07-06 04:00:00+00:00","y":0.00008202539187578813,"pred":0.00015532699427542183,"base":0.00016860751790321403,"lossdiff":-0.04044624214983017,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-07-13 04:00:00+00:00","y":0.00001894232438151564,"pred":0.0001531428240473718,"base":0.00007189364888388861,"lossdiff":0.6163966057691184,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-07-20 04:00:00+00:00","y":0.00007127542499950126,"pred":0.00010045218491460527,"base":0.000044374486426046746,"lossdiff":-0.07966239117255292,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-07-27 04:00:00+00:00","y":0.00015164242481985817,"pred":0.00011114351040829484,"base":0.000048906334950233784,"lossdiff":-0.9153710999129645,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-03 04:00:00+00:00","y":0.00011160399676514522,"pred":0.0001423476611391114,"base":0.00008097139151916584,"lossdiff":-0.03011334775831287,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-04-15 04:00:00+00:00","y":0.0001285184694760566,"pred":0.00020961126993845335,"base":0.00023965653554595384,"lossdiff":-0.05708547401840036,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-04-22 04:00:00+00:00","y":0.00004185293020997947,"pred":0.00020999016749248374,"base":0.00021040956038345573,"lossdiff":-0.00159794374624056,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-04-29 04:00:00+00:00","y":0.00020071675251453818,"pred":0.00016382450963821362,"base":0.00011213130664629032,"lossdiff":-0.18569638396643828,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-06 04:00:00+00:00","y":0.00008186735222588426,"pred":0.00018810729487684795,"base":0.0001145895137911697,"lossdiff":0.21643229958670673,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-13 04:00:00+00:00","y":0.00027708987843994844,"pred":0.00017033586886089076,"base":0.00011323887610661468,"lossdiff":-0.4119509022637846,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-20 04:00:00+00:00","y":0.00011148545961415729,"pred":0.00019405611070491522,"base":0.00015038172834758764,"lossdiff":0.08812181569709665,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-28 04:00:00+00:00","y":0.0001095705983210884,"pred":0.00018685897346341828,"base":0.0001677898606986321,"lossdiff":0.04100029953742812,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-06-04 04:00:00+00:00","y":0.0004688808679530898,"pred":0.00017798776661818926,"base":0.00014500332215026964,"lossdiff":-0.3942856751634194,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-02-17 05:00:00+00:00","y":0.00007665435136720413,"pred":0.00020904245407285266,"base":0.00017591844575833064,"lossdiff":0.10347159688727459,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-02-24 05:00:00+00:00","y":0.00014598448304817746,"pred":0.00016965926059475935,"base":0.00014845166179979988,"lossdiff":0.010608998382558354,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-03-03 05:00:00+00:00","y":0.00022553310856564864,"pred":0.0001895687718248081,"base":0.00016808421165277174,"lossdiff":-0.03178307115077583,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-10 04:00:00+00:00","y":0.00012383683859638322,"pred":0.00023076712227001656,"base":0.0001426000569372642,"lossdiff":0.14957568846723568,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-17 04:00:00+00:00","y":0.0002455063701260491,"pred":0.00017835838874177894,"base":0.00014300219539435338,"lossdiff":-0.11938860016278241,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-24 04:00:00+00:00","y":0.00043496594515864096,"pred":0.00022025108945770663,"base":0.00018521520008406463,"lossdiff":-0.2003216606088234,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-31 04:00:00+00:00","y":0.00019088392393502068,"pred":0.0002519877165797337,"base":0.0002574605656116806,"lossdiff":-0.00538374386934759,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-04-08 04:00:00+00:00","y":0.00008726990296410435,"pred":0.00021896044414052495,"base":0.00024879826945402355,"lossdiff":-0.07995233098655063,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-12-17 05:00:00+00:00","y":0.000055138714535817314,"pred":0.00018728696310715476,"base":0.0001671666971395038,"lossdiff":0.07821545206143199,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-24 05:00:00+00:00","y":0.000059089528782848796,"pred":0.00015313668973998833,"base":0.00008546270040259393,"lossdiff":0.27770500649983987,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-02 05:00:00+00:00","y":0.00012081793596628422,"pred":0.0001284735104903037,"base":0.00007089877619396804,"lossdiff":-0.16920974305389613,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-09 05:00:00+00:00","y":0.00002975342097687375,"pred":0.00014929916089564287,"base":0.00008686762658832736,"lossdiff":0.39833942785540444,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-16 05:00:00+00:00","y":0.00018652148720132728,"pred":0.00011815330615596141,"base":0.00006619990006545607,"lossdiff":-0.6596057511285709,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-26 05:00:00+00:00","y":0.00006745428363628999,"pred":0.00016618138157326967,"base":0.00009904559323183355,"lossdiff":0.24236440282299476,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-02-02 05:00:00+00:00","y":0.00032746972742767874,"pred":0.0001433932488630763,"base":0.00010113678194519383,"lossdiff":-0.6050546721432246,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-02-09 05:00:00+00:00","y":0.0001222282847680264,"pred":0.0002087363036445089,"base":0.00015279972981054247,"lossdiff":0.09758203471509841,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all