Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-10-21 04:00:00+00:00","y":0.0001095268800539739,"pred":0.00020244776011577923,"base":0.00017199842833579376,"lossdiff":0.0672195837049081,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-10-28 04:00:00+00:00","y":0.0000965409980880049,"pred":0.00019057834936838782,"base":0.00018661461106296893,"lossdiff":0.010258170574367398,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-11-04 05:00:00+00:00","y":0.00013388311319737167,"pred":0.0001868020896652977,"base":0.00019929689186957492,"lossdiff":-0.019812141811370587,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-11-11 05:00:00+00:00","y":0.00024592562443827146,"pred":0.00020472493018462335,"base":0.00013408504041453488,"lossdiff":-0.20965979938634227,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-11-18 05:00:00+00:00","y":0.00038195470148345677,"pred":0.00020825048784129543,"base":0.00014646915394440555,"lossdiff":-0.4217097098388116,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-11-25 05:00:00+00:00","y":0.00011734522561735235,"pred":0.00022929744808492607,"base":0.00021457610930177622,"lossdiff":0.031245457037394786,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-03 05:00:00+00:00","y":0.00005694253438884697,"pred":0.0002017392200743742,"base":0.00021977716618411307,"lossdiff":-0.06247228275330663,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-10 05:00:00+00:00","y":0.00011242432706835891,"pred":0.00017477170141783977,"base":0.00020054202148198194,"lossdiff":-0.054881687499431564,"trend":true,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-08-25 04:00:00+00:00","y":0.00003348511365744359,"pred":0.00022795032842638842,"base":0.00021047222453875804,"lossdiff":0.0675754223562599,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-02 04:00:00+00:00","y":0.000043829030224182223,"pred":0.00016890679775930366,"base":0.00016540034191515107,"lossdiff":0.015477156371945355,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-09 04:00:00+00:00","y":0.00009112200755262659,"pred":0.0001628819211767055,"base":0.00017414499122008989,"lossdiff":-0.03068040483412915,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-16 04:00:00+00:00","y":0.00013876307877534,"pred":0.00016747534257758616,"base":0.00012467065924225823,"lossdiff":0.010681681440011914,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-09-23 04:00:00+00:00","y":0.000051062149145273165,"pred":0.00019094031512993377,"base":0.00007679980755239814,"lossdiff":0.5133100204646013,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-09-30 04:00:00+00:00","y":0.00004581187486158104,"pred":0.00013245909186857424,"base":0.00008119406642435554,"lossdiff":0.2710615841359978,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-10-07 04:00:00+00:00","y":0.0003947305190175318,"pred":0.00012214294389145425,"base":0.00008168977758370524,"lossdiff":-1.1980947821846648,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-10-14 04:00:00+00:00","y":0.0001963891703187888,"pred":0.00020771258053723976,"base":0.00015759190544993156,"lossdiff":-0.024556500136951875,"trend":true,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-06-27 04:00:00+00:00","y":0.00011400741780289597,"pred":0.00017365440081385176,"base":0.00009783283390167843,"lossdiff":0.06499711213696635,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-07 04:00:00+00:00","y":0.00008202055582447476,"pred":0.00015321566671149824,"base":0.00011137354297362284,"lossdiff":0.11783858427895488,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-14 04:00:00+00:00","y":0.00013802669807574144,"pred":0.00015176735378076708,"base":0.00011353801811377022,"lossdiff":-0.01601363369509201,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-21 04:00:00+00:00","y":0.00009901716001478947,"pred":0.00016813450081275768,"base":0.00011715352680122473,"lossdiff":0.1050039033624941,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-28 04:00:00+00:00","y":0.00021377264415187134,"pred":0.00016839019082970217,"base":0.00010826795792947547,"lossdiff":-0.26329516823054266,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-04 04:00:00+00:00","y":0.000008850433004426856,"pred":0.00018289597254859366,"base":0.0001332092645167193,"lossdiff":0.2989466847533766,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-11 04:00:00+00:00","y":0.0002890193354639533,"pred":0.00012851451289347358,"base":0.00011491673381170734,"lossdiff":-0.15427489259201188,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-18 04:00:00+00:00","y":0.00033024648553478037,"pred":0.00020642636212862025,"base":0.00015266489315876028,"lossdiff":-0.2616861591169286,"trend":true,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-04-30 04:00:00+00:00","y":0.00014994369513535586,"pred":0.0003394207135502071,"base":0.0009173445531326522,"lossdiff":-0.7159332866259023,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-05-07 04:00:00+00:00","y":0.00033225574737791113,"pred":0.0003158170538601442,"base":0.0005780324449296901,"lossdiff":-0.12722024856468472,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-05-14 04:00:00+00:00","y":0.00018718371001045955,"pred":0.00023540668144384082,"base":0.00021954049210486012,"lossdiff":0.01231237805033114,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-05-21 04:00:00+00:00","y":0.0001497416542887333,"pred":0.00021249130212232605,"base":0.00019293514157025607,"lossdiff":0.025118116956947212,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-05-29 04:00:00+00:00","y":0.00005984458151511834,"pred":0.00021151767677727895,"base":0.000204781201703115,"lossdiff":0.02305923545083921,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-05 04:00:00+00:00","y":0.00007336265526388529,"pred":0.00019298827155053808,"base":0.00018225642329805562,"lossdiff":0.034830900704779566,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-12 04:00:00+00:00","y":0.00012356466332592338,"pred":0.00015513386560525445,"base":0.00011753315026954918,"lossdiff":0.022753898526509886,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-20 04:00:00+00:00","y":0.00013455943550178657,"pred":0.00018172984628083173,"base":0.00010162838859841511,"lossdiff":-0.002398992536784661,"trend":true,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-03-04 05:00:00+00:00","y":0.0002100652967226324,"pred":0.0001999366617641352,"base":0.00015291331184582078,"lossdiff":-0.054965478142229074,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-11 04:00:00+00:00","y":0.0002098771817890019,"pred":0.00022842684268792787,"base":0.00018097787977168297,"lossdiff":-0.00804911848396106,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-18 04:00:00+00:00","y":0.00018883666557293745,"pred":0.00021920525164411853,"base":0.0002200543500646644,"lossdiff":-0.000542029987011361,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-25 04:00:00+00:00","y":0.00011553459803536389,"pred":0.00021798522453748606,"base":0.00021568048299132288,"lossdiff":0.004965566337459926,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-01 04:00:00+00:00","y":0.001507192127947204,"pred":0.0002544036392782862,"base":0.0001810784355299839,"lossdiff":-2.0590169528534483,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-08 04:00:00+00:00","y":0.001766223558677231,"pred":0.0003882040127826758,"base":0.0005053601433361268,"lossdiff":0.7910100445499344,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-15 04:00:00+00:00","y":0.0002936051121488761,"pred":0.0005351485751651249,"base":0.0008944467375581841,"lossdiff":-0.29327202058207025,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-23 04:00:00+00:00","y":0.00010235741375729745,"pred":0.0003900774379527449,"base":0.0009206388492021686,"lossdiff":-0.7075006017293868,"trend":false,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-01-02 05:00:00+00:00","y":0.0001624443479316823,"pred":0.00018883846099354798,"base":0.0001744391490470505,"lossdiff":0.00830722027752362,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-01-10 05:00:00+00:00","y":0.00010667448399894806,"pred":0.00019949521366783557,"base":0.00020426153793339958,"lossdiff":-0.011133549427272627,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-01-17 05:00:00+00:00","y":0.0001085560528623632,"pred":0.0002031248916602116,"base":0.00021012713995015867,"lossdiff":-0.01608248056525241,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-01-27 05:00:00+00:00","y":0.00006681512182210908,"pred":0.0001618691939804545,"base":0.00011334431315087855,"lossdiff":0.17964259136637928,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-03 05:00:00+00:00","y":0.00009780702501918366,"pred":0.00014231426689466934,"base":0.00011112250165377566,"lossdiff":0.054492410656687085,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-10 05:00:00+00:00","y":0.00005357130061707604,"pred":0.0001608537610744017,"base":0.00009496317092565098,"lossdiff":0.29592287517778004,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-18 05:00:00+00:00","y":0.00020633213386630358,"pred":0.00012716732738805124,"base":0.000081687375080183,"lossdiff":-0.46074640435537795,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-02-25 05:00:00+00:00","y":0.0002539427878807198,"pred":0.0001734533077026495,"base":0.0001061313953311681,"lossdiff":-0.43744897953365314,"trend":false,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Costed underlying backtest
Options mispricing2026-09-07 06:10
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",-0.15210879360148047],["10/50/calm=True",-0.09454502754837085],["20/50/calm=False",-0.21281794838894785],["20/50/calm=True",-0.12008793315420917],["20/100/calm=False",-0.3155495356761554],["20/100/calm=True",-0.23487153041081965]],"holdout":{"0.0005":{"return":-0.014107329798189312,"drawdown":-6.84281610523424,"win_rate":50,"closed_trades":20,"open_trades":0,"avg_win_pct":1.4236745104623536,"avg_loss_pct":-1.3956995267389634},"0.001":{"return":-3.934612499779578,"drawdown":-7.960620660809836,"win_rate":45,"closed_trades":20,"open_trades":0,"avg_win_pct":1.366715748509182,"avg_loss_pct":-1.456464755776127}},"buyhold":35.87695133149678}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Bootstrap uncertainty
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.06770870322957893,"pointwise95":[-0.13361382227453047,-0.008551744347484534],"bonferroni_family95":[-0.1629091198097482,0.009528563942356311],"variance_ratio95":[0.6967635332224669,1.249311289686763],"current_trend_up":false,"current_vol_rising":false}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Data quality
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"missing_vs_SPY_after_first":0,"max_abs_log_return":0.08169052869225535,"max_move_date":"2025-04-09T04:00:00Z","min_volume":132122,"rows":1173}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IWM Frozen forecast measurements
Options mispricing2026-09-07 06:10
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":-7.433227299834338,"rv60":-7.470529386020243,"ew94":-7.47629565477792,"ew97":-7.493337694164958,"har":-7.504188047188366},"selected":"har","har_coef":[-4.506615910631438,-0.016574873793091027,0.1401740013083075,0.3742906679446357],"smearing":1.3443242782705465,"holdout_n":83,"holdout_qlike_difference":-0.06770870322957893,"difference_ci95":[-0.13527297602391597,-0.010114095945237295],"realized_forecast_ratio":0.9278139377056606,"forecast_vol":0.17479278234547638,"rv20":0.11891087480153041,"rv60":0.14731478862650185,"close":295.94,"atr14":3.0964285714285813,"sma20":298.86075,"sma50":296.9629,"regimes":[{"trend_up":false,"vol_rising":false,"n":5,"realized_forecast_ratio":0.7670232645606754,"mean_qlike_difference":0.020183223588943377},{"trend_up":false,"vol_rising":true,"n":19,"realized_forecast_ratio":1.3773184425696685,"mean_qlike_difference":-0.20245070500255266},{"trend_up":true,"vol_rising":false,"n":38,"realized_forecast_ratio":0.8687397111815046,"mean_qlike_difference":-0.04432057082795193},{"trend_up":true,"vol_rising":true,"n":21,"realized_forecast_ratio":0.5117709622359368,"mean_qlike_difference":-0.009047304737575932}]}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2026-08-10 04:00:00+00:00","y":0.00012149301117599315,"pred":0.0011073843331620345,"base":0.0002503650941119978,"lossdiff":1.1112841444566648,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-08-17 04:00:00+00:00","y":0.002178509515325843,"pred":0.0010618830152306536,"base":0.0001926186533431833,"lossdiff":-7.551321389722705,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-08-24 04:00:00+00:00","y":0.00032229119660062645,"pred":0.0012121578400248246,"base":0.0006872936485236169,"lossdiff":0.36435001241681864,"trend":true,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2026-06-11 04:00:00+00:00","y":0.0006457279141795887,"pred":0.0011976154335846757,"base":0.0008050520302885818,"lossdiff":0.13426419279179136,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-06-18 04:00:00+00:00","y":0.0007089196617648857,"pred":0.0012015063885899104,"base":0.0008473622204360536,"lossdiff":0.1026094421330983,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-06-26 04:00:00+00:00","y":0.0006300348835931651,"pred":0.0012919466272555277,"base":0.0009648490675787394,"lossdiff":0.1266089136676678,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-06 04:00:00+00:00","y":0.0003520605952988724,"pred":0.0011620135243838327,"base":0.0008175815458462549,"lossdiff":0.22392133020433747,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-13 04:00:00+00:00","y":0.0003524787742512514,"pred":0.0011433120459096232,"base":0.0005841857637091279,"lossdiff":0.3763942043578199,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-20 04:00:00+00:00","y":0.00019980953460410847,"pred":0.0011847162688735779,"base":0.0005108734787270437,"lossdiff":0.6186791088125876,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-07-27 04:00:00+00:00","y":0.0003503255546063619,"pred":0.0011675039474850495,"base":0.0003835959469368494,"lossdiff":0.4998302028203927,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-08-03 04:00:00+00:00","y":0.00009884651298626968,"pred":0.0011625382059284402,"base":0.0003136686146901485,"lossdiff":1.0799200145652907,"trend":false,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2026-04-15 04:00:00+00:00","y":0.0007825025147489263,"pred":0.0011949387618162622,"base":0.0005107053496351548,"lossdiff":-0.02729477862129137,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-04-22 04:00:00+00:00","y":0.0000988825878670886,"pred":0.0011102653717080838,"base":0.0005610869244623005,"lossdiff":0.5953066295780705,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-04-29 04:00:00+00:00","y":0.0003277593157611256,"pred":0.001161445590883375,"base":0.0004119900171907609,"lossdiff":0.5230694498054698,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-06 04:00:00+00:00","y":0.00023671446627119706,"pred":0.0013230812102536058,"base":0.0003342828634374358,"lossdiff":0.8465162941589677,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-13 04:00:00+00:00","y":0.0004764871535897012,"pred":0.0011459027357902303,"base":0.00036146472116208435,"lossdiff":0.25138966545108055,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-20 04:00:00+00:00","y":0.00023897227319414214,"pred":0.0011950239334710415,"base":0.0002849608808722781,"lossdiff":0.7949280615469307,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-28 04:00:00+00:00","y":0.0012191049705231032,"pred":0.0011115664971885408,"base":0.0003199833022040415,"lossdiff":-1.4679001162526273,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-06-04 04:00:00+00:00","y":0.0012856437238473802,"pred":0.001164647436954641,"base":0.000542819715894536,"lossdiff":-0.5011670066698413,"trend":false,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2026-02-17 05:00:00+00:00","y":0.000647174709167335,"pred":0.0013223873173353708,"base":0.0025042709365717137,"lossdiff":-0.40758860637212635,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-02-24 05:00:00+00:00","y":0.00188230432408141,"pred":0.002162924878030791,"base":0.0024202476910777345,"lossdiff":-0.019881811865120724,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-03-03 05:00:00+00:00","y":0.0015815470296046605,"pred":0.0013596143797681573,"base":0.0024446648150887895,"lossdiff":-0.07041304245727531,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-03-10 04:00:00+00:00","y":0.0003477086673101205,"pred":0.0013069998908170199,"base":0.0012847948170713885,"lossdiff":0.01253743271630725,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-17 04:00:00+00:00","y":0.0005809762154403439,"pred":0.0013051492637786016,"base":0.0011146836825408814,"lossdiff":0.08168556520963133,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-24 04:00:00+00:00","y":0.0006952702169532466,"pred":0.0012318998604284401,"base":0.0010981340591091336,"lossdiff":0.046195901847447374,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-31 04:00:00+00:00","y":0.0006385879307744263,"pred":0.0012177600880412015,"base":0.000801375532327093,"lossdiff":0.1459695351974899,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-04-08 04:00:00+00:00","y":0.00012798703537260256,"pred":0.0011380264030242193,"base":0.0005656357576195344,"lossdiff":0.5852933940569356,"trend":true,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-12-17 05:00:00+00:00","y":0.0003685624284160909,"pred":0.0012262282190458392,"base":0.0010537912211500957,"lossdiff":0.10236555166415151,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-24 05:00:00+00:00","y":0.00015347737305152794,"pred":0.001347269791932957,"base":0.000834066146043915,"lossdiff":0.4094290300999175,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-02 05:00:00+00:00","y":0.0006110066692065757,"pred":0.0011328166142273602,"base":0.00043342065536372125,"lossdiff":0.09039177594125736,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-09 05:00:00+00:00","y":0.0006186656265110336,"pred":0.0012576501011108136,"base":0.00047640093505498535,"lossdiff":0.16403848754157213,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-16 05:00:00+00:00","y":0.000983267691143251,"pred":0.001300932081241206,"base":0.00043792802429630707,"lossdiff":-0.4006728105071087,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-01-26 05:00:00+00:00","y":0.0017846358280371906,"pred":0.0011861163439087705,"base":0.000591604339978097,"lossdiff":-0.8163977079095623,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-02-02 05:00:00+00:00","y":0.0062210270216742644,"pred":0.0011412870109496548,"base":0.0009993939537245127,"lossdiff":-0.6411492959594192,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-02-09 05:00:00+00:00","y":0.0010281532054321487,"pred":0.0014106717412659209,"base":0.0024018990418414347,"lossdiff":-0.23141270644037348,"trend":false,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-10-21 04:00:00+00:00","y":0.0006814849781688906,"pred":0.0012563059913991953,"base":0.0006433950765280079,"lossdiff":0.15242198667944784,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-10-28 04:00:00+00:00","y":0.001456649541475843,"pred":0.0012393584761568601,"base":0.0006192190751616962,"lossdiff":-0.48318224648253416,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-04 05:00:00+00:00","y":0.0008190834915437388,"pred":0.0011438601956711562,"base":0.0008211306582199448,"lossdiff":0.05004440443329816,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-11 05:00:00+00:00","y":0.0007347843427119229,"pred":0.0011800623894045181,"base":0.0008819246890713499,"lossdiff":0.08072163173909352,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-18 05:00:00+00:00","y":0.0012474627288408134,"pred":0.0012763395206327743,"base":0.0009230005884750987,"lossdiff":-0.050032778206182904,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-25 05:00:00+00:00","y":0.0017560593357723027,"pred":0.001242458054670706,"base":0.0010644950261430796,"lossdiff":-0.08169786622902286,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-03 05:00:00+00:00","y":0.00043908555044151916,"pred":0.0012632482209071197,"base":0.0011393474747171946,"lossdiff":0.06543183450849543,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-10 05:00:00+00:00","y":0.0007725572695457472,"pred":0.0013113051261993516,"base":0.0010443479894416397,"lossdiff":0.07703076935423692,"trend":false,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-08-25 04:00:00+00:00","y":0.000371753438729087,"pred":0.0011144813347919778,"base":0.0005431688132923905,"lossdiff":0.3678745419924452,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-02 04:00:00+00:00","y":0.0002049957297547516,"pred":0.0011547281935506111,"base":0.0005683032200845559,"lossdiff":0.5257769971248836,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-09 04:00:00+00:00","y":0.00026210304079873887,"pred":0.0012342676790103597,"base":0.0005532397114680275,"lossdiff":0.5410364694209129,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-16 04:00:00+00:00","y":0.0003099283708856483,"pred":0.0011773858939740783,"base":0.0004913548968469006,"lossdiff":0.5063568013309503,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-09-23 04:00:00+00:00","y":0.0007781889836341377,"pred":0.001286663059504273,"base":0.00028719514504205645,"lossdiff":-0.6051602504226512,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-09-30 04:00:00+00:00","y":0.0006490032092428481,"pred":0.0015141238735722794,"base":0.0003888040312683191,"lossdiff":0.11892001391465712,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-10-07 04:00:00+00:00","y":0.0005759073681381184,"pred":0.0011329459497187013,"base":0.0004998059011403433,"lossdiff":0.17442199833501348,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-10-14 04:00:00+00:00","y":0.0005704807450969275,"pred":0.0011475090517572392,"base":0.0005782569829751881,"lossdiff":0.1959252273590133,"trend":false,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-06-27 04:00:00+00:00","y":0.0005092160660705176,"pred":0.0012187537053304927,"base":0.00040839845634426514,"lossdiff":0.26429689827879255,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-07 04:00:00+00:00","y":0.0005847239659756776,"pred":0.0012039671318985281,"base":0.00046214266098634424,"lossdiff":0.17792249091893098,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-14 04:00:00+00:00","y":0.0003539108876836593,"pred":0.0011911784301615808,"base":0.00047049015293878816,"lossdiff":0.47381581250489635,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-07-21 04:00:00+00:00","y":0.00021871338303822559,"pred":0.0012469727048960947,"base":0.00041151646333056555,"lossdiff":0.7525390250873567,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-28 04:00:00+00:00","y":0.0002712158115604255,"pred":0.001177486252532244,"base":0.00041664107569201996,"lossdiff":0.6182886893888826,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-04 04:00:00+00:00","y":0.00026524976422086525,"pred":0.001146509071522973,"base":0.000357141012064497,"lossdiff":0.6549974078525231,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-11 04:00:00+00:00","y":0.0005096422992832461,"pred":0.0011183387173161778,"base":0.00027727246162579397,"lossdiff":0.01225670312458238,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-18 04:00:00+00:00","y":0.0011265673781050251,"pred":0.0012370367865605413,"base":0.0003162053145256906,"lossdiff":-1.2879910589219312,"trend":true,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-04-30 04:00:00+00:00","y":0.0003461709720670232,"pred":0.0012271927986271373,"base":0.001192742228617313,"lossdiff":0.02032667175510028,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-05-07 04:00:00+00:00","y":0.0008743260142393724,"pred":0.0012407356552399723,"base":0.000752696560098148,"lossdiff":0.04288952076833308,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-14 04:00:00+00:00","y":0.0001415563732496484,"pred":0.001201941190375094,"base":0.0005124006210827992,"lossdiff":0.6940984055726069,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-21 04:00:00+00:00","y":0.00041856493670885356,"pred":0.001157351989671391,"base":0.00037137812558752026,"lossdiff":0.3712679077702701,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-29 04:00:00+00:00","y":0.0002942392475022014,"pred":0.0011836839624207866,"base":0.0004451545740662245,"lossdiff":0.5655623114585726,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-05 04:00:00+00:00","y":0.0005513339981659018,"pred":0.0011097467238290178,"base":0.00043217164292501896,"lossdiff":0.1641456847931515,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-12 04:00:00+00:00","y":0.0005898056461165497,"pred":0.0011571886524599925,"base":0.0003514236389066513,"lossdiff":0.023112428848279798,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-20 04:00:00+00:00","y":0.00019821493359240797,"pred":0.0012857923094646503,"base":0.00046348595712337657,"lossdiff":0.7468509772505083,"trend":true,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-03-04 05:00:00+00:00","y":0.0028603728801730997,"pred":0.001243111497229747,"base":0.0006556442167018572,"lossdiff":-1.421957588865867,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-03-11 04:00:00+00:00","y":0.0010111369785700541,"pred":0.0011972561564513725,"base":0.001302506706567374,"lossdiff":-0.016013793951811017,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-03-18 04:00:00+00:00","y":0.0008522525527618456,"pred":0.001235007127059876,"base":0.001448173711632492,"lossdiff":-0.05764906051711893,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-03-25 04:00:00+00:00","y":0.0006256481200829089,"pred":0.00152363721435139,"base":0.0013112642593501038,"lossdiff":0.08360312601024944,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-01 04:00:00+00:00","y":0.002106353646143683,"pred":0.0012017914668469949,"base":0.0013373526328969772,"lossdiff":0.07078208640202366,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-08 04:00:00+00:00","y":0.001835509770300768,"pred":0.001305146008472538,"base":0.0011488478243896227,"lossdiff":-0.06377725373018528,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-15 04:00:00+00:00","y":0.000705646355230764,"pred":0.0013323147439147703,"base":0.0013549410223223013,"lossdiff":-0.00799559474381173,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-23 04:00:00+00:00","y":0.00012345914279403693,"pred":0.0012423616616894547,"base":0.001318289472939531,"lossdiff":-0.05359736052597519,"trend":true,"rising":true}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-01-02 05:00:00+00:00","y":0.0012103590618733398,"pred":0.001165129824122647,"base":0.0011378014713747588,"lossdiff":-0.0012162863197406892,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-10 05:00:00+00:00","y":0.00081869127747672,"pred":0.0013208779492900435,"base":0.0011944516069254795,"lossdiff":0.0350060337797764,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-17 05:00:00+00:00","y":0.0003924578086597241,"pred":0.0011747257011810973,"base":0.0011679078430218552,"lossdiff":0.0038704196022827375,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-27 05:00:00+00:00","y":0.00040531391911779134,"pred":0.0011602436531281644,"base":0.0007723140176348769,"lossdiff":0.2315246953263621,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-02-03 05:00:00+00:00","y":0.00027292292071103225,"pred":0.00137545807734712,"base":0.0007067055167818938,"lossdiff":0.47816089161800335,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-02-10 05:00:00+00:00","y":0.0004284689583095823,"pred":0.0011607976765585638,"base":0.00047234648149131693,"lossdiff":0.3611585453663002,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-02-18 05:00:00+00:00","y":0.001399890361891399,"pred":0.0011145955465350903,"base":0.0003747909016995325,"lossdiff":-1.389282411429135,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-02-25 05:00:00+00:00","y":0.0005212946258954154,"pred":0.0011156511288150663,"base":0.0006266490400074511,"lossdiff":0.2121862692661356,"trend":false,"rising":false}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Costed underlying backtest
Options mispricing2026-09-07 06:10
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",-0.07872055995341307],["10/50/calm=True",-0.14081645007040788],["20/50/calm=False",0.2024897138109416],["20/50/calm=True",-0.001425282997850445],["20/100/calm=False",0.3352331011127235],["20/100/calm=True",0.020964719620391405]],"holdout":{"0.0005":{"return":-9.745647759126095,"drawdown":-15.152058406624224,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":1,"avg_win_pct":1.9692888103112876,"avg_loss_pct":-2.532015586754256},"0.001":{"return":-12.325371970621582,"drawdown":-17.120894011513276,"win_rate":28.57142857142857,"closed_trades":14,"open_trades":1,"avg_win_pct":2.2126865088046297,"avg_loss_pct":-2.457304011436743}},"buyhold":-18.32385080827238}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Bootstrap uncertainty
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.01863676140788732,"pointwise95":[-0.18962215522266015,0.19067956682305806],"bonferroni_family95":[-0.28174273072196665,0.24398822097856862],"variance_ratio95":[0.4719975280983375,0.8003411530944631],"current_trend_up":true,"current_vol_rising":true}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Data quality
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"missing_vs_SPY_after_first":0,"max_abs_log_return":0.15513444773739105,"max_move_date":"2024-08-05T04:00:00Z","min_volume":144025,"rows":665}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Frozen forecast measurements
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":665,"first":"2024-01-11 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":178,"train_qlike":{"rv20":-5.555777624286448,"rv60":-5.573014888345296,"ew94":-5.5932015768302366,"ew97":-5.617338949673699,"har":-5.67756681160873},"selected":"har","har_coef":[-6.687567538112613,-0.03429401925382984,0.020607986579499797,0.05975321444922843],"smearing":1.3205367549507865,"holdout_n":83,"holdout_qlike_difference":0.01863676140788732,"difference_ci95":[-0.1885017495110045,0.19647360740776104],"realized_forecast_ratio":0.6211105096645171,"forecast_vol":0.5499843280086842,"rv20":0.4712252893940526,"rv60":0.38214672953421525,"close":45.22,"atr14":1.6264285714285711,"sma20":41.1425,"sma50":38.0459,"regimes":[{"trend_up":false,"vol_rising":false,"n":18,"realized_forecast_ratio":0.6320895624302424,"mean_qlike_difference":-0.10331978842115867},{"trend_up":false,"vol_rising":true,"n":30,"realized_forecast_ratio":0.8430507914428855,"mean_qlike_difference":0.021495054873938102},{"trend_up":true,"vol_rising":false,"n":29,"realized_forecast_ratio":0.43978417706449263,"mean_qlike_difference":0.04400282091036408},{"trend_up":true,"vol_rising":true,"n":6,"realized_forecast_ratio":0.2828351644660788,"mean_qlike_difference":0.24761232263613397}]}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all