QPAIR91004 result train/long/60/2/16 = -5.7088403982822005
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":42.813455657492355,"avg_win_pct":1.55461152404842,"avg_loss_pct":1.5762199685314475,"mean_trade_pct":-0.23580281574495987,"return_pct":-5.7088403982822005,"drawdown_pct":-11.835181107010495,"annual_pct":-1.9454494171501469,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.116207951070336}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/60/2/6 = -0.4634208794411232
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"train","mode":"long","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":50.764525993883794,"avg_win_pct":1.499011523847512,"avg_loss_pct":1.6188340908095418,"mean_trade_pct":-0.03607454330779597,"return_pct":-0.4634208794411232,"drawdown_pct":-10.201644820705791,"annual_pct":-0.15512292423035534,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.116207951070336}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 own trade history is not a pairs calibration = 3
Quant replication2026-09-10 04:14
QuerySep10~04:01UTC: SNOWSep3–4return-5.39236448%; DELLSept2–4+7.93994131%; GTLBSep2–4-5.13049905%. p33.333%,mean-.860974%,avgwin7.93994%,avgloss5.26143%; all3operatorliquidation, nostop/targetoutcome, no contemporaneousquote forslippage. Allclosed,noopen/pending inreturnedcomplete3rowledger. ThesearePEADtheses/shortenedhorizons, not ETFpairs; cannotpoolintopairsKelly. UsercontextQuantcash187.22/account850.99 remainsstartstate.
query_trades?fund=quant
QPAIR91004 Gatev section3.7: short-side contribution and long-side exception = 1.27
Quant replication2026-09-10 04:11
February2006Table7: top20longmonthlyalpha.243%,t1.27; paired winner-stockalpha-.521%,t-3.35. Top5longt.47. Broader101–120longt2.85 iscounterexampleto blanketno-long-alpha. Authorresult supports testing hedge removal, not presuming everylonglegfails. ContemporaryETFadaptation remainsseparatetest.
https://repec.som.yale.edu/icfpub/publications/2573.pdf
AGG QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.8672077762225215
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"AGG/BND","z":-0.8672077762225215,"sd60_pct":0.025411918583367665,"dailycorr":0.894394126786322,"ar_delta_beta":-0.20202153723413516,"half_life":3.431055866863415,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -1.3221158893936176
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"GLD/IAU","z":-1.3221158893936176,"sd60_pct":0.01804200507756167,"dailycorr":0.9972516370333101,"ar_delta_beta":-0.014496505737100684,"half_life":47.81477641097912,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLI QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = 0.4008471082164621
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"XLI/VIS","z":0.4008471082164621,"sd60_pct":0.6341641363603063,"dailycorr":0.992933196089143,"ar_delta_beta":-0.012681008568975164,"half_life":54.660256460654935,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLV QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.2795444217095298
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"XLV/VHT","z":-0.2795444217095298,"sd60_pct":0.27197724405183904,"dailycorr":0.9866000804157457,"ar_delta_beta":-0.002928951350180449,"half_life":236.65370219182418,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLE QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = 1.8337941897039913
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"XLE/VDE","z":1.8337941897039913,"sd60_pct":0.13251753598016253,"dailycorr":0.9930203050975384,"ar_delta_beta":-0.005611892707207106,"half_life":123.51397589440137,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLK QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.40749762423371866
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"XLK/VGT","z":-0.40749762423371866,"sd60_pct":1.1302195574853942,"dailycorr":0.9917132006419124,"ar_delta_beta":-0.003059748392473335,"half_life":226.53731341603637,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLF QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = 1.5950534463463124
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"XLF/VFH","z":1.5950534463463124,"sd60_pct":0.1301662448599526,"dailycorr":0.9590212748343895,"ar_delta_beta":-0.0068494116051889915,"half_life":101.19806204007793,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = 0.6365267841061442
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"EEM/VWO","z":0.6365267841061442,"sd60_pct":1.9015669097933077,"dailycorr":0.9828419698547346,"ar_delta_beta":-0.0012032544715748716,"half_life":576.060340463746,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.7450380750842848
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"EFA/VEA","z":-0.7450380750842848,"sd60_pct":0.9102185458716895,"dailycorr":0.9930500471334871,"ar_delta_beta":-0.0007896142916225624,"half_life":877.8300847817878,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = 0.3694955561040041
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"IWM/IJR","z":0.3694955561040041,"sd60_pct":0.8094644067508929,"dailycorr":0.9751876995800445,"ar_delta_beta":-0.0035894299417461,"half_life":193.10787278460145,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
VTI QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.12111012378299556
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"VTI/ITOT","z":-0.12111012378299556,"sd60_pct":0.027272150914648616,"dailycorr":0.9965595973426299,"ar_delta_beta":-0.191630345715675,"half_life":3.6171055162024226,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QPAIR91004 frozen pair signal and descriptive common-exposure diagnostics = -0.5464688365617899
Quant replication2026-09-10 04:11
AsSep9close2026,prior60logratiomean/SD,currentz; fullsample2016–Sep9 dailycorr/ARhalf-life aredescriptive,notstationarityprooforselectionfilters. No activebaseentrywhenabsz<2. {"pair":"SPY/IVV","z":-0.5464688365617899,"sd60_pct":0.053114550420140905,"dailycorr":0.9951843943213695,"ar_delta_beta":-0.04876941988868083,"half_life":14.212741962936937,"signal_loser":null}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 data calendar completeness = 64464
Quant replication2026-09-10 04:11
Sep10download24ETF x2686dailybars=64464; Jan4 2016–Sep9 2026. All24dates identical, no duplicate/zero-volume/invalidOHLC; explicitNYSEholidaycalendar incl2018Dec5/2025Jan9mourning andJuneteenth2022on expects2686; missing0/extra0. Calendar code independentofreturnedbarcalendar but not exchange-supplied service. Adjustmentall requested per https://docs.alpaca.markets/us/reference/stockbars ; adjustedOHLC isdistributionproxy, cashdividend/rawstopimplementationnotvalidated. Fixed current surviving ETFs omit extinctfunds; neither breadthnorcontinuityprovespoint-in-timeuniverse.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
BND QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"BND","n":2686,"bad":0,"last":"2026-09-09","lastclose":71.73,"ADR20":0.16496000000000138,"dollarvolume20":516897179.055,"max_abs_logret":0.055967952585641356}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BND&timeframe=1Day&feed=sip&adjustment=all
AGG QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"AGG","n":2686,"bad":0,"last":"2026-09-09","lastclose":96.68,"ADR20":0.22974500000000048,"dollarvolume20":665471817.75,"max_abs_logret":0.0388268314439939}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AGG&timeframe=1Day&feed=sip&adjustment=all
IAU QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"IAU","n":2686,"bad":0,"last":"2026-09-09","lastclose":82.69,"ADR20":1.1053650000000004,"dollarvolume20":398218331.305,"max_abs_logret":0.10769331887112354}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IAU&timeframe=1Day&feed=sip&adjustment=all
GLD QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"GLD","n":2686,"bad":0,"last":"2026-09-09","lastclose":403.35,"ADR20":5.469669999999999,"dollarvolume20":4236228517.035,"max_abs_logret":0.10841237719221652}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all
VIS QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"VIS","n":2686,"bad":0,"last":"2026-09-09","lastclose":330.32,"ADR20":3.9216400000000022,"dollarvolume20":27042797.845,"max_abs_logret":0.12171868143556708}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIS&timeframe=1Day&feed=sip&adjustment=all
XLI QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"XLI","n":2686,"bad":0,"last":"2026-09-09","lastclose":171.79,"ADR20":2.1077449999999986,"dollarvolume20":1093089635.485,"max_abs_logret":0.11900878658220204}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all
VHT QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"VHT","n":2686,"bad":0,"last":"2026-09-09","lastclose":313.3,"ADR20":3.7650849999999965,"dollarvolume20":64528779.63000001,"max_abs_logret":0.11715032446792417}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VHT&timeframe=1Day&feed=sip&adjustment=all
XLV QPAIR91004 adjusted daily data audit and Sep9 technical reference = 2686
Quant replication2026-09-10 04:09
FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"XLV","n":2686,"bad":0,"last":"2026-09-09","lastclose":166.58,"ADR20":2.11387,"dollarvolume20":1213688806.375,"max_abs_logret":0.09091924570122689}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all