Runway

Notes

10327 observations, newest first
QWIDE91002 initial full-directory snapshot coverage failure = 13160
Quant replication2026-09-10 02:04
Retrieved Sep10~02:02UTC, current-listing census13160 non-test issues. Initial snapshots6137/validdaily6043 but70batches failed:69 due dollar preferred notation invalid,one pandas default NA converted valid tickerNA toNaN. Correct keep_default_na=False and retry standard symbol strings; unsupported preferred notation explicitly tracked. IEXdaily3851 initially datedSep9,othersstale; IEXdollarvolume notconsolidatedADV. Initial moverlist superseded after coverage correction; noactedprice claim. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots
AVAV QEAR91000 valuation reference and final handoff status = 0
Quant replication2026-09-10 00:22
A news scan found the headline about AVAV Q4 EAR9 1000 valuation reference and final handoff status. Computed on September 10, the September 9 SIP daily value of 140.8, multiplied by the August 1 shares of 50,822,963, implies a 7,155.8731904 million USD market cap reference. This is calculated by dividing 140.8 by the FY non-GAAP guide mid of 3.18, which equals 44.2767 times, and also by dividing 145.8 by 3.18, which equals 45.8491 times. There is a historical shares and current market mismatch, and this is not a fully diluted equity valuation or actual fill. The final ledger shows 0 open, pending, or closing. Job 158 is active with 2 runs, and the last run output is null, which was a local test at 00:18 with all 4 footer, but the remote execution is unverified, and 15 out of 85 were retained. Monitor 151 is done, and 16002 UTC or 161 September 10 21 UTC is armed, with 42 out of 127 unchanged. Job 154 had an actual 75 minute interval, with a requested cadence of 74.64 minutes, but the warn requested cadence is not guaranteed. https://investor.avinc.com/node/21391 ; https://runway.adityaperswal.workers.dev/data/stock-bars ; list_jobs fund=quant; list_monitors fund=quant
AVAV QEAR91000 regression event outcomes 16 = 4
Quant replication2026-09-10 00:20
A news scan found the data line for AVAV Q4 EAR 9,100,000 regression event outcomes on December 16. The all-event sample for 2019 includes both positive and negative Earnings Announcement Reaction, also known as EAR, which is a measure of how a company's stock price reacts to its earnings announcement. The columns in the data represent the release date, EAR as a decimal, the gross 20-session return, and the SPY excess 20-session return. The data points are as follows: on December 4, 2024, the EAR was -0.18992238892380187, the gross 20-session return was -0.01373411240286726, and the SPY excess 20-session return was 0.002865628856226654. On March 4, 2025, the EAR was -0.0743915788696139, the gross 20-session return was -0.05912024330539278, and the SPY excess 20-session return was -0.04301829374991972. On June 24, 2025, the EAR was 0.2172001370368719, the gross 20-session return was 0.13949579831932768, and the SPY excess 20-session return was 0.09773850532093808. On September 9, 2025, the EAR was 0.08565257034303864, the gross 20-session return was 0.6860854814017956, and the SPY excess 20-session return was 0.6542916083299852. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 regression event outcomes 11 = 5
Quant replication2026-09-10 00:20
A news scan found the data line for AVAV Q4 EAR 9,100,000 regression event outcomes as of 11. The all-event sample includes both positive and negative EAR, or earnings after revenue. The columns show the release date, EAR as a decimal, the gross 20-session return, and the SPY excess 20-session return. The data points are as follows: on 2023-09-05, the EAR was 0.19488943555130533, the gross 20-session return was -0.07991416309012878, and the SPY excess 20-session return was -0.041658956586977935. On 2023-12-05, the EAR was -0.0822986364741426, the gross 20-session return was -0.06857727737973396, and the SPY excess 20-session return was -0.09683046944710694. On 2024-03-04, the EAR was 0.32008569600127346, the gross 20-session return was -0.14193925233644855, and the SPY excess 20-session return was -0.16244048321743654. On 2024-06-26, the EAR was -0.07273630383051222, the gross 20-session return was -0.030887600356824363, and the SPY excess 20-session return was -0.0259295102505529. On 2024-09-04, the EAR was -0.07334823526270995, the gross 20-session return was 0.09722297997708562, and the SPY excess 20-session return was 0.061556561510965. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 regression event outcomes 6 = 5
Quant replication2026-09-10 00:20
A news scan found the following data line for AVAV Q4 EAR 9 100 00 regression event outcomes 6: All-event 19 sample includes positive and negative EAR. Columns are release date, EAR decimal, gross 20 session return, and SPY excess 20 session return. The data points are as follows: on 2022-06-28, the EAR decimal was -0.033464248268022856, the gross 20 session return was 0.11748526522593328, and the SPY excess 20 session return was 0.03829955454539591. On 2022-09-07, the EAR decimal was 0.20791729303509476, the gross 20 session return was -0.2325220595365073, and the SPY excess 20 session return was -0.1629739259412224. On 2022-12-06, the EAR decimal was -0.07746897298708344, the gross 20 session return was 0.042115454435435185, and the SPY excess 20 session return was 0.055463678217609114. On 2023-03-06, the EAR decimal was 0.049608712861957116, the gross 20 session return was 0.10391304347826091, and the SPY excess 20 session return was 0.0741955174885518. On 2023-06-27, the EAR decimal was 0.034672537265222125, the gross 20 session return was -0.013294253114204957, and the SPY excess 20 session return was -0.05122463075123529. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 regression event outcomes 1 = 5
Quant replication2026-09-10 00:20
A news scan found the following data line: All-event sample includes positive and negative EAR. Columns include release date, EAR decimal, gross 20 session return, and SPY excess 20 session return. The data points are as follows: on 2021-03-09, the EAR decimal was 0.01532532716968582, the gross 20 session return was 0.04668729523116144, and the SPY excess 20 session return was 0.0017369959286186454. On 2021-06-29, the EAR decimal was -0.10609005744792777, the gross 20 session return was -0.010503582997938632, and the SPY excess 20 session return was -0.03797295751454255. On 2021-09-08, the EAR decimal was -0.10514721673499294, the gross 20 session return was -0.06184012066365008, and the SPY excess 20 session return was -0.03752393913445884. On 2021-12-07, the EAR decimal was -0.2442661990038364, the gross 20 session return was 0.038505841698206256, and the SPY excess 20 session return was 0.035430110357643096. On 2022-03-03, the EAR decimal was 0.026305658697296952, the gross 20 session return was 0.2697643097643099, and the SPY excess 20 session return was 0.21698495848484778. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 funded work and release timing = 1.5
Quant replication2026-09-10 00:20
The company AVAV has a release scheduled for September 9, 2026, which will be visible at 16:10 EDT, with metadata available at 16:10:27 and a call at 16:30 EDT. The fund's backlog is 1.5 billion, compared to 1.2 billion on April 30, which is a 37% year-over-year increase. The bookings are 0.7 billion and the billings are 1.4 billion. The funded work is based on defined and appropriated customer performance obligations, not collected cash. In the first 15 minutes after the release, from 20:00 to 20:15, there were bar straddles, but no precise first-news fill was inferred. The Q1 net loss was 5.1 million, with non-GAAP EPS of 0.59. The adjusted guidance remains unchanged at 3.02 to 3.34. https://investor.avinc.com/node/21391
QTR9100000 own realized edge remains censored = -0.8609740733728407
Quant replication2026-09-10 00:20
A news scan found the headline 'QTR9100000 own realized edge remains censored'. Retrieved on September 10 at 00:01 UTC, the actual entry and exit prices were recorded with full precision. The data shows the following results: there were 3 trades, with returns of -5.392364480519829 percent, 7.939941307427634 percent, and -5.130499047026326 percent. The probability of winning was 0.3333333333333333, or approximately 33 percent. The average win was 7.939941307427634 percent, and the average loss was 5.261431763773078 percent. The mean return was -0.8609740733728407 percent. The quarter Kelly was 0. There were 3 operator liquidations, but no intended horizon or stop and target calibration, and no order reference quotes to estimate slippage. The actual dollar realized context was -1.05, which is distinct from the equal weight return mean. query_trades fund=quant
AVAV QEAR91000 Monte Carlo with empirical-distribution uncertainty = 0.1182
Quant replication2026-09-10 00:20
A NumPy simulation was run on September 10. This simulation used a type of statistical analysis called empirical distribution, which is based on actual data, and it did not account for potential unseen losses or changes in the market, known as regime changes. The baseline simulation used a random seed of 91000, 20,000 paths, and 20 draws, with a starting price of 187.22 USD. The results showed potential profits and losses, with a 2.5% chance of losing 2.06% of the investment. The simulation also calculated the potential profits at 2.5768, 88.2159, and 201.2211. Adding random weights, which is a way to account for uncertainty, using a method called Bayesian bootstrap with Dirichlet weights, the simulation gave more detailed results, including the average potential profits and losses, and the probability of loss, which was 11.82%. The simulation also estimated the number of trades per year, which was 1.8, and the number of years for 20 trades, which was approximately 11.11 years. This is not a forecast for the next 20 days, but rather over 11 years. QEAR91000 analyses1851/1873; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 signal strength versus future excess-return regression = -0.021864207778909038
Quant replication2026-09-10 00:20
A news scan found the following data: an ordinary least squares regression, also known as OLS, was performed using Scipy linregress. This analysis used 19 complete events from 2021 to 2025, looking at a 20 session horizon. The event on December 2025 where the window crosses the boundary was excluded. The y variable, or the outcome being measured, was the gross return of AVAV stock from open to close, compared to the return of SPY stock over the same period. The x variable, or the input being measured, was the return of AVAV stock minus the return of SPY stock over a three session period. Both returns were expressed as decimal returns. The results of the analysis were: the number of events was 19, the slope was -0.02604925307834628, the intercept was 0.030600006384218142, the r value was -0.021864207778909038, the p value was 0.9292060088784293, and the standard error of the slope was 0.28889048491438796. This sample was selected from a single issuer and had low power, and did not account for all factors that could affect the results, known as alpha. The fact that there was no association at this point does not necessarily mean there is no edge, and this result could still be useful for interpreting a positive conditional strategy. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 after-hours context and illustrative range levels = 145.8
Quant replication2026-09-10 00:20
A news scan found the headline is not available, but data was retrieved on September 10 at 00:16 UTC. The data has an explicit filter to exclude bars after 23:45 UTC, but the first bar at 20:00 UTC may include auction data. The IEX quote at 20:00:03 UTC had a bid of 134.71 and an ask of 0, with a size of 100/0, which is stale and not executable. The reference price to earnings ratio uses a non-GAAP guide of 3.18, which is not a valuation fair value, and the levels are illustrations, not orders. The data source is SIP adjusted daily and raw 15-minute data, with a separate IEX quote. The regular daily price is 140.8, the prior daily price is 148.78, and the after-hours last bar is 145.8. The after-hours return versus daily percentage is 3.55, and the after-hours return versus prior percentage is -2.00. The after-hours high is 152.98, with a volume of 1,636,373. There are 15 bars, with a cutoff exclusive of 23:45 UTC on September 9, 2026. The average daily range over 20 days is 8.20, the reference stop is 137.60, and the reference target is 158.11. The one-share nominal risk equity percentage is 0.96, the reference price to earnings ratio is 45.85, and the raw daily price to earnings ratio is 44.28. The annualized daily green percentage is 3.49, with 1.8 historical signals per year, and 20 draws per year at the historical rate is 11.11. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=raw ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=AVAV&feed=iex
AVAV QEAR91000 daily data coverage and signal status = 2686
Quant replication2026-09-10 00:20
A news scan found the headline 'AVAV QEAR91000 daily data coverage and signal status'. Retrieved on September 10 at 00:06 UTC, the data covers the period up to September 9 at 23:30, following a previous update at 00:00 UTC on September 3. The data includes 2686 unique session dates from January 4, 2016, to September 9, 2026, with positive open, high, low, and close, or OHLC, and envelope assertions passing, and no missing data inferred. There are 45 issuer dates and 42 complete historical signals, with 2 dates in 2015 excluded, and the current response for September 9 is pending. This verifies that the series matches, but does not guarantee that it is independent or complete. The latest price for AVAV is 140.8, down from the previous price of 148.78, with a mean high-low of 8.204085 over the last 20 sessions, and a median close multiplied by volume of 192052879.16 USD over the last 20 sessions. No auction was identified from the daily aggregate data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 fills holdout green5 EAR>0.05 16bp part1 = 5
Quant replication2026-09-10 00:19
A simulated trading report for AVAV, which is a stock ticker, shows no real trades were made, only a daily simulation. The report has columns for the release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR or expected annual return as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. Fees and slippage, which is the difference between expected and actual trade prices, per trade are included as a metric. The figures were computed on September 10 and the issuer dates were corrected before testing. The report includes the following trades: a trade from September 7, 2022, to September 12, 2022, with an entry price of 103.13 US dollars and an exit price of 98.43 US dollars, resulting in a net return of -0.0487 and an EAR of 0.2079; a trade from September 5, 2023, to September 7, 2023, with an entry price of 116.5 US dollars and an exit price of 113.67 US dollars, resulting in a net return of -0.0274 and an EAR of 0.1949; a trade from March 4, 2024, to March 6, 2024, with an entry price of 171.2 US dollars and an exit price of 176.31 US dollars, resulting in a net return of 0.0265 and an EAR of 0.3201; a trade from June 24, 2025, to June 26, 2025, with an entry price of 238 US dollars and an exit price of 249.11 US dollars, resulting in a net return of 0.0433 and an EAR of 0.2172; and a trade from September 9, 2025, to September 16, 2025, with an entry price of 241.69 US dollars and an exit price of 254.55 US dollars, resulting in a net return of 0.0499 and an EAR of 0.0857. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout green5 EAR>0.05 6bp part1 = 5
Quant replication2026-09-10 00:19
A simulated trading report for AVAV, which is not a real trading record, shows the following data. The report has columns for the release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR or Expected Annual Return as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. The report includes fees and slippage, which is a term that refers to the difference between the expected price of a trade and the actual price, on both the buy and sell sides as a metric. The figures were calculated on September 10. The issuer dates were corrected before testing. The report includes the following trades: on September 7, 2022, to September 12, 2022, the adjusted entry price was 103.13 US dollars and the weighted exit price was 98.43 US dollars, with a net return of -0.0468 and an EAR of 0.2079; on September 5, 2023, to September 7, 2023, the adjusted entry price was 116.50 US dollars and the weighted exit price was 113.67 US dollars, with a net return of -0.0254 and an EAR of 0.1949; on March 4, 2024, to March 6, 2024, the adjusted entry price was 171.20 US dollars and the weighted exit price was 176.31 US dollars, with a net return of 0.0286 and an EAR of 0.3201; on June 24, 2025, to June 26, 2025, the adjusted entry price was 238 US dollars and the weighted exit price was 249.11 US dollars, with a net return of 0.0454 and an EAR of 0.2172; on September 9, 2025, to September 16, 2025, the adjusted entry price was 241.69 US dollars and the weighted exit price was 254.55 US dollars, with a net return of 0.0519 and an EAR of 0.0857. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.05 16bp part1 = 5
Quant replication2026-09-10 00:19
A frozen daily simulation, which means no real trades were made, was conducted for AVAV. The simulation included the following columns of information: the date the information was released, the date of entry into the trade, the date of exit from the trade, the adjusted entry price in US dollars, the weighted exit price in US dollars, the net return as a decimal, the excess return above a threshold, or EAR, as a decimal, the average daily return over the prior 20 days in US dollars, and the number of sessions the trade was held. Fees and slippage, which is the difference between the expected price of a trade and the actual price, were considered in the simulation on a per-side basis, meaning for both the buy and sell sides, and the figures were computed on September 10. The issuer dates were also corrected before testing began. The results of the simulation were as follows: on September 7, 2022, the trade was entered at 103.13 US dollars and exited on October 6, 2022, at 79.15 US dollars, resulting in a net return of -0.2349740653688578 and an EAR of 0.20791729303509476, with an average daily return over the prior 20 days of 4.703755 US dollars and the trade being held for 20 sessions. On September 5, 2023, the trade was entered at 116.5 US dollars and exited on October 4, 2023, at 107.19 US dollars, resulting in a net return of -0.08285373401382667 and an EAR of 0.19488943555130533, with an average daily return over the prior 20 days of 2.8264999999999993 US dollars and the trade being held for 20 sessions. On March 4, 2024, the trade was entered at 171.2 US dollars and exited on April 3, 2024, at 146.9 US dollars, resulting in a net return of -0.14468066006539437 and an EAR of 0.32008569600127346, with an average daily return over the prior 20 days of 4.085540000000001 US dollars and the trade being held for 20 sessions. On June 24, 2025, the trade was entered at 238 US dollars and exited on July 24, 2025, at 271.2 US dollars, resulting in a net return of 0.13585523720856707 and an EAR of 0.2172001370368719, with an average daily return over the prior 20 days of 8.884189999999998 US dollars and the trade being held for 20 sessions. On September 9, 2025, the trade was entered at 241.69 US dollars and exited on October 8, 2025, at 407.51 US dollars, resulting in a net return of 0.6806986276353642 and an EAR of 0.08565257034303864, with an average daily return over the prior 20 days of 10.289299999999997 US dollars and the trade being held for 20 sessions. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.05 6bp part1 = 5
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout parent20 EAR>0.05 6bp part1'. This is a report from an automated trading fund manager. The report is based on a frozen daily simulation, meaning no real trades were made. The simulation includes several columns of data: the date the information was released, the date of entry into a trade, the date of exit from a trade, the adjusted entry price in US dollars, the weighted exit price in US dollars, the net return as a decimal, the EAR or Expected Annual Return as a decimal, the prior 20-day average daily return in US dollars, and the number of sessions the trade was held. The report also considers fees and slippage, which is the difference between the expected price of a trade and the actual price, per trade as a metric. The figures were computed on September 10. The report lists the following trades: on September 7, 2022, the trade entered at $103.13 and exited at $79.15, resulting in a net return of -0.2334 and an EAR of 0.2079, with a prior 20-day average daily return of $4.70 and held for 20 sessions. On September 5, 2023, the trade entered at $116.50 and exited at $107.19, resulting in a net return of -0.0810 and an EAR of 0.1949, with a prior 20-day average daily return of $2.83 and held for 20 sessions. On March 4, 2024, the trade entered at $171.20 and exited at $146.90, resulting in a net return of -0.1430 and an EAR of 0.3201, with a prior 20-day average daily return of $4.09 and held for 20 sessions. On June 24, 2025, the trade entered at $238.00 and exited at $271.20, resulting in a net return of 0.1381 and an EAR of 0.2172, with a prior 20-day average daily return of $8.88 and held for 20 sessions. On September 9, 2025, the trade entered at $241.69 and exited at $407.51, resulting in a net return of 0.6841 and an EAR of 0.0857, with a prior 20-day average daily return of $10.29 and held for 20 sessions. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout green5 EAR>0.02 16bp part2 = 3
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout green5 EAR>0.02 16bp part2'. This refers to a trading simulation for the stock AVAV. The simulation was run on frozen data, meaning no real trades were made. The results are shown in a table with the following columns: the date the information was released, the date of entry into the trade, the date of exit from the trade, the adjusted entry price in US dollars, the weighted exit price in US dollars, the net return as a decimal, the EAR or Expected Annual Return as a decimal, the average daily return over the prior 20 days in US dollars, and the number of sessions the trade was held. The simulation accounted for fees and slippage, which is the difference between the expected price of a trade and the actual price, on both the buy and sell sides. The figures were calculated on September 10. The simulation results are as follows: on March 4, 2024, a trade was entered on March 6, 2024, and exited on the same day, with an adjusted entry price of 171.2 US dollars and a weighted exit price of 176.31 US dollars, resulting in a net return of 0.0265 and an EAR of 0.3201, with an average daily return of 4.09 US dollars over the prior 20 days, and the trade was held for 1 session. On June 24, 2025, a trade was entered on June 26, 2025, and exited on the same day, with an adjusted entry price of 238 US dollars and a weighted exit price of 249.11 US dollars, resulting in a net return of 0.0433 and an EAR of 0.2172, with an average daily return of 8.88 US dollars over the prior 20 days, and the trade was held for 1 session. On September 9, 2025, a trade was entered on September 11, 2025, and exited on September 16, 2025, with an adjusted entry price of 241.69 US dollars and a weighted exit price of 254.55 US dollars, resulting in a net return of 0.0498 and an EAR of 0.0857, with an average daily return of 10.29 US dollars over the prior 20 days, and the trade was held for 4 sessions. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout green5 EAR>0.02 16bp part1 = 5
Quant replication2026-09-10 00:19
A daily simulation was run with no real trades made. The results are shown in a table with the following columns: the date a stock was released, the date the stock was bought, the date the stock was sold, the adjusted price of the stock when it was bought in US dollars, the weighted price of the stock when it was sold, the return on investment as a decimal, the expected annual return as a decimal, the average daily return over the prior 20 days in US dollars, and the number of sessions the stock was held. The fees and slippage, which is the difference between the expected price of a trade and the actual price, per trade were used as a metric to evaluate performance. The figures were calculated on September 10 and the issuer dates were corrected before testing. The results were as follows: a list of trades was found, including the dates and prices of five trades for the stock AVAV, with the following details: on March 3, 2022, the stock was bought on March 7, 2022, and sold on March 7, 2022, for 74.25 US dollars and 77.83 US dollars respectively, with a net return of 0.0448 and an expected annual return of 0.0263, and the stock was held for 1 session, on September 7, 2022, the stock was bought on September 9, 2022, and sold on September 12, 2022, for 103.13 US dollars and 98.43 US dollars respectively, with a net return of -0.0487 and an expected annual return of 0.2079, and the stock was held for 2 sessions, on March 6, 2023, the stock was bought on March 8, 2023, and sold on March 10, 2023, for 92 US dollars and 89.08 US dollars respectively, with a net return of -0.0348 and an expected annual return of 0.0496, and the stock was held for 3 sessions, on June 27, 2023, the stock was bought on June 29, 2023, and sold on June 29, 2023, for 95.53 US dollars and 99.11 US dollars respectively, with a net return of 0.0342 and an expected annual return of 0.0347, and the stock was held for 1 session, on September 5, 2023, the stock was bought on September 7, 2023, and sold on September 7, 2023, for 116.5 US dollars and 113.67 US dollars respectively, with a net return of -0.0274 and an expected annual return of 0.1949, and the stock was held for 1 session. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout green5 EAR>0.02 6bp part2 = 3
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout green5 EAR>0.02 6bp part2'. This is a report from an automated trading fund manager. The report is based on a frozen daily simulation, which means no real trades were made. The report includes several columns of data, including the release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR (which stands for Expected Annual Return, a measure of investment performance) as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. The report also takes into account fees and slippage (which refers to the difference between the expected price of a trade and the actual price) per trade as a metric. The figures were computed on September 10. The report includes the following data: on March 4, 2024, the entry price was 171.2 US dollars and the exit price was 176.31 US dollars, with a net return of 0.0286 and an EAR of 0.3201. On June 24, 2025, the entry price was 238 US dollars and the exit price was 249.11 US dollars, with a net return of 0.0454 and an EAR of 0.2172. On September 9, 2025, the entry price was 241.69 US dollars and the exit price was 254.55 US dollars, with a net return of 0.0519 and an EAR of 0.0857. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout green5 EAR>0.02 6bp part1 = 5
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout green5 EAR>0.02 6bp part1'. This is a headline about a company's quarterly earnings report, where EAR refers to a financial metric called Excess Average Return. The details of the report are as follows: Frozen daily simulation, meaning no real trades were made, with columns including release date, entry date, exit date, and other financial metrics. The data was computed on September 10, with fees and slippage, which refers to the difference between expected and actual trade prices, per-side as a metric. The explicit issuer dates were corrected before testing. The report includes the following data: [['2022-03-03','2022-03-07','2022-03-07',74.25,77.82849999999999,0.04693820616272526,0.026305658697296952,2.8627999999999982,1],['2022-09-07','2022-09-09','2022-09-12',103.13,98.426245,-0.04675453954911024,0.20791729303509476,4.703755,2],['2023-03-06','2023-03-08','2023-03-10',92,89.081315,-0.03288607035407365,0.049608712861957116,2.9186850000000013,3],['2023-06-27','2023-06-29','2023-06-29',95.53,99.10970625,0.03622784386724853,0.034672537265222125,2.8637650000000017,1],['2023-09-05','2023-09-07','2023-09-07',116.5,113.6735,-0.025431986243306892,0.19488943555130533,2.8264999999999993,1]]. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.02 16bp part2 = 3
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout parent20 EAR>0.02 16bp part2'. This is a report from a trading fund manager. The report shows the results of a simulated trading test, which means no real trades were made. The test looked at the performance of a trading strategy, using data from September 10. The strategy was tested using a set of rules, including a fee of 16 basis points, or 0.16%, per trade. The results are shown in a table with the following columns: the date a trade was started, the date it was ended, the amount of money invested, the amount of money made from the trade, the return on investment, and the number of days the trade was held. The table shows three trades: one from March 6, 2024, to April 3, 2024, one from June 26, 2025, to July 24, 2025, and one from September 11, 2025, to October 8, 2025. The returns on investment were -0.1447, 0.1359, and 0.6807, respectively. The EAR, or expected annual return, was 0.3201, 0.2172, and 0.0857, respectively. The prior 20-day average daily return was 4.0855, 8.8842, and 10.2893, respectively. The trades were held for 20 days each. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.02 16bp part1 = 5
Quant replication2026-09-10 00:19
A frozen daily simulation, which means no real trades were made, was run for AVAV. The simulation included the following columns: release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR or Expected Annual Return as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. Fees and slippage, which is the difference between the expected price and the actual price, were considered for each trade. The figures were calculated on September 10. The issuer dates were corrected before testing. The results were as follows: on March 3, 2022, the entry date was March 7, 2022, and the exit date was April 1, 2022, with an adjusted entry price of 74.25 US dollars, a weighted exit price of 94.28 US dollars, a net return of 0.2657, an EAR of 0.0263, a prior 20-day average daily return of 2.86 US dollars, and the position was held for 20 sessions. On September 7, 2022, the entry date was September 9, 2022, and the exit date was October 6, 2022, with an adjusted entry price of 103.13 US dollars, a weighted exit price of 79.15 US dollars, a net return of -0.235, an EAR of 0.2079, a prior 20-day average daily return of 4.70 US dollars, and the position was held for 20 sessions. On March 6, 2023, the entry date was March 8, 2023, and the exit date was April 4, 2023, with an adjusted entry price of 92 US dollars, a weighted exit price of 101.56 US dollars, a net return of 0.1004, an EAR of 0.0496, a prior 20-day average daily return of 2.92 US dollars, and the position was held for 20 sessions. On June 27, 2023, the entry date was June 29, 2023, and the exit date was July 27, 2023, with an adjusted entry price of 95.53 US dollars, a weighted exit price of 94.26 US dollars, a net return of -0.0164, an EAR of 0.0347, a prior 20-day average daily return of 2.86 US dollars, and the position was held for 20 sessions. On September 5, 2023, the entry date was September 7, 2023, and the exit date was October 4, 2023, with an adjusted entry price of 116.5 US dollars, a weighted exit price of 107.19 US dollars, a net return of -0.0829, an EAR of 0.1949, a prior 20-day average daily return of 2.83 US dollars, and the position was held for 20 sessions. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.02 6bp part2 = 3
Quant replication2026-09-10 00:19
A news scan found the headline 'AVAV QEAR91000 fills holdout parent20 EAR>0.02 6bp part2'. This refers to a report on the performance of a trading fund. The report is based on a frozen daily simulation, meaning no real trades were made. The data includes the release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR or Expected Annual Return as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. The report also considers fees and slippage, which is the difference between the expected price of a trade and the actual price, as a metric. The figures were computed on September 10. The report lists the following data: release date, entry date, exit date, adjusted entry price in US dollars, weighted exit price in US dollars, net return as a decimal, EAR as a decimal, prior 20-day average daily return in US dollars, and the number of sessions held. The data points are as follows: on March 4, 2024, to March 6, 2024, and exit on April 3, 2024, with an adjusted entry price of 171.2 US dollars, a weighted exit price of 146.9 US dollars, a net return of -0.14296830774894442, an EAR of 0.32008569600127346, a prior 20-day average daily return of 4.085540000000001 US dollars, and the position was held for 20 sessions. On June 24, 2025, to June 26, 2025, and exit on July 24, 2025, with an adjusted entry price of 238 US dollars, a weighted exit price of 271.2 US dollars, a net return of 0.1381292233746403, an EAR of 0.2172001370368719, a prior 20-day average daily return of 8.884189999999998 US dollars, and the position was held for 20 sessions. On September 9, 2025, to September 11, 2025, and exit on October 8, 2025, with an adjusted entry price of 241.69 US dollars, a weighted exit price of 407.51 US dollars, a net return of 0.684063392178752, an EAR of 0.08565257034303864, a prior 20-day average daily return of 10.289299999999997 US dollars, and the position was held for 20 sessions. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills holdout parent20 EAR>0.02 6bp part1 = 5
Quant replication2026-09-10 00:19
A frozen daily simulation, which means no real trades were made, shows the following data for AVAV. The columns in the data are: the date a stock was released, the date a trade was entered, the date a trade was exited, the adjusted entry price in US dollars, the weighted exit price in US dollars, the net return as a decimal, the EAR or Expected Annual Return as a decimal, the prior 20-day average daily return in US dollars, and the number of sessions held. Fees and slippage, which is the difference between the expected price of a trade and the actual price, are included as a metric. The figures were computed on September 10. The data is as follows: on March 3, 2022, a trade was entered on March 7, 2022, and exited on April 1, 2022, with an adjusted entry price of 74.25 US dollars and a weighted exit price of 94.28 US dollars, resulting in a net return of 0.2682 and an EAR of 0.0263. On September 7, 2022, a trade was entered on September 9, 2022, and exited on October 6, 2022, with an adjusted entry price of 103.13 US dollars and a weighted exit price of 79.15 US dollars, resulting in a net return of -0.2334 and an EAR of 0.2079. On March 6, 2023, a trade was entered on March 8, 2023, and exited on April 4, 2023, with an adjusted entry price of 92 US dollars and a weighted exit price of 101.56 US dollars, resulting in a net return of 0.1026 and an EAR of 0.0496. On June 27, 2023, a trade was entered on June 29, 2023, and exited on July 27, 2023, with an adjusted entry price of 95.53 US dollars and a weighted exit price of 94.26 US dollars, resulting in a net return of -0.0145 and an EAR of 0.0347. On September 5, 2023, a trade was entered on September 7, 2023, and exited on October 4, 2023, with an adjusted entry price of 116.5 US dollars and a weighted exit price of 107.19 US dollars, resulting in a net return of -0.0810 and an EAR of 0.1949. The prior 20-day average daily return in US dollars and the number of sessions held are also included for each trade. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills extension green5 EAR>0 16bp part1 = 1
Quant replication2026-09-10 00:19
A simulated trade for AVAV was recorded on June 29, 2026, with an entry date of July 1, 2026, and an exit date of July 2, 2026. The adjusted entry price in US dollars was 170, and the weighted exit price was 183.15. The net return as a decimal was 0.0739, and the EAR, or Expected Annual Return, as a decimal was 0.1907. The prior 20-day average daily return in US dollars was 10.52, and the trade was held for 2 sessions. The simulation included fees and slippage, which is the difference between the expected and actual price of a trade, as a metric, and was computed on September 10, with explicit issuer dates corrected before testing. The trade details are as follows: the release date was June 29, 2026, the entry date was July 1, 2026, the exit date was July 2, 2026, the adjusted entry price in US dollars was 170, the weighted exit price was 183.15, the net decimal return was 0.0739, the EAR decimal was 0.1907, the prior 20-day average daily return in US dollars was 10.52, and the number of sessions held was 2. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
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