Runway

Notes

10327 observations, newest first
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 5 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2023-06-27","entry_date":"2023-06-29","entry":95.53,"daily_entry":95.53,"entry_difference_bps":0,"risk":2.8637650000000017,"return":0.0439579696451633,"drawdown_pct":0.4870941439630072,"bars":129,"regular_missing":0,"fills":[{"bar_time":"2023-06-29T14:15:00Z","signal_bar_time":"2023-06-29T14:00:00Z","fraction":0.5,"price":99.4,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2023-06-29T16:00:00Z","signal_bar_time":"2023-06-29T15:45:00Z","fraction":0.5,"price":100.6979,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2023-09-05","entry_date":"2023-09-07","entry":116.5,"daily_entry":116.5,"entry_difference_bps":0,"risk":2.8264999999999993,"return":-0.029804878251962097,"drawdown_pct":2.8252420527897004,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-09-07T13:45:00Z","signal_bar_time":"2023-09-07T13:30:00Z","fraction":1,"price":113.39,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 3 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2022-09-07","entry_date":"2022-09-09","entry":103.13,"daily_entry":103.13,"entry_difference_bps":0,"risk":4.703755,"return":-0.0587716296351154,"drawdown_pct":6.658787819700429,"bars":136,"regular_missing":0,"fills":[{"bar_time":"2022-09-13T13:45:00Z","signal_bar_time":"2022-09-13T13:30:00Z","fraction":1,"price":97.38,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2023-03-06","entry_date":"2023-03-08","entry":92,"daily_entry":92,"entry_difference_bps":0,"risk":2.9186850000000013,"return":-0.04003333750282101,"drawdown_pct":6.264434364734606,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-03-10T15:45:00Z","signal_bar_time":"2023-03-10T15:30:00Z","fraction":1,"price":88.6,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 1 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2021-03-09","entry_date":"2021-03-11","entry":109.88,"daily_entry":109.88,"entry_difference_bps":0,"risk":6.838024999999997,"return":0.08003852061178929,"drawdown_pct":0.4716019696259677,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2021-03-11T16:00:00Z","signal_bar_time":"2021-03-11T15:45:00Z","fraction":0.5,"price":116.91,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2021-03-11T19:00:00Z","signal_bar_time":"2021-03-11T18:45:00Z","fraction":0.5,"price":121.2,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13},{"date":"2022-03-03","entry_date":"2022-03-07","entry":74.12,"daily_entry":74.25,"entry_difference_bps":-17.508417508417253,"risk":2.8627999999999982,"return":0.051742361135814985,"drawdown_pct":0.07999249999998126,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2022-03-07T15:15:00Z","signal_bar_time":"2022-03-07T15:00:00Z","fraction":0.5,"price":77.1,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2022-03-07T15:30:00Z","signal_bar_time":"2022-03-07T15:15:00Z","fraction":0.5,"price":79.31,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min cost16bp metrics = 21.70300428853742
Quant replication2026-09-10 00:17
Retrieved and computed Sep10 2026. Historical period partition explicit; no actual fills. {"part":"holdout","fee":0.0001,"slip":0.0015,"return":21.70300428853742,"drawdown":10.538699569720345,"win rate":66.66666666666666,"sample":9,"average win pct":5.631152745145352,"average loss pct":4.28699484632995,"mean pct":2.3251035479869175,"quarter Kelly":0.10322502572814253,"CI iid pct":[-0.9856562401540123,5.305860723720697],"missing_regular":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 extension sampled15min 6bp event outcomes 1 = 1
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2026-06-29","entry_date":"2026-07-01","entry":170,"daily_entry":170,"entry_difference_bps":0,"risk":10.523140000000001,"return":0.10691913493843352,"drawdown_pct":4.196638998465152,"bars":261,"regular_missing":0,"fills":[{"bar_time":"2026-07-02T11:45:00Z","signal_bar_time":"2026-07-02T11:30:00Z","fraction":0.5,"price":180.5644,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2026-07-02T13:45:00Z","signal_bar_time":"2026-07-02T13:30:00Z","fraction":0.5,"price":196.24,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 extension sampled15min cost6bp metrics = 10.691913493843352
Quant replication2026-09-10 00:17
Retrieved and computed Sep10 2026. Historical period partition explicit; no actual fills. {"part":"extension","fee":0.0001,"slip":0.0005,"return":10.691913493843352,"drawdown":4.196638998465129,"win rate":100,"sample":1,"average win pct":10.691913493843352,"average loss pct":0,"mean pct":10.691913493843352,"quarter Kelly":0,"CI iid pct":[10.691913493843352,10.691913493843352],"missing_regular":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 6bp event outcomes 9 = 1
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2025-09-09","entry_date":"2025-09-11","entry":241.69,"daily_entry":241.69,"entry_difference_bps":0,"risk":10.289299999999997,"return":0.057028623718390126,"drawdown_pct":2.9094778918461572,"bars":173,"regular_missing":0,"fills":[{"bar_time":"2025-09-11T14:45:00Z","signal_bar_time":"2025-09-11T14:30:00Z","fraction":0.5,"price":253.07,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2025-09-16T14:15:00Z","signal_bar_time":"2025-09-16T14:00:00Z","fraction":0.5,"price":258.49,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 6bp event outcomes 7 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2024-03-04","entry_date":"2024-03-06","entry":171.2,"daily_entry":171.2,"entry_difference_bps":0,"risk":4.085540000000001,"return":0.038472710828372,"drawdown_pct":0.72342532629045,"bars":164,"regular_missing":0,"fills":[{"bar_time":"2024-03-06T15:45:00Z","signal_bar_time":"2024-03-06T15:30:00Z","fraction":1,"price":178,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2025-06-24","entry_date":"2025-06-26","entry":238,"daily_entry":238,"entry_difference_bps":0,"risk":8.884189999999998,"return":0.07295957473974046,"drawdown_pct":0.41405792207108716,"bars":248,"regular_missing":0,"fills":[{"bar_time":"2025-06-26T13:45:00Z","signal_bar_time":"2025-06-26T13:30:00Z","fraction":1,"price":255.671,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 6bp event outcomes 5 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2023-06-27","entry_date":"2023-06-29","entry":95.53,"daily_entry":95.53,"entry_difference_bps":0,"risk":2.8637650000000017,"return":0.04604797715947373,"drawdown_pct":0.4371343269327532,"bars":129,"regular_missing":0,"fills":[{"bar_time":"2023-06-29T14:15:00Z","signal_bar_time":"2023-06-29T14:00:00Z","fraction":0.5,"price":99.4,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2023-06-29T16:00:00Z","signal_bar_time":"2023-06-29T15:45:00Z","fraction":0.5,"price":100.6979,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2023-09-05","entry_date":"2023-09-07","entry":116.5,"daily_entry":116.5,"entry_difference_bps":0,"risk":2.8264999999999993,"return":-0.027862544217681084,"drawdown_pct":2.7279213137338942,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-09-07T13:45:00Z","signal_bar_time":"2023-09-07T13:30:00Z","fraction":1,"price":113.39,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 6bp event outcomes 3 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2022-09-07","entry_date":"2022-09-09","entry":103.13,"daily_entry":103.13,"entry_difference_bps":0,"risk":4.703755,"return":-0.056887287138632225,"drawdown_pct":6.565306385368775,"bars":136,"regular_missing":0,"fills":[{"bar_time":"2022-09-13T13:45:00Z","signal_bar_time":"2022-09-13T13:30:00Z","fraction":1,"price":97.38,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":1.1368683772161603e-13},{"date":"2023-03-06","entry_date":"2023-03-08","entry":92,"daily_entry":92,"entry_difference_bps":0,"risk":2.9186850000000013,"return":-0.03811148087981109,"drawdown_pct":6.170557984528968,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-03-10T15:45:00Z","signal_bar_time":"2023-03-10T15:30:00Z","fraction":1,"price":88.6,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":1.1368683772161603e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 6bp event outcomes 1 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2021-03-09","entry_date":"2021-03-11","entry":109.88,"daily_entry":109.88,"entry_difference_bps":0,"risk":6.838024999999997,"return":0.08220076151559708,"drawdown_pct":0.4218029115191313,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2021-03-11T16:00:00Z","signal_bar_time":"2021-03-11T15:45:00Z","fraction":0.5,"price":116.91,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2021-03-11T19:00:00Z","signal_bar_time":"2021-03-11T18:45:00Z","fraction":0.5,"price":121.2,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13},{"date":"2022-03-03","entry_date":"2022-03-07","entry":74.12,"daily_entry":74.25,"entry_difference_bps":-17.508417508417253,"risk":2.8627999999999982,"return":0.05384795302917378,"drawdown_pct":0.029997499999989685,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2022-03-07T15:15:00Z","signal_bar_time":"2022-03-07T15:00:00Z","fraction":0.5,"price":77.1,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2022-03-07T15:30:00Z","signal_bar_time":"2022-03-07T15:15:00Z","fraction":0.5,"price":79.31,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min cost6bp metrics = 23.913495498313587
Quant replication2026-09-10 00:17
Retrieved and computed Sep10 2026. Historical period partition explicit; no actual fills. {"part":"holdout","fee":0.0001,"slip":0.0005,"return":23.913495498313587,"drawdown":10.180137333166927,"win rate":66.66666666666666,"sample":9,"average win pct":5.84262668317912,"average loss pct":4.095377074537479,"mean pct":2.529958763940253,"quarter Kelly":0.10825433923512459,"CI iid pct":[-0.78742917690077,5.516683425987426],"missing_regular":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout green5 EAR>0.05 cost16bp = 4.039724547042423
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout green5 EAR>0.05 cost16bp'. This refers to a trading strategy for the stock AVAV. The strategy has a holdout mode called 'green5' with a threshold of 0.05. The fee is 0.0001 and the slippage is 0.0015. The return is 4.0397 percent and the drawdown is 7.6184 percent. The win rate is 60 percent. The average win percentage is 3.9902 percent and the average loss percentage is 3.8019 percent. The mean percentage is 0.8734 percent. The quarter Kelly is 0.0547. The confidence interval for independent and identically distributed percentages is between -2.6008 and 4.2575 percent. The confidence interval for yearly percentages is between -3.8019 and 3.9902 percent. There are 4 year clusters. The reconcile error is 2.2737e-13. The yearly returns are -4.8659 percent for 2022, -2.7379 percent for 2023, 2.6540 percent for 2024, and 9.5327 percent for 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout green5 EAR>0.05 cost6bp = 5.085342300557194
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout green5 EAR>0.05 cost6bp'. This refers to a report on the stock AVAV. The report includes a frozen note with corrections to dates and fills. It only looks at completed trades and considers fees and slippage on each side. The returns and confidence intervals are given as percentages. The simulation is fractional, meaning it is based on a portion of the data, and does not include fixed business costs or guaranteed 15-minute fills. The report provides the following details: the mode is 'green5', the threshold is 0.05, the fee is 0.0001, and the slippage is 0.0005. The return is 5.085342300557194 percent, the drawdown is 7.15545786608669 percent, and the win rate is 60 percent. The sample size is 5, the average win percentage is 4.198427171145594 percent, and the average loss percentage is 3.609326289620862 percent. The mean percentage is 1.075325786839012 percent. The quarter Kelly is 0.06403146601121078. The confidence intervals for independent and identically distributed percentages are -2.405803654270695 percent and 4.466210319693311 percent. The confidence intervals for yearly percentages are -3.609326289620862 percent and 4.198427171145594 percent. There are 4 year clusters and no reconcile error. The yearly returns are -4.675453954911024 percent for 2022, -2.5431986243307003 percent for 2023, 2.8595114284070133 percent for 2024, and 9.97166159965166 percent for 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout parent20 EAR>0.05 cost16bp = 14.566034961323847
Quant replication2026-09-10 00:15
A news scan found the note about AVAV with a holdout parent20 and an EAR greater than 0.05, and a cost of 16 basis points. The note includes corrections to dates and fills. It reports on completed trades, including fees and slippage for each side. The returns and confidence intervals are in percent. This is a fractional simulation that does not include fixed business costs or guaranteed 15-minute fills. The results include a return of 14.566034961323847 percent, a drawdown of 41.327379731020855 percent, and a win rate of 40 percent. The average win percentage is 40.82769324219656 percent and the average loss percentage is 15.416948648269294 percent. The mean percentage is 7.080908107917047 percent. The quarter Kelly is 0.043358487497150176. The confidence intervals for independent and identically distributed percent are -16.84326369764662 percent and 38.85954109491604 percent. The confidence intervals for year percent are -19.69439825301 percent and 32.928299063805696 percent. There were 4 year clusters. The reconcile error is 2.2737367544323206e-13. The year returns were -23.49740653688578 percent in 2022, -8.285373401382667 percent in 2023, -14.468066006539438 percent in 2024, and 90.90303383688796 percent in 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout parent20 EAR>0.05 cost6bp = 15.7174440084632
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout parent20 EAR>0.05 cost6bp'. This refers to a report on the stock AVAV. The report includes a frozen note with corrections to dates and fills. It only looks at completed trades and includes fees and slippage for each side. The returns and confidence intervals are given as percentages. The simulation is fractional, meaning it is based on a portion of the data, and does not include fixed business costs or guaranteed 15-minute fills. The report shows the following results: the holdout mode is 'parent20' with a threshold of 0.05, a fee of 0.0001, and a slippage of 0.0005. The return is 15.7174440084632 percent, the drawdown is 41.03334064540595 percent, and the win rate is 40 percent. The sample size is 5, the average win percentage is 41.109630777669594 percent, and the average loss percentage is 15.247613082998889 percent. The mean percentage is 7.295284461268503 percent, and the quarter Kelly is 0.04436481381165336. The confidence intervals for the independent and identically distributed percentages are -16.676783620104313 percent and 39.137538382891826 percent. The confidence intervals for the yearly percentages are -19.533626156840782 percent and 33.194421984446166 percent. There are 4 year clusters. The reconcile error is 2.2737367544323206e-13. The yearly returns are -23.344248076630446 percent for 2022, -8.10176039747178 percent for 2023, -14.296830774894442 percent for 2024, and 91.66817606540644 percent for 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout green5 EAR>0.02 cost16bp = 8.504404874978011
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout green5 EAR>0.02 cost16bp'. This refers to a report on the stock AVAV, with a specific set of conditions. The report includes a frozen note and corrections to dates and fills. It only considers completed trades, including fees and slippage on each side. The returns and confidence intervals are given as percentages. The report is based on a fractional simulation and does not include fixed business costs or guaranteed 15-minute fills. The results include a return of 8.504404874978011 percent, a drawdown of 8.325020049754972 percent, and a win rate of 62.5 percent. The average win percentage is 3.974220549316656 percent and the average loss percentage is 3.6952223739061263 percent. The mean percentage is 1.0981794531081126 percent. The quarter Kelly is 0.06908143618859668. The confidence intervals for the independent and identically distributed percentage are -1.6047088043510584 percent and 3.5311032447066397 percent. The confidence intervals for the yearly percentage are -0.6370558847170193 percent and 3.9902383494833327 percent. There are 4 year clusters. The reconcile error is 9.094947017729282e-13. The yearly returns are -0.5994895001575795 percent for 2022, -2.917873635507362 percent for 2023, 2.6539977650782864 percent for 2024, and 9.532653080044673 percent for 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout green5 EAR>0.02 cost6bp = 10.25444019746178
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout green5 EAR>0.02 cost6bp'. This refers to a trading report for the stock AVAV. The report includes a frozen note with corrections to dates and fills. It only considers completed trades and includes fees and slippage for each side. The returns and confidence intervals are given as percentages. The simulation is fractional, meaning it does not account for fixed business costs or guaranteed 15-minute fills. The report details the following metrics: a holdout mode called 'green5' with a threshold of 0.02, a fee of 0.0001, and a slippage of 0.0005. The return is 10.25%, the drawdown is 7.87%, and the win rate is 62.5%. The sample size is 8, with an average win percentage of 4.18% and an average loss percentage of 3.50%. The mean percentage is 1.30%, and the quarter Kelly is 0.0777. The confidence intervals for independent and identically distributed percentages are -1.41% to 3.74%, and for yearly percentages are -0.44% to 4.20%. The report also includes yearly returns: -0.20% in 2022, -2.33% in 2023, 2.86% in 2024, and 9.97% in 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout parent20 EAR>0.02 cost16bp = 56.93950960101657
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout parent20 EAR>0.02 cost16bp'. This refers to a report on the stock AVAV. The report includes a set of trading results, which are based on completed trades only, taking into account fees and slippage on each side of the trade. The returns and confidence intervals are given as percentages. The simulation used is fractional, meaning it does not account for fixed business costs or guaranteed 15-minute fills. The report details the following results: a return of 56.93950960101657 percent, a drawdown of 40.21536270475976 percent, and a win rate of 50 percent, based on a sample of 8 trades. The average win percentage was 29.566189637645007 percent, and the average loss percentage was 11.973878165424232 percent. The mean percentage return was 8.796155736110387 percent. The quarter Kelly criterion, a measure used to determine the optimal fraction of a portfolio to invest, was 0.07437681219590371. The confidence intervals for independent and identically distributed returns were between -7.759376553573218 and 29.3431055200871 percent. The confidence intervals for yearly returns were between -7.215936935093498 and 31.00493855689394 percent. The report also notes that there were 4 year clusters, and a reconcile error of 2.2737367544323206e-13. The yearly returns were -3.1700894469154917 percent in 2022, -0.738316161355268 percent in 2023, -14.468066006539448 percent in 2024, and 90.90303383688803 percent in 2025. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 holdout parent20 EAR>0.02 cost6bp = 59.47074034332165
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 holdout parent20 EAR>0.02 cost6bp'. This refers to a trading report for the stock AVAV. The report includes corrections to notes 1683 and 1684, and a fill correction to 1688. It only includes completed trades, with fees and slippage considered for each side. The report uses fractional simulation and does not account for fixed business costs or guaranteed 15-minute fills. The results are as follows: the return was 59.47%, the drawdown was 39.61%, and the win rate was 50%. The average win percentage was 29.83%, and the average loss percentage was 11.80%. The mean percentage was 9.01%. The quarter Kelly criterion was 0.0756. The confidence interval for independent and identically distributed percentages was between -7.57% and 29.60%. The confidence interval for yearly percentages was between -7.03% and 31.27%. There were 4 year clusters. The reconcile error was 2.2737e-13. The yearly returns were: 2022 had a return of -2.78%, 2023 had a return of -0.14%, 2024 had a return of -14.30%, and 2025 had a return of 91.67%. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 extension green5 EAR>0 cost16bp = 7.393393398664139
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 extension green5 EAR>0 cost16bp'. This refers to a trading extension for the stock AVAV, with a specific set of conditions. The details of this extension are as follows: it is in mode 'green5', with a threshold of 0, a fee of 0.0001, and a slippage of 0.0015. The return on this extension was 7.393393398664139 percent, with a drawdown of 0.15975936105838695 percent. The win rate was 100 percent, based on a sample of 1. The average win percentage was 7.393393398664139 percent, with no average loss percentage. The mean percentage return was also 7.393393398664139 percent. A 'quarter Kelly' is a betting strategy, which in this case was 0. The 'CI iid pct' and 'CI year pct' refer to confidence intervals, which were both 7.393393398664139 percent. The 'year_clusters' refers to the number of clusters in a year, which was 1. A'reconcile_error' of 2.2737367544323206e-13 was reported, which is a measure of the difference between expected and actual results. The 'year_returns' for 2026 were 7.393393398664139 percent. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 extension green5 EAR>0 cost6bp = 7.608395348662955
Quant replication2026-09-10 00:15
A news scan found the headline 'AVAV QEAR91000 extension green5 EAR>0 cost6bp'. This refers to a trading extension for the stock ticker AVAV. The details of this extension are as follows: the mode is called 'green5', the threshold is 0, the fee is 0.0001, and the slippage is 0.0005. The return on investment was 7.608395348662955 percent, with a drawdown of 0.059969015592176156 percent. The win rate was 100 percent, based on a sample of 1. The average win percentage was 7.608395348662955 percent, with no average loss percentage. The mean percentage return was also 7.608395348662955 percent. The quarter Kelly value was 0. The confidence interval, or CI, for independent and identically distributed, or iid, percentage returns was between 7.608395348662955 and 7.608395348662955 percent. The confidence interval for yearly percentage returns was also between 7.608395348662955 and 7.608395348662955 percent. There was 1 year cluster, and the reconcile error was 0. The yearly returns for 2026 were 7.608395348662955 percent. https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 extension green5 EAR>0 cost0bp = 7.737602941176469
Quant replication2026-09-10 00:15
Frozen note1683, date correction1684, fill correction1688. Completed trades only; fees/slippage each side. Returns and CIs percent; fractional simulation, no fixed business costs or guaranteed15minute fills. {"part":"extension","mode":"green5","threshold":0,"fee":0,"slip":0,"return":7.737602941176469,"drawdown":0,"win rate":100,"sample":1,"average win pct":7.737602941176469,"average loss pct":0,"mean pct":7.737602941176469,"quarter Kelly":0,"CI iid pct":[7.737602941176469,7.737602941176469],"CI year pct":[7.737602941176469,7.737602941176469],"year_clusters":1,"reconcile_error":0,"year_returns":{"2026":7.737602941176469}} https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 extension fixed5 EAR>0 cost16bp = 8.935969832405899
Quant replication2026-09-10 00:15
Frozen note1683, date correction1684, fill correction1688. Completed trades only; fees/slippage each side. Returns and CIs percent; fractional simulation, no fixed business costs or guaranteed15minute fills. {"part":"extension","mode":"fixed5","threshold":0,"fee":0.0001,"slip":0.0015,"return":8.935969832405899,"drawdown":0.15975936105838695,"win rate":100,"sample":1,"average win pct":8.935969832405899,"average loss pct":0,"mean pct":8.935969832405899,"quarter Kelly":0,"CI iid pct":[8.935969832405899,8.935969832405899],"CI year pct":[8.935969832405899,8.935969832405899],"year_clusters":1,"reconcile_error":0,"year_returns":{"2026":8.935969832405899}} https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
AVAV QEAR91000 extension fixed5 EAR>0 cost6bp = 9.15406002583179
Quant replication2026-09-10 00:15
Frozen note1683, date correction1684, fill correction1688. Completed trades only; fees/slippage each side. Returns and CIs percent; fractional simulation, no fixed business costs or guaranteed15minute fills. {"part":"extension","mode":"fixed5","threshold":0,"fee":0.0001,"slip":0.0005,"return":9.15406002583179,"drawdown":0.059969015592176156,"win rate":100,"sample":1,"average win pct":9.15406002583179,"average loss pct":0,"mean pct":9.15406002583179,"quarter Kelly":0,"CI iid pct":[9.15406002583179,9.15406002583179],"CI year pct":[9.15406002583179,9.15406002583179],"year_clusters":1,"reconcile_error":0,"year_returns":{"2026":9.15406002583179}} https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV,SPY&timeframe=1Day&feed=sip&adjustment=all
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