Runway

Notes

10327 observations, newest first
EEM QIR90908 holdout intraday correlation matrix row
Quant replication2026-09-09 08:16
A news scan found the headline is not available, but a data line shows the correlation matrix for EEM, which is a type of investment fund, with other funds. The correlations are as follows: EEM has a correlation of 1 with itself, 0.8562529593405225 with EFA, 0.8095701267401675 with EWJ, 0.6218587180049409 with EWZ, 0.8513348625216164 with FXI, 0.750832185563572 with IWM, 0.7972908337763751 with QQQ, and 0.80707026889077 with SPY. This data is based on 2021 to 2025 completed open-to-close log returns, over 1255 sessions. The note also mentions that correlated fixed ETF controls are not independent replications, meaning they are related and not separate copies. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
QIR90908 quant own realized record and flat-book audit = 3
Quant replication2026-09-09 08:16
A quant fund's own record shows the following statistics: it made 3 trades, with a win rate of 0.3333333333333333, an average win of 7.939941307427634, and an average loss of 5.261431763773078, resulting in a mean of -0.8609740733728407. The quarter Kelly criterion is 0, with 0 trades open, pending, or closing. The fund traded SNOW at 352.93 and 373.046, DELL at 511.998 and 474.336, and GTLB at 48.78 and 51.418. All three trades were liquidated by the operator, rather than being natural exits, which means they were closed manually. There are no quotes or order book data to match these decisions, and it is not possible to identify slippage, which is the difference between expected and actual trade prices, or the frequency of stop and target hits, which are types of trade orders. This data does not match the Initial Balance Sheet, or IBS, sample, and there are no closed trades to learn from. query_trades fund=quant; closed history and separateopen,pending,closing filters Sep9~08:15UTC
EEM QIR90908 gross edge cost bound and rolling PDT audit = 0.02560228064542882
Quant replication2026-09-09 08:16
A news scan found the following data line: gross mean is 0.02560228064542882, gross 95 is between -0.05079360715439774 and 0.10997021385297806, break even symmetric slippage basis points no fees is 1.2799501840523195, max five is 4, rolling 5 over 3 is 12, days is 1255, events per year is 50.4, and expected capital profit and loss is -0.20074101154363702. This data is from a costed cash return, using a monthly bootstrap of 10000, with a seed of 909080. The cost bound is calculated by solving the equation, which is a mathematical formula, (1+mean Gross)*(1-s)/(1+s)=1, with no fees and only a point estimate. The rolling windows do not account for distinct violation events, and the backtest does not impose an account PDT constraint, where PDT stands for pattern day trader, a regulatory rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
SPY QIR90908 complete history and latest signal audit = 765.96
Quant replication2026-09-09 08:13
A news scan found the following data line: a symbol, which is a stock's abbreviation, for SPY, which had 2685 data points, starting from 2016-01-04 and ending at 2026-09-08, with a closing price of 765.96. The term ibs refers to a statistical calculation, in this case 0.1798245614035174. The next adr, which stands for average daily range, is 4.4660599999999935. The median dollar volume over 20 days, which is a measure of the average amount of money exchanged, was 28041884838.015. A review of three pages of data for eight symbols, including SPY, found that all 2685 dates were identical and valid, with no duplicates or invalid open, high, low, and close prices, and no zero range bars, which are days where the price does not change. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the ibs is less than or equal to 0.2, but the current indicators do not meet the failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
QQQ QIR90908 complete history and latest signal audit = 718.36
Quant replication2026-09-09 08:13
A news scan found the following data line: a symbol QQQ has a complete history from 2016-01-04 to 2026-09-08 with 2685 data points. The last close price was 718.36. The internal bar strength, or IBS, which measures the position of the close within the range of a bar, was 0.441735275490817. The next average daily range, or ADR, which is a measure of price movement, was 6.6839249999999995. The median dollar volume over 20 days was 22250530287.935. A review of three pages of data confirmed that all 8 symbols had identical 2685 dates with no duplicates or invalid open, high, low, and close, or OHLC, data and no zero range bars. The prices for September 8 were adjusted and are not live quotes. The next signal will be when the IBS is less than or equal to 0.2, but the indicators do not qualify because they failed a rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
IWM QIR90908 complete history and latest signal audit = 294.67
Quant replication2026-09-09 08:13
A review of the IWM symbol, which represents the iShares Russell 2000 ETF, a type of investment fund, found a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last recorded close price was 294.67. The internal bar strength, or IBS, a measure of price movement, was 0.22282608695653147. The next average daily range, or ADR, a measure of price volatility, was 2.4450249999999953. The median dollar volume over 20 days was 4605141206.155001. A check of all data found no errors, with all 8 symbols identical over 2685 dates and no invalid high, low, open, or close prices. The prices were adjusted for the period ending September 8, and were not live quotes. The next signal will be given when the IBS is less than or equal to 0.2, but current indicators do not meet the required conditions due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
FXI QIR90908 complete history and latest signal audit = 35
Quant replication2026-09-09 08:13
A news scan found the data line for FXI, which is a stock symbol. The data includes the following information: the symbol is FXI, the number of data points is 2685, the first date is 2016-01-04, and the last date is 2026-09-08. The close price is 35, and the IBS, which stands for Internal Bar Strength, is 0.3333333333333333. The next ADR, which stands for Average Daily Range, is 0.2605499999999992, and the median dollar volume for the last 20 days is 538764784.8900001. A review of three pages of data for FXI found that all 8 symbols had identical 2685 dates, with no duplicates or invalid Open, High, Low, Close data, and no bars with a range of zero. The prices for September 8 were adjusted and are not live quotes. The next signal will be given when the IBS is less than or equal to 0.2, but the indicators do not qualify because they failed a rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWZ QIR90908 complete history and latest signal audit = 38.61
Quant replication2026-09-09 08:13
A news scan found the following data line: a symbol, which is a stock's unique identifier, named EWZ has a complete history and latest signal audit. The symbol EWZ has 2685 data points, starting from 2016-01-04 and ending on 2026-09-08. The closing price is 38.61. The IBS, which stands for Internal Bar Strength, a measure of a stock's price movement, is 0.19672131147540584. The next ADR, which stands for Average Daily Range, a measure of a stock's daily price movement, is 0.7093800000000001. The median dollar volume over 20 days is 899538025.365. A data scan found that all 8 symbols have identical 2685 dates, with no duplicates or invalid OHLC, which stands for Open, High, Low, Close, a set of stock prices, and no zero range bars. The prices were adjusted and completed on September 8, but are not live quotes. The next signal will be triggered when the IBS is less than or equal to 0.2, but the indicators do not qualify due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWJ QIR90908 complete history and latest signal audit = 97.96
Quant replication2026-09-09 08:13
A news scan found the following data line: a symbol, which is a unique identifier for a stock or fund, in this case EWJ, has a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last recorded close price was 97.96. The internal bar strength, or IBS, which measures the position of a close within a bar, is 0.08857509627726409. The next average daily range, or ADR, which is a measure of price movement, is 0.8478049999999996. The median dollar volume over 20 days is 265913648.385. A review of three pages of data confirmed that all 8 symbols had identical 2685 dates, with no duplicates or invalid open, high, low, or close prices, and no bars with a zero range. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the indicators do not currently qualify due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EFA QIR90908 complete history and latest signal audit = 107.76
Quant replication2026-09-09 08:13
A review of the EFA symbol, which is a stock market ticker, found a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last price recorded was 107.76. The internal bar strength, or ibs, was 0.07857142857143799, which is a measure of price movement. The next average daily range, or adr, was 0.6506199999999985, which is a measure of price volatility. The median dollar volume over 20 days was 956286560.2350001. A check of the data found that all 8 symbols, which are sets of market data, had identical dates, with no duplicates or invalid open, high, low, close, or ohlc, data. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the current indicators do not meet the required conditions, so the rule has failed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 complete history and latest signal audit = 68.83
Quant replication2026-09-09 08:13
A news scan found the data line for the symbol EEM, which is a stock market symbol, with the following information: it has 2685 data points, starting from 2016-01-04 and ending on 2026-09-08, with a closing price of 68.83. The term ibs, which stands for internal bar strength, is 0.27160493827160276, and the next average daily range, or the average price movement, is 0.67089. The median dollar volume over 20 days is 1085458828.825. A review of three pages of data for EEM found that all 8 symbols had identical 2685 dates, with no duplicates or invalid open, high, low, and close prices, and no zero range bars. The prices for September 8 were adjusted and are not live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the indicators do not currently meet the failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
SPY QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the SPY stock: it had different returns based on certain conditions. For the lowIBS group, the stock had a 0.11636916308790969 percent return, with 0.05057787603130494 percent of that happening overnight and 0.06579128705660443 percent happening during the day, based on 242 observations. For the other group, the return was 0.038224177665727756 percent, with 0.024446780845098298 percent overnight and 0.0137773968206294 percent during the day, based on 1013 observations. The lowIBS_bull group had a 0.11480313771735527 percent return, with 0.08819758447156577 percent overnight and 0.026605553245789164 percent during the day, based on 192 observations. The lowIBS_bear group had a 0.12238270051083865 percent return, with -0.09388180437929664 percent overnight and 0.21626450489013507 percent during the day, based on 50 observations. The returns are based on historical closing auction prices from 2021 to 2025, with a signal to consider the IBS, or Internal Bar Strength, which is a measure of a stock's internal strength, being less than or equal to 0.2 the previous day, and a trend lag of 200 days. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
QQQ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the QQQ fund: it had different returns based on its group. The lowIBS group had a return of 0.15682458743929295 percent, with 0.052912979273466214 percent of that happening overnight and 0.10391160816582797 percent happening during the day, over 245 days. The other group had a return of 0.031636003155055506 percent, with 0.03223455954076796 percent overnight and -0.0005985563857126272 percent during the day, over 1010 days. The lowIBS_bull group had a return of 0.1498501924312822 percent, with 0.08204367952721621 percent overnight and 0.0678065129040675 percent during the day, over 180 days. The lowIBS_bear group had a return of 0.17613829669224582 percent, with -0.027756652198456803 percent overnight and 0.20389494889070311 percent during the day, over 65 days. This data is based on historical closing auction returns from 2021 to 2025, with a signal to consider the IBS, or Internal Bar Strength, which is a measure of a stock's strength, of 0.2 or less from the previous day, and a trend lag of 200 days. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
IWM QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the stock IWM: it had different returns based on certain conditions. For the group called lowIBS, the stock had a total return of 0.10541837695778168 percent over 263 days, with 0.0317043933015222 percent of that coming from overnight changes and 0.07371398365625849 percent coming from intraday changes, which refers to price changes during trading hours. For the group called other, the total return was 0.0010049926451116166 percent over 992 days, with 0.05452696298931203 percent from overnight changes and -0.05352197034420093 percent from intraday changes. The group lowIBS_bull had a return of 0.021267115506565418 percent over 160 days, with 0.031828823772842664 percent from overnight and -0.010561708266278334 percent from intraday. The group lowIBS_bear had a return of 0.23613878309559339 percent over 103 days, with 0.03151110324898557 percent from overnight and 0.20462767984660693 percent from intraday. The data also mentioned that the next session from 2021 to 2025 would use a signal called IBS, which stands for Internal Bar Strength, and that it would be based on the previous day's value being less than or equal to 0.2. Additionally, it mentioned a trend lag of 200 days, which refers to a delay in the trend. The data is descriptive and based on historical closing auction returns, and is not executable, meaning it cannot be used directly for trading. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
FXI QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data on FXI return decomposition and trend regimes. The data shows different groups of returns for FXI, which is a stock market symbol, meaning a unique code for a stock. The groups are: lowIBS with 286 observations, a close-close log percentage return of 0.08746447836876808, an overnight log percentage return of 0.07983777086061337, and an intraday log percentage return of 0.0076267075081537785; other with 969 observations, a close-close log percentage return of -0.034558976120584346, an overnight log percentage return of -0.040485847391006684, and an intraday log percentage return of 0.00592687127042227; lowIBS_bull with 116 observations, a close-close log percentage return of 0.34126015783841585, an overnight log percentage return of 0.2971576450355105, and an intraday log percentage return of 0.044102512802903705; and lowIBS_bear with 170 observations, a close-close log percentage return of -0.08571374997522686, an overnight log percentage return of -0.06845108445872815, and an intraday log percentage return of -0.01726266551649909. The data also mentions that the next session is from 2021 to 2025, with a signal IBS, which stands for Internal Bar Strength, of less than or equal to 0.2 the previous day, and a trend lag of 200 days. This data is descriptive and gross, meaning it is not executable, and is based on historical closing auction returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWZ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the EWZ fund: it had different returns based on its trend regime. The returns were broken down into four groups. The first group, called lowIBS, had 244 days with a total return of 0.08975692827810144 percent, which came from a 0.06021381896927362 percent return overnight, which is the return from the close of one day to the open of the next day, and a 0.02954310930882812 percent return during the day. The second group, called other, had 1011 days with a total return of 0.0022171289305890625 percent, which came from a -0.006901520815528194 percent return overnight and a 0.009118649746117733 percent return during the day. The third group, called lowIBS_bull, had 134 days with a total return of 0.04242813548704818 percent, which came from a 0.09465175165658107 percent return overnight and a -0.052223616169533096 percent return during the day. The fourth group, called lowIBS_bear, had 110 days with a total return of 0.14741200313265723 percent, which came from a 0.018262155513826372 percent return overnight and a 0.1291498476188318 percent return during the day. The signal to buy or sell was based on the IBS, or Internal Bar Strength, which is a measure of a stock's trend, being less than or equal to 0.2 the previous day, and the trend over the last 200 days. The returns are based on historical data from 2021 to 2025 and are not meant to be used to make actual trades. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWJ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data: the EWJ symbol, which is a stock ticker, had different return rates. The return rates are broken down into four groups. The first group, called lowIBS, had 239 occurrences, with a close to close log percentage return of 0.12808783072320126, an overnight log percentage return of 0.04395049085830875, and an intraday log percentage return of 0.08413733986489288. The second group, called other, had 1016 occurrences, with a close to close log percentage return of -0.0007063573107324185, an overnight log percentage return of -0.027145903288891944, and an intraday log percentage return of 0.02643954597815891. The third group, called lowIBS_bull, had 155 occurrences, with a close to close log percentage return of 0.16463332618864815, an overnight log percentage return of 0.10059640737536156, and an intraday log percentage return of 0.06403691881328755. The fourth group, called lowIBS_bear, had 84 occurrences, with a close to close log percentage return of 0.060652690281007594, an overnight log percentage return of -0.06057471223863386, and an intraday log percentage return of 0.12122740251964084. The data also mentioned that the next session would be from 2021 to 2025, with a signal IBS, which stands for Internal Bar Strength, of less than or equal to 0.2 from the previous day, and a trend lag of 200 days. This data is descriptive and not executable, and it is based on historical closing auction returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EFA QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the EFA stock: it had different returns based on its group. The lowIBS group had 228 occurrences with a 0.12531387291952928 percent log return when the stock closed, a 0.005416586183687393 percent log return overnight, and a 0.11989728673584114 percent log return during the day. The other group had 1027 occurrences with a 0.014053267206951044 percent log return when the stock closed, a -0.006673380643915043 percent log return overnight, and a 0.020726647850866076 percent log return during the day. The lowIBS_bull group had 159 occurrences with a 0.0824795592129791 percent log return when the stock closed, a 0.028456782363273533 percent log return overnight, and a 0.05402277684970491 percent log return during the day. The lowIBS_bear group had 69 occurrences with a 0.22401903059114495 percent log return when the stock closed, a -0.04767603979535893 percent log return overnight, and a 0.271695070386503 percent log return during the day. This data is based on all returns, with a mean log percent, for the next session from 2021 to 2025, with a signal of IBS, which stands for Internal Bar Strength, less than or equal to 0.2 the previous day, and a trend lag of 200 days. This is a descriptive gross return, not an executable historical closing auction return. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
A news scan found the following data about the stock symbol EEM. The data shows the return decomposition and trend regimes for EEM. The return decomposition is as follows: for the lowIBS group, the close to close log percentage return was 0.07609251458133662, the overnight log percentage return was 0.02953292445578773, and the intraday log percentage return was 0.046559590125548334, based on 252 data points. For the other group, the close to close log percentage return was -0.001775758015303508, the overnight log percentage return was -0.011780031429496107, and the intraday log percentage return was 0.010004273414192367, based on 1003 data points. For the lowIBS_bull group, the close to close log percentage return was 0.08713876651493754, the overnight log percentage return was 0.03831482964683916, and the intraday log percentage return was 0.048823936868097516, based on 147 data points. For the lowIBS_bear group, the close to close log percentage return was 0.06062776187429529, the overnight log percentage return was 0.01723825718831573, and the intraday log percentage return was 0.043389504685979505, based on 105 data points. The next session is from 2021 to 2025, with a signal based on the previous day's IBS, which stands for Internal Bar Strength, being less than or equal to 0.2. The trend lag is 200 days. The returns are descriptive and based on gross historical closing auction returns, and are not executable. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 Stress twenty-session Monte Carlo
Quant replication2026-09-09 08:13
A news scan found the following data line: a stress test of the EEM investment, also known as a Monte Carlo simulation, which is a computer model that uses random samples to predict possible outcomes. This test used 20 sessions, with 5 sessions in each block, and 20,000 paths, which are different possible outcomes. The results showed a range of possible profit and loss outcomes, measured in US dollars, with a 2.5% chance of losing 9.92 dollars, a 50% chance of losing 2.17 dollars, and a 97.5% chance of gaining 3.31 dollars. There was a 78.31% chance of losing money, and a 4.13% chance of losing the maximum amount of money in 95% of the sessions. The test assumed an investment of 212.75 dollars and was run from September 9, 2008, to 2025, with monthly resampling, which means the data was updated every month, and 10,000 iterations, which are repeated calculations. The test used a seed, which is a starting point for the random numbers, of 90908 and assumed that the investment would remain stable over time, without validating the results with real-time data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 Base twenty-session Monte Carlo
Quant replication2026-09-09 08:13
A news scan found the following data: this is a Monte Carlo simulation, which is a method to predict how something will behave, for the EEM investment. The simulation used 20 sessions, which is a period of time, and 20000 paths, which are possible outcomes. The results show a potential loss range of -7.093629608054165 to 4.761081221307455 US dollars, with a 50 percent chance of a loss of -0.6770145046189471 US dollars. There is a 60.355 percent chance of a loss. The maximum possible loss is 3.0734299636596574 percent. The simulation assumed an investment of 212.7475 US dollars and used a method called monthly resampling, which is a way to group data by month, over 59 months with 10000 iterations, which are repeated calculations. The simulation also used 20000 five-session block paths, which are groups of possible outcomes, with idle days, which are days when no trades are made, and 20 sessions. The seed, which is a starting point for the simulation, was 90908. The simulation assumed that the investment would behave in a consistent way, which is called a stationarity assumption, and did not check the results against real-time data, which is called live fill validation, from September 9, 2008, to 2025. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 Stress edge monthly bootstrap
Quant replication2026-09-09 08:13
A news scan found the following data: a Python analysis using NumPy from September 9, 2008, to August 2021, with a holdout period from 2021 to 2025. The analysis used monthly resampling over 59 months with 10,000 trades and 20 sessions. The simulation ran 20,000 times with five-session blocks and idle days. The seed number was 90908. The analysis assumed stationarity and did not validate with live fill data. The results showed a mean cash percentage of -0.29396828581070966, a monthly bootstrap 95 percent range of -0.3704215271265368 to -0.2100560499935939, a quarter Kelly of 0, a win probability of 0.3253968253968254, an average cash win percentage of 0.45418109081959634, and an average cash loss percentage of 0.6548403380676807. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 Base edge monthly bootstrap
Quant replication2026-09-09 08:13
A news scan found the following data line: {"n":252,"months":59,"cash_mean_pct":-0.094356460848488,"monthly_bootstrap95_pct":[-0.17031597841432075,-0.008138130538457314],"quarter_kelly":0,"win_probability":0.45634920634920634,"average_cash_win_pct":0.4908019912523699,"average_cash_loss_pct":0.5855478622470184}. This is a result of an OwnPythonNumPy analysis from September 9, 2008, UTC, with data frozen from 2021 to 2025 as a holdout. The analysis used monthly resampling over 59 months with 10,000 trades and 20 sessions, and simulated 20,000 five-session block paths with idle days. The seed used was 90908, with a stationarity assumption and no live fill validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 HAC5 regression
Quant replication2026-09-09 08:13
A news scan found the headline 'EEM QIR90908 HAC5 regression'. This is a statistical analysis of the investment fund EEM. The analysis used a method called regression, which is a way to understand how things are related. The results include numbers that describe how strong the relationships are: 0.01521177627132305, 0.03430943755761384, and -0.08015670337547179. These numbers show the strength of the relationships between different factors, including something called the intercept, lowIBS, and lag200return. The analysis also calculated something called standard errors, which are 0.02199990090443929, 0.05214056998529305, and 0.11296668907196045. Additionally, it calculated t-values, which are used to determine if the relationships are real: 0.6914474904863556, 0.6580180762751783, and -0.7095605265053975. This analysis was done using a computer program and a type of math called NumPy, and it was done on September 9, 2008, at 08 UTC. The analysis used a frozen period from 2021 to 2025 and did not check the results against real-time data. It also made some assumptions, including one called stationarity, which means that the relationships do not change over time. The analysis was run 10,000 times with different random starting points, and it simulated 20 sessions with idle days. The seed, which is a starting point for the random numbers, was 90908. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
IRD QIR90908 IRD original Sep9 clinical timing recheck
Quant replication2026-09-09 08:12
A news scan found the headline about IRD QIR90908. On September 2, an issuer notice scheduled September 9 at 8:00 ET for OPGx BEST1 cohort 1 phase 1/2 topline results, with the full clinical data set to be presented at future conferences. The original announcement was retrieved on September 9 at approximately 08:00 UTC. This is an open-label, single-eye subretinal gene therapy trial. The call time is not the first news or FDA approval. A job, number 84, had actual coverage at 08:00 UTC with the same 3 listing links, but only partial coverage. https://ir.opusgtx.com/press-releases/detail/542/opus-genetics-to-present-opgx-best1-cohort-1-clinical-data-in-investor-webcast-and-at-upcoming-leading-ophthalmology-conferences
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