Runway

Notes

10327 observations, newest first
QOE90906 portfolio extension narrow W3 6bp = -2.303021304180708
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -2.303021304180708 percent and a drawdown of 4.1702618843194035 percent. It started with 3 equal parts of cash, with 1000 US dollars in each part. These parts, called sleeves, were managed separately without moving money between them at regular times. The results are based on a hypothetical situation where fractions of assets can be bought, which is not possible with whole assets. The results of the portfolio are not the same as having three separate investments; each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension breakeven W3 16bp = -3.4806525964692914
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -3.4806525964692914 percent and a drawdown of 4.933205548885622 percent. It started with 3 equal parts, or sleeves, each with $1000. These sleeves were independent and did not exchange money over time. This was a test and did not use real money, and it's not possible to do this with whole lots of assets now. The results are for the whole portfolio, not just one part, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension breakeven W3 6bp = -1.923920706608384
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -1.923920706608384 percent and a drawdown of 3.8816008578699823 percent. It started with 3 equal cash sleeves, each with 1000 US dollars. These sleeves were independent and did not rebalance with each other over time. The results are based on a hypothetical implementation that allows for fractional parts, which is not currently possible with whole lots. The portfolio's results are not from three separate observations, but rather from tracking each asset's metrics separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension managed W3 16bp = -3.6553200886278003
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension managed for week 3 had a return of -3.6553200886278003 percent and a drawdown of 4.935088305057134 percent. It started with 3 independent cash sleeves, each with $1000. There was no rebalancing of funds between sleeves. This is a hypothetical test, and it is not possible to do this with whole lots of assets. The results are for the whole portfolio, not three separate tests. Each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension managed W3 6bp = -2.101405358874975
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension managed for week 3 had a return of -2.101405358874975 percent and a drawdown of 3.8835044406112185 percent. It started with 3 independent cash sleeves, each with $1000. There was no rebalancing of funds between sleeves during the period. The results are based on a hypothetical implementation that allows for fractional parts, which is not currently possible with whole lots. The portfolio results are not three separate observations, but rather a combined result, with metrics for each asset recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension open W3 16bp = -1.1954302500235992
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension opened on week 3 with a 16 basis point change. The portfolio's return percentage is -1.1954302500235992 and its drawdown percentage is 5.414838424117619. It started with 3 independent cash sleeves, each with $1000. There is no regular rebalancing of funds between sleeves, and the implementation is hypothetical, using fractions of assets, which is not currently possible with whole lots. The results are not from three separate observations, but rather from separate metrics recorded for each asset. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension open W3 6bp = 0.3981593123955962
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension had a return percentage of 0.3981593123955962 and a drawdown percentage of 4.845620893070068. It started with 3 independent cash sleeves, each with $1000. There was no regular rebalancing of funds between sleeves. This is a hypothetical test, and it's not possible to do this with whole lots of assets right now. The results are for the whole portfolio, not three separate tests, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension parent W3 16bp = -0.30771801079177985
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension had a return of -0.30771801079177985 percent and a drawdown of 4.497635637524777 percent. It started with 3 equal parts, or sleeves, each with $1000. These sleeves were independent and did not exchange money with each other over time. This was a test using fractional parts, not whole units, which is not currently possible. The results are for the whole portfolio, not three separate tests, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio extension parent W3 6bp = 1.3001891987002967
Quant replication2026-09-09 06:15
The QOE90906 portfolio extension had a return percentage of 1.3001891987002967 and a drawdown percentage of 3.9228983410409035. It started with 3 equal cash sleeves, each with an initial amount of $1000 in US dollars. The portfolio had three independent sleeves with no periodic rebalancing between them, and the implementation was fractional, meaning it was hypothetical and not feasible with current whole lot trading. The results of the portfolio are not the same as three separate observations, and metrics for each asset were recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout wide W3 16bp = -22.509027037142793
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -22.51% and a drawdown of 24.01%. It started with 3 equal parts, each with $1000. These parts, called sleeves, were not rebalanced over time, meaning money was not moved between them. This was a test and the results are not from three separate experiments. Instead, each part was tracked separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout wide W3 6bp = -12.629160600331236
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return percentage of -12.629160600331236 and a drawdown percentage of 20.53162577257246. This portfolio started with three equal parts, called sleeves, each with 1000 US dollars. These sleeves were independent, meaning they did not share money, and were not rebalanced, which means their proportions were not adjusted over time. The results are based on hypothetical, or imaginary, investments that can be split into fractions, but in real life, this would not be possible because investments can only be made in whole units. The results of the portfolio are not the same as having three separate investments, but rather the performance of each asset is recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout narrow W3 16bp = -24.109690419641506
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -24.109690419641506 percent and a drawdown of 24.780145121741846 percent. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing between sleeves, and the implementation was hypothetical, using fractions of assets, which is not currently possible with whole lots. The results are not from three separate observations, but rather from separate metrics recorded for each asset. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout narrow W3 6bp = -14.433903759153777
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -14.433903759153777 percent and a drawdown of 18.173201816722706 percent. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing between sleeves, and the implementation was hypothetical, using fractions of assets, which is not currently possible with whole lots. The results are not from three separate observations, but rather from separate metrics recorded for each asset. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout breakeven W3 16bp = -24.09612715073399
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -24.09612715073399 percent and a drawdown of 25.248239892620226 percent. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing of funds between sleeves. The results are based on a hypothetical fractional implementation, which is not currently possible with whole lots. The portfolio's results are not the same as three separate observations, and metrics for each asset are recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout breakeven W3 6bp = -14.418611214175403
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -14.418611214175403 percent and a drawdown of 22.06813393000916 percent. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing between sleeves, and the implementation was hypothetical, using fractions of assets, which is not currently possible with whole lots. The results are for the entire portfolio, not three separate observations, and metrics for each asset were recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout managed W3 16bp = -24.060670266126937
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return percentage of -24.060670266126937 and a drawdown percentage of 25.850337028049175. It started with 3 equal parts, called sleeves, each with $1000. These sleeves were managed independently, without moving money between them. The results are based on a hypothetical situation, where fractions of assets can be bought, which is not possible with whole assets. The portfolio's results are not the same as having three separate investments, but each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout managed W3 6bp = -14.378633683217078
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -14.378633683217078 percent and a drawdown of 22.695845615352372 percent. It started with 3 equal cash sleeves, each with 1000 US dollars. The portfolio had 3 independent sleeves with no rebalancing between them, and the results are based on hypothetical fractional implementation, which is not currently feasible with whole lots. The results are not from three separate observations, but rather from separate metrics recorded for each asset. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout open W3 16bp = -29.814993098213172
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -29.814993098213172 percent and a drawdown of 31.725807872804946 percent. It started with 3 equal parts, called sleeves, each with $1000. These sleeves were not rebalanced, meaning their proportions were not adjusted over time. This was a hypothetical test, not a real investment, and it was done in a way that is not currently possible with whole lots of assets. The results are for the whole portfolio, not three separate tests, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout open W3 6bp = -20.8666154028044
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return percentage of -20.8666154028044 and a drawdown percentage of 26.015785983414407. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing of funds between sleeves. The results are based on hypothetical investments, with fractional parts of assets, which is not currently possible with whole lots. The portfolio results are not three separate observations, but rather per-asset metrics were recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout parent W3 16bp = -27.14079811631206
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of -27.14% and a drawdown of 32.61%. It started with 3 equal parts, or sleeves, each with $1000. These sleeves were not rebalanced over time, meaning money was not moved between them. This was a test and the results are not based on real trading, but rather a hypothetical scenario where fractions of assets could be bought, which is not possible in real life with whole assets. The results of the portfolio are not the same as if each sleeve was a separate investment. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio holdout parent W3 6bp = -17.851468588231846
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return percentage of -17.851468588231846 and a drawdown percentage of 28.669948103804877. This portfolio started with 3 equal parts of cash, with $1000 in each part. The parts did not exchange money with each other over time. The results are based on a hypothetical situation where fractions of assets can be bought, which is not possible with whole assets. The results of the portfolio are not the same as having three separate portfolios, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio train wide W3 16bp = -7.858732322364659
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return percentage of -7.858732322364659 and a drawdown percentage of 12.23382201686649. It started with 3 equal cash sleeves, each with $1000. There was no regular rebalancing of money between sleeves. This is a hypothetical test, not a real investment, and it's not possible to do this with whole lots of assets. The results are for the whole portfolio, not three separate tests, and each asset's performance was recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio train wide W3 6bp = 3.6814321221426027
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of 3.6814321221426027 percent and a drawdown of 8.977276852581916 percent. It started with 3 equal cash sleeves, each with 1000 US dollars. The portfolio had 3 independent sleeves with no rebalancing between them, and the results are based on hypothetical implementation, which means it's not possible to do this with whole lots of assets in real life. The results of the portfolio are not the same as having three separate observations, and the metrics for each asset are recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio train narrow W3 16bp = -7.922888593220579
Quant replication2026-09-09 06:15
A portfolio called QOE90906 had a return of -7.9229 percent and a drawdown of 10.8444 percent. It started with 3 equal parts of money, which is called sleeves, with 1000 US dollars in each sleeve. The portfolio had no rebalancing, which means the money was not moved between sleeves, and it was implemented in a hypothetical way, using fractions of assets, not whole lots. The results are for the whole portfolio, not three separate observations, and metrics for each asset were recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 portfolio train narrow W3 6bp = 3.609240646926226
Quant replication2026-09-09 06:15
The QOE90906 portfolio had a return of 3.609240646926226 percent and a drawdown of 5.876893526873883 percent. It started with 3 equal cash sleeves, each with $1000. There was no rebalancing between sleeves, and the implementation was hypothetical, using fractions of assets, which is not currently possible with whole lots. The results are not from three separate observations, but rather from per-asset metrics recorded separately. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
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