The IWM QOE90906 indicator was measured on September 9. It is a fixed strategy that was managed from 2021 to 2025, with a 6 basis point cost per side, and 60 third-Friday windows per exchange-traded fund. The indicator uses a lagged 200-day simple moving average, which is a type of market trend indicator, 5-session momentum, and RV20, which is a measure of volatility. The high and low RV threshold is set at the development median, with no filter selected from the holdout, which is a part of the data set used for testing. The data is descriptive for the periods before and after 2023. The results show the following statistics: the mean percentage change is -0.0657, the p-value is 0.5, the win percentage is 1.7247, the loss percentage is 1.8561, and the quarter Kelly criterion, which is a measure of risk, is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM lowvol
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator was measured on September 9. It is a fixed strategy that was managed from 2021 to 2025, with a 6 basis point cost per side, and 60 third-Friday windows per exchange-traded fund, which is a type of investment fund that trades on a stock exchange. The indicator used a 200-day simple moving average, which is a way to smooth out price data, and 5-session momentum, which measures the speed of price changes, and RV20, which is a measure of volatility, or how much prices fluctuate. The high and low volatility threshold is set at the median, or middle value, of the development data, with no filter selected from the holdout data, which is a portion of the data set aside for testing. The results are described for the periods before and after 2023. The results show the following statistics: the number of trades is 2, the average percentage change is -1.444619886616545, the p-value is 0, the win percentage is 0, the loss percentage is 1.444619886616545, and the quarter Kelly criterion, which is a measure of risk, is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM highvol
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator was measured on September 9. It is a fixed strategy that was managed from 2021 to 2025, with a 6 basis point cost per side, and 60 third-Friday windows per exchange-traded fund. The indicator uses a lagged 200-day simple moving average, which is a calculation of the average price of a stock over the past 200 days, 5-session momentum, which measures the speed of price changes over 5 sessions, and RV20, which is a measure of volatility. The high and low volatility threshold is set at the development median, which is the middle value of a set of data. No filter was selected from the holdout data, which is a portion of data set aside for testing. The data is descriptive for the periods before and after 2023. The results show the following statistics: there were 58 data points, the mean percentage change was -0.1723, the p-value was 0.4655, the win percentage was 1.7937, the loss percentage was 1.8846, and the quarter Kelly criterion, which is a measure of risk, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
A news scan found the data line for the IWM QOE90906 indicator, which is a set of instructions for an automated trading fund manager. The indicator was measured on September 9 and is based on a fixed management system from 2021 to 2025, with a 6 basis point cost per side and 60 third-Friday windows per exchange-traded fund, which is a type of investment fund. The system uses a lagged 200-day simple moving average, which is a way to smooth out price changes, and a 5-session momentum measure, which looks at price changes over a short period. It also uses a realized volatility measure over 20 days, which is a way to measure how much prices are changing. The high and low threshold for this measure is based on the development median, which is a middle value. No filter was selected from the holdout data, which is a set of data not used for training. The data is descriptive for the periods before and after 2023. The result is 0.0092793136679547.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM post2023
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator was measured on September 9. It was fixed and managed from 2021 to 2025, with a 6 basis point cost per side and 60 third-Friday windows per exchange-traded fund, which is a type of investment fund. The indicator used a lagged 200-day simple moving average, which is a way to smooth out price changes, and 5-session momentum, which measures price changes over a short period, and RV20, which likely refers to a 20-day realized volatility measure, showing how much prices actually changed. The high and low threshold for the indicator was set at the median, or middle value, of a development set, with no filter applied from a holdout set, which is a group of data not used for training. The data is descriptive for the periods before and after 2023. The results include the following statistics: there were 36 observations, the mean percentage change was 0.33861657697635467, the p-value was 0.5833333333333334, the win percentage was 1.690629001118571, the loss percentage was 1.5542008168227484, and the quarter Kelly criterion, which is a measure of risk, was 0.05007257310035433.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM pre2023
Quant replication2026-09-09 06:12
A news scan found the headline is not available, but a data line was found. Measured on September 9, the IWM QOE90906 indicator was fixed and managed from 2021 to 2025, with a 6 basis point cost per side and 60 third-Friday windows per exchange-traded fund, which is a type of investment fund that trades on a stock exchange like a stock. The indicator used a lagged 200-day simple moving average, which is a way to smooth out price changes over time, a 5-session momentum measure, which looks at the speed of price changes, and RV20, which is a measure of volatility, or how much prices fluctuate. The high and low volatility threshold is set at the median, or middle value, of the development data, with no filter selected from the holdout data, which is a portion of the data set aside for testing. The data is descriptive of the time periods before and after 2023. The results include the following statistics: the mean percentage change was -1.0446160357452572, the p-value was 0.25, the win percentage was 2.1545455908678552, the loss percentage was 2.1110032446162945, and the quarter Kelly criterion, which is a measure of investment performance, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM momnonpositive
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator was measured on September 9. It is a fixed strategy managed from 2021 to 2025, with a 6 basis point cost per side, and 60 third-Friday windows per exchange-traded fund. This strategy uses a lagged 200-day simple moving average, a 5-session momentum indicator, and a 20-day realized volatility indicator. The high and low volatility threshold is set at the development median, with no filter selected from the holdout sample. The results are described pre-2023 and post-2023. A news scan found the following data: the indicator has 33 data points, with a mean percentage change of -0.0812, a p-value of 0.4545, a win percentage of 2.0403, a loss percentage of 1.8492, and a quarter Kelly criterion of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM mompositive
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator was measured on September 9. It is a fixed strategy managed from 2021 to 2025, with a 6 basis point cost per side, and 60 third-Friday windows per ETF. The indicator uses a lagged 200-day simple moving average, which is a calculation of the average price of a stock over the past 200 days, 5-session momentum, which measures the speed of price changes over 5 sessions, and RV20, which is a measure of volatility. The high and low volatility threshold is set at the development median, with no filter selected from the holdout, which is a portion of data set aside for testing. The data is descriptive for the periods before and after 2023. The results show the following statistics: there are 27 data points, the mean percentage change is -0.3777846491772612, the p-value is 0.4444444444444444, the win percentage is 1.4854894776825334, the loss percentage is 1.8684039506650967, and the quarter Kelly criterion, which is a measure of risk, is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM downtrend
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator showed a downtrend measured on September 9. The indicator was fixed and managed from 2021 to 2025 with a 6 basis point per side and 60 third-Friday windows per exchange-traded fund. It used a lagged 200-day simple moving average, which is a way to smooth out price changes over time, 5-session momentum, which measures price changes over a short period, and RV20, a measure of volatility. The high and low threshold for RV, or realized volatility, was set at the development median, which is the middle value of a set of numbers. No filter was selected from the holdout, which is a set of data not used to train the indicator. The results are described as pre-2023 and post-2023. The indicator's performance is as follows: it had a mean percentage change of -0.17075551581538304, a p-value of 0.5, a win percentage of 1.8122509320685618, a loss percentage of 2.153761963699328, and a quarter Kelly criterion of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM uptrend
Quant replication2026-09-09 06:12
The IWM QOE90906 indicator showed an uptrend measured on September 9. The indicator was fixed and managed from 2021 to 2025 with a 6 basis point per side and 60 third-Friday windows per exchange-traded fund. It used a lagged 200-day simple moving average, which is a way to smooth out price data over time, 5-session momentum, which measures price changes over a short period, and RV20, a measure of volatility. The high and low volatility threshold is based on the development median, which is a middle value. No filter was selected from the holdout, which is a set of data not used in training. The data is descriptive for pre-2023 and post-2023 periods. The results are as follows: the number of observations is 40, the mean percentage change is -0.2366, the p-value is 0.425, the win percentage is 1.7828, the loss percentage is 1.7293, and the quarter Kelly criterion, a measure of risk, is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline about the SPY QOE90906 indicator and its worst trade percentage. Measured on September 9, the indicator was fixed and managed from 2021 to 2025, with a 6 basis point cost per side and 60 third-Friday windows per exchange-traded fund, which is a type of investment fund. The indicator used a lagged 200-day simple moving average, which is a way to smooth out price changes, and 5-session momentum, which measures price changes over a short period, and RV20, which is a measure of volatility, or how much prices change. The high and low threshold for RV, or realized volatility, was set at the median, or middle value, from a development set, with no filter selected from a holdout set, which is a way to test the indicator. The results are described as pre-2023 and post-2023. The worst trade percentage was -2.9877007192556904.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY same_day_exits = 5
Quant replication2026-09-09 06:12
A news scan found the text: Measured Sep 9; fixed managed 2021–2025, 6 basis points per side, 60 third-Friday windows per exchange-traded fund. This uses a lagged 200-day simple moving average, a 5-session momentum indicator, and a realized volatility indicator over 20 days. The high and low realized volatility threshold is the median from development data; no filter was selected from the holdout data. The data is descriptive for the periods before and after 2023. The number 5 is also mentioned.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 3.1666666666666665
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY exit_counts
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY signal_correlations
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"r":{"r":1,"rv":-0.20146595154215996,"mom":-0.16258189890520836},"rv":{"r":-0.20146595154215996,"rv":1,"mom":0.09305785631293405},"mom":{"r":-0.16258189890520836,"rv":0.09305785631293405,"mom":1}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY uptrend_positive_mom
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":29,"mean_pct":-0.1600338362663845,"p":0.3793103448275862,"win_pct":1.2429675476312936,"loss_pct":1.017423570870521,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY lowvol
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":17,"mean_pct":-0.2796143663947124,"p":0.29411764705882354,"win_pct":0.889161987270266,"loss_pct":0.7666045137551201,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY highvol
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":43,"mean_pct":-0.3004256771766577,"p":0.3488372093023256,"win_pct":1.6920588690801943,"loss_pct":1.3678281126714,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 0.0065942235162696
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY post2023
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":36,"mean_pct":-0.0029515590026641713,"p":0.4444444444444444,"win_pct":1.3038054341926424,"loss_pct":1.0483571535589096,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY pre2023
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":24,"mean_pct":-0.7318955093004368,"p":0.16666666666666666,"win_pct":2.2414515063679925,"loss_pct":1.3265649124341226,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY momnonpositive
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":26,"mean_pct":-0.16568701348319734,"p":0.34615384615384615,"win_pct":1.794894438734447,"loss_pct":1.2036418999513618,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY mompositive
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":34,"mean_pct":-0.3930554704924489,"p":0.3235294117647059,"win_pct":1.2429675476312936,"loss_pct":1.1755012617690215,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY downtrend
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":14,"mean_pct":-0.2358107318209036,"p":0.42857142857142855,"win_pct":2.00901185305934,"loss_pct":1.9194276704810866,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY uptrend
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":46,"mean_pct":-0.31239995873508136,"p":0.30434782608695654,"win_pct":1.2694729895855865,"loss_pct":1.0044693736253736,"quarterkelly":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all