SPY QOE90906 weekly regression post2023 SPY = -0.021763122988822867
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.4228918385152078,-0.021763122988822867],"se_pct":[0.1614671523521699,0.34177802174995986],"t":[2.619058008732664,-0.06367619215943754],"ci_pct":[[0.10641621990495477,0.7393674571254607],[-0.6916480456187442,0.6481217996410985]],"n":155,"week_means_pct":{"1":-0.013487202189583453,"2":0.5441200102122222,"3":0.401128715526385,"4":0.636493678925908,"5":0.6911740042477059},"OE_N":36,"OE_overnight_pct":0.23433449060883838,"OE_intraday_week_pct":0.16995530914567483}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More OEF QOE90906 weekly regression post2023 OEF = -0.09236241347144247
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.5180264082232071,-0.09236241347144247],"se_pct":[0.17332898396584848,0.3741372917189105],"t":[2.988688887285438,-0.24686770208630898],"ci_pct":[[0.17830159965014414,0.8577512167962702],[-0.8256715052405071,0.6409466782976221]],"n":155,"week_means_pct":{"1":0.08139303928235903,"2":0.682236868697888,"3":0.4256639947517648,"4":0.7281466482090989,"5":0.6685482995856307},"OE_N":36,"OE_overnight_pct":0.21547242818409176,"OE_intraday_week_pct":0.21387847086267792}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression pre2023 correlation
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"OEF":{"OEF":1,"SPY":0.992034961359695,"IWM":0.8222846540579495},"SPY":{"OEF":0.992034961359695,"SPY":1,"IWM":0.8554526519659279},"IWM":{"OEF":0.8222846540579495,"SPY":0.8554526519659279,"IWM":1}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression pre2023 OEF-IWM = 0.6519810781587889
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[-0.018705735809158564,0.6519810781587889],"se_pct":[0.1747666330854718,0.41848565203556254],"t":[-0.10703264964777512,1.557953241616475],"ci_pct":[[-0.36124833665668327,0.3238368650383662],[-0.16825079983091365,1.4722129561484913]],"n":103}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression pre2023 OEF-SPY = 0.08522304383026409
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[-0.04683795339935499,0.08522304383026409],"se_pct":[0.03366799012321916,0.06624337791562655],"t":[-1.3911716508153884,1.2865141620466838],"ci_pct":[[-0.11282721404086453,0.019151307242154556],[-0.04461397688436395,0.21506006454489215]],"n":103}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More IWM QOE90906 weekly regression pre2023 IWM = -1.879039945764387
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.3419063611041827,-1.879039945764387],"se_pct":[0.3115416863859108,0.7244230387931979],"t":[1.0974658482160837,-2.5938434383514952],"ci_pct":[[-0.2687153442122024,0.9525280664205678],[-3.298909101799055,-0.4591707897297192]],"n":103,"week_means_pct":{"1":0.21200441961403332,"2":0.17258313139934847,"3":-1.5371335846602039,"4":0.9358428678421182,"5":-0.47723777492091213},"OE_N":24,"OE_overnight_pct":-0.17317973799125158,"OE_intraday_week_pct":-1.372256992462051}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More SPY QOE90906 weekly regression pre2023 SPY = -1.3122819114358615
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.37003857869437873,-1.3122819114358615],"se_pct":[0.24116783399975492,0.5690209116334967],"t":[1.5343612477555975,-2.306210342373314],"ci_pct":[[-0.10265037594514087,0.8427275333338983],[-2.4275628982375146,-0.19700092463420787]],"n":103,"week_means_pct":{"1":0.07970103737193371,"2":0.2738801083912986,"3":-0.9422433327414825,"4":1.0165570153895382,"5":-0.3662985561163709},"OE_N":24,"OE_overnight_pct":-0.18686363783589482,"OE_intraday_week_pct":-0.7629458249643044}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More OEF QOE90906 weekly regression pre2023 OEF = -1.2270588676055971
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.32320062529502386,-1.2270588676055971],"se_pct":[0.25103032476325693,0.5812977574963238],"t":[1.287496343717954,-2.1108955811056216],"ci_pct":[[-0.1688188112409597,0.8152200618310074],[-2.3664024722983914,-0.08771526291280249]],"n":103,"week_means_pct":{"1":0.06493540939743023,"2":0.24697302645910166,"3":-0.9038582423105734,"4":0.9190413468924186,"5":-0.4108929946457112},"OE_N":24,"OE_overnight_pct":-0.21004528869871023,"OE_intraday_week_pct":-0.7010582529687708}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression holdout correlation
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"OEF":{"OEF":1,"SPY":0.988189084547625,"IWM":0.7690350486510132},"SPY":{"OEF":0.988189084547625,"SPY":1,"IWM":0.826539578839091},"IWM":{"OEF":0.7690350486510132,"SPY":0.826539578839091,"IWM":1}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression holdout OEF-IWM = 0.011301014654673956
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.1709097850849178,0.011301014654673956],"se_pct":[0.11569020178657959,0.27537244247967013],"t":[1.4773056183288968,0.04103901811274479],"ci_pct":[[-0.05584301041677818,0.3976625805866138],[-0.5284289726054795,0.5510310019148273]],"n":259}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression holdout OEF-SPY = -0.005756833430341436
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.03583203713793305,-0.005756833430341436],"se_pct":[0.024465153225343872,0.052046049875161676],"t":[1.4646152757716648,-0.11061038146314373],"ci_pct":[[-0.012119663183740938,0.08378373745960704],[-0.10776709118565833,0.09625342432497544]],"n":259}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More IWM QOE90906 weekly regression holdout IWM = -0.5604837720162834
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.2721280722035215,-0.5604837720162834],"se_pct":[0.1882310364468845,0.4328199703170708],"t":[1.4457130839860795,-1.294958205384308],"ci_pct":[[-0.0968047592323721,0.6410609036394151],[-1.4088109138377423,0.2878433698051752]],"n":259,"week_means_pct":{"1":-0.03405624698872365,"2":0.10166957715553457,"3":-0.28835569981276216,"4":0.7297097413574768,"5":0.30389120986715806},"OE_N":60,"OE_overnight_pct":0.08911577373629169,"OE_intraday_week_pct":-0.3790839829612978}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More SPY QOE90906 weekly regression holdout SPY = -0.5434259239312675
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.407205820150506,-0.5434259239312675],"se_pct":[0.1361291952805365,0.3198452538530839],"t":[2.991318793234118,-1.699027630970826],"ci_pct":[[0.14039259740065446,0.6740190429003576],[-1.170322621483312,0.0834707736207768]],"n":259,"week_means_pct":{"1":0.04809921174074748,"2":0.43877225187525204,"3":-0.136220103780762,"4":0.7885190135113601,"5":0.23797147837738725},"OE_N":60,"OE_overnight_pct":0.06585523923094508,"OE_intraday_week_pct":-0.20320514449831684}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More OEF QOE90906 weekly regression holdout OEF = -0.5491827573616094
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.443037857288439,-0.5491827573616094],"se_pct":[0.14417940255580608,0.3328759806171473],"t":[3.0728235062352733,-1.6498119099594761],"ci_pct":[[0.16044622827905905,0.7256294862978189],[-1.201619679371218,0.10325416464799933]],"n":259,"week_means_pct":{"1":0.0903188544839713,"2":0.5125577437573441,"3":-0.1061449000731705,"4":0.8045045276824268,"5":0.20593060205791272},"OE_N":60,"OE_overnight_pct":0.045265341430970975,"OE_intraday_week_pct":-0.15209621866990153}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression train correlation
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"OEF":{"OEF":1,"SPY":0.9907621402377593,"IWM":0.8642708803898745},"SPY":{"OEF":0.9907621402377593,"SPY":1,"IWM":0.905560551283175},"IWM":{"OEF":0.8642708803898745,"SPY":0.905560551283175,"IWM":1}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression train OEF-IWM = -0.03149211526537412
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.004023901308694754,-0.03149211526537412],"se_pct":[0.12642686141070708,0.264756057214596],"t":[0.03182789846868705,-0.11894766675667945],"ci_pct":[[-0.24377274705629112,0.2518205496736806],[-0.5504139874059822,0.487429756875234]],"n":259}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More QOE90906 weekly regression train OEF-SPY = -0.014074587931705214
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.016533674269250134,-0.014074587931705214],"se_pct":[0.01987830195617466,0.05119348473034962],"t":[0.8317447992138177,-0.2749292806660848],"ci_pct":[[-0.0224277975648522,0.05549514610335247],[-0.11441381800319046,0.08626464213978002]],"n":259}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More IWM QOE90906 weekly regression train IWM = -0.19682735514365396
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.3793493634920432,-0.19682735514365396],"se_pct":[0.2326452732811945,0.4513444520799389],"t":[1.6305913210346201,-0.4360912253083224],"ci_pct":[[-0.07663537213909807,0.8353340991231843],[-1.0814624812203344,0.6878077709330263]],"n":259,"week_means_pct":{"1":0.6453089939207465,"2":0.3282929327448884,"3":0.18252200834838916,"4":0.20306224640742349,"5":0.2792511846285103},"OE_N":60,"OE_overnight_pct":-0.07988524224684916,"OE_intraday_week_pct":0.2507610588996576}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More SPY QOE90906 weekly regression train SPY = -0.2142448824773227
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.36683959053148785,-0.2142448824773227],"se_pct":[0.15157098136586092,0.3427905806763982],"t":[2.420249491200516,-0.6250022449700114],"ci_pct":[[0.06976046705440041,0.6639187140085753],[-0.8861144206030631,0.4576246556484178]],"n":259,"week_means_pct":{"1":0.6478136873533715,"2":0.3690120528740746,"3":0.1525947080541649,"4":0.11580585142671185,"5":0.2885718455592395},"OE_N":60,"OE_overnight_pct":-0.1270323301784848,"OE_intraday_week_pct":0.27310288835021884}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More OEF QOE90906 weekly regression train OEF = -0.22831947040902784
Quant replication 2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.3833732648007379,-0.22831947040902784],"se_pct":[0.14544751065861083,0.33444718854034916],"t":[2.6358186748247476,-0.6826772005634079],"ci_pct":[[0.09829614390986074,0.6684503856916152],[-0.8838359599481121,0.4271970191300566]],"n":259,"week_means_pct":{"1":0.6967715441375828,"2":0.4002027944314989,"3":0.15505379439170983,"4":0.09166324997124442,"5":0.2890475581664929},"OE_N":60,"OE_overnight_pct":-0.1325782089270546,"OE_intraday_week_pct":0.28238669517347287}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More IWM QOE90906 holdout managed week4 16bps = -1.3025572961725402
Quant replication 2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":48.333333333333336,"mean":0.002332480049549076,"avgwin":2.0329871949397815,"avgloss":1.8973122532348619,"quarterkelly":0.0002868291614618601,"worst":-3.1642400897867295,"return":-1.3025572961725402,"drawdown":16.52135106256868,"exit_counts":{"stop":26,"target":16,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.5548522814982243,0.5915580436362803]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More SPY QOE90906 holdout managed week4 16bps = 6.012727069475455
Quant replication 2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":55.00000000000001,"mean":0.10981931229790189,"avgwin":1.3557462268853715,"avgloss":1.412980249975672,"quarterkelly":0.020250713245611562,"worst":-2.4252043068920037,"return":6.012727069475455,"drawdown":7.942768200792871,"exit_counts":{"stop":24,"target":18,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":1,"mean_ci_pct":[-0.30333304871143935,0.5462934878336946]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More OEF QOE90906 holdout managed week4 16bps = 10.189365495628135
Quant replication 2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":58.333333333333336,"mean":0.17410706252848296,"avgwin":1.350103796094042,"avgloss":1.4722883644632998,"quarterkelly":0.03223956984496093,"worst":-2.3731506826723647,"return":10.189365495628135,"drawdown":6.231753179637234,"exit_counts":{"target":22,"stop":21,"time":10,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.23213221927577032,0.6089621877813329]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More IWM QOE90906 holdout managed week4 6bps = 11.28107037406063
Quant replication 2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":0.20253750018355757,"avgwin":2.168442374113575,"avgloss":1.76336737374646,"quarterkelly":0.023350574426303547,"worst":-2.970374559036393,"return":11.28107037406063,"drawdown":14.083226733545528,"exit_counts":{"stop":26,"target":16,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.35243746127431946,0.7999747553468409]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
More SPY QOE90906 holdout managed week4 6bps = 19.529031536973
Quant replication 2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":55.00000000000001,"mean":0.3102395214468162,"avgwin":1.5586607860842756,"avgloss":1.2156086908878565,"quarterkelly":0.04976059002328072,"worst":-2.229859223913999,"return":19.529031536973,"drawdown":4.9767428744624365,"exit_counts":{"stop":24,"target":18,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":1,"mean_ci_pct":[-0.11693072422739974,0.757459064227581]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
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