Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.3990835795013248,"avgwin":1.1306076622509487,"avgloss":1.3168983245526888,"quarterkelly":0,"worst":-2.0212633894303056,"return":-3.2136173349822683,"drawdown":4.546099261468617,"exit_counts":{"stop_gap":3,"time":2,"target":2,"stop":1},"ambiguous":0,"mean_ci_pct":[-1.487983561724135,0.31377571167132995]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.4294372036886318,"avgwin":1.2483814467807663,"avgloss":1.4361283939702707,"quarterkelly":0,"worst":-1.6154026314832537,"return":-3.4514574975359666,"drawdown":4.758757152910764,"exit_counts":{"stop":3,"target":2,"stop_gap":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.50277420090127,0.34340149012141996]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.33396230149478484,"avgwin":1.690116063676143,"avgloss":1.5484093205973415,"quarterkelly":0,"worst":-2.6378118069097845,"return":-2.7573828353369776,"drawdown":5.3576458503515,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.8654323593141648,-0.048837829388170016]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":-0.19968219572550627,"avgwin":1.005077676804067,"avgloss":1.4044420682550796,"quarterkelly":0,"worst":-1.825109615319731,"return":-1.652578512693219,"drawdown":4.067538140737314,"exit_counts":{"stop_gap":3,"time":2,"target":2,"stop":1},"ambiguous":0,"mean_ci_pct":[-1.2907621595293248,0.5146042422466601]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.23009658797482763,"avgwin":1.451081061313575,"avgloss":1.2388031775478692,"quarterkelly":0,"worst":-1.4184363227127128,"return":-1.8942547285947626,"drawdown":4.281262199178093,"exit_counts":{"stop":3,"target":2,"stop_gap":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.3055824096179451,0.54428933160903]}. 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
IWM QOE90906 extension open week3 16bps = -0.9240712787871302
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.07998534849282118,"avgwin":2.777821775890847,"avgloss":1.7946696231230221,"quarterkelly":0,"worst":-3.1529610054731427,"return":-0.9240712787871302,"drawdown":6.2807607488541635,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.1476618835420198,0.7034924242777001]}. 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
SPY QOE90906 extension open week3 16bps = -1.7019811194487489
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.19226197607448564,"avgwin":1.8625184174611158,"avgloss":1.4251302121958465,"quarterkelly":0,"worst":-3.0063434995064364,"return":-1.7019811194487489,"drawdown":5.434892460108176,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.599191032223835,1.2677983378347433]}. 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
OEF QOE90906 extension open week3 16bps = -0.9602383518348915
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.09474218580723809,"avgwin":2.208088176371148,"avgloss":1.4764404031142697,"quarterkelly":0,"worst":-3.3063650094583896,"return":-0.9602383518348915,"drawdown":4.82650995912095,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.46229070382422,1.6466711951725765]}. 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
IWM QOE90906 extension open week3 6bps = 0.673894951890702
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":0.12005487105991863,"avgwin":2.9835833353232406,"avgloss":1.5980622074980744,"quarterkelly":0.010059621063585267,"worst":-2.9590728939564936,"return":0.673894951890702,"drawdown":5.701906664954737,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-0.9497591561546649,0.90510116907763]}. 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
SPY QOE90906 extension open week3 6bps = -0.11656156556653059
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.007553465276304017,"avgwin":1.555109709134661,"avgloss":1.540002778582053,"quarterkelly":0.0012142978131920862,"worst":-2.8121618592289455,"return":-0.11656156556653059,"drawdown":4.865795615103363,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.40219226777476,1.4705368250515167]}. 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
OEF QOE90906 extension open week3 6bps = 0.6371445508626266
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":0.10526849050547654,"avgwin":2.4127091271403778,"avgloss":1.2791958914754642,"quarterkelly":0.010907706333237552,"worst":-3.1127840132953444,"return":0.6371445508626266,"drawdown":4.253751842312347,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.265017864437845,1.8501681871776767]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.07773835366490234,"avgwin":2.0325971324701153,"avgloss":1.8771204251403106,"quarterkelly":0.00956145618123927,"worst":-2.626028994624907,"return":0.39331987404302704,"drawdown":5.533688718988072,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.48588884985036,1.1332280482582202]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.1045689015957571,"avgwin":1.8655001034048564,"avgloss":1.2866103045961252,"quarterkelly":0,"worst":-2.114089023835475,"return":-0.9786862005657553,"drawdown":4.68893152226525,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.7710515669798448,1.560695391867063]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":-0.019718261297257955,"avgwin":1.710284137372725,"avgloss":1.749720659967241,"quarterkelly":0,"worst":-2.5156774026915074,"return":-0.3377877058526451,"drawdown":4.20036368960246,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.653510750565535,1.9614674921850668]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.2780943366221811,"avgwin":2.23686674955435,"avgloss":1.6806780763099882,"quarterkelly":0.03108078930915148,"worst":-2.431085963375601,"return":2.0125339153847337,"drawdown":4.965186434077317,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.28866325403504,1.3356971252835768]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.09542210159750875,"avgwin":1.5743606067062932,"avgloss":1.3835164035112757,"quarterkelly":0.015152516709170671,"worst":-1.918121086970337,"return":0.6183991622582539,"drawdown":4.306923327467005,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.57439686792372,1.7640202600126134]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.18044261317528426,"avgwin":1.9139084827110797,"avgloss":1.553023256360511,"quarterkelly":0.02356991136270066,"worst":-2.320513447168393,"return":1.2696345184578604,"drawdown":3.9802312062399814,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.45662073438297,2.1655947074801536]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":45,"mean":-0.36853032237241123,"avgwin":1.8448759675322823,"avgloss":2.179499105021706,"quarterkelly":0,"worst":-3.342697725707511,"return":-21.041888305352032,"drawdown":28.706106783213635,"exit_counts":{"stop":24,"time":18,"target":11,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.9056065811787787,0.1723840490331295]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":36.666666666666664,"mean":-0.44201323707884715,"avgwin":1.4398389056986398,"avgloss":1.531506582897392,"quarterkelly":0,"worst":-3.8970423478355,"return":-23.969880912723248,"drawdown":24.395595225618084,"exit_counts":{"time":23,"stop":22,"target":8,"stop_gap":4,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.8953139677655088,-0.009543380331790714]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.409187991932707,"avgwin":1.4583277835760347,"avgloss":1.654198508938535,"quarterkelly":0,"worst":-3.9103538159744655,"return":-22.51531189335311,"drawdown":22.843340228380793,"exit_counts":{"time":20,"stop":20,"target":11,"stop_gap":6,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.8717273831314607,0.04471737135272871]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":45,"mean":-0.16906777086872715,"avgwin":2.048769766186362,"avgloss":1.9836621193683452,"quarterkelly":0,"worst":-3.1491894677697974,"return":-10.974966084361347,"drawdown":24.72703985846533,"exit_counts":{"stop":24,"time":18,"target":11,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.7123096158581645,0.3711953609951456]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.24269779862796456,"avgwin":1.5742513433779521,"avgloss":1.3721526706856966,"quarterkelly":0,"worst":-3.704643889774295,"return":-14.276268959790118,"drawdown":19.062429033688353,"exit_counts":{"time":23,"stop":22,"target":8,"stop_gap":4,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.69589337113738,0.19767031230506077]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.20980683722598997,"avgwin":1.6614477114109727,"avgloss":1.457309869650632,"quarterkelly":0,"worst":-3.717982007519105,"return":-12.636246756842173,"drawdown":19.164100668969265,"exit_counts":{"time":20,"stop":20,"target":11,"stop_gap":6,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.6889450426301611,0.24272953584315668]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.3865405879377058,"avgwin":1.5256565269446192,"avgloss":1.7523956699965093,"quarterkelly":0,"worst":-2.890145747628914,"return":-21.41067758992998,"drawdown":26.175740435171413,"exit_counts":{"stop":28,"target":21,"stop_gap":6,"target_gap":3,"time":2},"ambiguous":0,"mean_ci_pct":[-0.9047500372243287,0.12677697011672506]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":33.33333333333333,"mean":-0.5531029621471322,"avgwin":0.8787196834513612,"avgloss":1.2690142849463788,"quarterkelly":0,"worst":-2.5863062413491567,"return":-28.576854676216957,"drawdown":28.976773229565655,"exit_counts":{"stop":31,"target":12,"stop_gap":8,"target_gap":6,"time":3},"ambiguous":0,"mean_ci_pct":[-0.8082407957744293,-0.30118584653008107]}. 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