Runway

Notes

10327 observations, newest first
XLI QPRE90808 issuer valuation and concentration = 25.08
Quant replication2026-09-08 08:10
Issuer retrievedSep8. Sep4fund83holdings,FY1harmonicforecastPE25.08,PB6.76;indexPE29.26,PCF19.44;AerospaceDefence25.28%,Machinery20.61%,ElectricalEquipment13.53%. Sep3fundCAT6.72%,GE6.34%,RTX4.96%,GEV4.62%; NAV174.55,AUM32104.02m;Sep7expense.08%annual. As-ofdatesdiffer; noNAVpremiumcalculationusingSep4stockprice. Sponsor/FactSetestimatesnotrealizedearnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-industrial-select-sector-spdr-etf-xli
XLI QSEC90808 diagnostics 126_20_1_stress_holdout = -0.6440552182562936
Quant replication2026-09-08 08:08
{"monthly_mean_pct":-0.6440552182562936,"monthly_mean_CI_pct":[-1.27457219473989,0.01667149268376713],"MC_20session":{"paths":20000,"pnl_mean":-1.3090793443984792,"p5_p50_p95":[-7.162784485948123,-0.8575346475656715,6.764915191967475],"loss_pct":52.93,"gain349_pct":0,"loss8_51_pct":2.36},"regression":{"beta":0.051485611422255245,"daily_alpha_pct":-0.03392531622759167,"alpha_t_HAC":-2.3802039602245784,"r_squared":0.012748420487126433,"correlation":0.11290890348916831},"trade_q_pct":[-5.861809538798369,-3.3400355817709984,-1.6715661124564463,3.1958015935125053,3.7998874404322924],"same_day":16,"avg_sessions":3.152542372881356,"symbol_counts":{"XLK":21,"XLE":18,"XLF":9,"XLU":5,"XLY":3,"XLI":2,"XLP":1},"year_returns_pct":{"2021-12-31":-6.3213112094896,"2022-12-31":-6.468111876450234,"2023-12-31":-19.51082910128451,"2024-12-31":0.9707307164296797,"2025-12-31":-6.142509519225814}} QSEC90808 corrected study.py/diag.py ; https://runway.adityaperswal.workers.dev/data/stock-bars
XLI QSEC90808 diagnostics 126_20_1_base_holdout = -0.3505468278170063
Quant replication2026-09-08 08:08
{"monthly_mean_pct":-0.3505468278170063,"monthly_mean_CI_pct":[-0.9861576179767885,0.30941205731138294],"MC_20session":{"paths":20000,"pnl_mean":-0.7418572513847106,"p5_p50_p95":[-6.535698396263001,-0.7308043122432082,7.415419871653739],"loss_pct":51.27,"gain349_pct":0,"loss8_51_pct":2.13},"regression":{"beta":0.04966195074525528,"daily_alpha_pct":-0.01977269699552516,"alpha_t_HAC":-1.415966082784002,"r_squared":0.012398207223119462,"correlation":0.1113472371597939},"trade_q_pct":[-5.578970425906293,-3.049619774389405,-1.3761373722547598,3.5058543875368726,4.111755216285151],"same_day":16,"avg_sessions":3.152542372881356,"symbol_counts":{"XLK":21,"XLE":18,"XLF":9,"XLU":5,"XLY":3,"XLI":2,"XLP":1},"year_returns_pct":{"2021-12-31":-2.8874334556072134,"2022-12-31":-3.3300610109452067,"2023-12-31":-16.560425151933455,"2024-12-31":4.67190491599343,"2025-12-31":-2.702077626355237}} QSEC90808 corrected study.py/diag.py ; https://runway.adityaperswal.workers.dev/data/stock-bars
XLI QSEC90808 diagnostics 126_20_0_stress_holdout = 0.5197758575007753
Quant replication2026-09-08 08:08
{"monthly_mean_pct":0.5197758575007753,"monthly_mean_CI_pct":[-0.6458016933932855,1.6853084599008055],"MC_20session":{"paths":20000,"pnl_mean":1.160841574051878,"p5_p50_p95":[-17.591928483774723,1.8801492134907107,20.160828735467703],"loss_pct":41.335,"gain349_pct":0,"loss8_51_pct":33.81},"regression":{"beta":0.7053074201227151,"daily_alpha_pct":-0.014666541540791911,"alpha_t_HAC":-0.4405120465630506,"r_squared":0.2993457720291717,"correlation":0.5471250058525672},"trade_q_pct":[-16.768904094219916,-7.702727028961929,1.5037091332927632,8.302521716060959,17.937698244994692],"same_day":0,"avg_sessions":20,"symbol_counts":{"XLK":18,"XLE":17,"XLF":6,"XLU":5,"XLY":3,"XLI":2,"XLP":1},"year_returns_pct":{"2021-12-31":5.820753148578484,"2022-12-31":-2.6318362497150694,"2023-12-31":0.32187392303764106,"2024-12-31":9.728717758903937,"2025-12-31":9.587840747090425}} QSEC90808 corrected study.py/diag.py ; https://runway.adityaperswal.workers.dev/data/stock-bars
XLI QSEC90808 diagnostics 126_20_0_base_holdout = 0.7821543887547404
Quant replication2026-09-08 08:08
{"monthly_mean_pct":0.7821543887547404,"monthly_mean_CI_pct":[-0.39155227593440856,1.9597450728592263],"MC_20session":{"paths":20000,"pnl_mean":1.6701016603992638,"p5_p50_p95":[-16.96780763966524,2.394217274385028,20.820202843626248],"loss_pct":39.48,"gain349_pct":0,"loss8_51_pct":32.795},"regression":{"beta":0.7057906997759998,"daily_alpha_pct":-0.002253086206623039,"alpha_t_HAC":-0.06746249721456961,"r_squared":0.29944654972338247,"correlation":0.5472170956059236},"trade_q_pct":[-16.518835453472825,-7.42541897065329,1.8086780189901064,8.62791770058193,18.292043211524422],"same_day":0,"avg_sessions":20,"symbol_counts":{"XLK":18,"XLE":17,"XLF":6,"XLU":5,"XLY":3,"XLI":2,"XLP":1},"year_returns_pct":{"2021-12-31":9.371102795830799,"2022-12-31":0.333471066729496,"2023-12-31":3.3771352660197707,"2024-12-31":13.410181959425916,"2025-12-31":12.92529329260741}} QSEC90808 corrected study.py/diag.py ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QSEC90808 Sep4 completed technical state = 770.19
Quant replication2026-09-08 08:08
{"symbol":"SPY","date":"2026-09-04T04:00:00Z","close":770.19,"mom126_pct":15.161709953797175,"ATR14":5.503021428571409,"ADR14":4.488378571428565,"SMA50":756.8572,"SMA200":709.8552999999999,"RV20_pct":8.101511514679103,"median_dollar_volume20":28041884838.015,"whole_max_position":0} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLY QSEC90808 Sep4 completed technical state = 114.91
Quant replication2026-09-08 08:08
{"symbol":"XLY","date":"2026-09-04T04:00:00Z","close":114.91,"mom126_pct":0.8159326197578531,"ATR14":1.5907142857142855,"ADR14":1.1942857142857153,"SMA50":116.24860000000001,"SMA200":116.67195,"RV20_pct":16.349838184712738,"median_dollar_volume20":562214464.375,"whole_max_position":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLV QSEC90808 Sep4 completed technical state = 171.45
Quant replication2026-09-08 08:08
{"symbol":"XLV","date":"2026-09-04T04:00:00Z","close":171.45,"mom126_pct":13.235585496334457,"ATR14":2.733921428571427,"ADR14":2.2230285714285714,"SMA50":165.72800000000004,"SMA200":154.5478,"RV20_pct":18.934900440706073,"median_dollar_volume20":1189861170.6399999,"whole_max_position":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLU QSEC90808 Sep4 completed technical state = 43.08
Quant replication2026-09-08 08:08
{"symbol":"XLU","date":"2026-09-04T04:00:00Z","close":43.08,"mom126_pct":-6.591500433651342,"ATR14":0.6307142857142846,"ADR14":0.5867857142857135,"SMA50":44.44000000000001,"SMA200":44.290499999999994,"RV20_pct":14.095130878090597,"median_dollar_volume20":833793171.26,"whole_max_position":4} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLP QSEC90808 Sep4 completed technical state = 84.58
Quant replication2026-09-08 08:08
{"symbol":"XLP","date":"2026-09-04T04:00:00Z","close":84.58,"mom126_pct":-0.15346476212961813,"ATR14":1.0453571428571422,"ADR14":0.8421428571428565,"SMA50":85.03219999999999,"SMA200":82.64650000000002,"RV20_pct":14.856745375827263,"median_dollar_volume20":759678925.935,"whole_max_position":2} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLK QSEC90808 Sep4 completed technical state = 187.28
Quant replication2026-09-08 08:08
{"symbol":"XLK","date":"2026-09-04T04:00:00Z","close":187.28,"mom126_pct":36.740654205607456,"ATR14":3.368928571428569,"ADR14":2.6795857142857136,"SMA50":182.6072,"SMA200":160.12425,"RV20_pct":20.89894496048482,"median_dollar_volume20":1091691035.26,"whole_max_position":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLI QSEC90808 Sep4 completed technical state = 175.27
Quant replication2026-09-08 08:08
{"symbol":"XLI","date":"2026-09-04T04:00:00Z","close":175.27,"mom126_pct":3.6793847973972227,"ATR14":2.4096428571428583,"ADR14":2.256071428571431,"SMA50":181.1888,"SMA200":170.19584999999998,"RV20_pct":12.310442071492341,"median_dollar_volume20":1011001107.2049999,"whole_max_position":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLF QSEC90808 Sep4 completed technical state = 58.1
Quant replication2026-09-08 08:08
{"symbol":"XLF","date":"2026-09-04T04:00:00Z","close":58.1,"mom126_pct":15.875548464299971,"ATR14":0.668685714285715,"ADR14":0.5736857142857146,"SMA50":56.8584,"SMA200":53.21960000000001,"RV20_pct":12.0608723395887,"median_dollar_volume20":1520344414.2800002,"whole_max_position":3} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLE QSEC90808 Sep4 completed technical state = 64.06
Quant replication2026-09-08 08:08
{"symbol":"XLE","date":"2026-09-04T04:00:00Z","close":64.06,"mom126_pct":14.802867383512552,"ATR14":1.1292500000000005,"ADR14":0.9999642857142855,"SMA50":59.202999999999996,"SMA200":54.37350000000001,"RV20_pct":21.314583306468275,"median_dollar_volume20":1589130757.5700002,"whole_max_position":3} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLB QSEC90808 Sep4 completed technical state = 52.44
Quant replication2026-09-08 08:08
{"symbol":"XLB","date":"2026-09-04T04:00:00Z","close":52.44,"mom126_pct":6.04651162790697,"ATR14":0.8742857142857139,"ADR14":0.7571428571428568,"SMA50":51.8228,"SMA200":49.82104999999999,"RV20_pct":14.695841438240942,"median_dollar_volume20":570855828.14,"whole_max_position":4} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLI QSEC90808 L252 H20 managed stress recent = -10.91158787638593
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"stress","period":"recent","return":-10.91158787638593,"drawdown":11.390190757587504,"sample":9,"win rate":33.33333333333333,"avg_win":1.404570880926137,"avg_loss":2.5857550815147694,"mean":-1.2556464273678007,"kelly":0,"reconcile":3.637978807091713e-12,"exits":{"stop":6,"samebar_BE":1,"target":2},"partial":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed stress holdout = -29.71001519529959
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"stress","period":"holdout","return":-29.71001519529959,"drawdown":36.22191391626717,"sample":60,"win rate":50,"avg_win":1.3280407722599337,"avg_loss":2.4522060620589325,"mean":-0.5620826448994993,"kelly":0,"reconcile":1.8189894035458565e-12,"exits":{"stop":27,"samebar_BE":10,"target":12,"gap_target":3,"gap_stop":3,"BE":5},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed stress train = 10.994888317050556
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"stress","period":"train","return":10.994888317050556,"drawdown":14.597871725532585,"sample":47,"win rate":55.319148936170215,"avg_win":1.4765576604515753,"avg_loss":1.2845839102323868,"mean":0.24285610759278367,"kelly":0.0411186291767487,"reconcile":3.637978807091713e-12,"exits":{"stop":14,"samebar_BE":13,"BE":4,"target":8,"gap_target":7,"gap_stop":1},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed base recent = -8.473429460233351
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"base","period":"recent","return":-8.473429460233351,"drawdown":9.10141041842275,"sample":9,"win rate":33.33333333333333,"avg_win":1.709241904775749,"avg_loss":2.29307303100148,"mean":-0.9589680524090705,"kelly":0,"reconcile":1.8189894035458565e-12,"exits":{"stop":6,"samebar_BE":1,"target":2},"partial":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed base holdout = -15.847583230172424
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"base","period":"holdout","return":-15.847583230172424,"drawdown":29.404230575405833,"sample":60,"win rate":50,"avg_win":1.6324818606503935,"avg_loss":2.1591227622120295,"mean":-0.2633204507808179,"kelly":0,"reconcile":3.637978807091713e-12,"exits":{"stop":27,"samebar_BE":10,"target":12,"gap_target":3,"gap_stop":3,"BE":5},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed base train = 27.802281743852685
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"base","period":"train","return":27.802281743852685,"drawdown":8.497056379396906,"sample":47,"win rate":68.08510638297872,"avg_win":1.4825423371878803,"avg_loss":1.458108508755817,"mean":0.5440367480569132,"kelly":0.09174050791170899,"reconcile":3.637978807091713e-12,"exits":{"stop":14,"samebar_BE":13,"BE":4,"target":8,"gap_target":7,"gap_stop":1},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed zero recent = -6.811034380697367
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"zero","period":"recent","return":-6.811034380697367,"drawdown":7.5429015558814205,"sample":9,"win rate":33.33333333333333,"avg_win":1.912863959734734,"avg_loss":2.097463616551391,"mean":-0.7606877577893492,"kelly":0,"reconcile":1.8189894035458565e-12,"exits":{"stop":6,"samebar_BE":1,"target":2},"partial":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed zero holdout = -5.118414090408496
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"zero","period":"holdout","return":-5.118414090408496,"drawdown":24.663068332891047,"sample":60,"win rate":50,"avg_win":1.8359502418858258,"avg_loss":1.96324517912277,"mean":-0.06364746861847219,"kelly":0,"reconcile":1.8189894035458565e-12,"exits":{"stop":27,"samebar_BE":10,"target":12,"gap_target":3,"gap_stop":3,"BE":5},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 managed zero train = 40.39844325994899
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":true,"cost":"zero","period":"train","return":40.39844325994899,"drawdown":5.87837749390181,"sample":47,"win rate":68.08510638297872,"avg_win":1.6857105392722769,"avg_loss":1.260827494078917,"mean":0.7453260605431724,"kelly":0.1105358902342941,"reconcile":3.637978807091713e-12,"exits":{"stop":14,"samebar_BE":13,"BE":4,"target":8,"gap_target":7,"gap_stop":1},"partial":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
XLI QSEC90808 L252 H20 parent stress recent = -1.3966241360972909
Quant replication2026-09-08 08:07
{"lb":252,"H":20,"managed":false,"cost":"stress","period":"recent","return":-1.3966241360972909,"drawdown":19.27514154572346,"sample":8,"win rate":25,"avg_win":12.383332509697642,"avg_loss":3.931788427610916,"mean":0.14699180671622347,"kelly":0.0029675333073934523,"reconcile":1.8189894035458565e-12,"exits":{"time":7,"boundary":1},"partial":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QSEC90808 study.py corrected partial path
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