Runway

Notes

10327 observations, newest first
EWJ QREV90804 completed September4 indicators = 2.513820798998645
Quant replication2026-09-08 04:14
{"symbol":"EWJ","date":"2026-09-04","close":98.28,"atr":1.1908642857142857,"median_dv20":265913648.385,"total5_pct":2.513820798998645,"intraday5_pct":1.3360584976393817,"ma100":92.5342} https://runway.adityaperswal.workers.dev/data/stock-bars
EWH QREV90804 completed September4 indicators = 1.1333914559720881
Quant replication2026-09-08 04:14
{"symbol":"EWH","date":"2026-09-04","close":23.2,"atr":0.2535785714285717,"median_dv20":47786479.724999994,"total5_pct":1.1333914559720881,"intraday5_pct":1.1085684264827822,"ma100":22.528299999999998} https://runway.adityaperswal.workers.dev/data/stock-bars
EWG QREV90804 completed September4 indicators = -1.5698587127158659
Quant replication2026-09-08 04:14
{"symbol":"EWG","date":"2026-09-04","close":43.89,"atr":0.35029285714285713,"median_dv20":20653771.740000002,"total5_pct":-1.5698587127158659,"intraday5_pct":-1.4139467251401547,"ma100":42.181400000000004} https://runway.adityaperswal.workers.dev/data/stock-bars
EWC QREV90804 completed September4 indicators = 0.5021869431394821
Quant replication2026-09-08 04:14
{"symbol":"EWC","date":"2026-09-04","close":62.04,"atr":0.7260571428571423,"median_dv20":79643464.24000001,"total5_pct":0.5021869431394821,"intraday5_pct":0.31641531697854514,"ma100":59.056599999999996} https://runway.adityaperswal.workers.dev/data/stock-bars
EWA QREV90804 completed September4 indicators = 0.766666666666671
Quant replication2026-09-08 04:14
{"symbol":"EWA","date":"2026-09-04","close":30.23,"atr":0.3212571428571425,"median_dv20":58850872.385000005,"total5_pct":0.766666666666671,"intraday5_pct":-0.2742630351481448,"ma100":28.9829} https://runway.adityaperswal.workers.dev/data/stock-bars
QREV90804 variant 240/240 = 11.80706782012544
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":11.80706782012544,"drawdown_pct":15.654258918747011,"n":29,"win_pct":55.172413793103445,"avgwin_pct":2.2491980684160264,"avgloss_pct":1.8295700987638936,"mean_pct":0.42078475209399335,"quarterKelly":0.046770531017564676,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 239/240 = -72.38141854276972
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.38141854276972,"drawdown_pct":73.72960985843812,"n":211,"win_pct":45.023696682464454,"avgwin_pct":1.445620007084565,"avgloss_pct":2.2487278484362516,"mean_pct":-0.585395875571429,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":14,"daytrades":26,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 238/240 = -75.81119474064985
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-75.81119474064985,"drawdown_pct":77.97399678573255,"n":214,"win_pct":46.26168224299065,"avgwin_pct":1.275671929121131,"avgloss_pct":2.2848410832740313,"mean_pct":-0.6376878672594473,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":8,"daytrades":29,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 237/240 = 21.969977623984583
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":21.969977623984583,"drawdown_pct":13.605470426584187,"n":29,"win_pct":58.620689655172406,"avgwin_pct":2.4205091094284854,"avgloss_pct":1.6830129511608938,"mean_pct":0.7224999809087421,"quarterKelly":0.0746227289637565,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 236/240 = -47.98719724238867
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-47.98719724238867,"drawdown_pct":55.69676095921634,"n":211,"win_pct":48.81516587677725,"avgwin_pct":1.6298930478631921,"avgloss_pct":2.1145691682909344,"mean_pct":-0.286703726282048,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":26,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 235/240 = -54.03450266833326
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-54.03450266833326,"drawdown_pct":58.853320097046435,"n":214,"win_pct":50,"avgwin_pct":1.4738097609417955,"avgloss_pct":2.1521154204816773,"mean_pct":-0.3391528297699408,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":8,"daytrades":29,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 234/240 = 19.824254694571096
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":19.824254694571096,"drawdown_pct":13.053110923837696,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.7974367058143366,"avgloss_pct":2.0487054393374917,"mean_pct":0.7471457982501014,"quarterKelly":0.06677057220787114,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 233/240 = -40.33272838568423
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-40.33272838568423,"drawdown_pct":56.97857905290351,"n":191,"win_pct":47.12041884816754,"avgwin_pct":2.6638921045719104,"avgloss_pct":2.757888187205773,"mean_pct":-0.2031226046927285,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":37,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 232/240 = -55.327371019122126
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-55.327371019122126,"drawdown_pct":64.61808586632517,"n":191,"win_pct":46.596858638743456,"avgwin_pct":2.0579540905413096,"avgloss_pct":2.4964007033982627,"mean_pct":-0.37421443815940436,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 231/240 = 29.544734491454207
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":29.544734491454207,"drawdown_pct":10.324723875008567,"n":26,"win_pct":61.53846153846154,"avgwin_pct":2.9275334664678354,"avgloss_pct":1.9544654331061804,"mean_pct":1.049841582016291,"quarterKelly":0.08965239800340857,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 230/240 = 5.824774831534096
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":5.824774831534096,"drawdown_pct":45.257728879512406,"n":191,"win_pct":50.26178010471204,"avgwin_pct":2.7956042643107883,"avgloss_pct":2.6305774157315547,"mean_pct":0.09671808837349746,"quarterKelly":0.008649121909726151,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":37,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 229/240 = -20.769447384957964
Quant replication2026-09-08 04:14
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-20.769447384957964,"drawdown_pct":42.91665420056017,"n":191,"win_pct":51.832460732984295,"avgwin_pct":2.142545142650252,"avgloss_pct":2.461038450308932,"mean_pct":-0.07488779217825554,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 228/240 = 1.3604070565877535
Quant replication2026-09-08 04:14
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":1.3604070565877535,"drawdown_pct":11.262384237747414,"n":29,"win_pct":55.172413793103445,"avgwin_pct":1.6895017579455593,"avgloss_pct":1.9166946729614924,"mean_pct":0.07293094409067401,"quarterKelly":0.010791782806334332,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 227/240 = -75.91870400199015
Quant replication2026-09-08 04:14
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-75.91870400199015,"drawdown_pct":76.85378393785132,"n":217,"win_pct":43.31797235023041,"avgwin_pct":1.5490297209481865,"avgloss_pct":2.2943583132213585,"mean_pct":-0.629480547267731,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":9,"daytrades":20,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 226/240 = -65.21398190313406
Quant replication2026-09-08 04:14
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-65.21398190313406,"drawdown_pct":68.00693525199648,"n":199,"win_pct":46.231155778894475,"avgwin_pct":1.5348645639482104,"avgloss_pct":2.2506123034782997,"mean_pct":-0.5005425959243354,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":13,"daytrades":28,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 225/240 = 10.573748347817723
Quant replication2026-09-08 04:14
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":10.573748347817723,"drawdown_pct":9.209928516924704,"n":29,"win_pct":58.620689655172406,"avgwin_pct":1.8808093378658008,"avgloss_pct":1.761610708685743,"mean_pct":0.3736010427410241,"quarterKelly":0.04965961131990097,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 224/240 = -53.82508991763504
Quant replication2026-09-08 04:14
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-53.82508991763504,"drawdown_pct":56.180358581011106,"n":217,"win_pct":46.08294930875576,"avgwin_pct":1.7538384477102555,"avgloss_pct":2.112766405091792,"mean_pct":-0.33092085080513384,"quarterKelly":0,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":9,"daytrades":20,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 223/240 = -36.80554424099195
Quant replication2026-09-08 04:13
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-36.80554424099195,"drawdown_pct":43.98082471696424,"n":199,"win_pct":49.246231155778894,"avgwin_pct":1.739530015157227,"avgloss_pct":2.085063829769727,"mean_pct":-0.2015955041273075,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":13,"daytrades":28,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 222/240 = 1.0393441865186537
Quant replication2026-09-08 04:13
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":1.0393441865186537,"drawdown_pct":18.230876399710606,"n":26,"win_pct":50,"avgwin_pct":2.254761679969384,"avgloss_pct":2.0933881645918384,"mean_pct":0.08068675768877273,"quarterKelly":0.00894626230407955,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":5,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 221/240 = -36.976736705474245
Quant replication2026-09-08 04:13
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-36.976736705474245,"drawdown_pct":49.30964550500777,"n":190,"win_pct":44.21052631578947,"avgwin_pct":2.8212294177669786,"avgloss_pct":2.5517446044152163,"mean_pct":-0.17632451039782457,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
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