Runway

Notes

10327 observations, newest first
QREV90804 variant 195/240 = -0.617297757173596
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-0.617297757173596,"drawdown_pct":23.96157884918472,"n":29,"win_pct":55.172413793103445,"avgwin_pct":2.020923931884738,"avgloss_pct":2.4224626507977223,"mean_pct":0.029060981027083616,"quarterKelly":0.0035950117380198487,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 194/240 = -50.05162876588778
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-50.05162876588778,"drawdown_pct":53.319393572679765,"n":226,"win_pct":47.78761061946903,"avgwin_pct":1.4508507159004824,"avgloss_pct":1.8785560173649973,"mean_pct":-0.28751209173370634,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":30} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 193/240 = -24.393742730570033
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":-24.393742730570033,"drawdown_pct":49.288735960179444,"n":226,"win_pct":49.557522123893804,"avgwin_pct":1.4813319108773715,"avgloss_pct":1.6614310720940186,"mean_pct":-0.10395561150642699,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":37} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 192/240 = 5.317340389966785
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":5.317340389966785,"drawdown_pct":22.270196455129078,"n":29,"win_pct":55.172413793103445,"avgwin_pct":2.2251699747298166,"avgloss_pct":2.2271122745606933,"mean_pct":0.22931931125476052,"quarterKelly":0.025764246536110647,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 191/240 = -21.508531739366134
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-21.508531739366134,"drawdown_pct":34.416192615683386,"n":226,"win_pct":49.557522123893804,"avgwin_pct":1.597559587152703,"avgloss_pct":1.7749040900783206,"mean_pct":-0.08788754127287236,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":30} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 190/240 = 18.811604785940396
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":18.811604785940396,"drawdown_pct":34.076871024217404,"n":226,"win_pct":51.32743362831859,"avgwin_pct":1.6308109096713586,"avgloss_pct":1.5364205023791104,"mean_pct":0.09603641930333884,"quarterKelly":0.013680019241828448,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":37} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 189/240 = -8.835282672646317
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-8.835282672646317,"drawdown_pct":31.204166643972687,"n":29,"win_pct":51.724137931034484,"avgwin_pct":2.3908006389507688,"avgloss_pct":3.0875271146641285,"mean_pct":-0.253909311070216,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 188/240 = -27.227409506441635
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":-27.227409506441635,"drawdown_pct":46.839860567821,"n":226,"win_pct":45.57522123893805,"avgwin_pct":2.007031425995159,"avgloss_pct":1.8763701613440202,"mean_pct":-0.10650129631775711,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 187/240 = -49.01108466126618
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-49.01108466126618,"drawdown_pct":66.6326231969882,"n":226,"win_pct":41.150442477876105,"avgwin_pct":1.944511572184224,"avgloss_pct":1.8142999800205468,"mean_pct":-0.2675323943787606,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 186/240 = -0.5486974186376781
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-0.5486974186376781,"drawdown_pct":28.89602523105851,"n":29,"win_pct":58.620689655172406,"avgwin_pct":2.3880005506203643,"avgloss_pct":3.2723686973475137,"mean_pct":0.045778792840552744,"quarterKelly":0.00479258608510999,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 185/240 = 43.35736469096787
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":43.35736469096787,"drawdown_pct":33.27948641698967,"n":226,"win_pct":54.424778761061944,"avgwin_pct":1.9604452651638928,"avgloss_pct":1.9162568565605127,"mean_pct":0.19362969641338953,"quarterKelly":0.024692055913787758,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 184/240 = 0.4449131443079457
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":0.4449131443079457,"drawdown_pct":48.987150697084225,"n":226,"win_pct":48.23008849557522,"avgwin_pct":1.9461583681420875,"avgloss_pct":1.7510540351152963,"mean_pct":0.032114778845123204,"quarterKelly":0.004125406669214404,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 183/240 = 5.390037197775399
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":5.390037197775399,"drawdown_pct":27.31440360804992,"n":29,"win_pct":58.620689655172406,"avgwin_pct":2.5929814814071315,"avgloss_pct":3.078719834291388,"mean_pct":0.24607059215257157,"quarterKelly":0.023724676970989816,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 182/240 = 125.27921857208568
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":125.27921857208568,"drawdown_pct":25.253188262610806,"n":226,"win_pct":57.07964601769911,"avgwin_pct":2.0675476216243016,"avgloss_pct":1.8696893649306698,"mean_pct":0.39421749345628876,"quarterKelly":0.04566661076180269,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 181/240 = 57.84436043079979
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":57.84436043079979,"drawdown_pct":35.49557826654425,"n":226,"win_pct":50.442477876106196,"avgwin_pct":2.0620547392991644,"avgloss_pct":1.6446534768620291,"mean_pct":0.23237922278061732,"quarterKelly":0.027290981989570917,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 180/240 = -16.74213253388731
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-16.74213253388731,"drawdown_pct":31.235249486976446,"n":31,"win_pct":48.38709677419355,"avgwin_pct":1.7318792186366745,"avgloss_pct":2.685038819370337,"mean_pct":-0.5478204138830733,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 179/240 = -72.96511939062655
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.96511939062655,"drawdown_pct":73.57239554301023,"n":214,"win_pct":47.66355140186916,"avgwin_pct":1.294579716528172,"avgloss_pct":2.3027721599953983,"mean_pct":-0.5881464992224815,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":11,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 178/240 = -49.83213221076598
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-49.83213221076598,"drawdown_pct":64.83902029350193,"n":222,"win_pct":48.64864864864865,"avgwin_pct":1.5593162934500748,"avgloss_pct":2.0317195556956738,"mean_pct":-0.28472914259774196,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":9,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 177/240 = -8.627661425036425
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-8.627661425036425,"drawdown_pct":27.637272325848205,"n":31,"win_pct":51.61290322580645,"avgwin_pct":1.9207218149502172,"avgloss_pct":2.563401698034291,"mean_pct":-0.2490153687519642,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 176/240 = -48.626163252452095
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-48.626163252452095,"drawdown_pct":53.41515686636533,"n":214,"win_pct":50.467289719626166,"avgwin_pct":1.5224578927170382,"avgloss_pct":2.135570300510461,"mean_pct":-0.28946261420873237,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":11,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 175/240 = -2.351343063306033
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-2.351343063306033,"drawdown_pct":47.64123339705238,"n":222,"win_pct":52.702702702702695,"avgwin_pct":1.7354252393032972,"avgloss_pct":1.9023278138156476,"mean_pct":0.014866362828120516,"quarterKelly":0.0021416023132878603,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":9,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 174/240 = -2.78327190421227
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-2.78327190421227,"drawdown_pct":25.13463563534557,"n":31,"win_pct":54.83870967741935,"avgwin_pct":2.010316052254626,"avgloss_pct":2.550292790710057,"mean_pct":-0.04931374779394068,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 173/240 = -21.182971924873883
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-21.182971924873883,"drawdown_pct":37.43068337612203,"n":214,"win_pct":51.4018691588785,"avgwin_pct":1.6965850185567808,"avgloss_pct":1.9985488674016068,"mean_pct":-0.08984196869682053,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":11,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 172/240 = 52.227473811057855
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":52.227473811057855,"drawdown_pct":34.93389636286501,"n":222,"win_pct":54.95495495495496,"avgwin_pct":1.8644265687214512,"avgloss_pct":1.797086682432509,"mean_pct":0.21509627540885695,"quarterKelly":0.028842148977253776,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":9,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 171/240 = -15.51884893830584
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-15.51884893830584,"drawdown_pct":32.414562498344324,"n":28,"win_pct":53.57142857142857,"avgwin_pct":2.022790690936683,"avgloss_pct":3.5103209980660695,"mean_pct":-0.5461540218145948,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":5,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
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