QREV90804 variant 170/240 = -25.984928470010615
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-25.984928470010615,"drawdown_pct":53.18048154084121,"n":192,"win_pct":48.4375,"avgwin_pct":2.5440826608630376,"avgloss_pct":2.5773114248441544,"mean_pct":-0.09663616457973317,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":37,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 169/240 = 3.4249354802157628
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":3.4249354802157628,"drawdown_pct":54.6296543356668,"n":198,"win_pct":46.464646464646464,"avgwin_pct":2.5689925239825833,"avgloss_pct":2.094367644776468,"mean_pct":0.07244617101056595,"quarterKelly":0.0070500566208592935,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":35,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 168/240 = -8.115845616070306
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-8.115845616070306,"drawdown_pct":29.091336289654734,"n":28,"win_pct":53.57142857142857,"avgwin_pct":2.3293191622449383,"avgloss_pct":3.2204168148812924,"mean_pct":-0.24734396999224034,"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
QREV90804 variant 167/240 = 31.666176019651537
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":31.666176019651537,"drawdown_pct":40.308013308002074,"n":192,"win_pct":51.041666666666664,"avgwin_pct":2.715957132854908,"avgloss_pct":2.4158202250728835,"mean_pct":0.20352446803609334,"quarterKelly":0.01873413847130169,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":37,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 166/240 = 87.32538434780786
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":87.32538434780786,"drawdown_pct":37.86009014691455,"n":198,"win_pct":52.52525252525253,"avgwin_pct":2.563886030968309,"avgloss_pct":2.050717172509798,"mean_pct":0.3731148131554702,"quarterKelly":0.0363817666472635,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":35,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 165/240 = -2.823530697969112
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-2.823530697969112,"drawdown_pct":26.785563246036446,"n":28,"win_pct":57.14285714285714,"avgwin_pct":2.3869897520176,"avgloss_pct":3.2938106761033703,"mean_pct":-0.04763900289138724,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":5,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 164/240 = 93.30510233270614
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":93.30510233270614,"drawdown_pct":32.15689256459794,"n":192,"win_pct":52.604166666666664,"avgwin_pct":2.8384663546067106,"avgloss_pct":2.3232415947262686,"mean_pct":0.4041320744266333,"quarterKelly":0.034528492574095765,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":37,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 163/240 = 178.34105018617214
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":178.34105018617214,"drawdown_pct":27.685643940413595,"n":198,"win_pct":57.07070707070707,"avgwin_pct":2.5557181831279046,"avgloss_pct":2.084903459982115,"mean_pct":0.5740619396714924,"quarterKelly":0.05512463462690349,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":35,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 162/240 = -13.708932564812804
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-13.708932564812804,"drawdown_pct":25.551754132641356,"n":31,"win_pct":41.935483870967744,"avgwin_pct":1.8797162270502987,"avgloss_pct":2.111437755156899,"mean_pct":-0.43772802068291267,"quarterKelly":0,"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 161/240 = -67.3841639640466
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-67.3841639640466,"drawdown_pct":68.2230200007498,"n":222,"win_pct":44.5945945945946,"avgwin_pct":1.210442405425759,"avgloss_pct":1.8517510907884023,"mean_pct":-0.4861783154496549,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":33}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 160/240 = -45.95728791190342
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-45.95728791190342,"drawdown_pct":61.62619753893107,"n":231,"win_pct":48.917748917748916,"avgwin_pct":1.3267050032493817,"avgloss_pct":1.7530002532063407,"mean_pct":-0.24647776844661487,"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 159/240 = -5.298839981793913
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-5.298839981793913,"drawdown_pct":22.64896291756815,"n":31,"win_pct":51.61290322580645,"avgwin_pct":1.8007883468594652,"avgloss_pct":2.20726478720401,"mean_pct":-0.13859220188092605,"quarterKelly":0,"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 158/240 = -36.51528908586076
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-36.51528908586076,"drawdown_pct":45.6056164341927,"n":222,"win_pct":52.702702702702695,"avgwin_pct":1.3035095581904221,"avgloss_pct":1.848251133021885,"mean_pct":-0.1871880660316149,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":33}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 157/240 = 8.069648335272039
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":8.069648335272039,"drawdown_pct":41.64260374672444,"n":231,"win_pct":55.41125541125541,"avgwin_pct":1.4625410560149192,"avgloss_pct":1.6981408725902127,"mean_pct":0.05323266360657016,"quarterKelly":0.00909934517524194,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":37}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 156/240 = 0.758468782019972
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":0.758468782019972,"drawdown_pct":20.65114740830539,"n":31,"win_pct":58.06451612903226,"avgwin_pct":1.8005264340188565,"avgloss_pct":2.346786979479145,"mean_pct":0.06133048642292016,"quarterKelly":0.008515632603908502,"reconciliation_usd":0,"skipped_overlap":0,"daytrades":3}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 155/240 = -1.0317451232329078
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-1.0317451232329078,"drawdown_pct":26.154841612524258,"n":222,"win_pct":54.95495495495496,"avgwin_pct":1.4485794223149535,"avgloss_pct":1.756779813479074,"mean_pct":0.012637333279261222,"quarterKelly":0.0008152660846985349,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":33}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 154/240 = 71.53304834541699
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":71.53304834541699,"drawdown_pct":29.193445685189435,"n":231,"win_pct":56.27705627705628,"avgwin_pct":1.6420679143841104,"avgloss_pct":1.5490123080117293,"mean_pct":0.25353938557905353,"quarterKelly":0.03757970398632536,"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 153/240 = -17.438525061406708
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-17.438525061406708,"drawdown_pct":28.52340307978135,"n":31,"win_pct":38.70967741935484,"avgwin_pct":2.2242321499971003,"avgloss_pct":2.3351027918447667,"mean_pct":-0.5701989433898508,"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 152/240 = 29.581950734311448
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":29.581950734311448,"drawdown_pct":33.228683495225894,"n":222,"win_pct":47.2972972972973,"avgwin_pct":2.189904323715891,"avgloss_pct":1.679790616730518,"mean_pct":0.1504705037508918,"quarterKelly":0.01717774860314092,"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 151/240 = -12.353025047036681
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-12.353025047036681,"drawdown_pct":47.25899957864242,"n":231,"win_pct":48.05194805194805,"avgwin_pct":1.8384011517094314,"avgloss_pct":1.7538416971052357,"mean_pct":-0.02769902949299326,"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 150/240 = -9.391925701100046
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-9.391925701100046,"drawdown_pct":25.823788821665705,"n":31,"win_pct":51.61290322580645,"avgwin_pct":1.9276043951547694,"avgloss_pct":2.6171310333549127,"mean_pct":-0.27146113476927036,"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 149/240 = 152.2232658083544
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":152.2232658083544,"drawdown_pct":22.351464394474295,"n":222,"win_pct":57.20720720720721,"avgwin_pct":2.0884837396574873,"avgloss_pct":1.737184233963215,"mean_pct":0.45137357076574514,"quarterKelly":0.054031252697204504,"reconciliation_usd":1.0913936421275139e-11,"skipped_overlap":0,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 148/240 = 75.2683644998524
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":75.2683644998524,"drawdown_pct":24.664730330157692,"n":231,"win_pct":54.54545454545454,"avgwin_pct":1.9094592792091198,"avgloss_pct":1.6914799391298918,"mean_pct":0.27266872541866016,"quarterKelly":0.03569973033564726,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":0,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 147/240 = -3.5964203195659183
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":-3.5964203195659183,"drawdown_pct":24.204642329198002,"n":31,"win_pct":61.29032258064516,"avgwin_pct":1.8219494062971981,"avgloss_pct":3.0702480564975207,"mean_pct":-0.07180445026849959,"quarterKelly":0,"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 146/240 = 293.19855280009165
Quant replication2026-09-08 04:13
{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":293.19855280009165,"drawdown_pct":17.430076245682258,"n":222,"win_pct":60.36036036036037,"avgwin_pct":2.1788715158626197,"avgloss_pct":1.691020766295331,"mean_pct":0.6524773714319694,"quarterKelly":0.07399015454540013,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py