Runway

Notes

10327 observations, newest first
QREV90804 variant 120/240 = -4.528947283584362
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":-4.528947283584362,"drawdown_pct":28.25234339262941,"n":30,"win_pct":66.66666666666666,"avgwin_pct":1.9147662089778008,"avgloss_pct":4.088743646423883,"mean_pct":-0.0864037428227608,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 119/240 = -4.382806977449949
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-4.382806977449949,"drawdown_pct":22.017927679650374,"n":221,"win_pct":51.58371040723983,"avgwin_pct":1.5591065326186637,"avgloss_pct":1.6985859058079489,"mean_pct":-0.0027754542593076046,"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 118/240 = 32.31424135822174
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":32.31424135822174,"drawdown_pct":34.546199164080285,"n":226,"win_pct":53.09734513274337,"avgwin_pct":1.640806320731402,"avgloss_pct":1.5811748158003767,"mean_pct":0.14360432586074814,"quarterKelly":0.019748160818580607,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":36} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 117/240 = -16.46094463902911
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-16.46094463902911,"drawdown_pct":32.299343592723254,"n":30,"win_pct":50,"avgwin_pct":2.101684803272841,"avgloss_pct":3.1684714941996996,"mean_pct":-0.5333933454634295,"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 116/240 = 11.05940495187545
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":11.05940495187545,"drawdown_pct":35.66505588560342,"n":221,"win_pct":47.05882352941176,"avgwin_pct":2.024375056693326,"avgloss_pct":1.651605363069235,"mean_pct":0.07826777564255816,"quarterKelly":0.00966567131221266,"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 115/240 = -32.413312455136534
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-32.413312455136534,"drawdown_pct":50.63509911740378,"n":226,"win_pct":46.017699115044245,"avgwin_pct":1.8454832012525304,"avgloss_pct":1.836972290938241,"mean_pct":-0.14239100249647008,"quarterKelly":0,"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 114/240 = -8.593699542473153
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-8.593699542473153,"drawdown_pct":30.132956608632444,"n":30,"win_pct":60,"avgwin_pct":2.025470442368664,"avgloss_pct":3.624568048713787,"mean_pct":-0.2345449540643167,"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 113/240 = 115.52273399460948
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":115.52273399460948,"drawdown_pct":21.34944603383886,"n":221,"win_pct":53.39366515837104,"avgwin_pct":2.0729836875816168,"avgloss_pct":1.561779235704626,"mean_pct":0.3789539088554493,"quarterKelly":0.04570150637527981,"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 112/240 = 33.1414664355137
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":33.1414664355137,"drawdown_pct":32.15602043875791,"n":226,"win_pct":51.76991150442478,"avgwin_pct":1.927791607636057,"avgloss_pct":1.7424472486260612,"mean_pct":0.1576321592618497,"quarterKelly":0.020442064204121257,"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 111/240 = -2.9414491043999957
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":-2.9414491043999957,"drawdown_pct":28.750513844466884,"n":30,"win_pct":66.66666666666666,"avgwin_pct":2.022511173889352,"avgloss_pct":4.149465437721803,"mean_pct":-0.034814363314366416,"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 110/240 = 235.313674320911
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":235.313674320911,"drawdown_pct":12.247881483112721,"n":221,"win_pct":55.65610859728507,"avgwin_pct":2.188694845972555,"avgloss_pct":1.4692578518167978,"mean_pct":0.579912725249827,"quarterKelly":0.0647207941235848,"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 109/240 = 109.22542474738881
Quant replication2026-09-08 04:12
{"signal":"intraday","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":109.22542474738881,"drawdown_pct":23.449315758242694,"n":226,"win_pct":53.53982300884957,"avgwin_pct":2.065147794771529,"avgloss_pct":1.6402083515764312,"mean_pct":0.35814788918133866,"quarterKelly":0.04159905309147767,"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 108/240 = -18.709368977282338
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-18.709368977282338,"drawdown_pct":27.66212351475493,"n":29,"win_pct":48.275862068965516,"avgwin_pct":1.857412067974245,"avgloss_pct":3.0111020292414787,"mean_pct":-0.6607848788614741,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 107/240 = -72.94148383267489
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.94148383267489,"drawdown_pct":73.61083225466925,"n":218,"win_pct":45.412844036697244,"avgwin_pct":1.5015225086762456,"avgloss_pct":2.3002898240073937,"mean_pct":-0.5737787187978511,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":11,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 106/240 = -58.60450156098065
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-58.60450156098065,"drawdown_pct":61.34654802592547,"n":202,"win_pct":46.53465346534654,"avgwin_pct":1.5914177406607561,"avgloss_pct":2.1414520710623126,"mean_pct":-0.40437403986444886,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":15,"daytrades":26} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 105/240 = -11.320307023598254
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-11.320307023598254,"drawdown_pct":24.672440239264194,"n":29,"win_pct":48.275862068965516,"avgwin_pct":2.1634436575941995,"avgloss_pct":2.719697937787914,"mean_pct":-0.36231923656896275,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":3,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 104/240 = -47.96050597271413
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-47.96050597271413,"drawdown_pct":51.94985122698166,"n":218,"win_pct":46.788990825688074,"avgwin_pct":1.7580662312708704,"avgloss_pct":2.0627932646618428,"mean_pct":-0.275051665647454,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":11,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 103/240 = -24.118478059718107
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-24.118478059718107,"drawdown_pct":40.24554059463301,"n":202,"win_pct":51.48514851485149,"avgwin_pct":1.7299650786494412,"avgloss_pct":2.052594346297908,"mean_pct":-0.10513800870125314,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":15,"daytrades":26} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 102/240 = -6.024799083709819
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-6.024799083709819,"drawdown_pct":22.610909614229502,"n":29,"win_pct":48.275862068965516,"avgwin_pct":2.367975025144074,"avgloss_pct":2.5249426270415953,"mean_pct":-0.16284445012437562,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":3,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 101/240 = -19.520461888408335
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-19.520461888408335,"drawdown_pct":32.01786088912038,"n":218,"win_pct":48.62385321100918,"avgwin_pct":1.8910575531193008,"avgloss_pct":1.936515835345826,"mean_pct":-0.07540216939489276,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":11,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 100/240 = 13.655646889746965
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":13.655646889746965,"drawdown_pct":22.33490997742823,"n":202,"win_pct":53.960396039603964,"avgwin_pct":1.851446289885078,"avgloss_pct":1.9639528096566397,"mean_pct":0.09485165494755447,"quarterKelly":0.012807778365723249,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":26} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 099/240 = -22.904943868249404
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-22.904943868249404,"drawdown_pct":38.55759454773965,"n":26,"win_pct":42.30769230769231,"avgwin_pct":1.8070520624444655,"avgloss_pct":2.9675423596384833,"mean_pct":-0.9475216426033896,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 098/240 = -48.00137119088569
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-48.00137119088569,"drawdown_pct":51.15189975404733,"n":193,"win_pct":41.968911917098445,"avgwin_pct":2.654127041729616,"avgloss_pct":2.4047235368813964,"mean_pct":-0.28157899352651555,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":38,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 097/240 = -55.02116068711342
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-55.02116068711342,"drawdown_pct":67.98693545920926,"n":184,"win_pct":42.934782608695656,"avgwin_pct":2.3828721277847897,"avgloss_pct":2.457957848736056,"mean_pct":-0.3795580218602578,"quarterKelly":0,"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 096/240 = -16.650776567326297
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-16.650776567326297,"drawdown_pct":35.9220498829311,"n":26,"win_pct":50,"avgwin_pct":1.8028254602125402,"avgloss_pct":3.1026604676499816,"mean_pct":-0.6499175037187208,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":6,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
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