Runway

Notes

10327 observations, newest first
QREV90804 variant 095/240 = -7.221181721392256
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":-7.221181721392256,"drawdown_pct":29.69681332883217,"n":193,"win_pct":44.559585492227974,"avgwin_pct":2.800588552127959,"avgloss_pct":2.2184261869932183,"mean_pct":0.01802597655300586,"quarterKelly":0.001609123958900463,"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 094/240 = -21.88414011932236
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-21.88414011932236,"drawdown_pct":52.14647466571043,"n":184,"win_pct":48.369565217391305,"avgwin_pct":2.408934903017791,"avgloss_pct":2.4122182486593102,"mean_pct":-0.08024743072853836,"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 093/240 = -12.20194949823724
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-12.20194949823724,"drawdown_pct":34.10251247927442,"n":26,"win_pct":50,"avgwin_pct":2.0066348695899716,"avgloss_pct":2.908671848463277,"mean_pct":-0.45101848943665274,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":6,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 092/240 = 36.48550173624512
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":36.48550173624512,"drawdown_pct":16.063040196864588,"n":193,"win_pct":49.740932642487046,"avgwin_pct":2.701416688485293,"avgloss_pct":2.239292728457233,"mean_pct":0.21826221468516327,"quarterKelly":0.02019886598904745,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":38,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 091/240 = 12.865081727387583
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":12.865081727387583,"drawdown_pct":37.63788589387206,"n":184,"win_pct":53.80434782608695,"avgwin_pct":2.3597914903225576,"avgloss_pct":2.5491279251241306,"mean_pct":0.11979206389473036,"quarterKelly":0.009755539000241592,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":37,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 090/240 = -4.890245689606276
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-4.890245689606276,"drawdown_pct":19.778261899687166,"n":30,"win_pct":60,"avgwin_pct":1.6299445152577567,"avgloss_pct":2.757866962422842,"mean_pct":-0.12518007581448276,"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 089/240 = -70.99229886782948
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-70.99229886782948,"drawdown_pct":71.94756827655912,"n":226,"win_pct":42.92035398230089,"avgwin_pct":1.3169036069377134,"avgloss_pct":1.913273578151662,"mean_pct":-0.5268700960557796,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 088/240 = -64.24314625484038
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-64.24314625484038,"drawdown_pct":65.80811534916656,"n":216,"win_pct":43.51851851851852,"avgwin_pct":1.398138489855362,"avgloss_pct":1.8710606733560446,"mean_pct":-0.44835363010663637,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":28} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 087/240 = 4.0666636864922
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":4.0666636864922,"drawdown_pct":16.211754605080042,"n":30,"win_pct":63.33333333333333,"avgwin_pct":1.840799533995107,"avgloss_pct":2.702577023242843,"mean_pct":0.17489479634119212,"quarterKelly":0.023752558753860592,"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 086/240 = -42.85667774298522
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-42.85667774298522,"drawdown_pct":48.31653675159423,"n":226,"win_pct":48.67256637168141,"avgwin_pct":1.4480657163386441,"avgloss_pct":1.8173767641208003,"mean_pct":-0.22800210549009736,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 085/240 = -31.643059747535972
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":-31.643059747535972,"drawdown_pct":44.361311515968296,"n":216,"win_pct":49.074074074074076,"avgwin_pct":1.5267248937742357,"avgloss_pct":1.7642798338844912,"mean_pct":-0.14924973605196784,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":28} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 084/240 = 10.501787331870482
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":10.501787331870482,"drawdown_pct":13.746340817525804,"n":30,"win_pct":63.33333333333333,"avgwin_pct":2.0446849675252436,"avgloss_pct":2.5077874363999006,"mean_pct":0.37544508608602406,"quarterKelly":0.04590500395525951,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 083/240 = -10.202011508626384
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-10.202011508626384,"drawdown_pct":27.686617875075836,"n":226,"win_pct":49.557522123893804,"avgwin_pct":1.6238102524693745,"avgloss_pct":1.6808316989348209,"mean_pct":-0.02825841594747797,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":25} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 082/240 = 5.292599226370132
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":5.292599226370132,"drawdown_pct":27.473967253095,"n":216,"win_pct":51.85185185185185,"avgwin_pct":1.6438869534527396,"avgloss_pct":1.6977900957115,"mean_pct":0.050651615852471556,"quarterKelly":0.0053123082939352945,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":28} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 081/240 = -11.179461306886063
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-11.179461306886063,"drawdown_pct":32.31126311073951,"n":30,"win_pct":56.666666666666664,"avgwin_pct":2.3222406613393005,"avgloss_pct":3.718744862129698,"mean_pct":-0.29551973216393207,"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 080/240 = -2.5206728882973373
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":-2.5206728882973373,"drawdown_pct":32.06172502697457,"n":226,"win_pct":44.690265486725664,"avgwin_pct":2.1231798548245093,"avgloss_pct":1.6747798047927527,"mean_pct":0.02253845016894393,"quarterKelly":0.0026538555033067124,"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 079/240 = -46.98237778479285
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-46.98237778479285,"drawdown_pct":57.23062373791789,"n":216,"win_pct":43.05555555555556,"avgwin_pct":1.8336934757907097,"avgloss_pct":1.8394946265451622,"mean_pct":-0.25798308248388385,"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 078/240 = -2.814835390451298
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-2.814835390451298,"drawdown_pct":29.30194943099331,"n":30,"win_pct":63.33333333333333,"avgwin_pct":2.362004228566192,"avgloss_pct":4.068798159804796,"mean_pct":0.004043352830162735,"quarterKelly":0.0004279578314533017,"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 077/240 = 92.02806100216318
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":92.02806100216318,"drawdown_pct":19.511378944363933,"n":226,"win_pct":54.424778761061944,"avgwin_pct":2.020010688980972,"avgloss_pct":1.7034019435223424,"mean_pct":0.3230571440790187,"quarterKelly":0.039982108243445766,"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 076/240 = 1.354623086300344
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":1.354623086300344,"drawdown_pct":34.91411599719515,"n":216,"win_pct":47.68518518518518,"avgwin_pct":1.947861189572226,"avgloss_pct":1.695788156370882,"mean_pct":0.04169278174087791,"quarterKelly":0.005351097650602363,"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 075/240 = 3.1947600804187237
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":3.1947600804187237,"drawdown_pct":27.22170598151532,"n":30,"win_pct":63.33333333333333,"avgwin_pct":2.5669331146771954,"avgloss_pct":3.8767437497279538,"mean_pct":0.20425159772864077,"quarterKelly":0.01989257107643086,"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 074/240 = 201.76288200982572
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":201.76288200982572,"drawdown_pct":15.32557494292045,"n":226,"win_pct":56.63716814159292,"avgwin_pct":2.140865794935093,"avgloss_pct":1.621130263611272,"mean_pct":0.5239040550664151,"quarterKelly":0.0595037029823698,"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 073/240 = 56.120090644066046
Quant replication2026-09-08 04:12
{"signal":"total","lookback":10,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":56.120090644066046,"drawdown_pct":22.10445897697333,"n":216,"win_pct":50.92592592592593,"avgwin_pct":2.0220656742358876,"avgloss_pct":1.6361569382865166,"mean_pct":0.2419764008525459,"quarterKelly":0.028043945661882397,"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 072/240 = -29.53209281167666
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-29.53209281167666,"drawdown_pct":34.70803954035231,"n":30,"win_pct":40,"avgwin_pct":1.4424332954039907,"avgloss_pct":2.8277463993232512,"mean_pct":-1.1196745214323545,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 071/240 = -71.2688559611813
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-71.2688559611813,"drawdown_pct":72.43363203647814,"n":216,"win_pct":46.2962962962963,"avgwin_pct":1.4554054408074064,"avgloss_pct":2.2834580153434705,"mean_pct":-0.5525027115699164,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":13,"daytrades":22} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
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