Runway

Notes

10327 observations, newest first
QREV90804 variant 070/240 = -51.03150371008547
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-51.03150371008547,"drawdown_pct":58.87860903093265,"n":207,"win_pct":48.792270531400966,"avgwin_pct":1.5377661837855563,"avgloss_pct":2.084472033867475,"mean_pct":-0.3170997634184112,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 069/240 = -22.895815984073188
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-22.895815984073188,"drawdown_pct":31.403482152596617,"n":30,"win_pct":40,"avgwin_pct":1.7472180772477492,"avgloss_pct":2.535791414088366,"mean_pct":-0.8225876175539196,"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 068/240 = -45.07421960433745
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-45.07421960433745,"drawdown_pct":48.48517810909432,"n":216,"win_pct":48.148148148148145,"avgwin_pct":1.7006008147144807,"avgloss_pct":2.068430530098789,"mean_pct":-0.2537117344479556,"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
QREV90804 variant 067/240 = -8.879915614136602
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-8.879915614136602,"drawdown_pct":39.823020909845766,"n":207,"win_pct":53.14009661835749,"avgwin_pct":1.7047714807843874,"avgloss_pct":1.9708080068552891,"mean_pct":-0.01760151583903589,"quarterKelly":0,"reconciliation_usd":4.547473508864641e-12,"skipped_overlap":14,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 066/240 = -18.127959110970572
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-18.127959110970572,"drawdown_pct":29.208299030155327,"n":30,"win_pct":40,"avgwin_pct":1.9509161605610281,"avgloss_pct":2.3406679222055544,"mean_pct":-0.6240342890989214,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":2,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 065/240 = -15.395888683188208
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-15.395888683188208,"drawdown_pct":27.617333845158885,"n":216,"win_pct":50,"avgwin_pct":1.8370139292573417,"avgloss_pct":1.9450529604995472,"mean_pct":-0.05401951562110256,"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
QREV90804 variant 064/240 = 37.85167382133729
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":37.85167382133729,"drawdown_pct":31.569796413557725,"n":207,"win_pct":55.072463768115945,"avgwin_pct":1.8460874444497817,"avgloss_pct":1.8565951150032425,"mean_pct":0.18256339599987212,"quarterKelly":0.02472301576893672,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 063/240 = -17.918379012512087
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-17.918379012512087,"drawdown_pct":27.12353817405484,"n":28,"win_pct":42.857142857142854,"avgwin_pct":2.191219379083653,"avgloss_pct":2.7842271167578376,"mean_pct":-0.6518929042543415,"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 062/240 = -20.39311338117049
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-20.39311338117049,"drawdown_pct":42.78748157831549,"n":192,"win_pct":44.79166666666667,"avgwin_pct":2.7435952554610212,"avgloss_pct":2.33904310821243,"mean_pct":-0.06244467448369666,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 061/240 = -28.284508150767884
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-28.284508150767884,"drawdown_pct":59.872464584277616,"n":191,"win_pct":46.07329842931937,"avgwin_pct":2.461880667607956,"avgloss_pct":2.327642186371886,"mean_pct":-0.1209510285172991,"quarterKelly":0,"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 060/240 = -10.72564423998158
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-10.72564423998158,"drawdown_pct":24.452185017037387,"n":28,"win_pct":46.42857142857143,"avgwin_pct":2.3186387007388305,"avgloss_pct":2.669167893056532,"mean_pct":-0.35340054593725667,"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 059/240 = 41.61351369746931
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":41.61351369746931,"drawdown_pct":24.575618434527424,"n":192,"win_pct":47.91666666666667,"avgwin_pct":2.8651786412410325,"avgloss_pct":2.179352471289304,"mean_pct":0.2378186867981489,"quarterKelly":0.020750773038634998,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 058/240 = 27.19327650733161
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":27.19327650733161,"drawdown_pct":40.721617175904576,"n":191,"win_pct":49.73821989528796,"avgwin_pct":2.576847049542439,"avgloss_pct":2.19359779879941,"mean_pct":0.17913654985229488,"quarterKelly":0.01737943176372299,"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 057/240 = -5.583647690517268
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-5.583647690517268,"drawdown_pct":22.61710442039382,"n":28,"win_pct":46.42857142857143,"avgwin_pct":2.5234807689980228,"avgloss_pct":2.4743114210848143,"mean_pct":-0.15390790426064013,"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 056/240 = 107.90924126859669
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":107.90924126859669,"drawdown_pct":18.944399326719196,"n":192,"win_pct":52.604166666666664,"avgwin_pct":2.804524571159137,"avgloss_pct":2.18753792567008,"mean_pct":0.4384949502661227,"quarterKelly":0.039088171554589754,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 055/240 = 86.36513181881706
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":86.36513181881706,"drawdown_pct":27.740808246048942,"n":191,"win_pct":56.02094240837696,"avgwin_pct":2.4800246783185784,"avgloss_pct":2.351717466410113,"mean_pct":0.37969533159402424,"quarterKelly":0.03579299239578107,"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 054/240 = -16.228334881628292
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-16.228334881628292,"drawdown_pct":26.672707752038082,"n":32,"win_pct":46.875,"avgwin_pct":1.5831585336542084,"avgloss_pct":2.3613038699220836,"mean_pct":-0.5123371182456968,"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 053/240 = -72.85128766796774
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.85128766796774,"drawdown_pct":73.68383990691979,"n":226,"win_pct":42.47787610619469,"avgwin_pct":1.2897049481918736,"avgloss_pct":1.9199093149590576,"mean_pct":-0.5565333447710515,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":22} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 052/240 = -46.74944870532379
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-46.74944870532379,"drawdown_pct":58.86441339507407,"n":220,"win_pct":46.36363636363636,"avgwin_pct":1.4481089725030527,"avgloss_pct":1.739919385783308,"mean_pct":-0.2618335105778135,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":35} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 051/240 = -7.78756482335824
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-7.78756482335824,"drawdown_pct":23.278914502865767,"n":32,"win_pct":56.25,"avgwin_pct":1.592802660184282,"avgloss_pct":2.5357187647082693,"mean_pct":-0.21342546320620923,"quarterKelly":0,"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 050/240 = -46.51876718586996
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-46.51876718586996,"drawdown_pct":48.81563640331201,"n":226,"win_pct":47.34513274336283,"avgwin_pct":1.4457328197448056,"avgloss_pct":1.7894615435189238,"mean_pct":-0.2577544777259192,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":22} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 049/240 = 3.02887744619893
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":3.02887744619893,"drawdown_pct":40.43839177684758,"n":220,"win_pct":52.27272727272727,"avgwin_pct":1.5713926352445222,"avgloss_pct":1.6417845747955488,"mean_pct":0.03783078499812454,"quarterKelly":0.006018671614850382,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":35} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 048/240 = -1.6930232625908315
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":-1.6930232625908315,"drawdown_pct":21.405062441430356,"n":32,"win_pct":56.25,"avgwin_pct":1.7961916036008188,"avgloss_pct":2.3405951273812953,"mean_pct":-0.013652591203856118,"quarterKelly":0,"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 047/240 = -15.95680931627732
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-15.95680931627732,"drawdown_pct":30.42212413623958,"n":226,"win_pct":49.11504424778761,"avgwin_pct":1.5923488121080531,"avgloss_pct":1.65108363307683,"mean_pct":-0.058070352477175013,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":22} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 046/240 = 59.97368759152757
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":59.97368759152757,"drawdown_pct":29.81022345137012,"n":220,"win_pct":54.090909090909086,"avgwin_pct":1.7187416587001598,"avgloss_pct":1.5368362571746057,"mean_pct":0.23810667238651365,"quarterKelly":0.03260167584674045,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":35} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
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