QREV90804 variant 045/240 = -12.908731893080672
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-12.908731893080672,"drawdown_pct":26.182379835333446,"n":32,"win_pct":40.625,"avgwin_pct":2.2703230588051753,"avgloss_pct":2.1965102483356693,"mean_pct":-0.3818592173097015,"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 044/240 = 24.636647976180946
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":24.636647976180946,"drawdown_pct":28.05473168185515,"n":226,"win_pct":44.24778761061947,"avgwin_pct":2.3541994646543047,"avgloss_pct":1.627339278469829,"mean_pct":0.13440352822226553,"quarterKelly":0.014272742203898361,"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 043/240 = -8.184814755506997
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-8.184814755506997,"drawdown_pct":46.44350516270843,"n":220,"win_pct":45.45454545454545,"avgwin_pct":2.0014746999457493,"avgloss_pct":1.67765606878144,"mean_pct":-0.00532390117817179,"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 042/240 = -4.133481130965555
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-4.133481130965555,"drawdown_pct":24.019464822877623,"n":32,"win_pct":56.25,"avgwin_pct":1.8910324952038555,"avgloss_pct":2.6200258713014093,"mean_pct":-0.08255554014219776,"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 041/240 = 145.5262520764989
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":145.5262520764989,"drawdown_pct":17.217858291954037,"n":226,"win_pct":52.654867256637175,"avgwin_pct":2.2567692537887605,"avgloss_pct":1.5905342099277493,"mean_pct":0.43525832185218316,"quarterKelly":0.04821697224045533,"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 040/240 = 77.64352177140124
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":77.64352177140124,"drawdown_pct":27.742829922679224,"n":220,"win_pct":52.27272727272727,"avgwin_pct":2.0253895548931333,"avgloss_pct":1.5999558210208566,"mean_pct":0.2951110800250925,"quarterKelly":0.03642645921029544,"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 039/240 = 2.2025676070838163
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":2.2025676070838163,"drawdown_pct":22.562052132229226,"n":32,"win_pct":59.375,"avgwin_pct":1.993935624917742,"avgloss_pct":2.625033707451924,"mean_pct":0.11747933364256516,"quarterKelly":0.014729579552927086,"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 038/240 = 285.83272178559554
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":285.83272178559554,"drawdown_pct":11.976007599474304,"n":226,"win_pct":55.75221238938053,"avgwin_pct":2.3306972758157762,"avgloss_pct":1.4985730844569578,"mean_pct":0.6363298597658934,"quarterKelly":0.0682553099418681,"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 037/240 = 175.8283886899252
Quant replication2026-09-08 04:12
{"signal":"total","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":175.8283886899252,"drawdown_pct":21.253678219967952,"n":220,"win_pct":54.090909090909086,"avgwin_pct":2.1583565288578708,"avgloss_pct":1.4923836109597985,"mean_pct":0.4959020429503031,"quarterKelly":0.05586830914695308,"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 036/240 = -22.87399097490309
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-22.87399097490309,"drawdown_pct":34.11950123017583,"n":29,"win_pct":48.275862068965516,"avgwin_pct":1.4777704099859235,"avgloss_pct":3.021358869152878,"mean_pct":-0.8493654240513874,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":4}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 035/240 = -77.8594588123534
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-77.8594588123534,"drawdown_pct":78.2222651584462,"n":218,"win_pct":43.57798165137615,"avgwin_pct":1.4573659263599839,"avgloss_pct":2.3060081129224757,"mean_pct":-0.666005664611312,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":25}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 034/240 = -51.765431918014414
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-51.765431918014414,"drawdown_pct":64.64753060418012,"n":208,"win_pct":48.07692307692308,"avgwin_pct":1.588386044288932,"avgloss_pct":2.091886945370463,"mean_pct":-0.3225249311111388,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":21}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 033/240 = -15.86348002478426
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-15.86348002478426,"drawdown_pct":30.724432402043377,"n":29,"win_pct":48.275862068965516,"avgwin_pct":1.7826613625356709,"avgloss_pct":2.729985594475038,"mean_pct":-0.5514663738491785,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":3,"daytrades":4}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 032/240 = -57.41885646018016
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-57.41885646018016,"drawdown_pct":58.179469585029196,"n":218,"win_pct":45.412844036697244,"avgwin_pct":1.6992787269588354,"avgloss_pct":2.0870230114370956,"mean_pct":-0.367555708220595,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":25}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 031/240 = -9.975933860697205
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-9.975933860697205,"drawdown_pct":47.66720306803334,"n":208,"win_pct":53.36538461538461,"avgwin_pct":1.726186499707914,"avgloss_pct":2.0247385776887263,"mean_pct":-0.023042983501096258,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":15,"daytrades":21}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 030/240 = -10.839267664442719
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-10.839267664442719,"drawdown_pct":28.36439069683374,"n":29,"win_pct":48.275862068965516,"avgwin_pct":1.986430403359285,"avgloss_pct":2.535250879632849,"mean_pct":-0.3523702602573359,"quarterKelly":0,"reconciliation_usd":0,"skipped_overlap":3,"daytrades":4}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 029/240 = -34.14788463255884
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-34.14788463255884,"drawdown_pct":36.2648688269676,"n":218,"win_pct":47.24770642201835,"avgwin_pct":1.8337631445070866,"avgloss_pct":1.9782590369987232,"mean_pct":-0.16809140520011234,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":14,"daytrades":25}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 028/240 = 36.46621444966183
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":36.46621444966183,"drawdown_pct":36.52017439650815,"n":208,"win_pct":54.807692307692314,"avgwin_pct":1.8833406823410361,"avgloss_pct":1.8921461979628689,"mean_pct":0.177111034511387,"quarterKelly":0.023510222575773426,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":21}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 027/240 = -18.331351469335743
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-18.331351469335743,"drawdown_pct":39.08845142832404,"n":28,"win_pct":42.857142857142854,"avgwin_pct":2.412049600730154,"avgloss_pct":2.9483420361046155,"mean_pct":-0.651031334604,"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 026/240 = -45.53407063968488
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-45.53407063968488,"drawdown_pct":59.10194814382071,"n":195,"win_pct":42.05128205128205,"avgwin_pct":2.6081904380607863,"avgloss_pct":2.336728704098118,"mean_pct":-0.25732680842104017,"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 025/240 = -43.31911166140715
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-43.31911166140715,"drawdown_pct":69.1738223034061,"n":193,"win_pct":46.1139896373057,"avgwin_pct":2.2274626053311497,"avgloss_pct":2.360426031140123,"mean_pct":-0.24476754074663443,"quarterKelly":0,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":36,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 024/240 = -11.174805082396999
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-11.174805082396999,"drawdown_pct":36.284818186261184,"n":28,"win_pct":46.42857142857143,"avgwin_pct":2.52309443138937,"avgloss_pct":2.844749764230093,"mean_pct":-0.35253638769248535,"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 023/240 = -2.234047685646634
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":-2.234047685646634,"drawdown_pct":41.904799998744394,"n":195,"win_pct":45.64102564102564,"avgwin_pct":2.7000293178619894,"avgloss_pct":2.189095838778625,"mean_pct":0.04235102758555329,"quarterKelly":0.003921348863267934,"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 022/240 = 1.1331636905506315
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":1.1331636905506315,"drawdown_pct":53.66109453097343,"n":193,"win_pct":49.22279792746114,"avgwin_pct":2.3864554051386575,"avgloss_pct":2.205186670975646,"mean_pct":0.054948029702379095,"quarterKelly":0.005756238895566784,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":36,"daytrades":0}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 021/240 = -6.05867915929772
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-6.05867915929772,"drawdown_pct":34.34440185422142,"n":28,"win_pct":46.42857142857143,"avgwin_pct":2.7283458203282254,"avgloss_pct":2.650244807428019,"mean_pct":-0.15304201596976247,"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