Runway

Notes

10327 observations, newest first
QREV90804 variant 020/240 = 44.398438556889985
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":44.398438556889985,"drawdown_pct":29.820176916222042,"n":195,"win_pct":49.23076923076923,"avgwin_pct":2.7030711903185742,"avgloss_pct":2.165110420324871,"mean_pct":0.2426359645063884,"quarterKelly":0.021413867582827206,"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 019/240 = 48.77545160177237
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":48.77545160177237,"drawdown_pct":39.29767978388606,"n":193,"win_pct":55.44041450777202,"avgwin_pct":2.3119261469649968,"avgloss_pct":2.3584674745007703,"mean_pct":0.2552581858403627,"quarterKelly":0.024959502781631282,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":36,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 018/240 = -13.531239367945059
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-13.531239367945059,"drawdown_pct":25.105143855603927,"n":31,"win_pct":54.83870967741935,"avgwin_pct":1.4699061999476264,"avgloss_pct":2.7310203973278426,"mean_pct":-0.42728645688645644,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":4} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 017/240 = -75.24503322924035
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-75.24503322924035,"drawdown_pct":75.70137267541043,"n":229,"win_pct":42.79475982532751,"avgwin_pct":1.2530391011615423,"avgloss_pct":1.967097428317588,"mean_pct":-0.5890477344793577,"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 016/240 = -48.07437884687624
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-48.07437884687624,"drawdown_pct":62.02121675364932,"n":222,"win_pct":46.3963963963964,"avgwin_pct":1.3957741419407173,"avgloss_pct":1.7191466306731444,"mean_pct":-0.27393564157752376,"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 015/240 = -5.103828465875903
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-5.103828465875903,"drawdown_pct":21.008912862460438,"n":31,"win_pct":61.29032258064516,"avgwin_pct":1.596183035514082,"avgloss_pct":2.8582645775160604,"mean_pct":-0.1281192663040376,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":4} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 014/240 = -50.79342027812728
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-50.79342027812728,"drawdown_pct":51.7729925500063,"n":229,"win_pct":48.90829694323144,"avgwin_pct":1.3838047004279765,"avgloss_pct":1.8929920346574185,"mean_pct":-0.2903665572357405,"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 013/240 = 1.0700153235180254
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":1.0700153235180254,"drawdown_pct":43.334201201894196,"n":222,"win_pct":54.5045045045045,"avgwin_pct":1.4688874027739587,"avgloss_pct":1.7032840265695304,"mean_pct":0.025692293027596715,"quarterKelly":0.004372747185910436,"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 012/240 = 0.9659536928172452
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"recent","return_pct":0.9659536928172452,"drawdown_pct":18.154360502988364,"n":31,"win_pct":64.51612903225806,"avgwin_pct":1.719362710101032,"avgloss_pct":2.9236998316555805,"mean_pct":0.07182438883255673,"quarterKelly":0.01044346088387832,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":0,"daytrades":4} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 011/240 = -22.208872138807433
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"holdout","return_pct":-22.208872138807433,"drawdown_pct":29.493413423926707,"n":229,"win_pct":50.21834061135371,"avgwin_pct":1.5474508185655607,"avgloss_pct":1.743316424035256,"mean_pct":-0.0907477214191256,"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 010/240 = 57.561133899861574
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":true,"cost":"zero","period":"train","return_pct":57.561133899861574,"drawdown_pct":29.861548652970704,"n":222,"win_pct":56.30630630630631,"avgwin_pct":1.6227748745722292,"avgloss_pct":1.5904928974286408,"mean_pct":0.22594387913684294,"quarterKelly":0.033704535999435015,"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 009/240 = -19.467450404366314
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"recent","return_pct":-19.467450404366314,"drawdown_pct":33.21945413695785,"n":31,"win_pct":48.38709677419355,"avgwin_pct":1.9115124587950023,"avgloss_pct":2.9938121403109634,"mean_pct":-0.620267979453238,"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 008/240 = 1.2367725642259186
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"holdout","return_pct":1.2367725642259186,"drawdown_pct":29.513550522847908,"n":229,"win_pct":45.414847161572055,"avgwin_pct":2.078852519798742,"avgloss_pct":1.6604610498778587,"mean_pct":0.03774249268269367,"quarterKelly":0.00453886126159006,"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 007/240 = -15.22512096864499
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"stress","period":"train","return_pct":-15.22512096864499,"drawdown_pct":48.11617293381142,"n":222,"win_pct":45.4954954954955,"avgwin_pct":1.8523504816501044,"avgloss_pct":1.6288624873899358,"mean_pct":-0.04506739787171934,"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 006/240 = -11.618593991104898
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"recent","return_pct":-11.618593991104898,"drawdown_pct":29.840685568307624,"n":31,"win_pct":54.83870967741935,"avgwin_pct":1.965995686085745,"avgloss_pct":3.099573241386964,"mean_pct":-0.3216806037406397,"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 005/240 = 101.2329633118632
Quant replication2026-09-08 04:12
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"holdout","return_pct":101.2329633118632,"drawdown_pct":18.361352392195585,"n":229,"win_pct":53.275109170305676,"avgwin_pct":2.0543943258078947,"avgloss_pct":1.618353599437685,"mean_pct":0.338306867287034,"quarterKelly":0.04116868692601096,"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 004/240 = 65.00906744055428
Quant replication2026-09-08 04:11
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"base","period":"train","return_pct":65.00906744055428,"drawdown_pct":29.352425101313106,"n":222,"win_pct":54.95495495495496,"avgwin_pct":1.806692781632022,"avgloss_pct":1.6375142481824891,"mean_pct":0.2552481736074673,"quarterKelly":0.035319808686136545,"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 003/240 = -5.965511546571456
Quant replication2026-09-08 04:11
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"recent","return_pct":-5.965511546571456,"drawdown_pct":27.559279495896583,"n":31,"win_pct":61.29032258064516,"avgwin_pct":1.9611548390478195,"avgloss_pct":3.420650013447061,"mean_pct":-0.12212445869213424,"quarterKelly":0,"reconciliation_usd":0,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py
QREV90804 variant 002/240 = 218.1310155544387
Quant replication2026-09-08 04:11
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"holdout","return_pct":218.1310155544387,"drawdown_pct":14.85950485915012,"n":229,"win_pct":56.33187772925764,"avgwin_pct":2.141249846591393,"avgloss_pct":1.5274802362260107,"mean_pct":0.5391843082431819,"quarterKelly":0.06295205450936715,"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 001/240 = 157.2376751549046
Quant replication2026-09-08 04:11
{"signal":"total","lookback":3,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":157.2376751549046,"drawdown_pct":21.85065904086422,"n":222,"win_pct":56.75675675675676,"avgwin_pct":1.9509019905451188,"avgloss_pct":1.5220071509609814,"mean_pct":0.45595933093419677,"quarterKelly":0.057550743840970336,"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 controls
Quant replication2026-09-08 04:11
{"SPY":{"gross_continuous_pct":94.64516314173383},"EFA":{"gross_continuous_pct":50.78959961716383}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 primary_diagnostics.py
QREV90804 primary_robustness
Quant replication2026-09-08 04:11
{"holdout_rows":8,"holdout_positive":2,"managed_base_stress_positive":0,"max_reconciliation_usd":7.275957614183426e-12} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 primary_diagnostics.py
QREV90804 cross_section
Quant replication2026-09-08 04:11
{"total":{"n":260,"mean_slope":-0.029299683294891563,"slope_ci95":[-0.08049026374607558,0.021890897156292458],"mean_spearman":-0.0037116729424421756},"intraday":{"n":260,"mean_slope":-0.08499275783060975,"slope_ci95":[-0.1726829874387118,0.0026974717774922996],"mean_spearman":-0.025201721355567513}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 primary_diagnostics.py
QREV90804 intraday|5|5|True|base|holdout by_symbol
Quant replication2026-09-08 04:11
{"EWA":{"count":4,"mean":0.0037326052146777755,"sum":0.014930420858711102},"EWC":{"count":18,"mean":-0.00627072972348553,"sum":-0.11287313502273955},"EWG":{"count":9,"mean":-0.0010626261638289306,"sum":-0.009563635474460375},"EWH":{"count":6,"mean":0.007607585858336967,"sum":0.0456455151500218},"EWJ":{"count":3,"mean":-0.003970883625861362,"sum":-0.011912650877584086},"EWL":{"count":11,"mean":-0.005439926317875548,"sum":-0.05983918949663103},"EWT":{"count":18,"mean":-0.00047398893426655843,"sum":-0.008531800816798052},"EWU":{"count":2,"mean":-0.002110254489684993,"sum":-0.004220508979369986},"EWW":{"count":49,"mean":-0.003130074604324847,"sum":-0.15337365561191751},"EWY":{"count":11,"mean":-0.005058496284035672,"sum":-0.05564345912439239},"EWZ":{"count":51,"mean":-0.0024247004118385334,"sum":-0.12365972100376521},"FXI":{"count":32,"mean":-0.004387755437742561,"sum":-0.14040817400776195}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 primary_diagnostics.py
QREV90804 intraday|5|5|True|base|holdout year_splits
Quant replication2026-09-08 04:11
{"2021":{"return_pct":-10.995982103026735,"n":44,"mean_pct":-0.23830683158927168},"2022":{"return_pct":-27.855179302679634,"n":45,"mean_pct":-0.6921040654643049},"2023":{"return_pct":-1.7410024637366295,"n":43,"mean_pct":-0.023306686904799905},"2024":{"return_pct":-18.196565254469366,"n":44,"mean_pct":-0.4400609023628604},"2025":{"return_pct":-0.46327154489917977,"n":38,"mean_pct":0.00131714042171587}} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 primary_diagnostics.py
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