A news scan found the data line for Sep 7 calculation of EEM QIM90708. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout, and recent data from 2026 to Sep 4. The strategy was long-only from 15:30 open to bar close. The results were calculated using full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs were frozen, and there was no selection, meaning no assets were added or removed. The columns in the data table are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the table show the results for different values, with the numbers representing the following: 0, 2.4791241666, 5.3922644996, 45.931283906, 553, 0.15363202925, 0.14758655345, 0.004644948874, 0, 0.49611102998, 0; 1, -8.2507684818, 11.726077699, 45.931283906, 553, 0.13360330576, 0.14189294548, -0.015353980173, 0, -1.7251220809, 1.4551915228e-11; 2, -17.857207036, 19.130935778, 37.613019892, 553, 0.1409278919, 0.14162593829, -0.035348909934, 0, -3.8972600039, 2.0008883439e-11; 5, -41.051799559, 41.391600493, 23.146473779, 553, 0.15052208081, 0.16934846436, -0.095309712497, 0, -10.129834701, 1.1186784832e-10; 10, -66.091727234, 66.091727234, 11.211573237, 553, 0.16712678312, 0.24091205479, -0.19516448164, 0, -19.632248299, 1.0686562746e-10; 20, -88.780443476, 88.780443476, 2.5316455696, 553, 0.26447616218, 0.41169299883, -0.39457479222, 0, -35.729107073, 4.5474735089e-12.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 fixed cost grid train always = 6
Quant replication2026-09-07 08:14
A news scan found the data line for Sep 7 calculation of EEM QIM90708. The calculation is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 0.40603159898, 10.130893636, 46.672012831, 1247, 0.15412748366, 0.16239115167, 0.00057084552944, 0, 0.081920302873, 2.9103830457e-11], [1, -21.756772126, 22.883764459, 46.672012831, 1247, 0.1340986611, 0.15379131568, -0.019427268778, 0, -4.8372052833, 9.3677954283e-11], [2, -39.027540448, 39.176470977, 39.775461107, 1247, 0.13564898131, 0.1550470846, -0.039421383963, 0, -9.5145509938, 6.6393113229e-11], [5, -71.146761054, 71.199962757, 24.859663192, 1247, 0.1386423687, 0.17812772122, -0.099379743775, 0, -22.211854477, 1.1277734302e-10], [10, -91.708573134, 91.715581191, 11.708099439, 1247, 0.15032264579, 0.24558353415, -0.19923044492, 0, -39.53957543, 6.1277205532e-11], [20, -99.315303347, 99.315303347, 2.5661587811, 1247, 0.22709329954, 0.41511265622, -0.39863263169, 0, -63.475300964, 2.4158453016e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 fixed cost grid train rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it buys at 15:30 open and sells at bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 7.1358001063, 5.774785881, 47.883211679, 685, 0.14786645711, 0.14153747468, 0.010262361827, 0, 1.4026575908, 7.2759576142e-12], [1, -6.5807721652, 12.602581052, 47.883211679, 685, 0.12783888663, 0.13613857946, -0.0097376905905, 0, -1.366234308, 9.4587448984e-11], [2, -18.541214845, 21.363305325, 39.562043796, 685, 0.13268313212, 0.1360501041, -0.029733743497, 0, -4.0595191054, 4.5474735089e-11], [5, -45.993890699, 46.300087097, 22.627737226, 685, 0.14993898617, 0.15978040387, -0.08969791415, 0, -11.706095884, 1.2096279534e-10], [10, -72.776050684, 72.776050684, 10.948905109, 685, 0.16651805269, 0.23333817077, -0.18955829229, 0, -23.120226291, 1.0231815395e-10], [20, -93.082210541, 93.082210541, 2.6277372263, 685, 0.25729422672, 0.40642048254, -0.38897980405, 0, -41.712584977, 1.1368683772e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 fixed cost grid train both = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout period, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, and it did so at 15:30 open to bar close. The returns were compounded, meaning they were added to the initial investment, and were not based on the return of the entire account. The drawdown, or decrease in value, omitted intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they did not change, and there was no selection, meaning all assets were included. The columns in the data included one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data were as follows: [0, 0.75033567735, 4.4652092036, 43.728813559, 295, 0.14841377025, 0.13195350676, 0.0027248777056, 0, 0.15117970661, 1.0913936421e-11], [1, -5.0219765668, 8.8866859004, 43.728813559, 295, 0.12838609032, 0.13046709351, -0.017273667365, 0, -1.0358338835, 1.2732925825e-11], [2, -10.463574419, 13.104700361, 35.254237288, 295, 0.13702054872, 0.13216890036, -0.037268213227, 0, -2.2087787358, 3.6379788071e-12], [5, -24.988193101, 24.988193101, 20.677966102, 295, 0.1523969124, 0.16230099017, -0.097227864554, 0, -5.6448585208, 6.8212102633e-11], [10, -44.151342734, 44.151342734, 10.508474576, 295, 0.15810644342, 0.23878829968, -0.1970807165, 0, -11.105463927, 9.0039975476e-11], [20, -69.041576116, 69.041576116, 2.0338983051, 295, 0.28019260683, 0.41053591412, -0.39648719844, 0, -21.096904742, 5.4569682106e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 fixed cost grid train r1 = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout, and recent data from 2026 to September 4. The strategy was to buy and hold from 15:30 open to bar close, which means buying at 3:30 PM and holding until the end of the trading day. The results are based on full-capital compounded returns, not account returns, which means the returns are calculated based on the entire capital invested. DD refers to drawdown, which is the peak-to-trough decline in value. In this case, intrabar excursions, which are short-term price movements within a trading bar, are omitted from the drawdown calculation. The costs are frozen, meaning they do not change, and there is no selection, which means all trades are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 4.1749264019, 5.2577053134, 46.385542169, 664, 0.15252547395, 0.14590321571, 0.0063677767671, 0, 0.82997901655, 1.8189894035e-11], [1, -8.7802463458, 12.335615521, 46.385542169, 664, 0.13249697176, 0.14005725052, -0.013631496811, 0, -1.8399967273, 2.546585165e-11], [2, -20.124316488, 21.150409898, 38.704819277, 664, 0.13684476043, 0.14127095675, -0.033626771034, 0, -4.4392715819, 1.4551915228e-11], [5, -46.37199264, 46.409358699, 23.945783133, 664, 0.14295918635, 0.16806603048, -0.093588606571, 0, -11.831365942, 1.3005774235e-10], [10, -72.392944885, 72.392944885, 11.144578313, 664, 0.16234090695, 0.23806910311, -0.19344509596, 0, -22.902811474, 9.5951691037e-11], [20, -92.683949849, 92.683949849, 2.5602409639, 664, 0.24939015392, 0.40973400869, -0.39285884188, 0, -41.049519806, 1.8189894035e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent pdt = 6
Quant replication2026-09-07 08:14
A news scan found the headline 'SPY QIM90708 fixed cost grid recent pdt'. This is a calculation from September 7. The data used to train the model is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 1.3886365564, 0.72816668568, 49.350649351, 77, 0.12457343772, 0.085793429398, 0.018023985542, 0.036171405944, 2.0653269321, 0], [1, -0.16078726281, 1.1442340329, 38.961038961, 77, 0.13498375798, 0.089399774592, -0.0019776190447, 0, -0.2382510212, 7.2759576142e-12], [2, -1.6865327539, 1.6865327539, 33.766233766, 77, 0.13383057627, 0.1014056317, -0.02197522381, 0, -2.4898380544, 2.0008883439e-11], [5, -6.125290292, 6.125290292, 25.974025974, 77, 0.10635735335, 0.14801471538, -0.081944048179, 0, -8.9442560777, 9.0949470177e-12], [10, -13.082359747, 13.082359747, 10.38961039, 77, 0.12937202357, 0.21789150383, -0.18181217631, 0, -18.766258511, 4.5474735089e-11], [20, -25.487945573, 25.487945573, 1.2987012987, 77, 0.010801544607, 0.38640772679, -0.38124916483, 0, -35.346114088, 5.4569682106e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent always = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so from 15:30 open to bar close. The returns are compounded and based on full capital, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 0.76952606033, 2.171612191, 48.823529412, 170, 0.12557675384, 0.11073445012, 0.004641020047, 0.0092394091763, 1.1428234762, 1.8189894035e-12], [1, -2.599047577, 3.8728438256, 40, 170, 0.13094671359, 0.12180824052, -0.015357908214, 0, -3.8284465525, 2.3646862246e-11], [2, -5.8550148821, 5.9064495662, 34.117647059, 170, 0.13159552786, 0.12180824052, -0.03535283719, 0, -8.5553737547, 3.092281986e-11], [5, -14.984296579, 14.984296579, 26.470588235, 170, 0.099904165062, 0.16559204628, -0.095313637397, 0, -21.387273072, 4.3655745685e-11], [10, -28.275243944, 28.275243944, 10.588235294, 170, 0.098412271095, 0.22993453503, -0.19516840262, 0, -38.898673896, 7.3669070844e-11], [20, -48.948457357, 48.948457357, 0.58823529412, 170, 0.010801544607, 0.39697740507, -0.39457870536, 0, -63.088126448, 9.0949470177e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The strategy was long-only, meaning it only bought assets, and it bought at 15:30 open and sold at bar close. The results are based on full-capital compounded returns, not account returns. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs were frozen, and there was no selection, meaning no assets were chosen or rejected. The results are presented in a table with the following columns: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of the table are: [0,-0.68679424811,1.748141363,44.186046512,86,0.090965145766,0.086249154855,-0.0079451615572,0,-1.0163831506,7.2759576142e-12], [1,-2.3803748431,2.645183503,33.720930233,86,0.096393539167,0.091199787711,-0.027941572834,0,-3.5082145876,5.4569682106e-12], [2,-4.0450749445,4.0450749445,26.744186047,86,0.098817441782,0.10150990316,-0.047933985328,0,-5.9373162223,1.0913936421e-11], [5,-8.8707754814,8.8707754814,19.76744186,86,0.062013137379,0.14974675216,-0.10788723911,0,-12.86383636,0], [10,-16.380350335,16.380350335,3.488372093,86,0.12259334967,0.21966881484,-0.20772943701,0,-23.293256656,3.8198777474e-11], [20,-29.594003578,29.594003578,0,86,0,0.40711464278,-0.40711464278,0,-40.556589953,1.4551915228e-11].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent both = 6
Quant replication2026-09-07 08:14
A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. The drawdown calculation omits intrabar excursions. The costs are frozen and there is no selection. The columns in the results table are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the table are: [0, -0.16960129, 0.96936319885, 41.176470588, 51, 0.12302220864, 0.091585027603, -0.0032173420929, 0, -0.25130610502, 5.4569682106e-12], [1, -1.1826957922, 1.5645641766, 35.294117647, 51, 0.12240631514, 0.10264434283, -0.023214698839, 0, -1.7481616135, 3.6379788071e-12], [2, -2.1855092579, 2.2655344191, 29.411764706, 51, 0.12472934481, 0.11318197387, -0.043208056613, 0, -3.2225549163, 7.2759576142e-12], [5, -5.1333015359, 5.1333015359, 23.529411765, 51, 0.090715717326, 0.16281948739, -0.1031641451, 0, -7.5143071813, 2.0008883439e-11], [10, -9.8502005763, 9.8502005763, 5.8823529412, 51, 0.15981646044, 0.225687784, -0.20301106374, 0, -14.248468212, 3.2741809264e-11], [20, -18.592071887, 18.592071887, 1.9607843137, 51, 0.010801544607, 0.41066984166, -0.40240569683, 0, -26.281494415, 9.0949470177e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent r1 = 6
Quant replication2026-09-07 08:14
A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the results table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the table are: [0, 0.87110978317, 1.0639710562, 47.311827957, 93, 0.12161131701, 0.091292426472, 0.0094362263561, 0.019398331069, 1.2940009758, 1.0913936421e-11], [1, -0.98775185642, 1.5488816744, 37.634408602, 93, 0.13039152276, 0.095622823374, -0.01056366085, 0, -1.4607028558, 1.0913936421e-11], [2, -2.8123582401, 2.8123582401, 32.258064516, 93, 0.13030480072, 0.10716161967, -0.030559548579, 0, -4.1404921634, 7.2759576142e-12], [5, -8.086900576, 8.086900576, 25.806451613, 93, 0.096521267962, 0.15558217759, -0.090523223898, 0, -11.750470644, 2.7284841053e-11], [10, -16.249382349, 16.249382349, 8.6021505376, 93, 0.12937202357, 0.22047734662, -0.19038277714, 0, -23.115098403, 5.4569682106e-11], [20, -30.464081145, 30.464081145, 1.0752688172, 93, 0.010801544607, 0.3941570349, -0.38980264157, 0, -41.642276723, 0].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout pdt = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-11.771195011,12.800309946,45.518453427,569,0.16722654909,0.18128881418,-0.02169418232,0,-2.5030521892,1.0913936421e-11], [1,-21.261400673,21.298189303,40.949033392,569,0.16460670001,0.18474328683,-0.041687844067,0,-4.723150755,1.3642420527e-11], [2,-29.730805929,29.749588764,36.028119508,569,0.16600529751,0.189905461,-0.061677507582,0,-6.8926955681,5.8207660913e-11], [5,-50.054446355,50.054446355,26.362038664,569,0.15741752851,0.22151752234,-0.12162251772,0,-13.10938869,7.6397554949e-11], [10,-71.726261601,71.726261601,13.532513181,569,0.16834296856,0.28245532582,-0.22145098721,0,-22.561901735,7.68523023e-11], [20,-90.939423601,90.939423601,4.2179261863,569,0.19777040426,0.44804896143,-0.42080877729,0,-38.493886148,6.8212102633e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout always = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The return was compounded, meaning it was calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they did not change, and there was no selection, meaning no assets were chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-9.8607624101,13.593111552,48.514056225,1245,0.178498093,0.1851548964,-0.0079884866987,0,-2.0793844601,2.3646862246e-11], [1,-29.729255573,29.983941984,43.775100402,1245,0.1767343056,0.18737340535,-0.027984889311,0,-6.8922797748,5.638867151e-11], [2,-45.21833501,29.983941984,39.277108434,1245,0.1759392023,0.19281216916,-0.047977293143,0,-11.468616537,3.3651303966e-11], [5,-74.045226743,74.106501234,28.514056225,1245,0.17182831455,0.21951971938,-0.10793052095,0,-23.891717223,9.4587448984e-11], [10,-92.526560375,92.536744278,15.742971888,1245,0.17553292438,0.27939126243,-0.20777267559,0,-40.845239862,5.0249582273e-11], [20,-99.38037827,99.38037827,4.8192771084,1245,0.22417510667,0.43912401783,-0.40715779497,0,-64.264064866,1.7763568394e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 when the market opens and holds until the bar close. The results are based on full-capital compounding, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. The drawdown, or DD, only considers the lowest point of the investment, omitting any intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The results are presented in a table with the following columns: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of the table are: [0,-7.025678916,8.7912778332,48.071216617,674,0.1539149101,0.1641647223,-0.010529269679,0,-1.4636730465,1.0913936421e-11], [1,-18.750608046,18.78856978,43.026706231,674,0.15068327074,0.16737528432,-0.030525164185,0,-4.115872001,6.3664629124e-12], [2,-28.996914294,29.015893297,38.427299703,674,0.14769901811,0.17422299792,-0.050517060013,0,-6.696684511,3.6379788071e-11], [5,-52.614165984,52.614165984,26.409495549,674,0.14318986579,0.20149948251,-0.11046876442,0,-14.029760631,1.018634066e-10], [10,-75.84906187,75.84906187,13.798219585,674,0.13640885344,0.26580701014,-0.21030838208,0,-24.993328251,8.230927051e-11], [20,-93.726575116,93.726575116,3.2640949555,674,0.1874672275,0.42983785931,-0.40968843511,0,-42.904305312,7.9580786405e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout both = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 when the market opens until the bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or DD, does not include intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-2.8723624402,4.2787634858,47.237569061,362,0.16205052948,0.16068299389,-0.0077876472296,0,-0.58817059466,3.6379788071e-12], [1,-9.6558772964,10.07770943,41.988950276,362,0.16106149638,0.16447232396,-0.027784090006,0,-2.0343745094,5.4569682106e-12], [2,-15.965623079,16.123468131,37.569060773,362,0.1588048572,0.17209099949,-0.047776533993,0,-3.4595396295,0], [5,-32.371739047,32.371739047,26.519337017,362,0.15501722853,0.20255590715,-0.10772988222,0,-7.6118407307,6.1845639721e-11], [10,-52.911636816,52.911636816,13.812154696,362,0.15728378156,0.26604275326,-0.2075722374,0,-14.139273504,9.9134922493e-11], [20,-77.171140982,77.171140982,3.591160221,362,0.22581046911,0.43052792041,-0.40695775725,0,-25.843193327,1.3642420527e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout r1 = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. This is a calculation done on September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which is a measure of the biggest drop in value, and it omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, -9.1586401371, 12.407043056, 47.727272727, 704, 0.15902298966, 0.17215804878, -0.013360743294, 0, -1.9254771278, 1.8189894035e-12], [1, -21.08946938, 21.12633834, 43.181818182, 704, 0.1545577841, 0.17617060186, -0.033356071563, 0, -4.6810773203, 2.6375346351e-11], [2, -31.453339671, 31.471662077, 37.926136364, 704, 0.1548175622, 0.18053285949, -0.053347401266, 0, -7.3592534183, 5.3660187405e-11], [5, -55.069597909, 55.069597909, 27.130681818, 704, 0.1462171068, 0.20991977117, -0.11329740797, 0, -14.950687218, 7.8216544352e-11], [10, -77.777293763, 77.777293763, 13.778409091, 704, 0.14737258172, 0.27074401336, -0.21313419841, 0, -26.246029407, 8.0945028458e-11], [20, -94.563618097, 94.563618097, 3.5511363636, 704, 0.19105619433, 0.43473116803, -0.41250860545, 0, -44.535571076, 1.1368683772e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train pdt = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0,-4.6303064449,7.7052923864,47.727272727,572,0.1770642147,0.18249756804,-0.0076980184422,0,-0.95349669408,1.8189894035e-11], [1,-14.939663124,15.418910698,42.307692308,572,0.17824888408,0.17871961217,-0.027694479142,0,-3.2170399998,1.8189894035e-11], [2,-24.134589977,24.35228517,36.538461538,572,0.18490188101,0.18160171739,-0.04768694105,0,-5.4288537943,5.1841198001e-11], [5,-46.173773034,46.173773034,21.853146853,572,0.2269249566,0.20119887199,-0.10764034302,0,-11.76560566,7.5488060247e-11], [10,-69.620721278,69.620721278,11.363636364,572,0.29405991125,0.27178313371,-0.20748278769,0,-21.397444914,8.8675733423e-11], [20,-90.322921115,90.322921115,3.6713286713,572,0.57334706388,0.44422697365,-0.40686848626,0,-37.62161464,9.0949470177e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train always = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or peak to trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows are: [0, -3.6904167521, 13.517716699, 50.280673617, 1247, 0.18143525257, 0.1928909781, -0.0023569674364, 0, -0.75700741493, 3.6379788071e-11], [1, -24.949004074, 26.049163467, 45.068163593, 1247, 0.18113849942, 0.1893078737, -0.02235449624, 0, -5.6348988722, 3.1832314562e-11], [2, -41.5151453, 41.761694544, 39.534883721, 1247, 0.18504419135, 0.19102755279, -0.042348026038, 0, -10.273037152, 6.8212102633e-11], [5, -72.323939369, 72.374388831, 23.897353649, 1247, 0.22615286256, 0.20544512871, -0.10230463039, 0, -22.863906628, 9.0039975476e-11], [10, -92.046853627, 92.046853627, 13.231756215, 1247, 0.27328052575, 0.27465373352, -0.20215240811, 0, -40.046379515, 5.7411853049e-11], [20, -99.343238168, 99.343238168, 4.0898155573, 1247, 0.5202003382, 0.44085411118, -0.4015487568, 0, -63.781465977, 1.7053025658e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account return, which means the returns are calculated based on the total capital invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are selected or deselected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 6.551883278, 7.1886727419, 49.857142857, 700, 0.17547219787, 0.15987731307, 0.0096023332817, 0.010426682625, 1.2907276688, 1.6370904632e-11], [1, -7.3682427858, 14.238200416, 43.714285714, 700, 0.17848305585, 0.15709169059, -0.010397587143, 0, -1.5348209887, 9.0949470177e-12], [2, -19.469819072, 23.064017463, 38.428571429, 700, 0.18174378246, 0.16279474047, -0.030393508083, 0, -4.2815497578, 6.8212102633e-11], [5, -47.087901444, 47.133493054, 22.714285714, 700, 0.22462937271, 0.18293191933, -0.090357282996, 0, -12.070499042, 7.8216544352e-11], [10, -73.724632147, 73.724632147, 12, 700, 0.28381052963, 0.25485712006, -0.19021700209, 0, -23.669252063, 1.0822986951e-10], [20, -93.520579352, 93.520579352, 4, 700, 0.52020025259, 0.42754709151, -0.38963719775, 0, -42.478621779, 2.842170943e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train both = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or maximum loss, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 7.4116352335, 4.4673399361, 50.974930362, 359, 0.19155068213, 0.16277979207, 0.020560474035, 0.023283551133, 1.4553627032, 1.2732925825e-11], [1, -0.030162883427, 8.5608671158, 44.289693593, 359, 0.19867557276, 0.15694482019, 0.00055836220167, 0.00070260550141, -0.0060962000616, 9.0949470177e-12], [2, -6.9563710877, 13.644410244, 38.161559889, 359, 0.2089370666, 0.16037499221, -0.01943974971, 0, -1.4465028756, 7.0940586738e-11], [5, -24.986469477, 27.471563045, 21.727019499, 359, 0.28327134448, 0.18008323467, -0.079410094906, 0, -5.6444203851, 8.0945028458e-11], [10, -47.612477021, 47.612477021, 12.256267409, 359, 0.36481713788, 0.25528173134, -0.17928075572, 0, -12.247365871, 1.1732481653e-10], [20, -74.449215184, 74.449215184, 4.4568245125, 359, 0.69784756494, 0.42894182789, -0.37872280203, 0, -24.099386836, 6.8212102633e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train r1 = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-5.0368848705,9.4672119046,48.976608187,684,0.16632239853,0.17854565338,-0.0070306622621,0,-1.0389732669,1.0913936421e-11], [1,-17.178428378,17.288585927,42.98245614,684,0.16786708715,0.17394760773,-0.02702725642,0,-3.7373036409,1.4551915228e-11], [2,-27.767610488,27.767610488,37.134502924,684,0.17277120412,0.17684991733,-0.047019851759,0,-6.3620597427,8.5492501967e-11], [5,-52.082128255,52.082128255,21.929824561,684,0.2106765783,0.19620124716,-0.10697365386,0,-13.814671718,1.03682396e-10], [10,-75.820904431,75.820904431,11.111111111,684,0.27146272684,0.26660170135,-0.20681676489,0,-24.941050755,9.6861185739e-11], [20,-93.843628004,93.843628004,3.5087719298,684,0.51772571881,0.43980123101,-0.40620379418,0,-43.070062337,4.5474735089e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
QIM90708 actual ledger edge and censoring = 3
Quant replication2026-09-07 08:09
A fund manager calculated the results of a trading strategy using Python and exact trade data. The results showed that SNOW lost 5.392364%, DELL gained 7.939941%, and GTLB lost 5.130499%. The strategy had a win rate of 33.333%, with an average win of 7.939941% and an average loss of 5.261432%, resulting in a mean of -0.860974%. The total profit and loss was a loss of 1.046053 USD. A statistical measure called the Wilson 95% win interval was between 6.149 and 79.234%. The raw quarter Kelly, a measure of risk, was 0. All three market entries and all three operator liquidations were made, but there were no strategy stop or target exits. Since there were no reference quotes submitted, market slippage, which is the difference between expected and actual trade prices, cannot be estimated. These results are based on censored multiday data and do not represent the intended 4-6 week outcome or intraday edge.
query_trades fund=quant retrieved 2026-09-07
GME QIM90708 preliminary GME operating and investment baseline = 54.3333333333
Quant replication2026-09-07 08:08
A news scan found the preliminary operating results for GME, which is a company, for the quarter that ended on August 1, 2026. These unaudited results were retrieved and calculated on September 7. The sales for this quarter are expected to be between 780 million and 800 million dollars, compared to 972.2 million dollars in the previous period. The operating income is expected to be between 150 million and 170 million dollars, compared to 66.4 million dollars. The net income is expected to be between 290 million and 310 million dollars, compared to 168.6 million dollars. The midpoint of the sales estimate is 790 million dollars, which is a decrease of 18.741 percent. The operating margin, which is a measure of profitability, is 20.253 percent, compared to 6.830 percent. The company also reported a net gain of 238 million dollars from eBay, which is an online marketplace, but this includes a digital loss of 75 million dollars, resulting in a net gain of 163 million dollars. This represents 54.333 percent of the midpoint net income of 300 million dollars. The cash and securities held by the company are expected to be between 5050 million and 5070 million dollars, compared to 8694 million dollars, which is a decrease of 41.799 percent. The company's conversion of some of its assets into eBay equity partly explains this decrease. The company also owns 43.4 million shares of eBay, which were worth 4947 million dollars at the start of August, implying a value of 113.986 dollars per share, although this is not the current market quote. The complete results for September 8 must provide additional information.
https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx
QIM90708 hedging-demand paper mechanism and cost limitation = 62
Quant replication2026-09-07 08:07
A research paper published in 2021 by authors Baltussen, Da, Lammers, and Martens, who are affiliated with Robeco, was retrieved on September 7. The paper examines a sample of 17 equity, 16 bond, 21 commodity, and 8 currency futures from 1974 to May 2020. The authors found that a predictor based on the last half hour of trading before close is stronger than one based on the overnight period plus the first half hour of trading. They note that their main strategy does not include transaction costs, which may make it unprofitable for many investors. The authors also discuss how short-gamma hedging can provide a mechanism, but not proof, of current dealer positioning. This study uses a broader futures dataset, which is independent and not a repeat of identical ETF returns.
https://academicweb.nd.edu/~zda/intramom.pdf
QIM90708 next-two-session event classification
Quant replication2026-09-07 08:05
A news scan found the following information retrieved on September 7, 2026. The FDA has a public health meeting about opioids on September 9 from 12:30 to 16:30 ET, which is a meeting for public comments and policy, not a deadline for approving a drug. Also on September 9, there is a town hall meeting about biocompatibility from 13 to 14 ET, which is also not an approval, as seen on the FDA website at https://www.fda.gov/medical-devices/medical-devices-news-and-events/town-hall-biocompatibility-risk-assessment-09092026. This information is for a research calendar and does not allow for an unvalidated trade based on its results.
https://www.fda.gov/drugs/news-events-human-drugs/addressing-public-health-effects-opioid-medications-09092026
A news scan found the report retrieved on September 7, 2026. The issuer confirmed on April 10 that Pixclara has a PDUFA, which is a US Food and Drug Administration decision date, on September 11, which is outside the next two sessions. It is still possible that an early decision will be made, but no action will be taken. No new PDUFA date was found for September 8 or 9 that was confirmed by the issuer in this search, but this does not prove that none exists. This research is only for a calendar and does not authorize a trade that has not been validated.
https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/