SPY QR290706 swing/55/base/10bp/train = -13.668285906918376
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":50,"return_pct":-13.668285906918376,"drawdown":15.068276710086003,"win_rate":32,"average_win":0.9515904854276752,"average_loss":0.8717919777234024,"mean":-0.2883095895150576,"kelly":0,"median_days":1.0208333333333335,"worst_trade":-2.4039763429083982,"vbt_error":-2.4158453015843406e-13,"symbol":"SPY","mode":"swing","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/75/base/10bp/recent = 10.116514046614133
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":11,"return_pct":10.116514046614133,"drawdown":6.566367746238777,"win_rate":81.81818181818183,"average_win":1.2870963370166144,"average_loss":0.907865604726793,"mean":0.8880123476087222,"kelly":0.17248365993859158,"median_days":6,"worst_trade":-1.797301171955723,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"nextopen","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/75/base/10bp/holdout = 39.15360764415552
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":49,"return_pct":39.15360764415552,"drawdown":7.750782398584144,"win_rate":83.6734693877551,"average_win":1.251831725822838,"average_loss":2.188777111573201,"mean":0.6900996707377703,"kelly":0.13781797834772141,"median_days":5,"worst_trade":-5.606497085752837,"vbt_error":-2.5579538487363607e-13,"symbol":"SPY","mode":"nextopen","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/75/base/10bp/train = -16.037393639163
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":44,"return_pct":-16.037393639163,"drawdown":32.47156365269047,"win_rate":61.36363636363637,"average_win":0.9480395051867242,"average_loss":2.3306307707911067,"mean":-0.3187194650774378,"kelly":0,"median_days":5.5,"worst_trade":-22.67570559906531,"vbt_error":-7.105427357601002e-14,"symbol":"SPY","mode":"nextopen","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/20bp/recent = 7.638321665211101
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":11,"return_pct":7.638321665211101,"drawdown":6.566367746238788,"win_rate":72.72727272727273,"average_win":1.2202977364291767,"average_loss":0.7630070867455891,"mean":0.6793964210178769,"kelly":0.13918661010671055,"median_days":6,"worst_trade":-1.993510409426602,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/2bp/recent = 11.986323057294989
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":11,"return_pct":11.986323057294989,"drawdown":6.566367746238788,"win_rate":90.9090909090909,"average_win":1.3107502327837683,"average_loss":1.6400510710476435,"mean":1.0424955687990944,"kelly":0.19883566348583528,"median_days":6,"worst_trade":-1.6400510710476435,"vbt_error":7.105427357601002e-14,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/0bp/recent = 12.480148499661547
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":11,"return_pct":12.480148499661547,"drawdown":6.566367746238799,"win_rate":90.9090909090909,"average_win":1.351282638952791,"average_loss":1.6006992214996796,"mean":1.08292065163893,"kelly":0.20035050781052094,"median_days":6,"worst_trade":-1.6006992214996796,"vbt_error":-1.4210854715202004e-14,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/20bp/holdout = 21.509956478546655
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":21.509956478546655,"drawdown":7.84291644287608,"win_rate":76.92307692307693,"average_win":1.2033085556666823,"average_loss":1.7790993620918922,"mean":0.5150605746454728,"kelly":0.10700924800624147,"median_days":5,"worst_trade":-5.795095540276396,"vbt_error":-2.5579538487363607e-13,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/2bp/holdout = 39.82564557198365
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":39.82564557198365,"drawdown":7.676975646779194,"win_rate":82.05128205128204,"average_win":1.4848838057561382,"average_loss":1.8987381359700812,"mean":0.8775670469847655,"kelly":0.1477501208483258,"median_days":5,"worst_trade":-5.455346577309861,"vbt_error":-4.831690603168681e-13,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/0bp/holdout = 42.02402845368716
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":42.02402845368716,"drawdown":7.65851011867833,"win_rate":82.05128205128204,"average_win":1.5254858792871147,"average_loss":1.8594897819461584,"mean":0.917926145219604,"kelly":0.1504317669673492,"median_days":5,"worst_trade":-5.417521151233828,"vbt_error":0,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/20bp/train = -23.750056823714228
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":-23.750056823714228,"drawdown":36.18843339950565,"win_rate":51.28205128205128,"average_win":0.9394596036140114,"average_loss":2.2331691861100724,"mean":-0.606180063174645,"kelly":0,"median_days":6,"worst_trade":-22.830199732357404,"vbt_error":-1.4210854715202004e-14,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/2bp/train = -12.256593299548902
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":-12.256593299548902,"drawdown":31.554653339723558,"win_rate":61.53846153846154,"average_win":1.1267992695336257,"average_loss":2.446943897044276,"mean":-0.24771733299633647,"kelly":0,"median_days":6,"worst_trade":-22.551887687314398,"vbt_error":-2.5579538487363607e-13,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/65/base/0bp/train = -10.877063797049203
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":39,"return_pct":-10.877063797049203,"drawdown":31.212369533323383,"win_rate":64.1025641025641,"average_win":1.1209645493211706,"average_loss":2.5806173454620964,"mean":-0.20780843854974573,"kelly":0,"median_days":6,"worst_trade":-22.520902245610852,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/55/base/10bp/recent = 6.838101770943661
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":8,"return_pct":6.838101770943661,"drawdown":5.6716102196055935,"win_rate":87.5,"average_win":1.3208220425315507,"average_loss":2.495948822420424,"mean":0.8437256844125538,"kelly":0.15969707826715035,"median_days":5.5,"worst_trade":-2.495948822420424,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/55/base/10bp/holdout = 25.192351759718214
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":34,"return_pct":25.192351759718214,"drawdown":7.750782398584111,"win_rate":76.47058823529412,"average_win":1.4451904941024944,"average_loss":1.811084459865471,"mean":0.679008151992385,"kelly":0.11745997409394611,"median_days":5.5,"worst_trade":-5.606497085752837,"vbt_error":-1.1368683772161603e-13,"symbol":"SPY","mode":"nextopen","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 nextopen/55/base/10bp/train = -18.30183915391097
Quant replication 2026-09-07 06:16
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":32,"return_pct":-18.30183915391097,"drawdown":33.69031809939844,"win_rate":59.375,"average_win":1.0264731850335578,"average_loss":2.7949025365114273,"mean":-0.5259607018440925,"kelly":0,"median_days":6,"worst_trade":-22.67570559906531,"vbt_error":-1.5631940186722204e-13,"symbol":"SPY","mode":"nextopen","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM Daily versus first intraday open discrepancy = 290.0018412815
Quant replication 2026-09-07 06:15
A news scan found the headline about a discrepancy in the IWM daily open on September 7, 2026, compared to the first intraday open. On March 16, 2020, the daily open was 108.62, but the first 15-minute open at 09:30 was 105.47, which is a difference of -3.15, or -0.00184 basis points, which is a measure of the difference in price. No trades were made on this date in any of the tested variants, and this discrepancy was not automatically fixed. The next largest discrepancies were on November 9, 2020, with -22.65 basis points, December 16, 2022, with +12.08 basis points, March 5, 2018, with +7.90 basis points, and June 5, 2020, with +6.62 basis points, but none of these led to trades. The issue with the difference between the source condition and the auction is still unresolved. The SIPOHLC, which stands for a type of financial data, is not guaranteed to be official auction or tradeable quotes, which limits the ability to replicate the results and is not a reason to choose certain parameters. The data is stored in a file called open_outliers.json.
https://runway.adityaperswal.workers.dev/data/stock-bars
More Own closed record edge audit = 0
Quant replication 2026-09-07 06:11
RecalculatedSep7 2026:3operator-liquidatedPEADtrades(SNOW/DELL/GTLB),win33.3333%,avgwin7.939941%,avgloss5.261432%,mean-0.860974%,realizedPnL-1.046053USD,quarterKelly0. Returns[-5.392364,+7.939941,-5.130499]%. NotR2calibration. Tradehistoryhasnosynchronousdecisionquote,soexecution/slippagebyorder/sessioncannotbeestimated;all3operatorliquidationsneitherstopnortarget. Noawaitinglessons.
query_trades fund=quant Sep7 2026; tradeIDs9,7,1
More Quant off-run operational coverage = 0
Quant replication 2026-09-07 06:10
Noopen/pendingtradesverifiedlive. Fourquantmonitors46/47/48/42future,noduebefore08UTCresearch. Job35actual05:15outputcontains3JSONissuerlinesINBX/TYRA/IRD;firstmatchinglinkonly,notproofnonews.11runsleft,next09:15. Job8next07:01before08UTCresearch;job15nextSep8 02:30. NopositionR/target/horizonreviewapplicable. NoorderormonitorneededforunvalidatedR2rule;existingcoveragepreserved.
query_trades fund=quant; list_jobs/list_monitors fund=quant Sep7 2026 06:05–06:08UTC
More TLT QR290706 daily sameclose recent = -0.9483239695373236
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":3,"return_pct":-0.9483239695373236,"drawdown":4.0335406747949225,"win_rate":66.66666666666666,"average_win":0.7703203209326492,"average_loss":2.45679009025932,"mean":-0.3053831494646738,"kelly":0,"median_days":5,"worst_trade":-2.45679009025932,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 daily sameclose holdout = -9.978737627093048
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":20,"return_pct":-9.978737627093048,"drawdown":16.547027562090232,"win_rate":50,"average_win":0.9681886331527001,"average_loss":1.9753571100405931,"mean":-0.5035842384439465,"kelly":0,"median_days":7.5,"worst_trade":-5.721508546248333,"vbt_error":-1.5631940186722204e-13,"symbol":"TLT","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 daily sameclose train = 5.657523762471417
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":31,"return_pct":5.657523762471417,"drawdown":6.3131524793855975,"win_rate":51.61290322580645,"average_win":1.2720784427088128,"average_loss":0.9723888258571097,"mean":0.18604589340272126,"kelly":0.03656336888441958,"median_days":7,"worst_trade":-2.3012994097463157,"vbt_error":1.4210854715202004e-14,"symbol":"TLT","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 daily nextopen recent = -1.3317974452722758
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":3,"return_pct":-1.3317974452722758,"drawdown":4.02569101961231,"win_rate":33.33333333333333,"average_win":0.9141474341153977,"average_loss":1.1130221796852413,"mean":-0.4372989750850283,"kelly":0,"median_days":3,"worst_trade":-2.205882735475273,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 daily nextopen holdout = -8.788901137772175
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":20,"return_pct":-8.788901137772175,"drawdown":13.211481425837446,"win_rate":55.00000000000001,"average_win":0.6820674218991574,"average_loss":1.8215120697443368,"mean":-0.44454334934041495,"kelly":0,"median_days":7.5,"worst_trade":-5.272528748719929,"vbt_error":-9.947598300641403e-14,"symbol":"TLT","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 daily nextopen train = 8.272745881807708
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":31,"return_pct":8.272745881807708,"drawdown":7.084627160521794,"win_rate":54.83870967741935,"average_win":1.1059742643692994,"average_loss":0.7571669918562872,"mean":0.2645556325254861,"kelly":0.05980148929513142,"median_days":7,"worst_trade":-2.30449711384908,"vbt_error":-2.1316282072803006e-13,"symbol":"TLT","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More