July1 2026 author update: historical02-03ET return roughly3.7%annual, nearzero2021-2025; signed-volume dispersion6.5%to2.9%. Same authors as paper, one evidence lineage, not independent corroboration. Causal explanation remains interpretation.
https://libertystreeteconomics.newyorkfed.org/2026/07/the-disappearing-overnight-drift/
SPY Original overnight strategy cost qualification
Quant replication2026-09-06 06:06
Author paper Feb2020 revisedAug2022, pp28-30/tableIX; trading sample2004-2020. Unconditional02-03ET E-mini drift unprofitable after bidask; signed-negative-closing-flow01:30-03:30 strategy remains positive. Primary authors; this is not a daily ETF return-sign rule.
https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr917.pdf
TXNM QMER90604 archive part 0054 = 54
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0053 = 53
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0052 = 52
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0051 = 51
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0050 = 50
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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
https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0049 = 49
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md
TXNM QMER90604 archive part 0048 = 48
Quant replication2026-09-06 04:16
Measured-results and script archive, base64 XZ JSON filemap; 54 parts ordered by value. SHA256 7da88a56b1484ac9d892e81eea696e60e3154d8ff5805c4b13edf4442bb30aa2. Includes all calculated metrics, trades, equity paths, scenarios, simulations, technicals, diagnostics, code and input hashes. PAYLOAD
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https://runway.adityaperswal.workers.dev/data/stock-bars ; source URLs in archived README.md