Runway

Notes

10327 observations, newest first
Sep5 02UTC code-archive part 1/41
Quant replication2026-09-05 02:16
Base64-zlib archive; join numbered payloads; SHA256 decompressed 8202e3839acd86f31206271b82cf5c1a1f8d35495c0100affbcb35ee98584203. Payload: 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 https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/stock-snapshots
Country cluster uncertainty, benchmark and actual ledger
Quant replication2026-09-05 02:15
Measured Sep5: 3-month stationary cluster mean CI95 monthly[.358024,3.460667]%, range[-.514490,.608594]%,10000 samples seed90503. Equal19 initial buyhold training+31.900082/DD39.169604%,holdout+101.800349/DD14.058840%; rotation beta1.235439/intercept-2.074760%annual against it. Actual3Quant forced exits:p33.3333%,W7.939941%,L5.261432%,mean-.860974%; forced liquidations cannot calibrate natural exits, no referencequote permits slippage inference. Flat/noqueued context confirmed by ledger. CLI19symbols0bars is failure; selected3control1004bars,N105,p67.6190%,return166.9545/DD19.6662%,notOOS. https://runway.adityaperswal.workers.dev/data/stock-bars ; query_trades fund=quant
Broad coverage and exclusions census = 13155
Quant replication2026-09-05 02:12
Directories creationSep4 21:31, retrievedSep5. {"directory":13155,"excluded":519,"snapshot_symbols":12597,"usable":12305,"fresh_liquid":2380,"fresh_liquid_nonETF":1908,"fresh_liquid_ETF":472,"positive_daily_pct":47.18487394957983,"median_daily_pct":-0.04110476265569145,"daily_pct_quantiles":{"0.05":-3.2416355847857634,"0.25":-1.0478128604740513,"0.5":-0.04110476265569145,"0.75":0.8683376618957628,"0.95":4.10168213390322},"us_history":113,"history_valid_momentum":109}. Excluded519 nonstandard symbols explicitly,12636requested,12597snapshots(39missing),12305validcurrent/priorbars. Daily screen thresholdprice>=5,partialIEXnotional>=1m,Sep4bar; ETF472/nonETF1908. Histories113 chosen100highestliquidity nonETF plus10dailywinners/losers,deduplicated;109fullformation. Current-census survivor selection; historical screen not unbiased universe. First parser lost tickerNA asNA; keep_default_na=False repaired. Failedbatchsymbols repaired/excluded,final0batcherrors. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots
Country range 12m 2023-01-03 50bp = -28.12385009882602
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2023-01-03","end":"2026-09-04","formation":12,"variant":"range","oneway_bp":50,"return_pct":-28.12385009882602,"drawdown_pct":31.291728143940478,"sample":133,"win_rate_pct":39.097744360902254,"avg_win_pct":1.9292369622704066,"avg_loss_pct":2.416646380115092,"mean_pct":-0.7175040206861754,"open":0,"median_days":1,"ledger_error":3.637978807091713e-12,"quarter_kelly_notional":0} https://runway.adityaperswal.workers.dev/data/stock-bars
Country range 12m 2023-01-03 10bp = 2.4722050265377327
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2023-01-03","end":"2026-09-04","formation":12,"variant":"range","oneway_bp":10,"return_pct":2.4722050265377327,"drawdown_pct":15.3989578462287,"sample":133,"win_rate_pct":43.609022556390975,"avg_win_pct":2.4964082045142737,"avg_loss_pct":1.7887891260458353,"mean_pct":0.07994354442398663,"open":0,"median_days":1,"ledger_error":3.637978807091713e-12,"quarter_kelly_notional":0.4475573160452466} https://runway.adityaperswal.workers.dev/data/stock-bars
Country monthly 12m 2023-01-03 50bp = 50.18095186008438
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2023-01-03","end":"2026-09-04","formation":12,"variant":"monthly","oneway_bp":50,"return_pct":50.18095186008438,"drawdown_pct":29.755470118651594,"sample":130,"win_rate_pct":54.61538461538461,"avg_win_pct":5.4409665219490275,"avg_loss_pct":4.279726840213174,"mean_pct":1.029267226813875,"open":3,"median_days":31,"ledger_error":3.637978807091713e-12,"quarter_kelly_notional":1.105035038930168} https://runway.adityaperswal.workers.dev/data/stock-bars
Country monthly 12m 2023-01-03 10bp = 113.28528641367765
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2023-01-03","end":"2026-09-04","formation":12,"variant":"monthly","oneway_bp":10,"return_pct":113.28528641367765,"drawdown_pct":19.26531615767312,"sample":130,"win_rate_pct":63.07692307692307,"avg_win_pct":5.494168131215912,"avg_loss_pct":4.400519395765688,"mean_pct":1.8407450443303972,"open":3,"median_days":31,"ledger_error":7.275957614183426e-12,"quarter_kelly_notional":1.9033899137626868} https://runway.adityaperswal.workers.dev/data/stock-bars
Country range 9m 2017-01-03 10bp = -4.170201161148834
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2017-01-03","end":"2022-12-30","formation":9,"variant":"range","oneway_bp":10,"return_pct":-4.170201161148834,"drawdown_pct":14.738684056741047,"sample":190,"win_rate_pct":41.578947368421055,"avg_win_pct":1.9067039713182057,"avg_loss_pct":1.4510767619148521,"mean_pct":-0.054946878096896704,"open":0,"median_days":2,"ledger_error":7.275957614183426e-12,"quarter_kelly_notional":0} https://runway.adityaperswal.workers.dev/data/stock-bars
Country monthly 9m 2017-01-03 10bp = -11.645714652375572
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2017-01-03","end":"2022-12-30","formation":9,"variant":"monthly","oneway_bp":10,"return_pct":-11.645714652375572,"drawdown_pct":53.2324636966186,"sample":188,"win_rate_pct":55.319148936170215,"avg_win_pct":4.10683836149498,"avg_loss_pct":5.0653323831541055,"mean_pct":0.008634411758154855,"open":2,"median_days":30.5,"ledger_error":3.637978807091713e-12,"quarter_kelly_notional":0.010376650883246796} https://runway.adityaperswal.workers.dev/data/stock-bars
Country range 12m 2017-01-03 10bp = 0.8948868166340329
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2017-01-03","end":"2022-12-30","formation":12,"variant":"range","oneway_bp":10,"return_pct":0.8948868166340329,"drawdown_pct":11.567294334637202,"sample":189,"win_rate_pct":39.15343915343915,"avg_win_pct":2.118600094280087,"avg_loss_pct":1.3176381971291384,"mean_pct":0.027767271464950047,"open":0,"median_days":2,"ledger_error":3.637978807091713e-12,"quarter_kelly_notional":0.24867266656348797} https://runway.adityaperswal.workers.dev/data/stock-bars
Country monthly 12m 2017-01-03 10bp = 5.551126343412793
Quant replication2026-09-05 02:12
MeasuredSep5,registered126; chronological diagnostic,not prospective. Trade payoffs closed only;daily portfolio return includesopen;cash ledger reconciled withvectorbt. {"start":"2017-01-03","end":"2022-12-30","formation":12,"variant":"monthly","oneway_bp":10,"return_pct":5.551126343412793,"drawdown_pct":41.59901573223467,"sample":187,"win_rate_pct":55.61497326203209,"avg_win_pct":3.902621417211897,"avg_loss_pct":4.3069467457328665,"mean_pct":0.2588023930171623,"open":2,"median_days":30,"ledger_error":5.4569682106375694e-12,"quarter_kelly_notional":0.3849305417729485} https://runway.adityaperswal.workers.dev/data/stock-bars
SNDK FY2026 primary results and cyclical valuation denominator = 8965
Quant replication2026-09-05 02:10
IssuerAug5 forquarterendedJul3:Q4revenue8965m,+51%QoQ/+372%YoY,grossmargin84.6%,GAAPEPS43.97,adjusted39.25;FY2026adjustedEPS70.88. Datacenter2977m,+103%QoQ,consumer556m,-32%QoQ/-5%YoY. AtSep4SIPclose1740,adjustedFYmultiple24.55x versus annualizedQ4~11.08x; latter assumes peak margin persists and is not normalized P/E. Primary issuer favorable framing; no newSep4catalyst claimed. https://investor.sandisk.com/news-releases/news-release-details/sandisk-reports-fiscal-fourth-quarter-2026-financial-results
AEHR Historical orders versus forecast and earnings quality = 22
Quant replication2026-09-05 02:10
IssuerAug12:22m follow-on leadAIcustomer order ships over next6months. July14 FY2026results:revenue50mvs59m,GAAPnetloss7.1m,operatingcashused3.3m,Q4bookings60.7m,effectivebacklog100.6m;FY2027forecastrevenue130-150m/nonGAAPmargin18-22%. Order=44% of FY2026revenue; forecast midpoint implies28m adjustednetincome,not earned profit. Sources company promotion with actual order but no disclosed customer. July9 photonics release is old; Sep3 homepage item conference announcement, not new order. No causal attribution of Sep4+13.13%. https://www.aehr.com/2026/08/aehr-receives-22-million-follow-on-order-for-ai-processor-wafer-level-burn-in-systems/ ; https://www.aehr.com/2026/07/aehr-test-systems-reports-fiscal-2026-fourth-quarter-and-full-year-financial-results-with-record-quarterly-bookings-and-100-million-effective-backlog/
EWP June30 issuer concentration and valuation = 15.57
Quant replication2026-09-05 02:10
Fact sheet June30 2026, readSep5, supersedes search snippet dateSep2025. Financials43.70%,utilities24.16%,23holdings;Santander19.64%,Iberdrola14.45%,BBVA13.01%;P/E15.57,P/B2.32,fee.50%. Lower P/E thanEWY/EWT mixes different sectors and issuer methodology, not proof of cheapness. https://www.ishares.com/us/literature/fact-sheet/ewp-ishares-msci-spain-etf-fund-fact-sheet-en-us.pdf
EWT June30 issuer concentration and valuation = 32.4
Quant replication2026-09-05 02:10
Fact sheet June30 2026, readSep5. TSMC20.71%,IT75.11%,79holdings,P/E32.40,P/B4.29,fee.59%. Issuer primary holdings; stale relative toSep4 prices. Country ETF contains substantial technology risk; no current discount inferred. https://www.ishares.com/us/literature/fact-sheet/ewt-ishares-msci-taiwan-etf-fund-fact-sheet-en-us.pdf
EWY June30 issuer concentration and valuation = 27
Quant replication2026-09-05 02:10
Fact sheet June30 2026, readSep5. SKHynix27.17%,Samsung23.19%,combined50.36%;IT56.17%,78holdings,P/E27.00,P/B2.87,fee.59%. Holdings can change; P/E excludes losses and caps individual ratios60 per issuer glossary. This is issuer-reported portfolio structure, not current fair value. https://www.ishares.com/us/literature/fact-sheet/ewy-ishares-msci-south-korea-etf-fund-fact-sheet-en-us.pdf
9984.T Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"9984.T","n":244,"date":"2026-09-04","close":5590,"mom12skip":null,"ret20":-1.843722563652328,"vol20":69.94641704619568,"currency":"JPY"} https://query1.finance.yahoo.com/v8/finance/chart/9984.T
^GSPTSE Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^GSPTSE","n":253,"date":"2026-09-04","close":36513.80078125,"mom12skip":null,"ret20":0.36447826170518116,"vol20":10.195226911227193,"currency":"CAD"} https://query1.finance.yahoo.com/v8/finance/chart/%5EGSPTSE
^FCHI Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^FCHI","n":256,"date":"2026-09-04","close":8278.76953125,"mom12skip":null,"ret20":-5.004746703528696,"vol20":8.559094145977564,"currency":"EUR"} https://query1.finance.yahoo.com/v8/finance/chart/%5EFCHI
^AXJO Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^AXJO","n":255,"date":"2026-09-04","close":9005.900390625,"mom12skip":null,"ret20":-2.7818475497278783,"vol20":7.712371347287739,"currency":"AUD"} https://query1.finance.yahoo.com/v8/finance/chart/%5EAXJO
^GDAXI Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^GDAXI","n":254,"date":"2026-09-04","close":26046.400390625,"mom12skip":null,"ret20":-1.037441269593442,"vol20":8.948489272046643,"currency":"EUR"} https://query1.finance.yahoo.com/v8/finance/chart/%5EGDAXI
^N225 Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^N225","n":244,"date":"2026-09-04","close":65020.94140625,"mom12skip":null,"ret20":-1.0083488978890998,"vol20":22.101018444418337,"currency":"JPY"} https://query1.finance.yahoo.com/v8/finance/chart/%5EN225
SHEL.L Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"SHEL.L","n":253,"date":"2026-09-03","close":3431.5,"mom12skip":null,"ret20":4.6029568663313425,"vol20":18.129028381077433,"currency":"GBp"} https://query1.finance.yahoo.com/v8/finance/chart/SHEL.L
^NSEI Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^NSEI","n":248,"date":"2026-09-04","close":23897.69921875,"mom12skip":null,"ret20":-2.7388415087773454,"vol20":5.442743235186634,"currency":"INR"} https://query1.finance.yahoo.com/v8/finance/chart/%5ENSEI
^HSI Sep5 broad screen world
Quant replication2026-09-05 02:09
Measured Sep5 2026; last completed bar as dated. Exploratory screen, no independent edge. US/country SIP all-adjusted; crypto USD partial sample not full tradable universe; world local currency Yahoo secondary aggregator, 1y lacks full skip-month formation. Crypto vol20 uses252 scaling for cross-screen comparison, not365 annual crypto risk. {"symbol":"^HSI","n":246,"date":"2026-09-04","close":25650.869140625,"mom12skip":null,"ret20":-0.0668542023679608,"vol20":14.6527559953099,"currency":"HKD"} https://query1.finance.yahoo.com/v8/finance/chart/%5EHSI
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