Runway

Notes

10327 observations, newest first
XLF QGAP91008 recent gap1.0 cost16 XLF measured backtest = 0.10960385244591642
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"XLF","return":0.10960385244591642,"drawdown":1.826135795539352,"win_rate":33.33333333333333,"avg_win":1.7317564419751186,"avg_loss":0.7980229317845644,"mean":0.04523685946866325,"n":3,"quarterKelly":0.006530488117755917,"target":0,"stop":1,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 recent gap1.0 cost16 GLD measured backtest = -8.462809493476964
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"GLD","return":-8.462809493476964,"drawdown":8.659117998291233,"win_rate":40.0,"avg_win":0.5771944299089338,"avg_loss":1.1092746591778537,"mean":-0.4346870235431388,"n":20,"quarterKelly":0,"target":0,"stop":4,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 recent gap1.0 cost16 TLT measured backtest = -4.100262677594769
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"TLT","return":-4.100262677594769,"drawdown":4.494092915553438,"win_rate":14.285714285714285,"avg_win":0.2568484446742292,"avg_loss":0.39053892314901784,"mean":-0.2980550134599826,"n":14,"quarterKelly":0,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap1.0 cost16 EEM measured backtest = -4.294495120369923
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"EEM","return":-4.294495120369923,"drawdown":6.9720535527181715,"win_rate":42.10526315789473,"avg_win":0.9679661701356201,"avg_loss":1.0907016538915963,"mean":-0.22389414903803154,"n":19,"quarterKelly":0,"target":1,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap1.0 cost16 EFA measured backtest = 0.27314766830599524
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"EFA","return":0.27314766830599524,"drawdown":3.8563735336709315,"win_rate":37.5,"avg_win":1.0694941499474329,"avg_loss":0.6075009072239101,"mean":0.021372239215343425,"n":16,"quarterKelly":0.004995875670847277,"target":2,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap1.0 cost16 IWM measured backtest = 0.8435386309695758
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"IWM","return":0.8435386309695758,"drawdown":1.7072052046652408,"win_rate":33.33333333333333,"avg_win":1.6984625010147303,"avg_loss":0.4210190641758871,"mean":0.28547479088765204,"n":3,"quarterKelly":0.04201958988159847,"target":0,"stop":0,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap1.0 cost16 QQQ measured backtest = 0.02771052088517134
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"QQQ","return":0.02771052088517134,"drawdown":3.0531377094180856,"win_rate":50.0,"avg_win":0.9025366972211624,"avg_loss":0.8845052045463375,"mean":0.009015746337412422,"n":8,"quarterKelly":0.002497335112569707,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap1.0 cost16 SPY measured backtest = -1.8318170272861756
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":16,"s":"SPY","return":-1.8318170272861756,"drawdown":2.426131980199786,"win_rate":28.57142857142857,"avg_win":0.5775603255416484,"avg_loss":0.5970255231651844,"mean":-0.26142956639180365,"n":7,"quarterKelly":0,"target":0,"stop":1,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 recent gap1.0 cost6 PORT measured backtest = 0.034780532156686306
Quant replication2026-09-10 08:23
{"phase":"recent","k":1.0,"cost":6,"s":"PORT","return":0.034780532156686306,"drawdown":2.1908923938321,"daily_close_drawdown":1.589330315451698,"win_rate":45.55555555555556,"avg_win":0.8489516511118187,"avg_loss":0.7013959099296777,"mean":0.004873534544781701,"n":90,"days":172,"signal_days":43,"quarterKelly":0.0014351625732746814}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 recent gap1.0 cost6 XLF measured backtest = 0.7120677124174968
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"XLF","return":0.7120677124174968,"drawdown":1.629591375301942,"win_rate":66.66666666666666,"avg_win":1.01732556713936,"avg_loss":1.2980678113167499,"mean":0.24552777432065667,"n":3,"quarterKelly":0.06033657814456131,"target":0,"stop":1,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 recent gap1.0 cost6 GLD measured backtest = -4.727101753011443
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"GLD","return":-4.727101753011443,"drawdown":5.528416468301067,"win_rate":50.0,"avg_win":0.6561222617675799,"avg_loss":1.126836097741738,"mean":-0.23535691798707903,"n":20,"quarterKelly":0,"target":0,"stop":4,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 recent gap1.0 cost6 TLT measured backtest = -1.3771210089252195
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"TLT","return":-1.3771210089252195,"drawdown":1.978373977186354,"win_rate":35.714285714285715,"avg_win":0.2038304479278974,"avg_loss":0.2663857135123577,"mean":-0.09845137014083802,"n":14,"quarterKelly":0,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap1.0 cost6 EEM measured backtest = -0.5876988306438791
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"EEM","return":-0.5876988306438791,"drawdown":4.839403032664769,"win_rate":47.368421052631575,"avg_win":1.0576653197855328,"avg_loss":0.9977686550828979,"mean":-0.02414203540837808,"n":19,"quarterKelly":0,"target":1,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap1.0 cost6 EFA measured backtest = 3.5337838687472978
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"EFA","return":3.5337838687472978,"drawdown":3.0268884403284124,"win_rate":43.75,"avg_win":1.1041618246370812,"avg_loss":0.4648096378040756,"mean":0.2216153770139305,"n":16,"quarterKelly":0.050177286532880186,"target":2,"stop":3,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap1.0 cost6 IWM measured backtest = 1.4504193416989608
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"IWM","return":1.4504193416989608,"drawdown":1.5104226849679159,"win_rate":33.33333333333333,"avg_win":1.9020631793956966,"avg_loss":0.22166159531725738,"mean":0.4862466629203939,"n":3,"quarterKelly":0.06391042476765665,"target":0,"stop":0,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap1.0 cost6 QQQ measured backtest = 1.6410277575488186
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"QQQ","return":1.6410277575488186,"drawdown":2.5547692820627743,"win_rate":50.0,"avg_win":1.1045439293531856,"avg_loss":0.6860756365652726,"mean":0.2092341463939565,"n":8,"quarterKelly":0.047357588239266044,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 recent gap1.0 cost6 SPY measured backtest = -0.4477954207017354
Quant replication2026-09-10 08:22
{"phase":"recent","k":1.0,"cost":6,"s":"SPY","return":-0.4477954207017354,"drawdown":1.7312337552572332,"win_rate":42.857142857142854,"avg_win":0.5412107188842514,"avg_loss":0.5139750870618992,"mean":-0.06175259879926319,"n":7,"quarterKelly":0,"target":0,"stop":1,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 recent gap0.5 cost16 PORT measured backtest = -7.92212822904207
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"PORT","return":-7.92212822904207,"drawdown":7.9421037043789555,"daily_close_drawdown":7.92212822904207,"win_rate":35.13513513513514,"avg_win":0.7036986980484246,"avg_loss":0.770646033629221,"mean":-0.25263301979653474,"n":259,"days":172,"signal_days":94,"quarterKelly":0}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 recent gap0.5 cost16 XLF measured backtest = -1.6856660970831383
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"XLF","return":-1.6856660970831383,"drawdown":4.095227008150926,"win_rate":33.33333333333333,"avg_win":0.8862207343014841,"avg_loss":0.5597591529524056,"mean":-0.07776585720110905,"n":21,"quarterKelly":0,"target":0,"stop":1,"partial":2}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 recent gap0.5 cost16 GLD measured backtest = -16.163561054288035
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"GLD","return":-16.163561054288035,"drawdown":16.473028386897425,"win_rate":34.883720930232556,"avg_win":0.5394271807704346,"avg_loss":0.9101590016435814,"mean":-0.40448940312706416,"n":43,"quarterKelly":0,"target":0,"stop":5,"partial":1}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 recent gap0.5 cost16 TLT measured backtest = -13.87767956221978
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"TLT","return":-13.87767956221978,"drawdown":13.882466492272105,"win_rate":18.181818181818183,"avg_win":0.2691268556489157,"avg_loss":0.473193303531352,"mean":-0.33822600186221247,"n":44,"quarterKelly":0,"target":2,"stop":6,"partial":6}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 recent gap0.5 cost16 EEM measured backtest = -7.667428284712874
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"EEM","return":-7.667428284712874,"drawdown":10.537229048303098,"win_rate":43.58974358974359,"avg_win":0.9108149215366558,"avg_loss":1.0533776694117698,"mean":-0.19719115540860988,"n":39,"quarterKelly":0,"target":2,"stop":5,"partial":5}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 recent gap0.5 cost16 EFA measured backtest = -7.873485334980845
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"EFA","return":-7.873485334980845,"drawdown":9.226649238397155,"win_rate":40.476190476190474,"avg_win":0.6534101352624098,"avg_loss":0.76570697867548,"mean":-0.19130243255776272,"n":42,"quarterKelly":0,"target":3,"stop":9,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 recent gap0.5 cost16 IWM measured backtest = -1.7014688334858308
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"IWM","return":-1.7014688334858308,"drawdown":5.0737580124643795,"win_rate":40.909090909090914,"avg_win":1.0897770974861962,"avg_loss":0.873995536398073,"mean":-0.0706340043545084,"n":22,"quarterKelly":0,"target":1,"stop":2,"partial":4}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 recent gap0.5 cost16 QQQ measured backtest = -9.442288869298832
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"QQQ","return":-9.442288869298832,"drawdown":10.020760248120709,"win_rate":40.0,"avg_win":0.6664951202999387,"avg_loss":0.9858887728055389,"mean":-0.3249352155633478,"n":30,"quarterKelly":0,"target":0,"stop":4,"partial":3}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
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