Runway

Notes

10327 observations, newest first
SPY QGAP91008 recent gap0.5 cost16 SPY measured backtest = -4.450972986629987
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":16,"s":"SPY","return":-4.450972986629987,"drawdown":4.749676605263897,"win_rate":33.33333333333333,"avg_win":0.5318087564982088,"avg_loss":0.6406309548004928,"mean":-0.24981771770092556,"n":18,"quarterKelly":0,"target":1,"stop":2,"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 cost6 PORT measured backtest = -1.7704022531129349
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"PORT","return":-1.7704022531129349,"drawdown":4.245519669257069,"daily_close_drawdown":4.200235967241195,"win_rate":43.62934362934363,"avg_win":0.7491102996723451,"avg_loss":0.6737021932059952,"mean":-0.05293844148687376,"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 cost6 XLF measured backtest = 2.531480674599962
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"XLF","return":2.531480674599962,"drawdown":3.300328813187081,"win_rate":47.61904761904761,"avg_win":0.7908894894333617,"avg_loss":0.48554908844846095,"mean":0.12227880578097845,"n":21,"quarterKelly":0.03865230459333385,"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 cost6 GLD measured backtest = -8.634509782166566
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"GLD","return":-8.634509782166566,"drawdown":9.118210972010365,"win_rate":48.837209302325576,"avg_win":0.5695628091633249,"avg_loss":0.9445485995945767,"mean":-0.20509884182908986,"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 cost6 TLT measured backtest = -5.955440074843732
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"TLT","return":-5.955440074843732,"drawdown":7.097706037141749,"win_rate":34.090909090909086,"avg_win":0.28235629397763845,"avg_loss":0.3564919577165889,"mean":-0.1387027810026478,"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 cost6 EEM measured backtest = -0.1771561502804775
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"EEM","return":-0.1771561502804775,"drawdown":6.1916400966940515,"win_rate":46.15384615384615,"avg_win":1.0598006163112659,"avg_loss":0.9035451810950218,"mean":0.002614417707880179,"n":39,"quarterKelly":0.0006167239544028619,"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 cost6 EFA measured backtest = 0.19946835374169414
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"EFA","return":0.19946835374169414,"drawdown":5.048446585582966,"win_rate":45.23809523809524,"avg_win":0.7801950106960376,"avg_loss":0.6289599196312667,"mean":0.00851492980251376,"n":42,"quarterKelly":0.0027284620145536786,"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 cost6 IWM measured backtest = 2.7202354767972503
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"IWM","return":2.7202354767972503,"drawdown":3.5427208467358917,"win_rate":40.909090909090914,"avg_win":1.2921591855558079,"avg_loss":0.6755449280245254,"mean":0.12942493662197463,"n":22,"quarterKelly":0.02504043968977089,"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 cost6 QQQ measured backtest = -3.8425064996780334
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"QQQ","return":-3.8425064996780334,"drawdown":5.625527649784945,"win_rate":43.333333333333336,"avg_win":0.8036587426551898,"avg_loss":0.8358308970357896,"mean":-0.12538538650303188,"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
SPY QGAP91008 recent gap0.5 cost6 SPY measured backtest = -0.9485386570582843
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.5,"cost":6,"s":"SPY","return":-0.9485386570582843,"drawdown":2.5782229428879533,"win_rate":44.44444444444444,"avg_win":0.570911618149969,"avg_loss":0.5469408001838627,"mean":-0.05011750314660415,"n":18,"quarterKelly":0,"target":1,"stop":2,"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 gap0.25 cost16 PORT measured backtest = -15.255117504697912
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"PORT","return":-15.255117504697912,"drawdown":15.255706329339102,"daily_close_drawdown":15.255117504697912,"win_rate":30.89622641509434,"avg_win":0.6261369315478525,"avg_loss":0.7287498707938604,"mean":-0.3101409766741331,"n":424,"days":172,"signal_days":121,"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 gap0.25 cost16 XLF measured backtest = -13.851626581455289
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"XLF","return":-13.851626581455289,"drawdown":13.960962510895325,"win_rate":28.26086956521739,"avg_win":0.6992735668138859,"avg_loss":0.7218650890537499,"mean":-0.3202389471781137,"n":46,"quarterKelly":0,"target":0,"stop":5,"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
GLD QGAP91008 recent gap0.25 cost16 GLD measured backtest = -18.402000050271095
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"GLD","return":-18.402000050271095,"drawdown":19.217004780593527,"win_rate":33.92857142857143,"avg_win":0.5866477080093019,"avg_loss":0.843138232550013,"mean":-0.35803228843167395,"n":56,"quarterKelly":0,"target":1,"stop":6,"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
TLT QGAP91008 recent gap0.25 cost16 TLT measured backtest = -20.76557087520322
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"TLT","return":-20.76557087520322,"drawdown":20.769974956143233,"win_rate":13.432835820895523,"avg_win":0.28078179171643225,"avg_loss":0.44347448716998633,"mean":-0.3461863303046465,"n":67,"quarterKelly":0,"target":3,"stop":7,"partial":7}; 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 gap0.25 cost16 EEM measured backtest = -16.872778520704447
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"EEM","return":-16.872778520704447,"drawdown":17.057373279477307,"win_rate":38.983050847457626,"avg_win":0.8223090999084504,"avg_loss":1.0270095806953896,"mean":-0.3060887391040622,"n":59,"quarterKelly":0,"target":3,"stop":8,"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
EFA QGAP91008 recent gap0.25 cost16 EFA measured backtest = -16.075307378594516
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"EFA","return":-16.075307378594516,"drawdown":15.984506064352534,"win_rate":33.87096774193548,"avg_win":0.5698980137234022,"avg_loss":0.7140494226364811,"mean":-0.2791640006436174,"n":62,"quarterKelly":0,"target":4,"stop":10,"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
IWM QGAP91008 recent gap0.25 cost16 IWM measured backtest = -9.553499471674453
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"IWM","return":-9.553499471674453,"drawdown":11.07813699379172,"win_rate":37.77777777777778,"avg_win":0.8117168767599733,"avg_loss":0.8425887402159922,"mean":-0.2176288404695163,"n":45,"quarterKelly":0,"target":1,"stop":4,"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
QQQ QGAP91008 recent gap0.25 cost16 QQQ measured backtest = -14.549542504670733
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"QQQ","return":-14.549542504670733,"drawdown":14.95498045040058,"win_rate":36.17021276595745,"avg_win":0.526312586983951,"avg_loss":0.815637027853643,"mean":-0.33025099695493876,"n":47,"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
SPY QGAP91008 recent gap0.25 cost16 SPY measured backtest = -12.1502923254851
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":16,"s":"SPY","return":-12.1502923254851,"drawdown":12.41708643446583,"win_rate":28.57142857142857,"avg_win":0.4693808847359186,"avg_loss":0.6158187516276951,"mean":-0.30576171266666263,"n":42,"quarterKelly":0,"target":1,"stop":3,"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
QGAP91008 recent gap0.25 cost6 PORT measured backtest = -5.78975499220361
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"PORT","return":-5.78975499220361,"drawdown":6.552816452444121,"daily_close_drawdown":6.446985891233203,"win_rate":41.9811320754717,"avg_win":0.6352282571504464,"avg_loss":0.6501980417843863,"mean":-0.11056152949570658,"n":424,"days":172,"signal_days":121,"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 gap0.25 cost6 XLF measured backtest = -5.549944490890246
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"XLF","return":-5.549944490890246,"drawdown":8.752454137993126,"win_rate":43.47826086956522,"avg_win":0.6137598179048442,"avg_loss":0.6856332039234738,"mean":-0.1206797161720312,"n":46,"quarterKelly":0,"target":0,"stop":5,"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
GLD QGAP91008 recent gap0.25 cost6 GLD measured backtest = -8.73157657939717
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"GLD","return":-8.73157657939717,"drawdown":10.093737112914381,"win_rate":48.214285714285715,"avg_win":0.5962233227564445,"avg_loss":0.8612675180948184,"mean":-0.15854871982724525,"n":56,"quarterKelly":0,"target":1,"stop":6,"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
TLT QGAP91008 recent gap0.25 cost6 TLT measured backtest = -9.403909518513942
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"TLT","return":-9.403909518513942,"drawdown":9.669568420402896,"win_rate":31.343283582089555,"avg_win":0.24992055385895637,"avg_loss":0.3277353851396354,"mean":-0.14667904605052456,"n":67,"quarterKelly":0,"target":3,"stop":7,"partial":7}; 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 gap0.25 cost6 EEM measured backtest = -6.461571578748249
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"EEM","return":-6.461571578748249,"drawdown":8.397240240947191,"win_rate":45.76271186440678,"avg_win":0.8984574223567597,"avg_loss":0.9544349995065562,"mean":-0.10650117933181842,"n":59,"quarterKelly":0,"target":3,"stop":8,"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
EFA QGAP91008 recent gap0.25 cost6 EFA measured backtest = -4.995903221607023
Quant replication2026-09-10 08:22
{"phase":"recent","k":0.25,"cost":6,"s":"EFA","return":-4.995903221607023,"drawdown":7.648256194859315,"win_rate":40.32258064516129,"avg_win":0.6661133355628248,"avg_loss":0.5833305597569749,"mean":-0.07952253745060406,"n":62,"quarterKelly":0,"target":4,"stop":10,"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
NewerPage 60 of 414Older