QQQ QGAP91008 train gap0.25 cost16 QQQ measured backtest = -36.97847584376625
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"QQQ","return":-36.97847584376625,"drawdown":37.24104439791584,"win_rate":34.93975903614458,"avg_win":0.5681014214137681,"avg_loss":0.7262897385719776,"mean":-0.27403258628780147,"n":166,"quarterKelly":0,"target":5,"stop":31,"partial":18}; 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 train gap0.25 cost16 SPY measured backtest = -38.50836445564568
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":16,"s":"SPY","return":-38.50836445564568,"drawdown":38.67424940326967,"win_rate":24.390243902439025,"avg_win":0.4912535913663779,"avg_loss":0.5473054008356003,"mean":-0.2939983295668251,"n":164,"quarterKelly":0,"target":4,"stop":26,"partial":16}; sampled15minmarks drawdown; fullsession09:45entry/15:45exit; hypotheticalfractionalsleeves,noPDTvalidation; notapproved.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QGAP91008 train gap0.25 cost6 PORT measured backtest = -16.73166288495652
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"PORT","return":-16.73166288495652,"drawdown":17.03109707593864,"daily_close_drawdown":16.96686588041436,"win_rate":43.890577507598785,"avg_win":0.4144621931069895,"avg_loss":0.4814011493866832,"mean":-0.08820155468733257,"n":1645,"days":746,"signal_days":594,"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 train gap0.25 cost6 XLF measured backtest = -4.434679848954315
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"XLF","return":-4.434679848954315,"drawdown":8.225177958505192,"win_rate":53.37423312883436,"avg_win":0.5435036956741366,"avg_loss":0.6747513603237116,"mean":-0.02451706663160866,"n":163,"quarterKelly":0,"target":1,"stop":17,"partial":12}; 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 train gap0.25 cost6 GLD measured backtest = -19.324437534706963
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"GLD","return":-19.324437534706963,"drawdown":22.91759605888911,"win_rate":39.58333333333333,"avg_win":0.3261183802127652,"avg_loss":0.36003753027921265,"mean":-0.08843414904280478,"n":240,"quarterKelly":0,"target":9,"stop":25,"partial":21}; 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 train gap0.25 cost6 TLT measured backtest = -32.705377134739734
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"TLT","return":-32.705377134739734,"drawdown":33.45123315814258,"win_rate":34.16370106761566,"avg_win":0.2635022669524723,"avg_loss":0.34953969029615,"mean":-0.1401018686026705,"n":281,"quarterKelly":0,"target":7,"stop":28,"partial":17}; 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 train gap0.25 cost6 EEM measured backtest = -21.732465679407774
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"EEM","return":-21.732465679407774,"drawdown":25.058398031943774,"win_rate":44.166666666666664,"avg_win":0.44924728487937315,"avg_loss":0.5344629122518357,"mean":-0.09999090851888516,"n":240,"quarterKelly":0,"target":5,"stop":26,"partial":13}; 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 train gap0.25 cost6 EFA measured backtest = -24.705258161948286
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"EFA","return":-24.705258161948286,"drawdown":26.070115545176996,"win_rate":45.173745173745175,"avg_win":0.2477910551595155,"avg_loss":0.4021434323596,"mean":-0.10854368317142812,"n":259,"quarterKelly":0,"target":5,"stop":35,"partial":20}; 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 train gap0.25 cost6 IWM measured backtest = -1.0080943491552863
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"IWM","return":-1.0080943491552863,"drawdown":8.032208457998335,"win_rate":53.78787878787878,"avg_win":0.5889158308314475,"avg_loss":0.694725066200896,"mean":-0.004281856433499122,"n":132,"quarterKelly":0,"target":0,"stop":14,"partial":11}; 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 train gap0.25 cost6 QQQ measured backtest = -12.163539597761408
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"QQQ","return":-12.163539597761408,"drawdown":14.438695669444545,"win_rate":48.795180722891565,"avg_win":0.5779886354103272,"avg_loss":0.6960505948916417,"mean":-0.07438084998525928,"n":166,"quarterKelly":0,"target":5,"stop":31,"partial":18}; 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 train gap0.25 cost6 SPY measured backtest = -14.63795931727102
Quant replication2026-09-10 08:21
{"phase":"train","k":0.25,"cost":6,"s":"SPY","return":-14.63795931727102,"drawdown":15.127408894845129,"win_rate":42.073170731707314,"avg_win":0.44112389918551315,"avg_loss":0.4833362701387311,"mean":-0.09438656475231127,"n":164,"quarterKelly":0,"target":4,"stop":26,"partial":16}; 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 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"XLF","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63216,"valid_days":2434,"missing":[["2019-08-12",24]],"candidate_days":577,"daily_sha":"85c245ac4984668c80d3f58a8fc05d23a762c47a8e0467bd324b263218395ac7","intra_sha":"d58ce4d18bf06f6b2bf6a76ca8c91f616ebbd5d78cac74b3e2ff4c8dd39d1628","opening_mismatch_count":231,"largest_open_difference_pct":0.34188034188034067}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
GLD QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"GLD","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63217,"valid_days":2434,"missing":[["2019-08-12",24]],"candidate_days":737,"daily_sha":"518d15d879594ecdb38a6173f4e8e5e84b82065d4f71593bdbcd6c7e7e09af1e","intra_sha":"8dc3d7d3c7235d0bc01919ef0bf08f5245e54c2b15319958ff6792579312b1b6","opening_mismatch_count":84,"largest_open_difference_pct":0.08883248730963134}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
TLT QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"TLT","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63143,"valid_days":2434,"missing":[["2018-05-02",1],["2018-05-03",1]],"candidate_days":937,"daily_sha":"65c28b17c0b0e34b7e7f134a4285b13a3452c4953583d2cb2395c17b97c3877c","intra_sha":"a67667815c3ea565c048879ecf4351d9216c9c8978f09720cbe406030a56b235","opening_mismatch_count":206,"largest_open_difference_pct":0.09694980982921653}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EEM QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"EEM","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63143,"valid_days":2434,"missing":[["2019-08-12",25]],"candidate_days":844,"daily_sha":"a6ec6a68f435798c5d5eda0cfd0da11edfadddb1c9b118fe0c791cd108121add","intra_sha":"258a96926f7ee20921242edd4b784304ba0780af7b3c6e7c5235567cb8f7ee64","opening_mismatch_count":179,"largest_open_difference_pct":0.17781729273171898}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
EFA QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"EFA","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63119,"valid_days":2434,"missing":[["2019-08-12",25]],"candidate_days":838,"daily_sha":"043ee39265adf493be1394593a10b6b89e4fe515c6ac348d0023ac7005bb8326","intra_sha":"3612c56f7f0355e73147166fd48ab18211784d8706f4c38c14ec8ff2dceaa909","opening_mismatch_count":147,"largest_open_difference_pct":0.054097917230189196}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
IWM QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"IWM","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63251,"valid_days":2434,"missing":[["2019-08-12",25]],"candidate_days":536,"daily_sha":"e66033dd2badfb3fd2a1af8974535ab2cd93a69f0f18c5a87342839d03733e6b","intra_sha":"0da9cca59a4641e133a13c03638cab9cd3fe08f0759e523db87d66f8a74e0458","opening_mismatch_count":218,"largest_open_difference_pct":2.90158540233324}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
QQQ QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"QQQ","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63231,"valid_days":2434,"missing":[["2018-05-02",1],["2018-05-03",1]],"candidate_days":561,"daily_sha":"5c7ac908b17bcd20cb86e32fd4fad237d3928b97449c241beb5f25c1712a7254","intra_sha":"fa637fc0a50b9a213551ce10c977c4a4233795030b995a259109e35ad9c3e863","opening_mismatch_count":180,"largest_open_difference_pct":0.05345925958926134}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
SPY QGAP91008 input coverage and integrity audit = 2686
Quant replication2026-09-10 08:20
{"s":"SPY","daily_rows":2686,"daily_calendar_missing":[],"intraday_rth_rows":63282,"valid_days":2434,"missing":[["2019-08-12",25]],"candidate_days":546,"daily_sha":"19971a43db6356bbe36f27c05476332f38a3b74506e91bd6c2caa4a5fc8369d0","intra_sha":"d01c530d045ed96ea2e542f26855cf6fb9473a8e145e8952693f31d0fa35c5df","opening_mismatch_count":60,"largest_open_difference_pct":0.06006779079246183}; mismatches threshold1bp; use09:30print. Fullrawhashespreserved; allmissingdaysaretraining, nofillfabrication.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min
XLF QGAP91008 September9 frozen pre-open indicators = 57.06
Quant replication2026-09-10 08:20
{"s":"XLF","date":"2026-09-09","close":57.06,"adr20":0.5505800000000004,"sma200":53.28295,"rv20":0.13083345137950786,"median_dollar_volume20":1569009109.41,"whole_share_cap":3}; Sep10gapthreshold priorclose-.5ADR=56.784710000000004; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD QGAP91008 September9 frozen pre-open indicators = 403.35
Quant replication2026-09-10 08:20
{"s":"GLD","date":"2026-09-09","close":403.35,"adr20":5.469669999999999,"sma200":415.70445,"rv20":0.2781471417094792,"median_dollar_volume20":4236228517.035,"whole_share_cap":0}; Sep10gapthreshold priorclose-.5ADR=400.61516500000005; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
TLT QGAP91008 September9 frozen pre-open indicators = 81.73
Quant replication2026-09-10 08:20
{"s":"TLT","date":"2026-09-09","close":81.73,"adr20":0.48862499999999826,"sma200":84.55284999999999,"rv20":0.10101454913634901,"median_dollar_volume20":2156902280.02,"whole_share_cap":2}; Sep10gapthreshold priorclose-.5ADR=81.48568750000001; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QGAP91008 September9 frozen pre-open indicators = 68.48
Quant replication2026-09-10 08:20
{"s":"EEM","date":"2026-09-09","close":68.48,"adr20":0.6781399999999997,"sma200":61.607000000000006,"rv20":0.17967340795781836,"median_dollar_volume20":1107754617.87,"whole_share_cap":2}; Sep10gapthreshold priorclose-.5ADR=68.14093; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QGAP91008 September9 frozen pre-open indicators = 106.56
Quant replication2026-09-10 08:20
{"s":"EFA","date":"2026-09-09","close":106.56,"adr20":0.654369999999998,"sma200":100.50055,"rv20":0.09626750920077654,"median_dollar_volume20":1020876408.6,"whole_share_cap":1}; Sep10gapthreshold priorclose-.5ADR=106.232815; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QGAP91008 September9 frozen pre-open indicators = 290.64
Quant replication2026-09-10 08:20
{"s":"IWM","date":"2026-09-09","close":290.64,"adr20":2.567774999999995,"sma200":272.5884,"rv20":0.1280884885231594,"median_dollar_volume20":4800126146.29,"whole_share_cap":0}; Sep10gapthreshold priorclose-.5ADR=289.3561125; descriptive09Sepclose,notcurrentexecutablequote. ActualSep10openinggapunknownuntil09:30ET. Whole-sharecap uses187.22fullfund,not1/8sleeve.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all