Runway

Notes

10327 observations, newest first
QTOM91006 cell figures holdout|control|6|1 part2 = -18.364439519738028
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"holdout","mode":"control","cost":6,"k":1,"return_pct":-18.364439519738028,"drawdown_pct":-22.810854574230145,"sample":72,"win_rate":43.05555555555556,"avg_win_pct":1.3978328567367617,"avg_loss_pct":1.5094188701881621,"mean_pct":-0.25768548776215316,"quarter_kelly":0,"buy_hold_pct":63.974699584556305,"reconcile_error":2.220446049250313e-16},{"symbol":"EEM","era":"holdout","mode":"control","cost":6,"k":1,"return_pct":-22.637525311530425,"drawdown_pct":-26.72944911578511,"sample":72,"win_rate":44.44444444444444,"avg_win_pct":1.5517472984567127,"avg_loss_pct":1.819032492432656,"mean_pct":-0.32090814092627007,"quarter_kelly":0,"buy_hold_pct":37.59737576841393,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|control|6|1 part1 = -20.513298894242837
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"holdout","mode":"control","cost":6,"k":1,"return_pct":-20.513298894242837,"drawdown_pct":-23.17773667242784,"sample":72,"win_rate":47.22222222222222,"avg_win_pct":1.2420559528439823,"avg_loss_pct":1.6699677218541567,"mean_pct":-0.2948454310244799,"quarter_kelly":0,"buy_hold_pct":129.72755241395686,"reconcile_error":1.1102230246251565e-16},{"symbol":"IWM","era":"holdout","mode":"control","cost":6,"k":1,"return_pct":-29.939709416945306,"drawdown_pct":-32.348346917385165,"sample":72,"win_rate":51.388888888888886,"avg_win_pct":1.526536260057269,"avg_loss_pct":2.5327075745114747,"mean_pct":-0.44670727063587023,"quarter_kelly":0,"buy_hold_pct":59.06321600400377,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|16|1 part4 = 10.586292618947768
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":10.586292618947768,"drawdown_pct":-19.465187777674554,"sample":71,"win_rate":56.33802816901409,"avg_win_pct":1.543726756653847,"avg_loss_pct":1.6172615703202153,"mean_pct":0.16357692374967897,"quarter_kelly":0.026490588934314593,"buy_hold_pct":103.70677289674823,"reconcile_error":2.220446049250313e-16},{"symbol":"EWA","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":19.078822039265162,"drawdown_pct":-22.825727632557204,"sample":71,"win_rate":59.154929577464785,"avg_win_pct":1.7658549517989501,"avg_loss_pct":1.8829592765814966,"mean_pct":0.275494210629472,"quarter_kelly":0.03900295015012621,"buy_hold_pct":44.93832913734903,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|16|1 part3 = -7.904039026147003
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":-7.904039026147003,"drawdown_pct":-25.256184334702215,"sample":71,"win_rate":53.52112676056338,"avg_win_pct":1.589051492355924,"avg_loss_pct":2.0109255298068707,"mean_pct":-0.08417726442396645,"quarter_kelly":0,"buy_hold_pct":53.882766272699946,"reconcile_error":0},{"symbol":"EWU","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":9.531287213054519,"drawdown_pct":-21.833206057543197,"sample":71,"win_rate":56.33802816901409,"avg_win_pct":1.5233791527845109,"avg_loss_pct":1.6177554251298383,"mean_pct":0.15189785820218948,"quarter_kelly":0.02492778273953382,"buy_hold_pct":61.17602977476633,"reconcile_error":1.1102230246251565e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|16|1 part2 = 2.3818759105473264
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":2.3818759105473264,"drawdown_pct":-23.761140191288366,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.6001690474226806,"avg_loss_pct":1.6219291551360149,"mean_pct":0.05719244338048847,"quarter_kelly":0.008935375214357139,"buy_hold_pct":63.974699584556305,"reconcile_error":1.1102230246251565e-15},{"symbol":"EEM","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":33.24112941278086,"drawdown_pct":-15.587065861728567,"sample":71,"win_rate":53.52112676056338,"avg_win_pct":2.2561811396023055,"avg_loss_pct":1.6576028215157863,"mean_pct":0.43709845344882614,"quarter_kelly":0.04843343978199739,"buy_hold_pct":37.59737576841393,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|16|1 part1 = 3.451507470395754
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":3.451507470395754,"drawdown_pct":-14.739548956951198,"sample":71,"win_rate":50.70422535211267,"avg_win_pct":1.6931794807186373,"avg_loss_pct":1.5957465610265675,"mean_pct":0.07187791084424057,"quarter_kelly":0.010612860547680014,"buy_hold_pct":129.72755241395686,"reconcile_error":2.220446049250313e-16},{"symbol":"IWM","era":"holdout","mode":"calendar","cost":16,"k":1,"return_pct":-13.846751907025567,"drawdown_pct":-31.620870271727874,"sample":71,"win_rate":43.66197183098591,"avg_win_pct":2.522794344155052,"avg_loss_pct":2.2439875166007335,"mean_pct":-0.16271656331299608,"quarter_kelly":0,"buy_hold_pct":59.06321600400377,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|6|1 part4 = 27.459198128379448
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":27.459198128379448,"drawdown_pct":-16.53348567213917,"sample":71,"win_rate":61.97183098591549,"avg_win_pct":1.5986405846844243,"avg_loss_pct":1.6477314097233293,"mean_pct":0.3641047558251377,"quarter_kelly":0.05693974607447688,"buy_hold_pct":103.70677289674823,"reconcile_error":8.881784197001252e-16},{"symbol":"EWA","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":37.247490731018495,"drawdown_pct":-20.008784809308512,"sample":71,"win_rate":63.38028169014085,"avg_win_pct":1.8455122669737825,"avg_loss_pct":1.8936376464202764,"mean_pct":0.47624610150553565,"quarter_kelly":0.0645140796444651,"buy_hold_pct":44.93832913734903,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|6|1 part3 = 6.147670372110747
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":6.147670372110747,"drawdown_pct":-20.156653454591478,"sample":71,"win_rate":59.154929577464785,"avg_win_pct":1.6293152956396346,"avg_loss_pct":2.0760540845199618,"mean_pct":0.11585456289839102,"quarter_kelly":0.017776572037413563,"buy_hold_pct":53.882766272699946,"reconcile_error":0},{"symbol":"EWU","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":26.243223346409096,"drawdown_pct":-18.70025483233455,"sample":71,"win_rate":67.6056338028169,"avg_win_pct":1.4550254525307453,"avg_loss_pct":1.948724252191476,"mean_pct":0.3524023087474905,"quarter_kelly":0.06054916567516953,"buy_hold_pct":61.17602977476633,"reconcile_error":1.3322676295501878e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|6|1 part2 = 18.002977560726265
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":18.002977560726265,"drawdown_pct":-18.55960724306527,"sample":71,"win_rate":60.56338028169014,"avg_win_pct":1.5704105644256405,"avg_loss_pct":1.7587370157933306,"mean_pct":0.2575072933533701,"quarter_kelly":0.0409936259960704,"buy_hold_pct":63.974699584556305,"reconcile_error":6.661338147750939e-16},{"symbol":"EEM","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":53.57063801018407,"drawdown_pct":-11.497486247354406,"sample":71,"win_rate":59.154929577464785,"avg_win_pct":2.2349566858479815,"avg_loss_pct":1.6744081230361676,"mean_pct":0.6381738765854419,"quarter_kelly":0.0713854859723274,"buy_hold_pct":37.59737576841393,"reconcile_error":8.881784197001252e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|calendar|6|1 part1 = 19.235810108796937
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":19.235810108796937,"drawdown_pct":-10.987739268170404,"sample":71,"win_rate":57.74647887323944,"avg_win_pct":1.6789665174726964,"avg_loss_pct":1.6503284590997973,"mean_pct":0.27222216117445974,"quarter_kelly":0.04053418551553792,"buy_hold_pct":129.72755241395686,"reconcile_error":1.1102230246251565e-15},{"symbol":"IWM","era":"holdout","mode":"calendar","cost":6,"k":1,"return_pct":-0.7017627770227963,"drawdown_pct":-28.39762683438386,"sample":71,"win_rate":47.88732394366197,"avg_win_pct":2.4961818590502975,"avg_loss_pct":2.222485492313874,"mean_pct":0.03715802805770128,"quarter_kelly":0.003721486469723631,"buy_hold_pct":59.06321600400377,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|16|1 part4 = -0.09971190523015983
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-0.09971190523015983,"drawdown_pct":-18.919619863047433,"sample":71,"win_rate":53.52112676056338,"avg_win_pct":1.4072489208655248,"avg_loss_pct":1.5809308491916287,"mean_pct":0.018376633374171805,"quarter_kelly":0.003264638029153555,"buy_hold_pct":103.70677289674823,"reconcile_error":5.551115123125783e-16},{"symbol":"EWA","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-10.607163556037037,"drawdown_pct":-24.669956182949704,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.4599162150879479,"avg_loss_pct":1.868029282071819,"mean_pct":-0.1337478258054616,"quarter_kelly":0,"buy_hold_pct":44.93832913734903,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|16|1 part3 = -29.29025970668494
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-29.29025970668494,"drawdown_pct":-31.426027287715876,"sample":71,"win_rate":42.25352112676056,"avg_win_pct":1.6728296905638242,"avg_loss_pct":2.0091405092669317,"mean_pct":-0.4533784530004152,"quarter_kelly":0,"buy_hold_pct":53.882766272699946,"reconcile_error":3.3306690738754696e-16},{"symbol":"EWU","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-9.817880756533537,"drawdown_pct":-25.06170800302183,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.4114159041525254,"avg_loss_pct":1.7912904510170828,"mean_pct":-0.12227446311179409,"quarter_kelly":0,"buy_hold_pct":61.17602977476633,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|16|1 part2 = -16.25051239286589
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-16.25051239286589,"drawdown_pct":-26.356743719241337,"sample":71,"win_rate":50.70422535211267,"avg_win_pct":1.3796528415742062,"avg_loss_pct":1.8774394840462914,"mean_pct":-0.22595605133730662,"quarter_kelly":0,"buy_hold_pct":63.974699584556305,"reconcile_error":5.551115123125783e-16},{"symbol":"EEM","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":12.774597226516748,"drawdown_pct":-15.843420461516155,"sample":71,"win_rate":49.29577464788733,"avg_win_pct":2.1196324310554524,"avg_loss_pct":1.6692957993643318,"mean_pct":0.19848572267359005,"quarter_kelly":0.02341039415201293,"buy_hold_pct":37.59737576841393,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|16|1 part1 = -5.142985704728198
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-5.142985704728198,"drawdown_pct":-18.65148849947661,"sample":71,"win_rate":49.29577464788733,"avg_win_pct":1.5033328227960714,"avg_loss_pct":1.5679174764645099,"mean_pct":-0.05392085006844859,"quarter_kelly":0,"buy_hold_pct":129.72755241395686,"reconcile_error":1.1102230246251565e-16},{"symbol":"IWM","era":"holdout","mode":"published","cost":16,"k":1,"return_pct":-22.983008189344535,"drawdown_pct":-33.41860908133639,"sample":71,"win_rate":47.88732394366197,"avg_win_pct":2.059473895010562,"avg_loss_pct":2.506358927475783,"mean_pct":-0.31990377304570206,"quarter_kelly":0,"buy_hold_pct":59.06321600400377,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|6|1 part4 = 15.14275695296956
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":15.14275695296956,"drawdown_pct":-13.70141053189804,"sample":71,"win_rate":60.56338028169014,"avg_win_pct":1.4371206529262488,"avg_loss_pct":1.6526646473111872,"mean_pct":0.21861377395937256,"quarter_kelly":0.03802982260296546,"buy_hold_pct":103.70677289674823,"reconcile_error":6.661338147750939e-16},{"symbol":"EWA","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":3.0321116815944738,"drawdown_pct":-19.936536966920404,"sample":71,"win_rate":56.33802816901409,"avg_win_pct":1.545721604029513,"avg_loss_pct":1.842895036275894,"mean_pct":0.06618476107926483,"quarter_kelly":0.010704508642877392,"buy_hold_pct":44.93832913734903,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|6|1 part3 = -18.50159197662008
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":-18.50159197662008,"drawdown_pct":-22.471792722890203,"sample":71,"win_rate":47.88732394366197,"avg_win_pct":1.6679514928348553,"avg_loss_pct":2.0202821693716704,"mean_pct":-0.25408576775164393,"quarter_kelly":0,"buy_hold_pct":53.882766272699946,"reconcile_error":3.3306690738754696e-16},{"symbol":"EWU","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":3.9418207453381093,"drawdown_pct":-19.948908626380202,"sample":71,"win_rate":57.74647887323944,"avg_win_pct":1.4718271349124836,"avg_loss_pct":1.8276518297986093,"mean_pct":0.07768109348526132,"quarter_kelly":0.013194670019771065,"buy_hold_pct":61.17602977476633,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|6|1 part2 = -3.4722814078769315
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":-3.4722814078769315,"drawdown_pct":-21.332300477042843,"sample":71,"win_rate":56.33802816901409,"avg_win_pct":1.4355289003117004,"avg_loss_pct":1.9123202797787568,"mean_pct":-0.026208065643287853,"quarter_kelly":0,"buy_hold_pct":63.974699584556305,"reconcile_error":9.992007221626409e-16},{"symbol":"EEM","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":29.981387306946992,"drawdown_pct":-10.96301819435731,"sample":71,"win_rate":54.929577464788736,"avg_win_pct":2.0949657441131997,"avg_loss_pct":1.667773113064007,"mean_pct":0.3990834422868532,"quarter_kelly":0.04762410118259301,"buy_hold_pct":37.59737576841393,"reconcile_error":1.1102230246251565e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures holdout|published|6|1 part1 = 9.329996445292066
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":9.329996445292066,"drawdown_pct":-10.782885519871444,"sample":71,"win_rate":54.929577464788736,"avg_win_pct":1.5424231503777226,"avg_loss_pct":1.5555100864039038,"mean_pct":0.1461715507014967,"quarter_kelly":0.023691869294379594,"buy_hold_pct":129.72755241395686,"reconcile_error":8.881784197001252e-16},{"symbol":"IWM","era":"holdout","mode":"published","cost":6,"k":1,"return_pct":-11.23200004297692,"drawdown_pct":-26.4245246142799,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":2.090676954458436,"avg_loss_pct":2.5264547693344195,"mean_pct":-0.12034387101983268,"quarter_kelly":0,"buy_hold_pct":59.06321600400377,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1.25 part4 = -4.974533704652229
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-4.974533704652229,"drawdown_pct":-8.53895975181782,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.8551014857878587,"avg_loss_pct":1.317801005963682,"mean_pct":-0.1382253675842742,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":0},{"symbol":"EWA","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-4.007827231042604,"drawdown_pct":-9.447078699470335,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.8746682958759069,"avg_loss_pct":1.2777139706963787,"mean_pct":-0.10927788312856647,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1.25 part3 = -7.463601331267611
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-7.463601331267611,"drawdown_pct":-11.894343850105592,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":0.5925355922274871,"avg_loss_pct":1.0726133336441057,"mean_pct":-0.2162510289101438,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":8.881784197001252e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-15.187706734699969,"drawdown_pct":-17.46267231532228,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.6185895063401874,"avg_loss_pct":1.2740836303579832,"mean_pct":-0.4629380003444816,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1.25 part2 = -4.727863785553199
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-4.727863785553199,"drawdown_pct":-10.953720509381014,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.6906444815748525,"avg_loss_pct":1.1116597672382156,"mean_pct":-0.13326603216826438,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":1.1102230246251565e-16},{"symbol":"EEM","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-9.584464641386237,"drawdown_pct":-14.486626845084515,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":1.2406325648583336,"avg_loss_pct":1.5508704674787968,"mean_pct":-0.27475479555325144,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":3.3306690738754696e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1.25 part1 = -6.262888552518575
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-6.262888552518575,"drawdown_pct":-12.188472439116005,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":0.7546518695595934,"avg_loss_pct":1.1664009700072282,"mean_pct":-0.17843093823000564,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":1.1102230246251565e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":16,"k":1.25,"return_pct":-15.916904803968269,"drawdown_pct":-19.075251144406202,"sample":35,"win_rate":40,"avg_win_pct":1.2814427233252577,"avg_loss_pct":1.6570704971550856,"mean_pct":-0.4816652089629482,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|0.75 part4 = -12.720617206506047
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-12.720617206506047,"drawdown_pct":-12.720617206506002,"sample":35,"win_rate":28.57142857142857,"avg_win_pct":0.879269165230514,"avg_loss_pct":0.8895074752303165,"mean_pct":-0.3841427208129363,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":4.440892098500626e-16},{"symbol":"EWA","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-9.24673513694142,"drawdown_pct":-9.8971521353177,"sample":35,"win_rate":40,"avg_win_pct":0.726968430661631,"avg_loss_pct":0.9383335285328516,"mean_pct":-0.27221274485505853,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|0.75 part3 = -8.02301619387591
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-8.02301619387591,"drawdown_pct":-10.105000968725985,"sample":35,"win_rate":51.42857142857142,"avg_win_pct":0.4251473503624919,"avg_loss_pct":0.9334263698348418,"mean_pct":-0.23473131373335587,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":3.3306690738754696e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-12.619278506218201,"drawdown_pct":-13.76337081838318,"sample":35,"win_rate":31.428571428571427,"avg_win_pct":0.6127912046579264,"avg_loss_pct":0.8370396798561741,"mean_pct":-0.3813785447231712,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|0.75 part2 = -10.05557021103587
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-10.05557021103587,"drawdown_pct":-10.842592413064056,"sample":35,"win_rate":37.142857142857146,"avg_win_pct":0.5696605535849932,"avg_loss_pct":0.8125275274926165,"mean_pct":-0.29914338309236144,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":4.440892098500626e-16},{"symbol":"EEM","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-6.486336413415906,"drawdown_pct":-7.2780593860418685,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.8671905814623359,"avg_loss_pct":0.9757987382745137,"mean_pct":-0.1859461726730067,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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