Runway

Notes

10327 observations, newest first
QTOM91006 cell figures train|swing|16|0.75 part1 = -11.821241977271125
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-11.821241977271125,"drawdown_pct":-12.43013846464802,"sample":35,"win_rate":37.142857142857146,"avg_win_pct":0.5751681338556542,"avg_loss_pct":0.9046031825129112,"mean_pct":-0.3549738364331583,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":3.3306690738754696e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":16,"k":0.75,"return_pct":-8.500153524278087,"drawdown_pct":-11.895023956854157,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":0.7712491712086348,"avg_loss_pct":1.2101503558328766,"mean_pct":-0.24775629984128536,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1 part4 = -9.578106000639309
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-9.578106000639309,"drawdown_pct":-10.863494139505669,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":0.7871623726937449,"avg_loss_pct":1.181215322478652,"mean_pct":-0.28138551897127045,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":4.440892098500626e-16},{"symbol":"EWA","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-11.100124816150247,"drawdown_pct":-12.170329855140348,"sample":35,"win_rate":40,"avg_win_pct":0.900558459356114,"avg_loss_pct":1.148722436077149,"mean_pct":-0.32901007790384373,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":5.551115123125783e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1 part3 = -6.217712879697079
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-6.217712879697079,"drawdown_pct":-10.311829657297034,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.5345920435174514,"avg_loss_pct":1.025558731068648,"mean_pct":-0.17861973915047974,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":2.220446049250313e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-13.992259050209576,"drawdown_pct":-15.190834161305656,"sample":35,"win_rate":37.142857142857146,"avg_win_pct":0.5991962243553823,"avg_loss_pct":1.0308360102068952,"mean_pct":-0.4253954659409064,"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 part2 = -10.982574511904497
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-10.982574511904497,"drawdown_pct":-12.391696680252428,"sample":35,"win_rate":40,"avg_win_pct":0.6582965524071687,"avg_loss_pct":0.9845297095316627,"mean_pct":-0.3273992047561301,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":1.1102230246251565e-16},{"symbol":"EEM","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-8.399401462575973,"drawdown_pct":-10.89991373790199,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":1.0061744530560661,"avg_loss_pct":1.2922017979627993,"mean_pct":-0.24151551178274644,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|16|1 part1 = -7.054117991212438
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-7.054117991212438,"drawdown_pct":-9.401745145739316,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.768357560023872,"avg_loss_pct":0.9330825992221659,"mean_pct":-0.2038939595452925,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":1.1102230246251565e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":16,"k":1,"return_pct":-17.098369926759084,"drawdown_pct":-19.606121842237766,"sample":35,"win_rate":37.142857142857146,"avg_win_pct":1.027725968552574,"avg_loss_pct":1.4439243645675004,"mean_pct":-0.5258828122657586,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":3.3306690738754696e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1.25 part4 = 1.9155977578675598
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":1.9155977578675598,"drawdown_pct":-5.1816000508775435,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":1.0570137524603123,"avg_loss_pct":1.1202388976957487,"mean_pct":0.06169825524611301,"quarter_kelly":0.014592585740370825,"buy_hold_pct":21.99305532959297,"reconcile_error":0},{"symbol":"EWA","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":2.952398438309345,"drawdown_pct":-6.0291043358090874,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":1.0292229717540702,"avg_loss_pct":1.1606553461153861,"mean_pct":0.09070369266716037,"quarter_kelly":0.022032080306315205,"buy_hold_pct":26.886271670474127,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1.25 part3 = -0.7539478378133291
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":-0.7539478378133291,"drawdown_pct":-9.206101043911586,"sample":35,"win_rate":60,"avg_win_pct":0.6955910650901007,"avg_loss_pct":1.0845956319531826,"mean_pct":-0.016483613727212694,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":3.3306690738754696e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":-9.038114704081169,"drawdown_pct":-14.037066198451987,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":0.7781407109803338,"avg_loss_pct":1.140974065404754,"mean_pct":-0.2636644533429996,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1.25 part2 = 2.1801532842328664
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":2.1801532842328664,"drawdown_pct":-8.882010573866662,"sample":35,"win_rate":57.14285714285714,"avg_win_pct":0.8513679290928033,"avg_loss_pct":0.979599693829376,"mean_pct":0.06666751926901217,"quarter_kelly":0.019576588743497603,"buy_hold_pct":30.89076157607431,"reconcile_error":6.661338147750939e-16},{"symbol":"EEM","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":-3.028591261731328,"drawdown_pct":-12.3072767269781,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":1.3667932502024138,"avg_loss_pct":1.4368968295837645,"mean_pct":-0.07510450511619217,"quarter_kelly":0,"buy_hold_pct":35.60360134284395,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1.25 part1 = 0.5338265383880714
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":0.5338265383880714,"drawdown_pct":-9.238948170892646,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.9151143906592261,"avg_loss_pct":1.0398591669236963,"mean_pct":0.021412192907032907,"quarter_kelly":0.005849594631444938,"buy_hold_pct":50.52305511792075,"reconcile_error":2.220446049250313e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":6,"k":1.25,"return_pct":-9.820185658433322,"drawdown_pct":-15.678668158114274,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":1.3892611017863847,"avg_loss_pct":1.5361968456626134,"mean_pct":-0.28242915389875717,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|0.75 part4 = -6.392140800553115
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-6.392140800553115,"drawdown_pct":-7.761491723490332,"sample":35,"win_rate":34.285714285714285,"avg_win_pct":0.9250304783573563,"avg_loss_pct":0.7637072012515651,"mean_pct":-0.18471142538564916,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWA","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-2.6663735776952024,"drawdown_pct":-5.8539298250049,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.8762789515572307,"avg_loss_pct":0.784184602809212,"mean_pct":-0.07255736522359367,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":3.3306690738754696e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|0.75 part3 = -1.353924900174075
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-1.353924900174075,"drawdown_pct":-6.260858905260658,"sample":35,"win_rate":54.285714285714285,"avg_win_pct":0.598996711459873,"avg_loss_pct":0.787873055176682,"mean_pct":-0.03500089614540926,"quarter_kelly":0,"buy_hold_pct":26.722687803595193,"reconcile_error":1.1102230246251565e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-6.283454207174821,"drawdown_pct":-9.281314262366614,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.6117933625989262,"avg_loss_pct":0.7772430239091144,"mean_pct":-0.18194171540566845,"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|6|0.75 part2 = -3.533855877730818
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-3.533855877730818,"drawdown_pct":-7.586895231021495,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.6827830689780775,"avg_loss_pct":0.6862856594463684,"mean_pct":-0.09954191869303447,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":0},{"symbol":"EEM","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":0.2941768613182516,"drawdown_pct":-5.047760223330588,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":0.952128944282343,"avg_loss_pct":0.8722402833310154,"mean_pct":0.013881912938330045,"quarter_kelly":0.0036449666354785026,"buy_hold_pct":35.60360134284395,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|0.75 part1 = -5.427553436033239
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-5.427553436033239,"drawdown_pct":-6.512707561540909,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.6922706933449296,"avg_loss_pct":0.7913002734036312,"mean_pct":-0.15548414479710512,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":4.440892098500626e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":6,"k":0.75,"return_pct":-1.8656586294187205,"drawdown_pct":-8.847944652172867,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":0.9729935652534072,"avg_loss_pct":1.0123727305860672,"mean_pct":-0.048051958321179616,"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|6|1 part4 = -3.0217715669913603
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-3.0217715669913603,"drawdown_pct":-7.339231477847452,"sample":35,"win_rate":45.714285714285715,"avg_win_pct":0.9889386250236637,"avg_loss_pct":0.9833797691936451,"mean_pct":-0.08174850326573248,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":0},{"symbol":"EWA","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-4.654149322438772,"drawdown_pct":-9.703645302024533,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":1.0408926485319798,"avg_loss_pct":1.007239198180368,"mean_pct":-0.1294684067322189,"quarter_kelly":0,"buy_hold_pct":26.886271670474127,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1 part3 = 0.58227782075706
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"swing","cost":6,"k":1,"return_pct":0.58227782075706,"drawdown_pct":-7.113981142727899,"sample":35,"win_rate":60,"avg_win_pct":0.6709575236580191,"avg_loss_pct":0.953378750470891,"mean_pct":0.0212230140064551,"quarter_kelly":0.007907733819999652,"buy_hold_pct":26.722687803595193,"reconcile_error":8.881784197001252e-16},{"symbol":"EWU","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-7.7559871849756545,"drawdown_pct":-10.722275250140367,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.7121499286612283,"avg_loss_pct":0.9296942741403524,"mean_pct":-0.22604675865396068,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|swing|6|1 part2 = -4.528075649865482
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-4.528075649865482,"drawdown_pct":-9.612051601421335,"sample":35,"win_rate":42.857142857142854,"avg_win_pct":0.8156197278953744,"avg_loss_pct":0.8354598359904547,"mean_pct":-0.12785430861081368,"quarter_kelly":0,"buy_hold_pct":30.89076157607431,"reconcile_error":4.440892098500626e-16},{"symbol":"EEM","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-1.7576012107707761,"drawdown_pct":-7.91820312779069,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":1.148537165839822,"avg_loss_pct":1.1660047492047083,"mean_pct":-0.04179867618307924,"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|6|1 part1 = -0.31477357221252333
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-0.31477357221252333,"drawdown_pct":-6.473967275643666,"sample":35,"win_rate":48.57142857142857,"avg_win_pct":0.8713454204997153,"avg_loss_pct":0.8309130744339619,"mean_pct":-0.004101805466175826,"quarter_kelly":0,"buy_hold_pct":50.52305511792075,"reconcile_error":2.220446049250313e-16},{"symbol":"IWM","era":"train","mode":"swing","cost":6,"k":1,"return_pct":-11.087316764583854,"drawdown_pct":-16.241548806686268,"sample":35,"win_rate":37.142857142857146,"avg_win_pct":1.2299838300445871,"avg_loss_pct":1.2466147557055602,"mean_pct":-0.3267352809983626,"quarter_kelly":0,"buy_hold_pct":26.034235129025674,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|16|1 part4 = -3.241588309179577
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"control","cost":16,"k":1,"return_pct":-3.241588309179577,"drawdown_pct":-12.761511730291064,"sample":36,"win_rate":47.22222222222222,"avg_win_pct":1.0222483580389214,"avg_loss_pct":1.069055642661923,"mean_pct":-0.08149542010874651,"quarter_kelly":0,"buy_hold_pct":21.99305532959297,"reconcile_error":0},{"symbol":"EWA","era":"train","mode":"control","cost":16,"k":1,"return_pct":1.038476122259402,"drawdown_pct":-8.840910285861003,"sample":36,"win_rate":52.77777777777778,"avg_win_pct":1.055851693375469,"avg_loss_pct":1.0994592113420034,"mean_pct":0.038065988369995814,"quarter_kelly":0.009013100184624923,"buy_hold_pct":26.886271670474127,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|16|1 part3 = 3.090688714922396
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"control","cost":16,"k":1,"return_pct":3.090688714922396,"drawdown_pct":-7.298630064782041,"sample":36,"win_rate":58.333333333333336,"avg_win_pct":0.8400887089695642,"avg_loss_pct":0.955081864274232,"mean_pct":0.09210097011798245,"quarter_kelly":0.027408108552890706,"buy_hold_pct":26.722687803595193,"reconcile_error":4.440892098500626e-16},{"symbol":"EWU","era":"train","mode":"control","cost":16,"k":1,"return_pct":-1.0616608568795427,"drawdown_pct":-10.538512729800987,"sample":36,"win_rate":52.77777777777778,"avg_win_pct":0.9373258080125522,"avg_loss_pct":1.0929069275022307,"mean_pct":-0.021395205980539702,"quarter_kelly":0,"buy_hold_pct":25.703865736764044,"reconcile_error":1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|16|1 part2 = 3.8659102976161597
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"control","cost":16,"k":1,"return_pct":3.8659102976161597,"drawdown_pct":-8.365990216264374,"sample":36,"win_rate":55.55555555555556,"avg_win_pct":0.884310256696964,"avg_loss_pct":0.8535268801587572,"mean_pct":0.11193819587219903,"quarter_kelly":0.03164562296560529,"buy_hold_pct":30.89076157607431,"reconcile_error":6.661338147750939e-16},{"symbol":"EEM","era":"train","mode":"control","cost":16,"k":1,"return_pct":3.432745384114666,"drawdown_pct":-14.253954085905818,"sample":36,"win_rate":47.22222222222222,"avg_win_pct":1.4765126750037063,"avg_loss_pct":1.1179189455923322,"mean_pct":0.10722931968913046,"quarter_kelly":0.018155841379563706,"buy_hold_pct":35.60360134284395,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|16|1 part1 = 0.20014816835978166
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"control","cost":16,"k":1,"return_pct":0.20014816835978166,"drawdown_pct":-9.957782255964986,"sample":36,"win_rate":63.888888888888886,"avg_win_pct":0.7718075800937071,"avg_loss_pct":1.322750382490429,"mean_pct":0.015439426938324625,"quarter_kelly":0.0050010609303843545,"buy_hold_pct":50.52305511792075,"reconcile_error":4.440892098500626e-16},{"symbol":"IWM","era":"train","mode":"control","cost":16,"k":1,"return_pct":3.6391497265138906,"drawdown_pct":-8.493930370222259,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":1.2232260131791513,"avg_loss_pct":1.62683617861866,"mean_pct":0.11486849414666903,"quarter_kelly":0.02347654744688743,"buy_hold_pct":26.034235129025674,"reconcile_error":4.440892098500626e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|6|1 part4 = 3.9819523172703875
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWC","era":"train","mode":"control","cost":6,"k":1,"return_pct":3.9819523172703875,"drawdown_pct":-8.47193333308719,"sample":36,"win_rate":58.333333333333336,"avg_win_pct":1.0054546835970914,"avg_loss_pct":1.1231362939751437,"mean_pct":0.11854177627532683,"quarter_kelly":0.02947466907489918,"buy_hold_pct":21.99305532959297,"reconcile_error":2.220446049250313e-16},{"symbol":"EWA","era":"train","mode":"control","cost":6,"k":1,"return_pct":8.58154679022267,"drawdown_pct":-6.329524303488565,"sample":36,"win_rate":58.333333333333336,"avg_win_pct":1.1532908696785618,"avg_loss_pct":1.0425851044790058,"mean_pct":0.2383425471129087,"quarter_kelly":0.051665749157308885,"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|control|6|1 part3 = 10.786968192106205
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EWJ","era":"train","mode":"control","cost":6,"k":1,"return_pct":10.786968192106205,"drawdown_pct":-6.179511128974813,"sample":36,"win_rate":69.44444444444444,"avg_win_pct":0.8942526956912458,"avg_loss_pct":1.0751665397514698,"mean_pct":0.2924857070837493,"quarter_kelly":0.08176819273037293,"buy_hold_pct":26.722687803595193,"reconcile_error":0},{"symbol":"EWU","era":"train","mode":"control","cost":6,"k":1,"return_pct":6.324623186284661,"drawdown_pct":-8.54420660571461,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":0.9999436863583471,"avg_loss_pct":1.1116655639385917,"mean_pct":0.17876231124287087,"quarter_kelly":0.04469309464163375,"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|control|6|1 part2 = 11.62006427376352
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"EFA","era":"train","mode":"control","cost":6,"k":1,"return_pct":11.62006427376352,"drawdown_pct":-6.639457260471316,"sample":36,"win_rate":63.888888888888886,"avg_win_pct":0.9598007345374584,"avg_loss_pct":0.8331047385505309,"mean_pct":0.3123626470334623,"quarter_kelly":0.08136132735509786,"buy_hold_pct":30.89076157607431,"reconcile_error":2.220446049250313e-16},{"symbol":"EEM","era":"train","mode":"control","cost":6,"k":1,"return_pct":11.154561248298588,"drawdown_pct":-13.218801922349732,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":1.32105571846164,"avg_loss_pct":1.2848592453043308,"mean_pct":0.3076443436637624,"quarter_kelly":0.05821941106731142,"buy_hold_pct":35.60360134284395,"reconcile_error":2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 cell figures train|control|6|1 part1 = 7.680633104214962
Quant replication2026-09-10 06:14
Exactcomputedmetrics,baseandneighborsretained;fundallocation0. [{"symbol":"SPY","era":"train","mode":"control","cost":6,"k":1,"return_pct":7.680633104214962,"drawdown_pct":-8.046807616246177,"sample":36,"win_rate":72.22222222222221,"avg_win_pct":0.8698816550655143,"avg_loss_pct":1.4852778291569313,"mean_pct":0.21567068722594612,"quarter_kelly":0.06198276684249164,"buy_hold_pct":50.52305511792075,"reconcile_error":4.440892098500626e-16},{"symbol":"IWM","era":"train","mode":"control","cost":6,"k":1,"return_pct":11.376374795197531,"drawdown_pct":-8.035161824390947,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":1.4258752664457308,"avg_loss_pct":1.4298927598495452,"mean_pct":0.3152988117753457,"quarter_kelly":0.05528162581873114,"buy_hold_pct":26.034235129025674,"reconcile_error":6.661338147750939e-16}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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