QTOM91006 regimes row1 = -0.10096287170137716
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":true,"highvol":true,"n":350,"months":62,"mean_pct":-0.10096287170137716,"win_rate":46}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWA QTOM91006 regression row8 = 0.00990859375912366
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","other_daily_pct":0.036109148194118805,"tom_increment_pct":0.00990859375912366,"tom_t":0.11460423068158997,"tom_p":0.9087588262088141,"tom_ci_pct":[-0.1595515007974217,0.17936868831566904],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWC QTOM91006 regression row7 = 0.03419092165566895
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","other_daily_pct":0.0504000269182084,"tom_increment_pct":0.03419092165566895,"tom_t":0.4335176640875893,"tom_p":0.664638736194753,"tom_ci_pct":[-0.12039149100369476,0.18877333431503265],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWU QTOM91006 regression row6 = 0.00837464333162899
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","other_daily_pct":0.03892436310194855,"tom_increment_pct":0.00837464333162899,"tom_t":0.1061486633536237,"tom_p":0.9154644014397769,"tom_ci_pct":[-0.14626037901726494,0.1630096656805229],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ QTOM91006 regression row5 = -0.08709872121109807
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","other_daily_pct":0.053347215059067594,"tom_increment_pct":-0.08709872121109807,"tom_t":-1.0123582842458814,"tom_p":0.31136677644768707,"tom_ci_pct":[-0.25572824321962184,0.0815308007974257],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QTOM91006 regression row4 = 0.11924727440740514
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","other_daily_pct":0.008453877018737137,"tom_increment_pct":0.11924727440740514,"tom_t":1.4421062578248915,"tom_p":0.14927239996720834,"tom_ci_pct":[-0.04282445683314691,0.2813190056479572],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QTOM91006 regression row3 = -0.02318525448400452
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","other_daily_pct":0.045535691427069064,"tom_increment_pct":-0.02318525448400452,"tom_t":-0.3027509636554073,"tom_p":0.7620796558712116,"tom_ci_pct":[-0.17328584620457266,0.12691533723656362],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QTOM91006 regression row2 = -0.059546621511792644
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","other_daily_pct":0.056616786687290734,"tom_increment_pct":-0.059546621511792644,"tom_t":-0.5553261415534022,"tom_p":0.5786716012627124,"tom_ci_pct":[-0.2697138897708364,0.15062064674725106],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QTOM91006 regression row1 = 0.004056437710987945
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","other_daily_pct":0.06309704764436978,"tom_increment_pct":0.004056437710987945,"tom_t":0.05297205575491157,"tom_p":0.9577541727201274,"tom_ci_pct":[-0.1460343563922632,0.15414723181423912],"sessions":1508}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWA QTOM91006 individual row32 = -0.1577921975374413
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"swing","cost":16,"mean_pct":-0.1577921975374413,"ci_pct":[-0.5752543909747678,0.24806904527248033]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWA QTOM91006 individual row31 = 0.042092252430799094
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"swing","cost":6,"mean_pct":0.042092252430799094,"ci_pct":[-0.37740473425930526,0.46287614947597355]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWA QTOM91006 individual row30 = 0.275494210629472
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"calendar","cost":16,"mean_pct":0.275494210629472,"ci_pct":[-0.3121232304597092,0.8291216889925048]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWA QTOM91006 individual row29 = 0.47624610150553554
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"calendar","cost":6,"mean_pct":0.47624610150553554,"ci_pct":[-0.11261558825347587,1.0371594809594136]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWC QTOM91006 individual row28 = -0.09071456854786873
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","mode":"swing","cost":16,"mean_pct":-0.09071456854786873,"ci_pct":[-0.4118292696656108,0.23203792361131684]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWC QTOM91006 individual row27 = 0.1093041710687115
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","mode":"swing","cost":6,"mean_pct":0.1093041710687115,"ci_pct":[-0.2099691430769009,0.43580284397072855]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWC QTOM91006 individual row26 = 0.16357692374967894
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","mode":"calendar","cost":16,"mean_pct":0.16357692374967894,"ci_pct":[-0.3168410381621771,0.6185374306378063]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWC QTOM91006 individual row25 = 0.3641047558251376
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","mode":"calendar","cost":6,"mean_pct":0.3641047558251376,"ci_pct":[-0.11899378181185837,0.8122850582520684]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWU QTOM91006 individual row24 = -0.38048151331766505
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","mode":"swing","cost":16,"mean_pct":-0.38048151331766505,"ci_pct":[-0.7383100719418851,-0.03494761282462166]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWU QTOM91006 individual row23 = -0.18104288814014105
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","mode":"swing","cost":6,"mean_pct":-0.18104288814014105,"ci_pct":[-0.5448991941183933,0.15570044930342056]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWU QTOM91006 individual row22 = 0.1518978582021895
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","mode":"calendar","cost":16,"mean_pct":0.1518978582021895,"ci_pct":[-0.3722210509318453,0.6767081234383107]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWU QTOM91006 individual row21 = 0.3524023087474905
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","mode":"calendar","cost":6,"mean_pct":0.3524023087474905,"ci_pct":[-0.17288081537152863,0.8688679957402397]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ QTOM91006 individual row20 = -0.36706404116483143
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","mode":"swing","cost":16,"mean_pct":-0.36706404116483143,"ci_pct":[-0.7058680602488365,-0.05315197727467222]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ QTOM91006 individual row19 = -0.16759855416102828
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","mode":"swing","cost":6,"mean_pct":-0.16759855416102828,"ci_pct":[-0.4984649456411601,0.1507565630242489]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ QTOM91006 individual row18 = -0.08417726442396643
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","mode":"calendar","cost":16,"mean_pct":-0.08417726442396643,"ci_pct":[-0.6212527431977742,0.3680437350332228]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EWJ QTOM91006 individual row17 = 0.11585456289839105
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","mode":"calendar","cost":6,"mean_pct":0.11585456289839105,"ci_pct":[-0.40074642348626344,0.5684609710246464]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all