EEM QTOM91006 individual row16 = -0.09577715139185669
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","mode":"swing","cost":16,"mean_pct":-0.09577715139185669,"ci_pct":[-0.4149564273094659,0.22866875167512316]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QTOM91006 individual row15 = 0.10423145291613299
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","mode":"swing","cost":6,"mean_pct":0.10423145291613299,"ci_pct":[-0.21535011280669075,0.42591737283904957]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QTOM91006 individual row14 = 0.4370984534488261
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","mode":"calendar","cost":16,"mean_pct":0.4370984534488261,"ci_pct":[-0.14464404833864922,1.0432889589462686]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM QTOM91006 individual row13 = 0.6381738765854419
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","mode":"calendar","cost":6,"mean_pct":0.6381738765854419,"ci_pct":[0.05804412779360961,1.2527552205914163]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QTOM91006 individual row12 = -0.3362616387609935
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","mode":"swing","cost":16,"mean_pct":-0.3362616387609935,"ci_pct":[-0.6829706481078123,-0.0025494004465149967]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QTOM91006 individual row11 = -0.13673448523961718
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","mode":"swing","cost":6,"mean_pct":-0.13673448523961718,"ci_pct":[-0.4792510746178675,0.19993560553192327]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QTOM91006 individual row10 = 0.057192443380488484
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","mode":"calendar","cost":16,"mean_pct":0.057192443380488484,"ci_pct":[-0.45123502100713375,0.5373193431490367]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA QTOM91006 individual row9 = 0.25750729335337
Quant replication2026-09-10 06:13
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","mode":"calendar","cost":6,"mean_pct":0.25750729335337,"ci_pct":[-0.23884997239900163,0.7332360676282492]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QTOM91006 individual row8 = -0.42196941364848606
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","mode":"swing","cost":16,"mean_pct":-0.42196941364848606,"ci_pct":[-0.8442157667783394,-0.0031724173798917572]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QTOM91006 individual row7 = -0.22261384739284257
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","mode":"swing","cost":6,"mean_pct":-0.22261384739284257,"ci_pct":[-0.6384375717847895,0.1878590962089394]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QTOM91006 individual row6 = -0.1627165633129962
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","mode":"calendar","cost":16,"mean_pct":-0.1627165633129962,"ci_pct":[-0.8681649374372105,0.49207799357687987]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM QTOM91006 individual row5 = 0.037158028057701284
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","mode":"calendar","cost":6,"mean_pct":0.037158028057701284,"ci_pct":[-0.6668791607616503,0.6890006354149917]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QTOM91006 individual row4 = -0.2640441110873217
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","mode":"swing","cost":16,"mean_pct":-0.2640441110873217,"ci_pct":[-0.6120245113252423,0.08423888383005661]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QTOM91006 individual row3 = -0.06437237782241828
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","mode":"swing","cost":6,"mean_pct":-0.06437237782241828,"ci_pct":[-0.40586870355363713,0.2832693338550313]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QTOM91006 individual row2 = 0.07187791084424058
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","mode":"calendar","cost":16,"mean_pct":0.07187791084424058,"ci_pct":[-0.36449915174136965,0.5123392369233578]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QTOM91006 individual row1 = 0.27222216117445974
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","mode":"calendar","cost":6,"mean_pct":0.27222216117445974,"ci_pct":[-0.1605473703153676,0.7146666509926777]}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row18 = -0.2641972616828716
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"swing","cost":16,"months":8,"events":64,"mean_pct":-0.2641972616828716,"mean_ci_pct":[-0.989311001033667,0.4646589843260327],"paired_control_advantage_pct":0.5243731694921194,"paired_ci_pct":[-0.4143462453902701,1.2513562762102888],"avg_trade_correlation":0.5724870194568423,"win_rate":40.625,"avg_win_pct":1.3815857749200662,"avg_loss_pct":1.390259339358566,"return_monthly_rebalanced_pct":-2.14755641290868}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row17 = -0.06452583502600062
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"swing","cost":6,"months":8,"events":64,"mean_pct":-0.06452583502600062,"mean_ci_pct":[-0.7836250337028501,0.6657895837420624],"paired_control_advantage_pct":0.5254229664153733,"paired_ci_pct":[-0.415175768025829,1.2538614958612748],"avg_trade_correlation":0.5724870194568411,"win_rate":42.1875,"avg_win_pct":1.5324754965547827,"avg_loss_pct":1.2299051850984646,"return_monthly_rebalanced_pct":-0.5693234106072698}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row16 = 0.40049033029829645
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"calendar","cost":16,"months":8,"events":64,"mean_pct":0.40049033029829645,"mean_ci_pct":[-0.45329331902377534,1.0585838870185478],"paired_control_advantage_pct":1.1890607614732875,"paired_ci_pct":[0.02098243167311928,2.1544099679472364],"avg_trade_correlation":0.6772093071336728,"win_rate":57.8125,"avg_win_pct":1.6888876214464756,"avg_loss_pct":1.3650911427566161,"return_monthly_rebalanced_pct":3.1464226300816245}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row15 = 0.6014924638440491
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"calendar","cost":6,"months":8,"events":64,"mean_pct":0.6014924638440491,"mean_ci_pct":[-0.29897505958585474,1.2601859829344726],"paired_control_advantage_pct":1.1914412652854232,"paired_ci_pct":[0.02102443857487088,2.1587231042542907],"avg_trade_correlation":0.6772093071336742,"win_rate":62.5,"avg_win_pct":1.7596081247311168,"avg_loss_pct":1.328700304301064,"return_monthly_rebalanced_pct":4.810040648156266}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row14 = 0.5937299331635619
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"published","cost":16,"months":8,"events":64,"mean_pct":0.5937299331635619,"mean_ci_pct":[-0.6265325762836893,1.6530268498020695],"paired_control_advantage_pct":1.382300364338553,"paired_ci_pct":[-0.1255866517034871,2.5221537814136026],"avg_trade_correlation":0.7787790543953285,"win_rate":62.5,"avg_win_pct":1.9946073352606981,"avg_loss_pct":1.7410657369983316,"return_monthly_rebalanced_pct":4.678911835645927}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row13 = 0.7951189330715585
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"2026","mode":"published","cost":6,"months":8,"events":64,"mean_pct":0.7951189330715585,"mean_ci_pct":[-0.42758654619663505,1.8565365658500192],"paired_control_advantage_pct":1.3850677345129327,"paired_ci_pct":[-0.08646417557132113,2.5697431291420205],"avg_trade_correlation":0.7787790543953281,"win_rate":65.625,"avg_win_pct":2.09969041852718,"avg_loss_pct":1.6954266300709924,"return_monthly_rebalanced_pct":6.367246916997016}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row12 = -0.26426307943205807
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"swing","cost":16,"months":71,"events":568,"mean_pct":-0.26426307943205807,"mean_ci_pct":[-0.56873276088078,0.03443157555471181],"paired_control_advantage_pct":0.22817619258952188,"paired_ci_pct":[-0.3166042162893297,0.7804836355222227],"avg_trade_correlation":0.6066635941898023,"win_rate":44.36619718309859,"avg_win_pct":1.1873750897830535,"avg_loss_pct":1.421898581464362,"return_monthly_rebalanced_pct":-17.563170388480852}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row11 = -0.0645917845425505
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"swing","cost":6,"months":71,"events":568,"mean_pct":-0.0645917845425505,"mean_ci_pct":[-0.36835839249882846,0.23491211864485279],"paired_control_advantage_pct":0.22863300212684542,"paired_ci_pct":[-0.3240098521366945,0.7777762940333364],"avg_trade_correlation":0.6066635941898019,"win_rate":47.359154929577464,"avg_win_pct":1.309002066287049,"avg_loss_pct":1.3003668543524576,"return_monthly_rebalanced_pct":-4.985220593878903}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QTOM91006 pooled row10 = 0.11378049656474164
Quant replication2026-09-10 06:12
Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"era":"holdout","mode":"calendar","cost":16,"months":71,"events":568,"mean_pct":0.11378049656474164,"mean_ci_pct":[-0.36935812320415023,0.5765909503149922],"paired_control_advantage_pct":0.6062197685863218,"paired_ci_pct":[-0.08602098784978796,1.2715029269166187],"avg_trade_correlation":0.7851364468371315,"win_rate":53.16901408450704,"avg_win_pct":1.792504387737814,"avg_loss_pct":1.7921391092031824,"return_monthly_rebalanced_pct":6.631951391646007}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all