Runway

Notes

10327 observations, newest first
QPAIR91004 base event outcomes 44/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[5,"VFH","2022-12-02","2022-12-16","2022-12-05",-0.0635081929,-0.0604602652,-0.0163677224,-0.0032646215],[5,"VFH","2022-12-19","2023-01-04","2022-12-22",0.0309690638,0.0367899705,0.0068197341,-0.0047925549],[5,"XLF","2023-02-06","2023-02-21","2023-02-09",-0.0093361498,-0.0123436675,0.0062401431,-0.0003050825],[5,"VFH","2023-04-05","2023-04-20","2023-04-12",0.0509435824,0.0476280245,0.0208952121,-0.0001869962],[5,"VFH","2023-05-03","2023-05-17","2023-05-03",-0.0130340643,-0.0089998717,-0.0157588169,-0.0037889631],[5,"XLF","2023-07-20","2023-08-03","2023-07-24",-0.0080690222,-0.0082557555,0.0111587877,-0.0016776808],[5,"VFH","2023-11-01","2023-11-06","2023-11-02",0.0470929026,0.043499142,0.017271807,0.0003656278],[5,"XLF","2023-11-15","2023-11-17","2023-11-17",0.0102638508,0.0073374779,0.0102638508,0.0001767444],[5,"XLF","2023-11-30","2023-12-14","2023-12-01",0.0527265801,0.0633888579,0.0088202324,-0.0071484797],[5,"XLF","2023-12-15","2024-01-02","2023-12-19",0.0102747542,0.0068352003,0.0090328999,-0.0002237436],[5,"VFH","2024-06-10","2024-06-13","2024-06-11",-0.007250089,-0.0132119174,-0.0101607366,0.0016666315],[5,"XLF","2024-07-12","2024-07-26","2024-07-15",0.0173467384,0.0252496572,0.0115968625,-0.0057450614],[5,"XLF","2024-07-29","2024-08-06","2024-08-01",-0.0584629085,-0.0658229891,0.004657227,0.0021923022],[5,"VFH","2024-09-10","2024-09-16","2024-09-10",-0.003676512,-0.0101028754,-0.0122372526,0.001773883],[5,"XLF","2024-11-07","2024-11-21","2024-11-07",0.0058549831,0.0100318036,-0.0115835712,-0.0038717526]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 43/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[5,"XLF","2021-02-12","2021-02-18","2021-02-16",0.0255857777,0.0209419764,0.0187837827,0.0008634179],[5,"XLF","2021-03-15","2021-03-25","2021-03-15",-0.0439960346,-0.0489445731,-0.0189158779,0.0008934766],[5,"VFH","2021-05-07","2021-05-21","2021-05-10",0.0018233583,0.0043937682,0.0138987997,-0.0030646784],[5,"VFH","2021-05-26","2021-06-10","2021-06-01",0.0161669722,0.013664693,0.0175161732,-0.0005734771],[5,"XLF","2021-10-01","2021-10-15","2021-10-04",0.0431790551,0.0471642009,0.0163071085,-0.003798164],[5,"XLF","2021-10-22","2021-11-05","2021-10-27",0.000417338,0.0047571237,0.0061361255,-0.0039501155],[5,"XLF","2021-11-08","2021-11-22","2021-11-09",-0.0192417846,-0.0193891783,-0.0137886397,-0.0016906744],[5,"VFH","2022-01-06","2022-01-21","2022-01-10",-0.0451557429,-0.0427493903,0.0148310921,-0.0029953766],[5,"VFH","2022-03-16","2022-03-30","2022-03-18",0.0475545315,0.0461183336,0.0258614577,-0.0010852373],[5,"VFH","2022-04-08","2022-04-25","2022-04-13",-0.044324153,-0.0488699635,-0.0182819861,0.0004042757],[5,"XLF","2022-06-06","2022-06-21","2022-06-09",-0.1012016794,-0.1045365453,-0.0224230311,-0.0000859281],[5,"XLF","2022-08-02","2022-08-16","2022-08-08",0.0624513609,0.0650875338,0.0134757286,-0.0031340397],[5,"XLF","2022-10-12","2022-10-18","2022-10-13",0.073071415,0.0686318208,-0.024286256,0.0007326048],[5,"VFH","2022-10-24","2022-11-01","2022-10-27",0.0609452981,0.0569545773,0.0293035769,0.0004328564],[5,"VFH","2022-11-15","2022-11-30","2022-11-15",-0.0063731371,-0.0038778282,-0.0181313424,-0.0030632324]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 42/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"VWO","2025-06-06","2025-06-23","2025-06-09",-0.0101724633,-0.0036155566,0.0069193137,-0.0051775992],[4,"VWO","2025-06-24","2025-07-09","2025-06-25",0.0211650788,0.0185491972,0.0068049449,-0.0005195761],[4,"VWO","2025-09-17","2025-10-01","2025-09-18",0.0010574714,0.0051113503,-0.001669437,-0.0038072891],[4,"VWO","2025-10-02","2025-10-16","2025-10-02",-0.0060279934,-0.0013866375,-0.006334431,-0.0040973004],[4,"VWO","2025-10-17","2025-10-31","2025-10-20",0.0163400827,0.0267974065,0.0093266949,-0.00702396],[4,"VWO","2025-11-03","2025-11-17","2025-11-04",-0.0132307939,-0.0222285888,-0.0145264953,0.0027388873],[4,"VWO","2025-12-30","2025-12-31","2025-12-31",0.0008443967,-0.0006503882,0.0008443967,-0.0004935847],[5,"XLF","2020-02-14","2020-03-02","2020-02-18",-0.1446614077,-0.1457236144,-0.011180042,-0.0012803894],[5,"XLF","2020-03-09","2020-03-10","2020-03-09",0.0249574795,0.0167704439,-0.0287849743,0.0028440834],[5,"VFH","2020-03-13","2020-03-17","2020-03-13",-0.0791709954,-0.0716968067,-0.0400580101,-0.0050613711],[5,"VFH","2020-03-19","2020-04-02","2020-03-23",0.0413082295,0.0419921021,0.0262356701,-0.0021434299],[5,"VFH","2020-04-06","2020-04-21","2020-04-09",0.0407324773,0.0334850637,0.0800148582,0.0017886073],[5,"VFH","2020-08-27","2020-09-11","2020-08-27",-0.0144346016,-0.0110396816,0.0167662701,-0.0035090056],[5,"VFH","2020-09-14","2020-09-28","2020-09-18",-0.0411513092,-0.0408306955,-0.0105338665,-0.0019119381],[5,"XLF","2020-10-22","2020-11-05","2020-10-23",0.0028299471,0.003234087,0.0208775285,-0.0019801969]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 41/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"VWO","2023-06-09","2023-06-22","2023-06-13",-0.0003905348,-0.0060465203,0.0108510279,0.0010983549],[4,"EEM","2023-08-09","2023-08-23","2023-08-11",-0.0398401833,-0.0344047924,-0.0037176013,-0.0044747215],[4,"EEM","2023-08-24","2023-09-08","2023-08-25",-0.011883106,-0.00875573,-0.0104175042,-0.0033765253],[4,"VWO","2023-11-07","2023-11-14","2023-11-09",0.0092277601,0.0088221315,-0.0100622648,-0.0012907553],[4,"VWO","2023-11-17","2023-12-04","2023-11-20",0.0049910771,0.0012561161,0.0093478776,-0.0000315041],[4,"VWO","2023-12-29","2024-01-04","2024-01-02",-0.0131237115,-0.0213638466,-0.0085483591,0.0026880777],[4,"EEM","2024-01-17","2024-01-31","2024-01-18",0.024346213,0.0192735412,0.0101277598,0.000750217],[4,"VWO","2024-03-14","2024-03-28","2024-03-14",-0.0080196191,-0.0068133876,-0.0066934421,-0.0023754476],[4,"VWO","2024-07-08","2024-07-19","2024-07-11",-0.0125492885,-0.0176945531,0.0069880953,0.0009320303],[4,"EEM","2024-08-05","2024-08-15","2024-08-05",0.0807740058,0.0728337275,0.0091800233,0.0023170894],[4,"EEM","2024-09-09","2024-09-23","2024-09-11",0.0435788341,0.0455211605,-0.0101051498,-0.0027751543],[4,"EEM","2024-10-01","2024-10-15","2024-10-01",-0.0089102759,-0.0130375681,-0.0107473072,0.0002966534],[4,"EEM","2024-11-01","2024-11-15","2024-11-05",-0.0390220285,-0.033832472,0.0098177624,-0.0043520743],[4,"EEM","2024-12-03","2024-12-17","2024-12-05",0.0031517392,0.0024795436,0.0086509445,-0.0014412529],[4,"VWO","2025-02-18","2025-03-04","2025-02-21",-0.0373408298,-0.0409399714,0.0093698919,0.0000491812]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 40/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"EEM","2021-10-08","2021-10-22","2021-10-14",0.0273505297,0.0227391071,0.0091915226,0.0005173721],[4,"EEM","2021-11-10","2021-11-24","2021-11-10",-0.0239689592,-0.0239095174,-0.0091796149,-0.0017914387],[4,"EEM","2021-11-29","2021-12-13","2021-11-29",0.0083892065,0.0074594888,-0.0097147699,-0.0013154061],[4,"EEM","2022-01-07","2022-01-12","2022-01-11",0.0388164097,0.034372533,0.0107656383,0.0007964235],[4,"EEM","2022-01-26","2022-02-09","2022-01-26",0.0184342881,0.0206451281,-0.0130821552,-0.0028945482],[4,"EEM","2022-03-01","2022-03-15","2022-03-02",-0.1202174786,-0.11375718,-0.0160527515,-0.0049398142],[4,"EEM","2022-06-13","2022-06-28","2022-06-15",0.0231884464,0.024811155,0.0172456506,-0.0026439045],[4,"EEM","2022-06-30","2022-07-15","2022-07-05",-0.0337838767,-0.0349592387,-0.0191484224,-0.0012081244],[4,"EEM","2022-08-24","2022-09-08","2022-08-25",-0.0315334343,-0.0248427876,0.0122806332,-0.0051495659],[4,"EEM","2022-09-09","2022-09-23","2022-09-12",-0.0674274947,-0.0647517574,0.013447344,-0.0030758366],[4,"EEM","2022-09-26","2022-10-10","2022-09-28",-0.0107145915,-0.0087158421,-0.0150118287,-0.0027708015],[4,"VWO","2022-11-11","2022-11-28","2022-11-15",-0.0011992804,-0.008445368,0.0194573404,0.0017309406],[4,"VWO","2023-01-27","2023-02-07","2023-01-30",-0.0426454168,-0.0486761354,-0.0175730627,0.0013936342],[4,"EEM","2023-03-10","2023-03-24","2023-03-15",0.0101733438,0.0052391772,-0.0256504224,0.0006893535],[4,"VWO","2023-05-23","2023-06-07","2023-05-24",0.0197874088,0.0223966232,-0.0100357811,-0.0031360029]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 39/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[4,"EEM","2020-02-25","2020-03-10","2020-02-25",-0.0798450063,-0.0850008197,-0.0128605432,0.0008544524],[4,"EEM","2020-03-13","2020-03-16","2020-03-13",-0.1267932247,-0.1311058606,-0.0235149126,0.0009123617],[4,"VWO","2020-03-25","2020-04-08","2020-03-26",0.0500678843,0.0494422087,0.0449548028,-0.0014927383],[4,"EEM","2020-07-09","2020-07-23","2020-07-09",-0.0102887305,-0.011285423,-0.0141971941,-0.0012706382],[4,"VWO","2020-08-12","2020-08-19","2020-08-18",0.0113848974,0.0057475562,0.0112139167,0.0013285176],[4,"VWO","2020-11-12","2020-11-27","2020-11-12",0.0335022552,0.0362143075,-0.0124018413,-0.0031957533],[4,"VWO","2020-12-04","2020-12-18","2020-12-09",0.0143845043,0.0136343937,-0.0115804784,-0.001408973],[4,"VWO","2020-12-30","2021-01-14","2021-01-04",0.0596889229,0.0680678008,0.0100416187,-0.0060500013],[4,"VWO","2021-01-15","2021-02-01","2021-01-19",-0.0007534867,-0.0038875639,0.0113888184,-0.0003290363],[4,"EEM","2021-05-03","2021-05-17","2021-05-04",-0.0258816856,-0.0273609862,-0.0090955583,-0.0010195324],[4,"EEM","2021-05-28","2021-06-14","2021-06-01",0.0153132341,0.0204519724,0.0135845802,-0.0044825474],[4,"EEM","2021-07-12","2021-07-26","2021-07-14",-0.0380282155,-0.0392067414,0.0088892172,-0.0011628941],[4,"EEM","2021-08-13","2021-08-27","2021-08-16",-0.0083786364,-0.0041556577,-0.0100973308,-0.0038863229],[4,"EEM","2021-08-30","2021-09-14","2021-08-31",0.0148928714,0.015085514,0.009793399,-0.0019226],[4,"EEM","2021-09-23","2021-10-07","2021-09-24",-0.0180835077,-0.010978067,-0.0093124805,-0.0053243203]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 38/74 = 15
Quant replication2026-09-10 04:18
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[3,"VEA","2024-06-04","2024-06-18","2024-06-06",-0.0210234501,-0.0224134554,0.0065247645,-0.001067179],[3,"EFA","2024-08-02","2024-08-16","2024-08-02",0.0351031781,0.0330106727,-0.0097020615,-0.0007490126],[3,"EFA","2024-10-16","2024-10-30","2024-10-22",-0.0234501154,-0.0229346276,-0.0127173597,-0.0020201842],[3,"EFA","2024-11-07","2024-11-21","2024-11-08",-0.0368945188,-0.0314091478,-0.0086579869,-0.004501526],[3,"EFA","2024-11-22","2024-12-06","2024-11-25",0.0404864324,0.0331090312,0.0107888128,0.0018949618],[3,"VEA","2025-02-26","2025-03-12","2025-02-27",-0.0030105249,0.0017316225,-0.0091285063,-0.0041495996],[3,"VEA","2025-03-14","2025-03-28","2025-03-17",0.0026283142,-0.0037314155,0.0120462112,0.0014079516],[3,"EFA","2025-06-11","2025-06-26","2025-06-13",-0.0038845424,0.0019133891,-0.0099555696,-0.0047190135],[3,"EFA","2025-06-27","2025-07-14","2025-07-03",-0.0071066023,-0.0026468176,0.0026231044,-0.0041289909],[3,"EFA","2025-07-15","2025-07-29","2025-07-15",0.0025163233,0.0031299985,-0.0081370092,-0.0020849649],[3,"EFA","2025-09-17","2025-10-01","2025-09-17",0.0056698982,0.0049534961,-0.006877432,-0.0014206226],[3,"EFA","2025-11-04","2025-11-14","2025-11-07",0.0132696895,0.0084583347,0.002340647,0.0007903605],[3,"EFA","2025-11-25","2025-12-10","2025-11-26",0.0248660355,0.0280422045,0.0095249334,-0.0034230418],[3,"EFA","2025-12-11","2025-12-26","2025-12-17",0.0150361714,0.017904804,-0.0092582596,-0.0032630915],[3,"EFA","2025-12-29","2025-12-31","2025-12-31",-0.000461458,-0.0005577899,-0.000461458,-0.0012343823]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 37/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[3,"VEA","2022-06-23","2022-07-08","2022-06-24",0.0024256245,0.0031543733,0.016350139,-0.0021836467],[3,"VEA","2022-07-18","2022-08-01","2022-07-21",0.0571776056,0.0541294495,0.0149064855,-0.000283587],[3,"VEA","2022-10-03","2022-10-17","2022-10-04",0.0107239605,0.0101011645,0.024321041,-0.001470546],[3,"VEA","2022-11-18","2022-12-05","2022-11-21",0.0299135216,0.0319509413,-0.0155457391,-0.0029378653],[3,"VEA","2022-12-06","2022-12-20","2022-12-12",-0.0217904226,-0.0208000325,-0.0001566909,-0.0022590601],[3,"VEA","2023-02-22","2023-03-08","2023-02-24",-0.0066762534,-0.0066180173,-0.0158875262,-0.0018012228],[3,"VEA","2023-03-09","2023-03-23","2023-03-09",-0.0091836978,-0.0069441,-0.0107681057,-0.0028923623],[3,"VEA","2023-03-24","2023-04-10","2023-03-29",0.0399593876,0.0418440415,0.0133404665,-0.0028673795],[3,"VEA","2023-04-26","2023-05-10","2023-04-26",0.0091347983,0.0047514114,-0.0073516621,0.0004140914],[3,"EFA","2023-07-12","2023-07-26","2023-07-13",0.0104252141,0.0115363132,0.006801995,-0.0023388759],[3,"VEA","2023-10-03","2023-10-17","2023-10-04",0.0131021362,0.0146184616,-0.0098950524,-0.0025434621],[3,"VEA","2023-10-26","2023-11-06","2023-11-01",0.0567737963,0.0470951078,0.0133914771,0.0031611819],[3,"EFA","2023-12-26","2024-01-10","2024-01-02",-0.0038071151,-0.0050434308,0.0008217916,-0.0011956004],[3,"VEA","2024-02-28","2024-03-13","2024-03-01",0.0300340089,0.0296348552,0.0066228865,-0.0015941685],[3,"VEA","2024-05-17","2024-06-03","2024-05-22",-0.0011992804,-0.0005334132,-0.0085974156,-0.0022321635]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 36/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[3,"EFA","2020-07-29","2020-08-12","2020-07-30",0.0203145018,0.0254471182,-0.0189715352,-0.0043591976],[3,"EFA","2020-08-13","2020-08-27","2020-08-14",0.0039237129,0.0062182628,-0.0114452669,-0.0029277617],[3,"VEA","2020-11-16","2020-11-24","2020-11-20",0.0131681248,0.0107562686,0.0041219808,-0.0003292974],[3,"EFA","2020-12-07","2020-12-21","2020-12-10",-0.0073472801,-0.0086377038,0.0023067411,-0.0011252751],[3,"EFA","2020-12-28","2021-01-12","2020-12-30",0.0201966455,0.0243020146,0.008080392,-0.0038856738],[3,"EFA","2021-01-13","2021-01-28","2021-01-15",-0.0187498392,-0.0206264765,0.000591351,-0.0008658863],[3,"EFA","2021-04-07","2021-04-20","2021-04-13",0.0126217628,0.0119490131,0.0079917133,-0.0014055683],[3,"EFA","2021-05-05","2021-05-17","2021-05-06",0.0045270967,0.00387663,0.0071736624,-0.0013707714],[3,"EFA","2021-06-02","2021-06-10","2021-06-08",0.0049256474,0.0039273468,0.0066172941,-0.001032397],[3,"EFA","2021-07-02","2021-07-09","2021-07-06",-0.0016427976,-0.0050330154,-0.0066619338,0.0002107578],[3,"VEA","2021-08-13","2021-08-27","2021-08-16",-0.0155848436,-0.0160315287,-0.0068649791,-0.0015429559],[3,"VEA","2021-12-16","2021-12-31","2021-12-17",0.0112743889,0.0104403799,-0.0127657737,-0.0014061758],[3,"VEA","2022-01-25","2022-02-07","2022-01-26",0.0196337282,0.0181501801,0.0114958343,-0.001003651],[3,"EFA","2022-03-01","2022-03-15","2022-03-01",-0.0458700527,-0.0428059561,-0.0144746789,-0.0032833161],[3,"VEA","2022-05-26","2022-06-10","2022-06-02",-0.0323400133,-0.0363062189,0.0194920775,0.0001889439]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 35/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[2,"IWM","2025-01-15","2025-01-23","2025-01-22",0.0054141022,0.0027696928,0.0148471701,-0.0002081533],[2,"IWM","2025-01-28","2025-02-05","2025-02-03",0.0046157626,-0.0003412042,-0.0051870579,0.000950688],[2,"IJR","2025-02-11","2025-02-25","2025-02-18",-0.0317980735,-0.0397308246,0.0122655037,0.0022165598],[2,"IJR","2025-03-18","2025-03-27","2025-03-24",0.0106544912,0.0060484783,0.0215710438,0.0007301715],[2,"IWM","2025-04-02","2025-04-08","2025-04-02",-0.0575110293,-0.0714558198,0.0238774471,0.0055722082],[2,"IJR","2025-06-03","2025-06-17","2025-06-06",0.0107728114,0.0141917696,0.0160588761,-0.0034950931],[2,"IJR","2025-07-21","2025-08-04","2025-07-24",-0.031253284,-0.0324400188,0.0061972439,-0.001162852],[2,"IJR","2025-09-09","2025-09-23","2025-09-15",0.0127830771,0.031592096,-0.0021371214,-0.0112051935],[2,"IJR","2025-09-24","2025-10-08","2025-09-25",-0.0059281306,0.0044532187,-0.0174124811,-0.0069725274],[2,"IJR","2025-10-09","2025-10-23","2025-10-10",-0.0016228241,-0.0094112878,-0.0143248992,0.0021261592],[3,"EFA","2020-01-02","2020-01-16","2020-01-03",-0.0008523541,0.0004372036,-0.0123009209,-0.0024214913],[3,"EFA","2020-01-17","2020-02-03","2020-01-21",-0.0393227621,-0.0410320817,-0.0057620229,-0.0010195291],[3,"EFA","2020-03-10","2020-03-11","2020-03-10",-0.029683749,-0.0316031883,-0.016568598,-0.0002625361],[3,"VEA","2020-03-12","2020-03-26","2020-03-12",0.0039873702,0.0098100146,-0.0218903116,-0.0046950251],[3,"VEA","2020-03-27","2020-04-13","2020-04-02",0.0611565828,0.0550353292,-0.0063648548,0.0011300519]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 34/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[2,"IWM","2022-11-08","2022-11-22","2022-11-09",0.018247322,0.0276614972,-0.026355057,-0.0065025918],[2,"IWM","2022-11-23","2022-12-08","2022-11-30",-0.020274881,-0.0217529043,0.0154918702,-0.0010646363],[2,"IJR","2023-03-07","2023-03-10","2023-03-09",-0.0363595549,-0.0449230351,-0.0180378366,0.0029872874],[2,"IJR","2023-04-14","2023-04-28","2023-04-20",-0.032490441,-0.0294189209,-0.0101708719,-0.003295072],[2,"IJR","2023-05-05","2023-05-19","2023-05-11",0.0289848813,0.0288587474,-0.0072134179,-0.0017302941],[2,"IWM","2023-08-08","2023-08-22","2023-08-14",-0.0380901729,-0.0413920578,-0.0137906536,-0.0000992648],[2,"IWM","2023-10-13","2023-10-27","2023-10-18",-0.0465558525,-0.0426470324,0.0067919022,-0.0037060267],[2,"IWM","2023-10-30","2023-11-13","2023-11-02",0.0259652821,0.0296147844,0.0220509441,-0.0036196992],[2,"IJR","2024-02-07","2024-02-22","2024-02-12",0.0194213799,0.0223840285,0.0190772851,-0.0033128185],[2,"IJR","2024-02-27","2024-03-12","2024-03-04",-0.0008121483,0.0090080325,-0.0017799785,-0.0066945109],[2,"IJR","2024-03-13","2024-03-27","2024-03-14",0.0134675395,0.0107717026,-0.0137097863,-0.0004338064],[2,"IJR","2024-06-28","2024-07-15","2024-07-05",0.0487068388,0.0522703521,-0.0127067593,-0.0037135762],[2,"IJR","2024-07-16","2024-07-30","2024-07-16",0.0288391567,0.0151500669,0.011681628,0.0050634881],[2,"IJR","2024-10-21","2024-11-04","2024-10-21",-0.0342952233,-0.0327583895,-0.0128960834,-0.0025252622],[2,"IJR","2025-01-06","2025-01-10","2025-01-07",-0.0274467936,-0.0341302325,-0.0185261271,0.0019991234]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 33/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[2,"IJR","2020-09-15","2020-09-29","2020-09-17",-0.0303547633,-0.0267988531,-0.0185873699,-0.0035389863],[2,"IJR","2020-10-08","2020-10-22","2020-10-14",0.0024258674,-0.0109901471,0.0101293065,0.0049425715],[2,"IJR","2020-12-22","2021-01-05","2020-12-28",-0.0000012466,-0.0159467466,0.0185533007,0.0062110507],[2,"IWM","2021-01-28","2021-02-02","2021-01-29",0.0097270785,-0.0139631641,-0.0214029272,0.010454417],[2,"IWM","2021-02-25","2021-03-11","2021-02-25",0.010933616,0.0305919969,-0.0209411016,-0.0116295286],[2,"IWM","2021-03-12","2021-03-26","2021-03-18",-0.0555388942,-0.0523782867,-0.024854482,-0.0033258502],[2,"IWM","2021-05-14","2021-05-28","2021-05-19",0.0407104916,0.0331332612,0.0046072746,0.0019949219],[2,"IWM","2021-08-17","2021-08-31","2021-08-19",0.0383426117,0.0244692169,-0.0207249293,0.0051500977],[2,"IWM","2021-11-23","2021-12-08","2021-11-26",-0.0305097696,-0.0235331674,-0.0289526499,-0.0052934162],[2,"IWM","2021-12-10","2021-12-27","2021-12-13",0.002425265,0.0018228096,-0.0222216438,-0.0015990371],[2,"IWM","2022-01-06","2022-01-21","2022-01-10",-0.0839961349,-0.0746708289,-0.0217869341,-0.0064377533],[2,"IWM","2022-01-24","2022-02-07","2022-01-24",0.021229776,0.0151660119,0.0273440075,0.0012485279],[2,"IWM","2022-05-09","2022-05-23","2022-05-09",-0.0122208531,-0.0074342646,-0.0286828618,-0.0041663273],[2,"IJR","2022-08-05","2022-08-19","2022-08-08",0.043752583,0.0486145382,0.0195472238,-0.0042377029],[2,"IJR","2022-09-08","2022-09-22","2022-09-09",-0.027085398,-0.0326864425,0.0208837631,0.0010457752]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 32/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2025-03-07","2025-03-10","2025-03-10",-0.007555359,-0.0075645238,-0.007555359,-0.0013148788],[1,"ITOT","2025-04-03","2025-04-08","2025-04-04",-0.0436072229,-0.0440828188,-0.044118162,-0.0011417778],[1,"ITOT","2025-04-09","2025-04-15","2025-04-09",0.0917014476,0.0912884761,0.0301311364,-0.001295525],[1,"ITOT","2025-09-09","2025-09-10","2025-09-10",0.0056126597,0.0043774436,0.0056126597,-0.0006264673],[1,"ITOT","2025-09-17","2025-10-01","2025-09-17",0.0048786145,0.0055028307,-0.0082063247,-0.002091664],[1,"ITOT","2025-10-13","2025-10-20","2025-10-14",0.0091867415,0.0085128287,-0.0095150683,-0.0011563469],[1,"ITOT","2025-10-23","2025-10-27","2025-10-24",0.0220382648,0.0211989222,0.0117899558,-0.0009579154],[1,"ITOT","2025-11-17","2025-12-02","2025-11-17",0.0190886436,0.0199226525,-0.0108705475,-0.0022463814],[2,"IJR","2020-02-03","2020-02-18","2020-02-04",0.0290467652,0.0352826171,0.0138045294,-0.0049581507],[2,"IJR","2020-02-19","2020-03-04","2020-02-24",-0.1114873789,-0.1074601503,-0.0385783605,-0.0037263319],[2,"IJR","2020-03-05","2020-03-10","2020-03-05",-0.09683711,-0.0967696032,-0.0222306087,-0.0013818421],[2,"IJR","2020-03-11","2020-03-17","2020-03-11",-0.1868836283,-0.1992572987,-0.0310932646,0.0048629497],[2,"IJR","2020-03-25","2020-04-08","2020-03-31",0.0494793921,0.0471218501,0.0583071245,-0.0006248916],[2,"IJR","2020-04-21","2020-05-05","2020-04-27",0.0841964384,0.0893755368,0.0529597108,-0.0044208557],[2,"IJR","2020-05-06","2020-05-20","2020-05-12",0.0265101973,0.0394559744,0.0147651574,-0.0082765375]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 31/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2023-09-25","2023-09-29","2023-09-26",0.0069023587,0.0053570795,-0.0096731569,-0.0005952189],[1,"ITOT","2023-10-06","2023-10-09","2023-10-06",0.0117215274,0.0124171284,0.0110462481,-0.0016794765],[1,"ITOT","2023-10-12","2023-10-25","2023-10-12",-0.0390725814,-0.0389015944,-0.0123460815,-0.0017971428],[1,"ITOT","2023-10-26","2023-11-09","2023-10-27",0.0510233727,0.0507289064,-0.0149346311,-0.0016592153],[1,"VTI","2023-12-07","2023-12-11","2023-12-11",0.0062796402,0.0058873263,0.0062157957,-0.001172366],[1,"VTI","2023-12-26","2024-01-04","2024-01-02",-0.0169006852,-0.0167795133,-0.0091630677,-0.0016211259],[1,"ITOT","2024-04-02","2024-04-03","2024-04-03",-0.0022787732,-0.0041908959,-0.0022787732,-0.0002826637],[1,"ITOT","2024-04-16","2024-04-17","2024-04-17",0.0020429776,0.0009791739,0.0020429776,-0.0007101835],[1,"ITOT","2024-07-05","2024-07-08","2024-07-08",0.0050139665,0.0055657162,0.0050139665,-0.0016033919],[1,"VTI","2024-08-06","2024-08-07","2024-08-07",0.0163130415,0.016137579,0.0142356972,-0.0011637266],[1,"ITOT","2024-09-04","2024-09-10","2024-09-06",-0.005277752,-0.0044095224,-0.0129758673,-0.0018790222],[1,"VTI","2024-11-12","2024-11-26","2024-11-12",0.0021970675,0.0026600733,-0.0089096761,-0.0020093027],[1,"ITOT","2025-02-05","2025-02-07","2025-02-07",0.0084776816,0.0078379427,0.0084776816,-0.0009675593],[1,"VTI","2025-02-21","2025-02-25","2025-02-21",-0.0255019032,-0.0250958493,-0.0100186719,-0.0015531772],[1,"ITOT","2025-03-04","2025-03-06","2025-03-04",-0.007939801,-0.0070479367,-0.0136812802,-0.0017248781]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 30/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2022-09-12","2022-09-20","2022-09-13",-0.0564180962,-0.0551287613,-0.018910976,-0.0021414249],[1,"ITOT","2022-09-26","2022-10-05","2022-09-30",0.0229850696,0.0228260656,-0.0208248157,-0.0015047458],[1,"ITOT","2022-10-06","2022-10-18","2022-10-07",-0.0048408721,-0.0050986697,-0.0205687814,-0.0015618321],[1,"ITOT","2022-10-20","2022-10-24","2022-10-24",0.0196144213,0.0196114436,0.0196144213,-0.0013753953],[1,"ITOT","2022-10-27","2022-10-28","2022-10-28",-0.0100731268,-0.0096182903,-0.0100731268,-0.0014635932],[1,"ITOT","2022-12-09","2022-12-12","2022-12-12",-0.0044390232,-0.0038626069,-0.0044390232,-0.0016100688],[1,"VTI","2023-01-03","2023-01-05","2023-01-03",-0.0071866416,-0.0080638901,-0.0171256613,-0.0008391806],[1,"VTI","2023-01-20","2023-02-02","2023-01-23",0.0659007091,0.066471124,0.0169023453,-0.0020602762],[1,"VTI","2023-02-08","2023-02-09","2023-02-09",0.0014196001,0.0011801655,0.0014196001,-0.0011227361],[1,"VTI","2023-02-21","2023-02-23","2023-02-22",-0.0064051258,-0.0056110469,-0.0155179324,-0.0016768192],[1,"VTI","2023-02-27","2023-03-02","2023-03-01",-0.0176881788,-0.0179494273,-0.0152798634,-0.0011825229],[1,"VTI","2023-03-14","2023-03-15","2023-03-15",-0.0158749237,-0.0145809195,-0.0158749237,-0.0018804476],[1,"ITOT","2023-05-12","2023-05-16","2023-05-12",-0.0041783808,-0.0043019358,-0.0108183374,-0.0013007052],[1,"VTI","2023-07-03","2023-07-05","2023-07-05",-0.0021425686,-0.0037469706,-0.0021425686,-0.000477979],[1,"VTI","2023-07-31","2023-08-02","2023-08-02",-0.0104904499,-0.0106286971,-0.0104904499,-0.0012073622]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 29/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2021-09-15","2021-09-16","2021-09-16",0.0054257402,0.0053849873,0.0059830832,-0.0012246625],[1,"ITOT","2021-09-27","2021-10-11","2021-09-28",-0.014015192,-0.0146676178,-0.0101966806,-0.0014408431],[1,"ITOT","2021-11-26","2021-11-30","2021-11-26",-0.0020105714,-0.0022346802,-0.0090840155,-0.0012516399],[1,"VTI","2021-12-06","2021-12-09","2021-12-07",0.0285067077,0.0295537586,0.0171787171,-0.0018656012],[1,"ITOT","2021-12-20","2021-12-21","2021-12-21",0.0082360841,0.0077732234,0.0082360841,-0.0010149167],[1,"VTI","2021-12-22","2021-12-28","2021-12-27",0.0296267879,0.0298067471,0.0180021331,-0.0015552349],[1,"VTI","2022-02-01","2022-02-04","2022-02-04",-0.0148315983,-0.0138383278,-0.0148315983,-0.0018126284],[1,"VTI","2022-02-25","2022-03-03","2022-03-01",0.0229455051,0.025279475,0.0092765201,-0.0026301669],[1,"VTI","2022-03-21","2022-03-22","2022-03-22",0.0003112647,-0.0001362741,0.0003112647,-0.0010178308],[1,"VTI","2022-04-26","2022-04-28","2022-04-26",-0.0122899144,-0.0107827749,-0.01772383,-0.0020304567],[1,"VTI","2022-05-02","2022-05-04","2022-05-04",0.011194186,0.0138115975,0.011194186,-0.0026007002],[1,"VTI","2022-05-10","2022-05-19","2022-05-10",-0.0378240753,-0.0377321192,-0.0254730594,-0.0015939226],[1,"VTI","2022-05-25","2022-06-08","2022-05-27",0.0598689191,0.0585996653,0.0323834922,-0.0011762572],[1,"ITOT","2022-07-07","2022-07-21","2022-07-13",0.0248445842,0.0246908805,-0.0266259917,-0.0017139973],[1,"ITOT","2022-08-04","2022-08-18","2022-08-10",0.0299202839,0.0294923982,0.014183166,-0.0015797084]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 28/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[1,"ITOT","2020-01-24","2020-02-07","2020-01-24",-0.0014910714,-0.0014588777,-0.0070278063,-0.001791293],[1,"ITOT","2020-02-14","2020-02-20","2020-02-20",0.0003817828,0.0009111322,0.0003817828,-0.0017126766],[1,"ITOT","2020-02-21","2020-02-26","2020-02-21",-0.0654563745,-0.065136906,-0.0097187603,-0.0015269009],[1,"ITOT","2020-03-04","2020-03-06","2020-03-05",-0.0448323539,-0.0431834858,0.00545278,-0.0020818998],[1,"ITOT","2020-03-11","2020-03-13","2020-03-11",-0.0678325104,-0.0679204718,-0.0282276023,-0.0011981039],[1,"VTI","2020-03-17","2020-03-20","2020-03-18",-0.0098196947,-0.0040321835,-0.0443911482,-0.0042170779],[1,"VTI","2020-07-06","2020-07-07","2020-07-07",-0.0056016705,-0.0056207765,-0.0056016705,-0.0012288811],[1,"ITOT","2020-09-24","2020-10-08","2020-09-28",0.0745625336,0.0739329209,0.021383568,-0.0015054806],[1,"ITOT","2020-10-21","2020-10-22","2020-10-22",-0.0034197627,-0.0031097402,-0.0034197627,-0.0013950525],[1,"ITOT","2021-02-16","2021-02-17","2021-02-17",-0.0118086962,-0.0121722685,-0.0118086962,-0.0010526089],[1,"ITOT","2021-05-06","2021-05-07","2021-05-07",0.0061992435,0.0063209843,0.0061992435,-0.0013065204],[1,"ITOT","2021-06-09","2021-06-11","2021-06-11",0.0001176748,0.0004583992,0.0001176748,-0.001453652],[1,"ITOT","2021-06-23","2021-06-30","2021-06-25",0.0086465099,0.0090560458,0.0071217798,-0.0016987226],[1,"VTI","2021-07-20","2021-07-21","2021-07-20",0.0160432562,0.017370282,0.0078390479,-0.001916162],[1,"ITOT","2021-08-11","2021-08-17","2021-08-17",-0.0027776633,-0.0043278287,-0.0027776633,-0.0006691482]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 27/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"IVV","2024-08-01","2024-08-02","2024-08-01",-0.0315732678,-0.0316016662,-0.0108343075,-0.0012086248],[0,"SPY","2024-08-22","2024-08-23","2024-08-23",-0.0065792417,-0.0065425916,-0.0065792417,-0.0012562221],[0,"IVV","2024-09-11","2024-09-12","2024-09-11",0.0102779857,0.0102796883,-0.012466687,-0.0012488434],[0,"SPY","2024-10-01","2024-10-04","2024-10-01",-0.0030303765,-0.0029353392,-0.0117334164,-0.0013697919],[0,"SPY","2024-11-27","2024-12-02","2024-12-02",0.0029768899,0.0029442788,0.0029768899,-0.0013916533],[0,"IVV","2024-12-23","2024-12-24","2024-12-24",0.0075718972,0.0075349819,0.0075718972,-0.001227874],[0,"IVV","2024-12-30","2024-12-31","2024-12-31",0.002123284,0.0022223945,0.002123284,-0.0012927364],[0,"SPY","2025-03-21","2025-03-24","2025-03-24",0.0193747576,0.0194624509,0.0193747576,-0.0013795726],[0,"SPY","2025-04-04","2025-04-07","2025-04-04",-0.0669633,-0.0671063683,-0.0190348693,-0.0012121189],[0,"IVV","2025-04-08","2025-04-09","2025-04-08",-0.0557535096,-0.055603447,-0.0223634592,-0.0012834905],[0,"IVV","2025-04-10","2025-04-11","2025-04-10",-0.0185880307,-0.0183865098,-0.0284116318,-0.0013315921],[0,"SPY","2025-10-02","2025-10-16","2025-10-08",-0.0066070537,-0.00659885,0.0027664201,-0.0017762032],[0,"SPY","2025-10-17","2025-10-22","2025-10-20",0.0177367779,0.0177165936,0.0112093735,-0.0014067444],[0,"SPY","2025-11-05","2025-11-07","2025-11-07",-0.011658786,-0.0116433813,-0.011658786,-0.0012836247],[1,"ITOT","2020-01-09","2020-01-10","2020-01-10",0.0014776721,0.0015143125,0.0014776721,-0.0012610572]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 26/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"SPY","2023-07-12","2023-07-13","2023-07-13",0.0021917599,0.001997994,0.0021917599,-0.0011460755],[0,"SPY","2023-07-14","2023-07-20","2023-07-19",0.0069942136,0.0069053711,0.0083305471,-0.0014069961],[0,"IVV","2023-09-18","2023-09-19","2023-09-19",-0.0020598944,-0.0020387655,-0.0020598944,-0.0012511624],[0,"SPY","2023-09-20","2023-09-26","2023-09-20",-0.0347757379,-0.0346218406,-0.0097783794,-0.0015034925],[0,"SPY","2023-10-19","2023-10-31","2023-10-20",-0.0354340129,-0.0354675168,-0.0135794035,-0.0016558031],[0,"SPY","2023-12-13","2023-12-20","2023-12-13",0.023289743,0.0234668474,0.0071138645,-0.001591094],[0,"IVV","2023-12-21","2023-12-22","2023-12-22",0.0042651902,0.0041493716,0.0042651902,-0.0011863649],[0,"IVV","2024-01-09","2024-01-10","2024-01-10",0.003453383,0.003641751,0.003453383,-0.0013382445],[0,"SPY","2024-02-06","2024-02-08","2024-02-08",0.0080579479,0.0083022169,0.0076018626,-0.0014101073],[0,"SPY","2024-02-14","2024-02-16","2024-02-16",0.0086806073,0.0086096874,0.0075486663,-0.001252603],[0,"SPY","2024-03-12","2024-03-15","2024-03-15",-0.0044057676,-0.0044362363,-0.0044057676,-0.0013060996],[0,"IVV","2024-03-18","2024-03-20","2024-03-20",0.0022228372,0.0022332988,0.0022228372,-0.0012894878],[0,"IVV","2024-06-24","2024-06-25","2024-06-25",-0.0018919949,-0.0018191635,-0.0018919949,-0.0012771611],[0,"SPY","2024-07-02","2024-07-03","2024-07-03",0.0079781768,0.0078345517,0.007174209,-0.0011746671],[0,"SPY","2024-07-08","2024-07-11","2024-07-10",0.0095882166,0.0096069949,0.0075747652,-0.001339174]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 25/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"SPY","2022-05-25","2022-05-27","2022-05-27",0.0385088885,0.0385330898,0.0318627607,-0.0013181677],[0,"SPY","2022-05-31","2022-06-08","2022-06-06",-0.0002780427,-0.0002544137,-0.0054472094,-0.0015411564],[0,"IVV","2022-06-14","2022-06-24","2022-06-16",0.0150596143,0.0152288249,-0.0224633917,-0.0017054837],[0,"IVV","2022-09-21","2022-09-22","2022-09-21",-0.0258355689,-0.0258506247,-0.0182466153,-0.0012187549],[0,"IVV","2022-10-05","2022-10-07","2022-10-07",-0.0129571401,-0.0130315473,-0.0129571401,-0.001237858],[0,"SPY","2022-11-02","2022-11-03","2022-11-02",-0.0335377021,-0.0339387942,-0.0228903519,-0.0010207622],[0,"SPY","2022-11-17","2022-11-25","2022-11-23",0.0278807826,0.0278490353,0.02186555,-0.0015303339],[0,"SPY","2022-12-15","2022-12-19","2022-12-15",-0.0241678644,-0.0241757875,-0.0156391474,-0.0013466172],[0,"SPY","2022-12-23","2022-12-27","2022-12-27",0.007055271,0.0069565487,0.007055271,-0.0013198921],[0,"SPY","2023-03-07","2023-03-08","2023-03-07",-0.0160774539,-0.0160471193,-0.0133291246,-0.0012473529],[0,"SPY","2023-03-13","2023-03-14","2023-03-13",0.0215368013,0.02177076,0.0155945718,-0.001371944],[0,"IVV","2023-04-04","2023-04-05","2023-04-05",-0.010105655,-0.0101995349,-0.010105655,-0.0011887212],[0,"IVV","2023-06-01","2023-06-02","2023-06-02",0.0140511024,0.0141082964,0.0101779647,-0.0012789057],[0,"SPY","2023-06-21","2023-06-27","2023-06-26",-0.0099231574,-0.0098558379,-0.0105423863,-0.0014750551],[0,"SPY","2023-07-03","2023-07-10","2023-07-06",-0.0118967874,-0.0118491688,-0.0095489538,-0.0015050972]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 24/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"IVV","2021-06-23","2021-06-24","2021-06-24",0.002835463,0.0028161258,0.002835463,-0.0012338336],[0,"IVV","2021-07-07","2021-07-08","2021-07-08",-0.0124679275,-0.0124369899,-0.0124679275,-0.0012498233],[0,"IVV","2021-08-13","2021-08-16","2021-08-16",-0.0033783426,-0.0035737226,-0.0033783426,-0.0012241127],[0,"SPY","2021-09-01","2021-09-07","2021-09-07",-0.000868669,-0.0007513242,-0.000868669,-0.001505552],[0,"SPY","2021-09-08","2021-09-10","2021-09-10",-0.000867445,-0.0008443489,-0.000867445,-0.00129396],[0,"SPY","2021-11-12","2021-11-16","2021-11-16",0.0031753972,0.0031440272,0.0042478803,-0.0013512983],[0,"IVV","2021-11-29","2021-11-30","2021-11-30",-0.0054843069,-0.0056526782,-0.0054843069,-0.0011541845],[0,"SPY","2021-12-01","2021-12-02","2021-12-01",-0.0248066261,-0.0247422098,-0.0095564654,-0.0012591806],[0,"SPY","2021-12-20","2021-12-21","2021-12-21",0.0078635264,0.0078001846,0.0078635264,-0.0012148121],[0,"IVV","2022-01-11","2022-01-12","2022-01-12",0.0126255027,0.0124688552,0.0126255027,-0.0011709359],[0,"IVV","2022-01-25","2022-01-26","2022-01-26",0.0165381482,0.0164749206,0.0165381482,-0.0012200804],[0,"SPY","2022-02-07","2022-02-08","2022-02-08",-0.0073631133,-0.0073747562,-0.0073631133,-0.0012315612],[0,"SPY","2022-02-25","2022-02-28","2022-02-28",0.0044345873,0.0045727084,0.0044345873,-0.001395857],[0,"SPY","2022-03-24","2022-03-25","2022-03-25",0.0104764931,0.0106443937,0.0104764931,-0.0013322113],[0,"IVV","2022-05-13","2022-05-16","2022-05-16",0.0071078618,0.0070438067,0.0071078618,-0.0012961927]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 23/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[0,"SPY","2020-02-26","2020-02-27","2020-02-27",-0.0289272746,-0.0290744095,-0.0089125457,-0.0011507392],[0,"IVV","2020-02-28","2020-03-03","2020-02-28",0.0701788271,0.0707672076,0.0164462369,-0.0017019821],[0,"IVV","2020-03-10","2020-03-11","2020-03-10",-0.0150848682,-0.0150201815,-0.0257317677,-0.0012651562],[0,"IVV","2020-03-17","2020-03-18","2020-03-18",-0.0360432464,-0.037063985,0.0036303438,-0.0007088757],[0,"SPY","2020-03-19","2020-03-20","2020-03-20",0.0184497089,0.0218619818,0.0184497089,-0.0029621095],[0,"IVV","2020-07-01","2020-07-02","2020-07-02",0.0140672267,0.0138666441,0.0140672267,-0.0011497948],[0,"SPY","2020-08-03","2020-08-12","2020-08-07",0.0204390894,0.0205848138,0.0148498654,-0.0016558551],[0,"IVV","2020-09-01","2020-09-02","2020-09-02",0.011578488,0.0114986513,0.0099294443,-0.0012087815],[0,"SPY","2020-12-02","2020-12-03","2020-12-03",0.0038940732,0.0038590618,0.0038940732,-0.0012266183],[0,"SPY","2020-12-17","2020-12-23","2020-12-18",-0.0068340175,-0.006711906,-0.0101393426,-0.0015043562],[0,"SPY","2021-01-13","2021-01-15","2021-01-15",-0.0063976687,-0.0065328751,-0.0063976687,-0.001211344],[0,"SPY","2021-01-29","2021-02-01","2021-01-29",-0.0062681718,-0.0062614952,-0.0126472429,-0.001323587],[0,"SPY","2021-03-01","2021-03-03","2021-03-01",-0.0006971181,-0.0009764581,-0.0137798397,-0.0011425718],[0,"SPY","2021-04-23","2021-04-26","2021-04-23",0.0098638789,0.0098215755,0.0088137228,-0.0013087437],[0,"SPY","2021-06-07","2021-06-08","2021-06-08",0.0000185836,0.000143398,0.0000185836,-0.0013043471]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 22/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[11,"BND","2018-11-29","2018-12-03","2018-12-03",-0.0003901417,-0.0010796349,-0.0003901417,-0.001019502],[11,"BND","2018-12-07","2018-12-11","2018-12-10",0.0020174691,0.0010585678,0.0010423919,-0.0008860015],[11,"BND","2018-12-31","2019-01-03","2018-12-31",0.0043770516,0.0030409114,0.0014693928,-0.0006573638],[11,"AGG","2019-01-29","2019-01-31","2019-01-30",0.0041876153,0.0043355558,0.0013990185,-0.0013595313],[11,"AGG","2019-03-01","2019-03-04","2019-03-04",-0.001548715,-0.001514012,-0.001548715,-0.0013404605],[11,"AGG","2019-05-01","2019-05-15","2019-05-01",0.0051908533,0.0057411199,-0.002391725,-0.0020548101],[11,"AGG","2019-07-01","2019-07-10","2019-07-01",-0.002195977,-0.0029938018,-0.0032092851,-0.0011696332],[11,"AGG","2019-08-01","2019-08-15","2019-08-01",0.0171253128,0.0192270069,0.001139589,-0.0028390906],[11,"AGG","2019-08-16","2019-08-30","2019-08-22",0.0017227718,0.0018654208,-0.0033637635,-0.0018485508],[11,"AGG","2019-09-04","2019-09-10","2019-09-05",-0.0075555788,-0.0084622292,-0.0042589223,-0.0009886151],[11,"AGG","2019-11-01","2019-11-04","2019-11-04",-0.0035763483,-0.0035332677,-0.0035763483,-0.0013434388],[11,"AGG","2019-12-02","2019-12-03","2019-12-03",0.0031390874,0.0027502831,0.0008478869,-0.0010489497],[0,"SPY","2020-01-14","2020-01-28","2020-01-16",-0.008561119,-0.0084195265,0.0060077923,-0.0018418438],[0,"SPY","2020-02-05","2020-02-06","2020-02-06",0.0037477267,0.0037744659,0.0037477267,-0.0012574614],[0,"SPY","2020-02-07","2020-02-11","2020-02-11",0.0088097986,0.0088962591,0.0088097986,-0.0014137044]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 21/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[11,"BND","2017-07-17","2017-07-18","2017-07-18",0.0010366023,0.0010577622,0.0010366023,-0.001253038],[11,"AGG","2017-07-28","2017-08-02","2017-08-01",0.0024784512,0.0026281533,0.0009065176,-0.0014826746],[11,"AGG","2017-08-29","2017-09-01","2017-08-29",-0.0017861888,-0.0016727204,-0.0029717437,-0.0013797715],[11,"AGG","2017-10-02","2017-10-03","2017-10-03",-0.0008452213,-0.0015166118,-0.0008452213,-0.0009050086],[11,"BND","2017-12-18","2018-01-03","2017-12-19",-0.0051471093,-0.0029597987,-0.003883804,-0.0029507882],[11,"BND","2018-01-04","2018-01-19","2018-01-09",-0.0081827909,-0.0069720139,-0.0031673606,-0.0024187223],[11,"BND","2018-04-03","2018-04-17","2018-04-05",-0.0016831173,-0.0011992804,-0.0032797792,-0.0020174061],[11,"BND","2018-04-19","2018-05-03","2018-04-20",-0.0039543692,-0.0038387537,-0.0032574938,-0.0018315993],[11,"BND","2018-07-02","2018-07-09","2018-07-06",0.0012230334,0.0005921833,0.001011081,-0.0011731331],[11,"BND","2018-07-19","2018-08-02","2018-07-19",-0.0036172937,-0.0041786406,0.0005840045,-0.0014927109],[11,"AGG","2018-09-10","2018-09-12","2018-09-12",-0.0015568036,-0.0015212145,-0.0015568036,-0.0012998036],[11,"AGG","2018-10-01","2018-10-02","2018-10-02",-0.0014381993,-0.0007144257,-0.0014381993,-0.0016034911],[11,"AGG","2018-10-10","2018-10-15","2018-10-11",0.0025397393,0.0032007228,0.001137607,-0.0017388127],[11,"AGG","2018-10-22","2018-10-29","2018-10-24",0.0025352296,0.0022179264,0.0014058415,-0.0013309772],[11,"BND","2018-11-01","2018-11-02","2018-11-02",-0.0007108693,-0.0009583733,-0.0000148834,-0.0011174143]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 base event outcomes 20/74 = 15
Quant replication2026-09-10 04:17
Columns[pair0–11,loser,entry,parentexit,swingexit,longnet,partnernet,swingnet,hedgenet],returnsdecimals,6bpside. Eras2017–19train/2020–25holdout/2026separate. Allcash-only16bpnet=(1+6bpnet)*0.9980019965049923-1;hedge3%borrowseparateformulaarchived. [[10,"GLD","2019-08-09","2019-08-14","2019-08-13",0.0102535591,0.0102972051,0.0041319457,-0.0014342217],[10,"IAU","2019-08-22","2019-08-23","2019-08-23",0.0022832884,0.0019795889,0.0022832884,-0.0010910646],[10,"IAU","2019-09-03","2019-09-04","2019-09-04",0.0028746859,0.0027970249,0.0028746859,-0.0012046428],[10,"GLD","2019-10-04","2019-10-14","2019-10-10",-0.0084707303,-0.0081547171,-0.0059292527,-0.001764882],[10,"GLD","2019-10-16","2019-10-21","2019-10-21",0.0029344746,0.0016083113,0.0029344746,-0.0007436865],[10,"GLD","2019-11-19","2019-11-21","2019-11-21",0.000680747,0.0016523991,0.000680747,-0.0017700224],[10,"IAU","2019-12-02","2019-12-04","2019-12-03",0.0131410028,0.0121840092,0.0098248123,-0.0008114475],[10,"IAU","2019-12-20","2019-12-24","2019-12-24",0.0065707394,0.0064689177,0.0065707394,-0.0013180486],[11,"BND","2017-01-03","2017-01-18","2017-01-04",0.0070024007,0.0068624596,0.0019993752,-0.0017512687],[11,"BND","2017-01-19","2017-02-02","2017-01-23",0.0010907966,0.0008708991,0.0019189048,-0.0016665713],[11,"BND","2017-03-24","2017-03-29","2017-03-27",0.0001014531,0.0000102143,0.0020078406,-0.0013605593],[11,"BND","2017-05-02","2017-05-08","2017-05-04",-0.0018445005,-0.0016795885,-0.0006548759,-0.0015287923],[11,"BND","2017-05-11","2017-05-12","2017-05-12",0.0023603528,0.003016085,0.0020893353,-0.001571691],[11,"BND","2017-06-01","2017-06-02","2017-06-02",0.0021615296,0.0022538933,0.0014293532,-0.0012893798],[11,"BND","2017-07-13","2017-07-14","2017-07-13",0.0005591716,0.0010599117,-0.002805866,-0.0014929733]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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