Runway

Notes

10327 observations, newest first
QPAIR91004 result 2026/swing/60/2/6 = -0.9904116127343765
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":85,"win_rate":49.411764705882355,"avg_win_pct":1.046315050016964,"avg_loss_pct":1.3047338220121734,"mean_trade_pct":-0.14303908524483494,"return_pct":-0.9904116127343765,"drawdown_pct":-1.9254991703749558,"annual_pct":-1.4477200319909067,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/2/16 = -17.443805966494452
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":693,"win_rate":43.722943722943725,"avg_win_pct":1.0497530757657871,"avg_loss_pct":1.4076187714913904,"mean_trade_pct":-0.3331834616516719,"return_pct":-17.443805966494452,"drawdown_pct":-17.631252757542924,"annual_pct":-3.1525611975993906,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.168831168831169} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/swing/60/2/6 = -7.482735811444297
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":693,"win_rate":47.33044733044733,"avg_win_pct":1.1622766582272532,"avg_loss_pct":1.298209026864466,"mean_trade_pct":-0.13365014560893357,"return_pct":-7.482735811444297,"drawdown_pct":-8.062771031087145,"annual_pct":-1.2912775159435896,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.168831168831169} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/2/16 = -8.991668540893727
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":36.08562691131498,"avg_win_pct":0.7219622563489604,"avg_loss_pct":0.9572955037660856,"mean_trade_pct":-0.35132481357166523,"return_pct":-8.991668540893727,"drawdown_pct":-9.243124263749024,"annual_pct":-3.099904585973068,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/swing/60/2/6 = -3.9049073757491115
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":47.09480122324159,"avg_win_pct":0.7343180414451267,"avg_loss_pct":0.9406512971323767,"mean_trade_pct":-0.1518278165790571,"return_pct":-3.9049073757491115,"drawdown_pct":-4.78559410583509,"annual_pct":-1.3224310717029675,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/2.5/16 = -0.06733158788386762
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":36,"win_rate":55.55555555555556,"avg_win_pct":2.4432307376448184,"avg_loss_pct":3.09650930395529,"mean_trade_pct":-0.01887594751078556,"return_pct":-0.06733158788386762,"drawdown_pct":-2.2493833084077375,"annual_pct":-0.09863315674882855,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/2.5/6 = 0.53024381436102
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":2.4130203278479314,"avg_loss_pct":3.3257235096204005,"mean_trade_pct":0.18128661327691348,"return_pct":0.53024381436102,"drawdown_pct":-2.206907447828388,"annual_pct":0.7778259169769486,"quarter_kelly":0.018782126613764938,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/2.5/16 = 0.498610762455054
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":36,"win_rate":58.333333333333336,"avg_win_pct":2.4198569172980964,"avg_loss_pct":2.980950125176942,"mean_trade_pct":0.16952064960016364,"return_pct":0.498610762455054,"drawdown_pct":-1.8171440312573783,"annual_pct":0.7313690782648319,"quarter_kelly":0.017513499288776435,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/2.5/6 = 1.0989810447871395
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":36,"win_rate":63.888888888888886,"avg_win_pct":2.405776228806232,"avg_loss_pct":3.2315907342508825,"mean_trade_pct":0.37006038103560723,"return_pct":1.0989810447871395,"drawdown_pct":-1.7732419035313973,"annual_pct":1.6142421242009375,"quarter_kelly":0.0384554033542881,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/2.5/16 = -6.780768181300911
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":281,"win_rate":50.88967971530249,"avg_win_pct":2.796939163016966,"avg_loss_pct":3.327498216472828,"mean_trade_pct":-0.21079164968620737,"return_pct":-6.780768181300911,"drawdown_pct":-15.61003407704965,"annual_pct":-1.1665159125063163,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/2.5/6 = -2.390585881067786
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":281,"win_rate":54.804270462633454,"avg_win_pct":2.795009722869588,"avg_loss_pct":3.413592409233579,"mean_trade_pct":-0.011013304806932253,"return_pct":-2.390585881067786,"drawdown_pct":-15.234665787566204,"annual_pct":-0.4035240132358009,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2.5/16 = -8.087302084276416
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":281,"win_rate":51.60142348754449,"avg_win_pct":2.705433738537236,"avg_loss_pct":3.424933485630354,"mean_trade_pct":-0.2615767329460105,"return_pct":-8.087302084276416,"drawdown_pct":-15.980610479627089,"annual_pct":-1.3993613744012978,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2.5/6 = -3.7616785273474562
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":281,"win_rate":54.092526690391466,"avg_win_pct":2.7807216877482563,"avg_loss_pct":3.4113458402520473,"mean_trade_pct":-0.06190005998142037,"return_pct":-3.7616785273474562,"drawdown_pct":-15.607507779298569,"annual_pct":-0.6386893187705467,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/2.5/16 = -5.713462480878784
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":127,"win_rate":40.94488188976378,"avg_win_pct":1.8545502374774374,"avg_loss_pct":2.208863951746147,"mean_trade_pct":-0.5451038112766479,"return_pct":-5.713462480878784,"drawdown_pct":-7.6054744249348545,"annual_pct":-1.947055880273496,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/partner/120/2.5/6 = -3.699079642984404
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":127,"win_rate":48.031496062992126,"avg_win_pct":1.7674807835845545,"avg_loss_pct":2.299358520973801,"mean_trade_pct":-0.34599476051663797,"return_pct":-3.699079642984404,"drawdown_pct":-6.779797348999761,"annual_pct":-1.2518414407467482,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2.5/16 = -5.990906530937701
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":127,"win_rate":40.15748031496063,"avg_win_pct":1.8671982305496355,"avg_loss_pct":2.2070181271106017,"mean_trade_pct":-0.570915495294286,"return_pct":-5.990906530937701,"drawdown_pct":-7.76872924166504,"annual_pct":-2.0435812476966686,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result train/long/120/2.5/6 = -3.982463451270324
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":127,"win_rate":46.45669291338583,"avg_win_pct":1.8034615063978423,"avg_loss_pct":2.2592677951282956,"mean_trade_pct":-0.3718581196161529,"return_pct":-3.982463451270324,"drawdown_pct":-6.905482085045678,"annual_pct":-1.3490554189826143,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/2/16 = 1.744104386984624
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":16,"sample":67,"win_rate":44.776119402985074,"avg_win_pct":3.303395475428498,"avg_loss_pct":2.0471801746986076,"mean_trade_pct":0.3485999671493503,"return_pct":1.744104386984624,"drawdown_pct":-2.635554803993767,"annual_pct":2.5656482191836805,"quarter_kelly":0.02638194319619963,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.597014925373134} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/partner/120/2/6 = 2.8827204039914234
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":6,"sample":67,"win_rate":46.26865671641791,"avg_win_pct":3.4000299635638083,"avg_loss_pct":1.90512634439062,"mean_trade_pct":0.549498216006205,"return_pct":2.8827204039914234,"drawdown_pct":-2.5134078512216496,"annual_pct":4.251691135631264,"quarter_kelly":0.040403924516464976,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.597014925373134} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/2/16 = 1.4122229071087178
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2,"cost_bp_side":16,"sample":67,"win_rate":44.776119402985074,"avg_win_pct":3.0661005251849964,"avg_loss_pct":1.9743499497553565,"mean_trade_pct":0.2825681733522643,"return_pct":1.4122229071087178,"drawdown_pct":-2.513995383717571,"annual_pct":2.0758490764609228,"quarter_kelly":0.02303970230519556,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.597014925373134} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result 2026/long/120/2/6 = 2.543986853296265
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2,"cost_bp_side":6,"sample":67,"win_rate":47.76119402985074,"avg_win_pct":3.0763659725226664,"avg_loss_pct":1.8874376559100106,"mean_trade_pct":0.48333422632649187,"return_pct":2.543986853296265,"drawdown_pct":-2.3278006721283884,"annual_pct":3.749188754234778,"quarter_kelly":0.03927801752485828,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.597014925373134} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/2/16 = -9.221677818496365
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":16,"sample":559,"win_rate":50.268336314847936,"avg_win_pct":2.4438436336592555,"avg_loss_pct":2.743428543512409,"mean_trade_pct":-0.13587311992522172,"return_pct":-9.221677818496365,"drawdown_pct":-21.938829267853844,"annual_pct":-1.603772095430167,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.200357781753131} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/partner/120/2/6 = -0.5135012456327748
Quant replication2026-09-10 04:16
Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2,"cost_bp_side":6,"sample":559,"win_rate":53.66726296958855,"avg_win_pct":2.487369472166405,"avg_loss_pct":2.742872502234084,"mean_trade_pct":0.06405521211322662,"return_pct":-0.5135012456327748,"drawdown_pct":-21.483525776569035,"annual_pct":-0.08599463266150131,"quarter_kelly":0.00643804758701938,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.200357781753131} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2/16 = -8.891612928631144
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":2,"cost_bp_side":16,"sample":559,"win_rate":50.089445438282645,"avg_win_pct":2.4565548593468005,"avg_loss_pct":2.724374867752562,"mean_trade_pct":-0.12927589890136076,"return_pct":-8.891612928631144,"drawdown_pct":-22.118667996111153,"annual_pct":-1.5440770632390355,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.200357781753131} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QPAIR91004 result holdout/long/120/2/6 = -0.17590098973788715
Quant replication2026-09-10 04:15
Frozen114totalcells incl6hedgeddiagnostics; eras2017-19/2020-25/2026throughSep9. Thiscostedvectorbtsummaryusesfinalcorrectedexitandholdingmetadata. Actualsize0;percentunitswhereindicated. {"era":"holdout","mode":"long","lookback":120,"threshold":2,"cost_bp_side":6,"sample":559,"win_rate":54.56171735241503,"avg_win_pct":2.4504837287838,"avg_loss_pct":2.786989937298047,"mean_trade_pct":0.07066564079669971,"return_pct":-0.17590098973788715,"drawdown_pct":-21.657446809396262,"annual_pct":-0.029416150752470394,"quarter_kelly":0.007209356255527127,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.200357781753131} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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