GLD VM9110600 constant train slip15 scale1 = 34.92247805890547
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"constant","sample":"train","slippage_bp":15,"c_multiplier":1,"return":34.92247805890547,"drawdown":19.745224675675132,"CAGR_pct":7.775755837676845,"Sharpe0":0.6085698508698034,"ann_vol_pct":13.893560287942913,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":43.75,"mean_trade_pct":36.02176039855154,"avgwin_pct":36.02176039855154,"avgloss_pct":null,"mean_exposure":0.8912225379722589,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 constant test slip5 scale1 = 118.07085269270567
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"constant","sample":"test","slippage_bp":5,"c_multiplier":1,"return":118.07085269270567,"drawdown":23.903175817429066,"CAGR_pct":23.8649314826902,"Sharpe0":1.2854051533266133,"ann_vol_pct":17.91081078134928,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":65.9090909090909,"mean_trade_pct":121.03520489452558,"avgwin_pct":121.03520489452558,"avgloss_pct":null,"mean_exposure":0.8917461654198916,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 constant train slip5 scale1 = 35.18074489362362
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"constant","sample":"train","slippage_bp":5,"c_multiplier":1,"return":35.18074489362362,"drawdown":19.73934171175278,"CAGR_pct":7.827294590797207,"Sharpe0":0.6120050149480205,"ann_vol_pct":13.893766793836079,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":43.75,"mean_trade_pct":36.31883520696602,"avgwin_pct":36.31883520696602,"avgloss_pct":null,"mean_exposure":0.8912032727362996,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 monthly test slip15 scale1 = 82.09329801816475
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"monthly","sample":"test","slippage_bp":15,"c_multiplier":1,"return":82.09329801816475,"drawdown":10.650372817766629,"CAGR_pct":17.883560448232384,"Sharpe0":1.440555167959301,"ann_vol_pct":11.918268841507,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":63.63636363636363,"mean_trade_pct":11.522535225548593,"avgwin_pct":11.522535225548593,"avgloss_pct":null,"mean_exposure":0.6314885074597985,"vectorbt_max_error":0,"orders":40,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 monthly train slip15 scale1 = 22.780768644632985
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"monthly","sample":"train","slippage_bp":15,"c_multiplier":1,"return":22.780768644632985,"drawdown":17.556571194272973,"CAGR_pct":5.264658768125541,"Sharpe0":0.49602360732588513,"ann_vol_pct":11.738225486408275,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":47.91666666666667,"mean_trade_pct":2.9224279399774478,"avgwin_pct":2.9224279399774478,"avgloss_pct":null,"mean_exposure":0.7590836648166478,"vectorbt_max_error":7.275957614183426e-12,"orders":40,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 monthly test slip5 scale1 = 84.12249185590099
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"monthly","sample":"test","slippage_bp":5,"c_multiplier":1,"return":84.12249185590099,"drawdown":10.591120908468277,"CAGR_pct":18.242724425960354,"Sharpe0":1.466423509792895,"ann_vol_pct":11.915368784507987,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":63.63636363636363,"mean_trade_pct":11.744966886045404,"avgwin_pct":11.744966886045404,"avgloss_pct":null,"mean_exposure":0.6313849679716671,"vectorbt_max_error":0,"orders":40,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD VM9110600 monthly train slip5 scale1 = 24.385365922605274
Quant replication2026-09-11 06:12
{"symbol":"GLD","model":"monthly","sample":"train","slippage_bp":5,"c_multiplier":1,"return":24.385365922605274,"drawdown":17.386666203685543,"CAGR_pct":5.606906703000636,"Sharpe0":0.5234109250812987,"ann_vol_pct":11.746062999159982,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":50,"mean_trade_pct":3.1101293239625125,"avgwin_pct":3.1101293239625125,"avgloss_pct":null,"mean_exposure":0.7589874980581475,"vectorbt_max_error":7.275957614183426e-12,"orders":40,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT VM9110600 adapter test slip15 scale1 = -14.883601597817453
Quant replication2026-09-11 06:12
{"symbol":"TLT","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":1,"return":-14.883601597817453,"drawdown":18.0920572171397,"CAGR_pct":-4.327318191475882,"Sharpe0":-0.6661570729812645,"ann_vol_pct":6.338377171658322,"N_sessions":918,"N_months":44,"win_rate_pct":38.63636363636363,"trades":44,"positive_months_pct":38.63636363636363,"mean_trade_pct":-0.27452659080791236,"avgwin_pct":2.9991741086224657,"avgloss_pct":2.335745549708521,"mean_exposure":0.31452138224323,"vectorbt_max_error":1.8189894035458565e-12,"orders":96,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT VM9110600 adapter train slip15 scale1 = -16.30798195712727
Quant replication2026-09-11 06:12
{"symbol":"TLT","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":1,"return":-16.30798195712727,"drawdown":19.124184605469598,"CAGR_pct":-4.353075493022473,"Sharpe0":-0.6969985505301021,"ann_vol_pct":6.116920300055326,"N_sessions":1008,"N_months":48,"win_rate_pct":27.083333333333332,"trades":48,"positive_months_pct":27.083333333333332,"mean_trade_pct":-0.9172123763907651,"avgwin_pct":3.4478364319112305,"avgloss_pct":2.5385162194743636,"mean_exposure":0.25608045263370594,"vectorbt_max_error":3.637978807091713e-12,"orders":104,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT VM9110600 adapter test slip5 scale1 = -9.23425662628673
Quant replication2026-09-11 06:12
{"symbol":"TLT","model":"adapter","sample":"test","slippage_bp":5,"c_multiplier":1,"return":-9.23425662628673,"drawdown":15.754348610633851,"CAGR_pct":-2.6246194519581545,"Sharpe0":-0.3799895933479405,"ann_vol_pct":6.45130657663208,"N_sessions":918,"N_months":44,"win_rate_pct":40.909090909090914,"trades":44,"positive_months_pct":40.909090909090914,"mean_trade_pct":-0.07706331530145157,"avgwin_pct":3.0153490389354625,"avgloss_pct":2.217964175927008,"mean_exposure":0.34132285772952187,"vectorbt_max_error":1.8189894035458565e-12,"orders":96,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT VM9110600 adapter train slip5 scale1 = -11.494672649605132
Quant replication2026-09-11 06:12
{"symbol":"TLT","model":"adapter","sample":"train","slippage_bp":5,"c_multiplier":1,"return":-11.494672649605132,"drawdown":17.750262144248484,"CAGR_pct":-3.0065620656151038,"Sharpe0":-0.45421580011774826,"ann_vol_pct":6.28628330080492,"N_sessions":1008,"N_months":48,"win_rate_pct":29.166666666666668,"trades":48,"positive_months_pct":29.166666666666668,"mean_trade_pct":-0.7719386991450878,"avgwin_pct":3.378416887861852,"avgloss_pct":2.480908646736181,"mean_exposure":0.2746180005122335,"vectorbt_max_error":3.637978807091713e-12,"orders":105,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
LPG R91106 simulation_stress
Supply chain2026-09-11 06:12
{"training_n":31,"test_n":12,"train_halfKelly":0.008821333984219859,"probe_fraction":0.0022053334960549648,"probe_dollars":1.8767167518078145,"win_pct":45.16129032258064,"avg_win_pct":8.828523013396552,"avg_loss_pct":6.986517793062479,"test_mean_CI_pct":[-3.59234742455252,6.029506469205379],"prob_loss_path_pct":48.526,"median_path_pct":0.003966466997462614,"p95_drawdown_pct":0.1780184333232276,"p05_path_pct":-0.14818037276380813,"gapstress_prob_loss_pct":49.775999999999996,"target_pct":0,"partial_pct":33.33333333333333,"bootstrap_target_any20_pct":74.936}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
LPG R91106 simulation_base
Supply chain2026-09-11 06:12
{"training_n":31,"test_n":12,"train_halfKelly":0.042452824838893566,"probe_fraction":0.010613206209723391,"probe_dollars":9.03173235241251,"win_pct":48.38709677419355,"avg_win_pct":8.875053264849075,"avg_loss_pct":6.860374494253116,"test_mean_CI_pct":[-2.9403233697824325,6.674445679806679],"prob_loss_path_pct":38.58,"median_path_pct":0.13656116408498065,"p95_drawdown_pct":0.76247837490444,"p05_path_pct":-0.5968961444626969,"gapstress_prob_loss_pct":39.932,"target_pct":0,"partial_pct":33.33333333333333,"bootstrap_target_any20_pct":74.946}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
LPG R91106 regimes
Supply chain2026-09-11 06:12
[{"period":"train","spy_bull":false,"highvol":false,"n":5,"mean_pct":0.1707749935846259},{"period":"train","spy_bull":false,"highvol":true,"n":6,"mean_pct":1.2891024798325454},{"period":"train","spy_bull":true,"highvol":false,"n":11,"mean_pct":-0.39035933423932484},{"period":"train","spy_bull":true,"highvol":true,"n":9,"mean_pct":2.118363321600049},{"period":"test","spy_bull":false,"highvol":false,"n":0,"mean_pct":null},{"period":"test","spy_bull":false,"highvol":true,"n":2,"mean_pct":-7.619828372848208},{"period":"test","spy_bull":true,"highvol":false,"n":6,"mean_pct":0.18202187438238576},{"period":"test","spy_bull":true,"highvol":true,"n":4,"mean_pct":9.603906157215764}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
LPG R91106 regression_HAC5
Supply chain2026-09-11 06:12
{"train":{"n":1005,"alpha_daily_pct":0.06242294530942119,"SPY_beta":0.3721682509741235,"FRO_beta":0.16017997858990818,"STNG_beta":0.3237355599520885,"HAC5_t":[0.8702606784291911,4.295208717320939,4.014807894760564,9.855195543655524],"r2":0.303471544668401},"test":{"n":423,"alpha_daily_pct":0.04565555848413963,"SPY_beta":0.3673422893983401,"FRO_beta":0.3792552713202957,"STNG_beta":0.34759827727134074,"HAC5_t":[0.4456714520239228,3.4195340853247425,7.513498848548583,5.966971012094675],"r2":0.5110043654038456}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
LPG R91106 correlations
Supply chain2026-09-11 06:12
{"train":{"FRO":{"FRO":1,"LPG":0.442891,"SPY":0.218494,"STNG":0.623877},"LPG":{"FRO":0.442891,"LPG":1,"SPY":0.254393,"STNG":0.508278},"SPY":{"FRO":0.218494,"LPG":0.254393,"SPY":1,"STNG":0.196238},"STNG":{"FRO":0.623877,"LPG":0.508278,"SPY":0.196238,"STNG":1}},"test":{"FRO":{"FRO":1,"LPG":0.670902,"SPY":0.216564,"STNG":0.755241},"LPG":{"FRO":0.670902,"LPG":1,"SPY":0.278272,"STNG":0.641647},"SPY":{"FRO":0.216564,"LPG":0.278272,"SPY":1,"STNG":0.164153},"STNG":{"FRO":0.755241,"LPG":0.641647,"SPY":0.164153,"STNG":1}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
LPG R91106 dividend_calendar
Supply chain2026-09-11 06:12
[["2026-07-27","2026-08-12",1],["2026-05-18","2026-05-28",1],["2026-02-09","2026-02-24",0.7],["2025-11-17","2025-12-02",0.65],["2025-08-12","2025-08-27",0.6],["2025-05-16","2025-05-30",0.5],["2025-02-05","2025-02-27",0.7],["2024-11-05","2024-11-25",1],["2024-08-08","2024-08-21",1],["2024-05-07","2024-05-30",1],["2024-02-02","2024-02-27",1],["2023-10-19","2023-11-02",1],["2023-08-09","2023-09-06",1],["2023-05-05","2023-05-22",1],["2023-02-14","2023-02-28",1],["2022-11-04","2022-12-06",1],["2022-08-12","2022-09-02",1],["2022-05-13","2022-06-02",2.5],["2022-01-13","2022-01-25",1],["2021-08-06","2021-09-08",1]]
https://dorianlpg.com/investors/stock-analysts/dividend-history/default.aspx
LPG R91106 coverage
Supply chain2026-09-11 06:12
{"daily_bars":1513,"intraday_bars":42923,"unique_timestamps":42923,"intraday_dates":1428,"rth_bars":36929,"factor_min":1,"factor_max":2.3492658544204934,"rth_count_distribution":{"count":1428,"mean":25.860644257703083,"std":1.5343002411689493,"min":1,"25%":26,"50%":26,"75%":26,"max":26},"missing_rth_days":[],"raw_all_OHLC_factor_error":0.0013098260332680134}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split
SOL/USD C91106 nextday_interaction_HAC7 reused_holdout trail=undefined
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"nextday_interaction_HAC7","n":252,"period":"reused_holdout","rv_train_median":0.7496917283,"beta_pp":[0.196407599,-0.3929430007,-0.6701089172,0.4326994521],"se_pp":[0.3811040577,0.5079321303,0.5618585456,0.6560002997],"interaction_ci_pp":[-0.8530611354,1.7184600396]}
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91106 nextday_interaction_HAC7 train trail=undefined
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"nextday_interaction_HAC7","n":443,"period":"train","rv_train_median":0.7496917283,"beta_pp":[-0.2920207091,0.187299502,0.0506903837,0.5117120458],"se_pp":[0.4427589909,0.5967229553,0.5560455953,0.7920237492],"interaction_ci_pp":[-1.0406545026,2.0640785942]}
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91106 hourly_distribution trail=undefined = -0.0084648365
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"hourly_distribution","n":8747,"mean":-0.0084648365,"std":0.7178676777,"q01":-2.1030242421,"q99":2.1106539498,"worst":-6.1054684867,"best":5.292513637,"lag1":0.0024697093,"weekend_std":0.6048256238,"weekday_std":0.7581268113}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91106 nextday_interaction_HAC7 reused_holdout trail=undefined
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"nextday_interaction_HAC7","n":252,"period":"reused_holdout","rv_train_median":0.6430540547,"beta_pp":[-0.1574549453,0.2671253217,-0.3733361981,0.5601945339],"se_pp":[0.4637045207,0.5292815432,0.6537872945,0.7481238233],"interaction_ci_pp":[-0.9061281598,2.0265172275]}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91106 nextday_interaction_HAC7 train trail=undefined
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"nextday_interaction_HAC7","n":681,"period":"train","rv_train_median":0.6430540547,"beta_pp":[-0.2413823626,0.3807011462,0.115607214,0.0603831053],"se_pp":[0.3083829882,0.4237409137,0.381511009,0.5399873256],"interaction_ci_pp":[-0.9979920528,1.1187582634]}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91106 hourly_distribution trail=undefined = -0.0065999211
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"hourly_distribution","n":8755,"mean":-0.0065999211,"std":0.6469336784,"q01":-2.0736449927,"q99":1.8415303543,"worst":-6.1277394312,"best":5.696966137,"lag1":0.0210757251,"weekend_std":0.5033131608,"weekday_std":0.6959203711}
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91106 nextday_interaction_HAC7 reused_holdout trail=undefined
Crypto majors2026-09-11 06:12
MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"nextday_interaction_HAC7","n":252,"period":"reused_holdout","rv_train_median":0.4364544418,"beta_pp":[-0.3349343318,0.543990449,0.2758922567,-0.8566430295],"se_pp":[0.3450601773,0.4057506436,0.4005963846,0.5361675579],"interaction_ci_pp":[-1.9075314429,0.194245384]}
https://runway.adityaperswal.workers.dev/data/crypto-bars