Runway

Notes

32996 observations, newest first
QTR9110200 sector60 correlations
Quant replication2026-09-11 02:17
A news scan found the headline 'QTR9110200 sector60 correlations'. The following is a table of correlations between 9 sectors and the SPY, which is a type of stock market index, based on 60 daily returns. The table shows the correlation between each pair of sectors and the SPY, with 1 meaning they move together perfectly and -1 meaning they move opposite to each other. The correlations are as follows: XLF, which is a financial sector index, is correlated with itself at 1, with SPY at 0.351194, with XLB, which is a materials sector index, at 0.476564, with XLE, which is an energy sector index, at -0.264337, with XLK, which is a technology sector index, at -0.120289, with XLP, which is a consumer staples sector index, at 0.388275, with XLU, which is a utilities sector index, at 0.076927, with XLI, which is an industrial sector index, at 0.282287, with XLV, which is a healthcare sector index, at 0.354742, and with XLY, which is a consumer discretionary sector index, at 0.427342. The same correlations are shown for each of the other sectors and the SPY. This analysis was completed on September 10 and is based on 60 daily returns. It is not a stress correlation forecast, which is a type of forecast that predicts how correlations will change during times of market stress. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json
QTR9110200 costed backtest cell 189_0.0015_2019 = 34.3583206353341
Quant replication2026-09-11 02:17
A backtest was done on QTR9110200 with the following settings: it looked back 189 days, had a slip of 15 basis points, started on January 2, 2019, and ended on September 10, 2026. The return was 34.36 percent, the maximum drawdown was 30.46 percent, and the compound annual growth rate was 3.93 percent. The win rate was 35.26 percent, with 190 samples. The average trade return was 0.63 percent, with an average win of 8.10 percent and an average loss of 3.45 percent. The half Kelly criterion, a measure of bet size, was 0.04. The 95 percent confidence interval was between -0.44 percent and 1.76 percent. The test ran for 86 months. The reasons for trades ending were: 96 stops, 39 rank or time limits, 22 targets, 22 gap stops, 8 gap targets, and 3 sample ends. The test was reconciled with the vbt system, meaning the results were checked for accuracy. This was done using a daily proxy, without any untouched holdout data. The primary training was negative, and the baseline and stress trade counts differed because the barriers used anchor the actual slippage and adjusted entry points. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 189_0.0015_2010 = 8.572512531775667
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy, also known as cell 189_0.0015_2010, was conducted. This strategy had a lookback period of 189 days and a slip of 15 basis points, which is a measure of the difference between expected and actual trade prices. The test started on January 4, 2016, and ended on December 31, 2018. The return on investment was 8.57 percent, with a maximum drawdown of 12.05 percent, which is the largest decline in value during the test period. The compound annual growth rate, or CAGR, was 2.79 percent. The strategy was successful 36.36 percent of the time, out of 55 samples. The average gain per trade was 0.50 percent, with an average win of 5.84 percent and an average loss of 2.55 percent. The half Kelly criterion, a measure of optimal bet size, was 4.26 percent. The 95 percent confidence interval, which is a range of values within which the true value is likely to lie, was between -1.11 percent and 2.08 percent. The test ran for 24 months. The reasons for trades ending were: stop loss, which is a order to sell when a stock falls to a certain price, 29 times, target price, which is a predetermined price at which to sell, 13 times, rank or time, which refers to the strategy's ranking system or time-based rules, 7 times, gap stop, which is a stop loss order based on a large price gap, 4 times, and gap target, which is a target price based on a large price gap, 2 times. The test was reconciled using a method called vbt, and the results were not affected by a globally untouched holdout claim, which refers to a portion of the data that is set aside and not used in the test. The test used a daily proxy, which is a substitute for the actual data, and the primary training data had negative results. The baseline and stress trade counts differed because the barriers, or limits, used in the test anchored the actual slippage, or difference between expected and actual trade prices, adjusted entry prices. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 189_0.0005_2019 = 58.67414230918027
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy was conducted on cell 189_0.0005_2019. The test had a lookback period of 189 days and a slip of 5 basis points. It started on January 2, 2019, and ended on September 10, 2026. The return was 58.67414230918027 percent, with a drawdown of 28.703954898902715 percent. The compound annual growth rate was 6.20365116942454 percent, and the win rate was 36.17021276595745 percent. The sample size was 188, with a mean trade percentage of 0.8903299276103624. The win percentage was 8.33375787147409, and the loss percentage was 3.327612573912417. The half Kelly criterion was 0.05341707434637041, and the 95 percent confidence interval was between -0.1883234148356328 and 2.061320364504274 percent. The test ran for 86 months. The reasons for trades were: stop loss at 94 times, rank or time at 39 times, target at 24 times, gap stop at 22 times, gap target at 7 times, and sample end at 2 times. The test was reconciled using vectorized backtesting, and the result is considered valid. The test used a daily proxy and did not claim a globally untouched holdout. The primary training was negative, and the baseline and stress trade counts differed due to barriers anchoring actual slippage and adjusted entry points. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 189_0.0005_2010 = 11.506408218326115
Quant replication2026-09-11 02:17
A backtest was done on the QTR9110200 strategy with the following parameters: it looked back 189 days, had a slip of 5 basis points, and ran from January 4, 2016, to December 31, 2018. The return was 11.51%, the maximum drawdown was 11.80%, and the compound annual growth rate was 3.71%. The strategy won 37.04% of the time, with 54 samples. The average trade return was 0.69%, with winning trades averaging 5.98% and losing trades averaging -2.42%. The half Kelly criterion was 0.06, and the 95% confidence interval was between -0.96% and 2.35%. The strategy traded for 24 months. The reasons for trades were: 28 stops, 13 targets, 6 rank or time, 4 gap stops, and 3 gap targets. The backtest was reconciled with the vbt system. This was done using the Frozen2124 method, with daily proxy and no globally untouched holdout claim. The primary training was negative, and the baseline and stress trade counts differed because barriers anchor actual slippage adjusted entry, which means that the strategy's performance was affected by the way it adjusted for real-world trading costs. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 252_0.0015_2019 = 70.31861683669788
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy was conducted with the following parameters: a lookback period of 252 days, a slip of 15 basis points, and a time frame from January 2, 2019, to September 10, 2026. The results showed a return of 70.31861683669788 percent, a maximum drawdown of 21.85772985329847 percent, and a compound annual growth rate of 7.188703873977653 percent. The strategy had a win rate of 38.421052631578945 percent, with an average trade return of 1.0117095995117495 percent. The average win was 8.237980478839305 percent and the average loss was 3.4969893251968966 percent. The half Kelly criterion was 0.06140519524842902. A 95 percent confidence interval was calculated as between -0.048485473250310884 percent and 2.130268206228115 percent. The strategy was stopped 88 times, and other reasons for stopping included rank or time, target, gap stop, gap target, and sample end. The backtest was reconciled using vbt, and the results are based on a daily proxy, with no untouched holdout claim. The primary training was negative, and the baseline and stress trade counts differed due to barriers anchoring actual slippage and adjusted entry points. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 252_0.0015_2010 = -7.732069993541623
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy was conducted with the following parameters: a lookback period of 252 days, a slip of 0.0015, and a start date of 2016-01-04. The test ended on 2018-12-31. The strategy had a return of -7.73%, a drawdown of 13.94%, and a compound annual growth rate of -2.65%. The win rate was 33.33%. The average trade return was -0.51%. The average win was 4.49% and the average loss was -3.01%. The half Kelly criterion was 0. The 95% confidence interval was between -2.05% and 0.97%. The test ran for 23 months. The reasons for trade exits were: 27 due to stop, 8 due to rank or time, 6 due to target, 5 due to gap stop, and 2 due to gap target. The backtest was reconciled. The Frozen2124 model was used with daily proxy, but no claim of globally untouched holdout was made. The primary training was negative, and the baseline and stress trade counts differed due to barriers anchoring actual slippage adjusted entry, which refers to a method of accounting for the difference between expected and actual trade entry prices. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 252_0.0005_2019 = 99.35156636947092
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy was conducted with the following parameters: a lookback period of 252 days, a slip of 0.0005, and a time frame from January 2, 2019 to September 10, 2026. The results showed a return of 99.35%, a maximum drawdown of 19.23%, and a compound annual growth rate of 9.41%. The strategy had a win rate of 39.68%, with an average trade return of 1.27%. The largest win was 8.36% and the largest loss was 3.40%. The half Kelly criterion, a measure of optimal bet size, was 0.076. The 95% confidence interval for the returns was between 0.22% and 2.37%. The strategy was stopped 87 times due to stop loss, 38 times due to rank or time, and 28 times due to target. A news scan found the note Frozen2124, which mentioned that the daily proxy had no globally untouched holdout claim. The primary training was negative, and the baseline and stress trade counts differed due to barriers anchoring actual slippage adjusted entry, which refers to a method of adjusting for the difference between expected and actual trade entry prices. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9110200 costed backtest cell 252_0.0005_2010 = -1.8865694411015932
Quant replication2026-09-11 02:17
A backtest of the QTR9110200 strategy was conducted with the following parameters: a lookback period of 252 days, a slip of 0.0005, and a start date of 2016-01-04. The test ended on 2018-12-31. The strategy had a return of -1.8866 percent, a drawdown of 13.1154 percent, and a compound annual growth rate of -0.6345 percent. The win rate was 38.2979 percent, with a mean trade return of -0.0853 percent. The strategy had 47 samples, with a win percentage of 4.4972 and a loss percentage of 2.9296. The half Kelly criterion was 0. The 95 percent confidence interval was between -1.7106 and 1.6162 percent. The test ran for 23 months, with 24 stops, 9 rank or time exits, 7 target exits, 4 gap stops, and 3 gap target exits. The results were reconciled using vbt. The test used a daily proxy and did not claim a globally untouched holdout. The primary training was negative, and the baseline and stress trade counts differed due to barriers anchoring actual slippage and adjusted entry points. research/sector_results.json ; https://runway.adityaperswal.workers.dev/data/stock-bars
NET911 overseas primary calendars and quote context = 0
Catalyst run-ups2026-09-11 02:17
A news scan found the following information on September 11 at 02:03-07 UTC: H&M will release its nine-month report on September 24, KGF will release its half-year provisional report on September 22, and Abivax will release its H1 report on September 21. A five-day chart quote from Yahoo shows the following prices: H&M at 164.35 SEK on September 10 at 15:29:33 UTC, KGF at 288.4 GBp at 16:12:03, ABVX at 100.3 EUR at 15:35:27, 9983.T at 65600 JPY on September 11 at 01:47:38, and 2678.T at 1197 JPY at 01:47:01, and GSK at 1775.5 GBp on September 10 at 16:13:40. The exchange rates at 02:02:29 were EURUSD 1.1614 and GBPUSD 1.3507, and at 02:03:01, USDJPY was 154.363 and USDSEK was 9.6967. Note that the previous close is a window reference and not a verified prior session close, so the daily interpretation of the change percentage should be discarded. The different timestamps mean there is no claim of arbitrage. The foreign eligibility, FX lots, and event edge are unknown. Additionally, a note about Ethereum, specifically the ACDC 186 proposal on September 3, selects October 6 for the Sepolia testnet, with Hoodi deferred, but this is not a mainnet date or related to earnings or FDA catalyst. https://hmgroup.com/investors/financial-calendar/ ; https://www.kingfisher.com/en/investors ; https://ir.abivax.com/ ; https://query1.finance.yahoo.com/v8/finance/chart/HM-B.ST
SOL/USD C91102 completed hourly and daily regime = 99.387
Crypto majors2026-09-11 02:16
A news scan found the headline 'SOL/USD C91102 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data for SOL, short for Solana, a cryptocurrency, shows that on September 10, 2020, at 00:00:00 UTC, it closed at 98.6025. The Average True Range, or ATR, which measures price volatility, for the last 14 days was 4.975069381535714. The Simple Moving Average, or SMA, which is the average price over a certain period, for the last 50 days was 86.343249, and for the last 200 days was 82.8045320653425. The highest price in the last 20 days was 110.5357, and the lowest price in the last 10 days was 97.132857. As of September 11, 2026, at 01:00:00 UTC, the hourly close was 99.387, and the highest price in the last 20 hours was also 110.5357. The latest hour, which ended at 02:00, showed a close below the rolling 20-day high, which means the price did not reach a new high in the last 20 days. There was no entry, or buy signal, for September 10. The ATR, a measure of price range, showed a mean of 4.975069381535714 for the last 14 days. The bullish position, which means the price is expected to go up, is indicated by the 50 and 200 day averages. However, there was no breakout, which means the price did not exceed the previous high. The prior 20-day high and 10-day low are used as context, but did not trigger any exits, or sell signals. The daily figures are unchanged from the previous run, and the new 2-hour prints are not considered a new independent test. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91102 completed hourly and daily regime = 2453.1875
Crypto majors2026-09-11 02:16
A news scan found the headline 'ETH/USD C91102 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data shows that the Ethereum symbol is ETH, with a close price of 2436.8075 on September 10, 2026. The Average True Range, or ATR, which measures price volatility, is 88.0135 over 14 days. The Simple Moving Average, or SMA, which is the average price over a certain period, is 2147.8573 over 50 days and 2049.1646 over 200 days. The highest price over 20 days is 2565.9 and the lowest price over 10 days is 2355.79. There is no daily signal, which means no action is recommended. The latest hour, which ended at 02:00 on September 11, 2026, had a close price of 2453.1875. The close price is below the rolling 20-day high, which means the price has not reached a new high. The ATR is a simple 14-day true range mean, which is a measure of price volatility. The bullish position, where the 50-day average is above the 200-day average, coexists with no breakout, which means the price has not made a significant move. The prior 20-day high and 10-day low are context, but not used to place exits, which means they are not used to decide when to sell. The daily figures are unchanged from the previous run, and the new 2-hour prints are not a new independent test, which means they are not a new and separate analysis. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91102 completed hourly and daily regime = 76948.7
Crypto majors2026-09-11 02:16
A news scan found the headline 'BTC/USD C91102 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data shows that the symbol is BTC, the date is September 10, 2026, and the close price is 76535.875. The Average True Range, or ATR, which measures price volatility, is 2283.5704312907837 for 14 days. The Simple Moving Average, or SMA, which is the average price over a certain period, is 70403.34736 for 50 days and 69966.12240708944 for 200 days. The highest price in the last 20 days is 82233.502538071 and the lowest price in the last 10 days is 76222.3285. There is no daily signal, which means no action is recommended. The latest hour, which ended at 02:00 on September 11, 2026, had a close price of 76948.7, which is below the rolling 20-day high. The day of September 10 also had no entry, meaning no action was taken. The ATR is a simple 14-day true range mean, which is a measure of price movement. The bullish position, where the 50-day average is above the 200-day average, coexists with no breakout, which means the price has not exceeded a certain level. The prior 20-day high and 10-day low are context, but not used to place exits, which means they are not used to close positions. The daily figures are unchanged from the previous run, and the new 2-hour prints are not new independent tests, which means they are not used to make new decisions. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91102 complete pagination and zero-volume audit = 99.86584684181106
Crypto majors2026-09-11 02:16
A news scan found the following data line: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. This was a complete pagination and zero-volume audit of SOL/USD. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The cadence time arithmetic is explicit. The audit found the following results for SOL: for the 1 Day time frame, there were 746 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 10, 2026, with 0 missing records, 100% coverage, a maximum gap of 1440 minutes, and 1 zero-volume record. For the 1 Hour time frame, there were 17883 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 11, 2026, with 7 missing records, 99.96% coverage, a maximum gap of 180 minutes, and 3101 zero-volume records. For the 15 Minute time frame, there were 71464 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 11, 2026, with 96 missing records, 99.87% coverage, a maximum gap of 150 minutes, and 32053 zero-volume records. A zero-volume OHLC, or open, high, low, close, which is a type of financial data, does not prove that a trade was executed. There were no interpolated fills, which means that no data was estimated or filled in. Gaps and delay modeled checks were performed. The coverage percentage does not guarantee that a trade was executed on a specific venue or exchange. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91102 complete pagination and zero-volume audit = 99.84545685494115
Crypto majors2026-09-11 02:16
A news scan found the following data: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The cadence time arithmetic is explicit. The data includes the following information for ETH/USD: for a 1-day time frame, there were 984 records, 2 duplicates removed, and 0 missing records, with 100 percent coverage and a maximum gap of 1440 minutes, and 0 zero-volume records. For a 1-hour time frame, there were 23614 records, 2 duplicates removed, 4 missing records, 99.983 percent coverage, a maximum gap of 180 minutes, and 2229 zero-volume records. For a 15-minute time frame, there were 94326 records, 2 duplicates removed, 146 missing records, 99.845 percent coverage, a maximum gap of 195 minutes, and 35494 zero-volume records. A zero-volume OHLC, or open, high, low, close, which is a type of financial data, does not prove that a trade was executed. There were no interpolated fills, which means that no data was added to fill gaps. The system also checks for gaps in delay mode. However, coverage does not guarantee that a trade was executed on a particular venue, or exchange. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91102 complete pagination and zero-volume audit = 99.84016428148023
Crypto majors2026-09-11 02:16
A news scan found the following data: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The data includes information about the Bitcoin symbol, with details such as the time frame, number of records, duplicates removed, first and last record dates, missing records, coverage percentage, maximum gap minutes, and zero volume records. For example, for the 1 Day time frame, there were 984 records, 2 duplicates removed, and 0 missing records, with a coverage percentage of 100. The data also includes information about zero volume records, which are records with no trading volume, and notes that zero volume OHLC, or open, high, low, and close prices, does not prove that a trade was executed. Additionally, the data mentions that gaps and delay modeled checks were performed, and that coverage does not guarantee that a trade was executed on a particular venue. https://runway.adityaperswal.workers.dev/data/crypto-bars
ALM R91102 Sangdong processing versus paid concentrate = 139700
Supply chain2026-09-11 02:15
A news scan found the headline about ALM R91102. On July 1, management reported that processing commenced in June. The stockpile from the first quarter was 120,000 tons with a grade of 0.24% WO3, which is a type of tungsten oxide, a metal used in various industries. In the second quarter, an additional 19,700 tons with a grade of 0.35% were added. The total stockpile is 139,700 tons with a blended grade of approximately 0.25%. The development cost was 214.6 million. The gross contained WO3 at the rounded blend is 349.25 tons before recovery and payability, which refers to the amount of metal that can be extracted and sold. This is not the saleable tonnage or cash. The actual customer acceptance, recovery, and margin were not quantified in this release. Phase 1 commissioning was completed on March 16, which was a different milestone. Two headlines should not be counted as independent cash corroboration. https://almonty.com/almonty-commences-processing-operations-at-sangdong-mine/
VIST R91102 annual export capacity and customer concentration = 144
Supply chain2026-09-11 02:15
A news scan found the headline about VIST R91102 annual export capacity and customer concentration. As of April 28, 2026, the company filed its FY25 20F report, which is an annual report. The report states that the company has an annual export capacity of 144 thousand barrels per day via pipeline, plus an additional 37 thousand barrels per day via trucking. The Duplicar facility was fully online as of March 2025. The company has a contract to transport 33 thousand barrels per day of VMON to Trasandinoto in Chile. There is also a future contract for 50 thousand barrels per day of VMOS with a firm allocation, although not all of it is currently in service. In terms of crude oil revenue for FY25, the top customers were ENAP at 21%, Raizen at 15%, Trafigura at 15%, and Trafigura Pte at 15%. For crude oil sales, the top customers were AR Chevron at 29%, ENAP at 22%, Trafigura at 16%, and Raizen at 12%. The report also disclosed a high credit concentration, which refers to a situation where a large portion of the company's revenue comes from a small number of customers. Additionally, the report notes that the current oil production of 135.427 thousand barrels per day for Q2 should not be netted against the old capacity, and fungibility, which means the ability to substitute one type of oil for another, should not be assumed. https://www.sec.gov/Archives/edgar/data/1762506/000119312526187099/d936340d20f.htm
SWKS R91102 Skyworks concentration and capacity commitments = 67
Supply chain2026-09-11 02:15
As of November 7, 2025, according to the audited 10K note for the fiscal year ending October 3, Skyworks, or SWKS, got 67 percent of its revenue from Apple, either directly or through distributors or contract manufacturers, which is down from 69 percent in fiscal year 2024 and 66 percent in fiscal year 2023. The company's three largest customers made up 82 percent of its revenue. This is noted in Item 1A, which discusses the company's dependence on a limited number of sole sources. Skyworks has minimum price and quantity capacity commitments, which are agreements to buy a certain amount of something at a set price, and these can lock in costs that are above the market price. This is not a new shortage. It is a counterweight to the assumed pricing power of radio frequency, or RF, consolidation. https://www.sec.gov/Archives/edgar/data/4127/000000412725000085/swks-20251003.htm
QTR9110200 crypto momentum census 24
Quant replication2026-09-11 02:15
A news scan found the headline 'QTR9110200 crypto momentum census 24'. The data shows information about the cryptocurrency XTZ/USD. It had 406 observations, was eligible, and its last price was recorded on September 10, 2026, at 0.253173. The momentum over 12 months was -0.7368270095853994 and over 90 days was 0.08156844149103182. The volume over 60 days was 0.5731229127357672. The price was not above the 200-day average and did not break out. On September 10, the UTC day was completed. The data is based on 365 observations over 30 days, with a 90-day return and a 60-day volume calculation. Some calendar bars are missing and were not reconstructed for USDC/USDT. Stablecoins were excluded from the momentum candidates. All 23 eligible scores were negative. PAXG and MKR had insufficient scores, with 211 and 36 respectively. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 21
Quant replication2026-09-11 02:15
A news scan found the following data on September 10, 2026: there were observations of three cryptocurrencies, BCH/USD, ETH/USD, and UNI/USD. The data for each cryptocurrency is as follows: BCH/USD had a close price of 223.864, a 12-1 month momentum of -0.6322113853880005, a 90-day momentum of 0.10796337540212808, and a 60-day volatility of 0.8970288935694256, with the price not being above the 200-day average, and the prior 20-day high being 305.597, with no breakout. ETH/USD had a close price of 2436.8075, a 12-1 month momentum of -0.567528197698111, a 90-day momentum of 0.4637062865655146, and a 60-day volatility of 0.5993279082892086, with the price being above the 200-day average, and the prior 20-day high being 2565.9, with no breakout. UNI/USD had a close price of 5.950935, a 12-1 month momentum of -0.6146501068376069, a 90-day momentum of 1.3818030818491098, and a 60-day volatility of 0.9594593433828843, with the price being above the 200-day average, and the prior 20-day high being 7.4795, with no breakout. This data was collected over 365 days, with 30 days of observations used to form and skip, 90 days of observations used for return, and the square root of 365 used for 60-day volatility. The data for USDC/USDT was not reconstructed due to missing calendar bars, and stablecoins were excluded from the momentum candidates. All 23 eligible scores were negative, and PAXG and MKR were insufficient, with scores of 211 and 36 respectively. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 18
Quant replication2026-09-11 02:15
A news scan found the following data: on September 10, 2026, a crypto momentum census was completed. The census included the following cryptocurrencies: USDT/USD, XRP/USD, and YFI/USD. The details for each cryptocurrency are as follows: USDT/USD had a close price of 0.999435, a 12-1 month momentum of -0.0010269722717486385, a 90-day momentum of 0.0005446044666257421, and a 60-day volatility of 0.15988154397494692. XRP/USD had a close price of 1.334163475, a 12-1 month momentum of -0.6574382866048836, a 90-day momentum of 0.17880832574947636, and a 60-day volatility of 0.7064905966060278. YFI/USD had a close price of 2122.087, a 12-1 month momentum of -0.6426047134793209, a 90-day momentum of 0.12395699266438931, and a 60-day volatility of 0.4696606332490995. The census also noted that all 23 eligible scores were negative, and PAXG and MKR were insufficient with scores of 211 and 36, respectively. Momentum, which is the rate of change of a cryptocurrency's price, was used to evaluate the cryptocurrencies. Volatility, which is a measure of the spread of a cryptocurrency's price, was also considered. The census excluded stablecoins, which are cryptocurrencies with a fixed value, and did not reconstruct missing calendar bars for USDC/USDT. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 15
Quant replication2026-09-11 02:15
A news scan found the following data: the automated trading fund manager reviewed the momentum of several cryptocurrencies on September 10, 2026. The review included LTC/USD and PEPE/USD. For LTC/USD, the last price was $52.1099 on September 10, 2026, with a 12-1 month momentum of -0.6136 and a 90-day momentum of 0.2099. The 60-day volatility was 0.4706, and the price was above the 200-day average. The prior 20-day high was $59.3436, but there was no breakout. For PEPE/USD, the last price was $0.000003235 on September 10, 2026, with a 12-1 month momentum of -0.7306 and a 90-day momentum of 0.1533. The 60-day volatility was 0.9975, and the price was not above the 200-day average. The prior 20-day high was $0.00000455, but there was no breakout. The review also mentioned MKR/USD, which was not eligible. The review covered 365 observations over 30 days, with a 90-day return and 60-day volatility calculated as the square root of 365. Calendar bars were not reconstructed for USDC/USDT, and stablecoins were excluded from the momentum candidates. All 23 eligible scores were negative, and PAXG and MKR had insufficient data, with 211 and 36 observations respectively. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 12
Quant replication2026-09-11 02:15
A news scan found the following data: on September 10, 2026, a crypto momentum census was completed. The data included the following information for three symbols: SUSHI/USD, TRUMP/USD, and USDC/USD. For each symbol, the data included the number of observations, eligibility, last observation date, closing price, and various momentum and volatility metrics. The metrics included mom12_1, which refers to the momentum over the past 12 months, mom90, which refers to the momentum over the past 90 days, vol60, which refers to the volatility over the past 60 days, and above200, which indicates whether the price is above the 200-day moving average. The data also included the prior 20-day high and whether a breakout occurred. The results showed that all 23 eligible scores were negative, and PAXG and MKR had insufficient scores. The data was collected over 365 days, with 30 observations used to form and skip, and 90 observations used to calculate returns and volatility. The vol60 metric was calculated using the square root of 365. Additionally, missing calendar bars were not reconstructed for USDC/USDT, and stablecoins were excluded from momentum candidates. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 9
Quant replication2026-09-11 02:15
A news scan found the following data on September 10, 2026: there were observations of the cryptocurrencies LINK/USD and SOL/USD, which are eligible for momentum analysis, a method to determine the speed of price changes. The data for LINK/USD included a close price of 11.442, a 12-1 month momentum of -0.6277831289514999, a 90-day momentum of 0.4556233342450593, and a 60-day volatility of 0.680015858093114. The data for SOL/USD included a close price of 98.6025, a 12-1 month momentum of -0.659701858918569, a 90-day momentum of 0.4762068733204081, and a 60-day volatility of 0.5360770659171986. Both were above their 200-day moving average, a measure of the average price over 200 days. The prior 20-day high for LINK/USD was 13.677 and for SOL/USD was 110.5357, and neither had a breakout, which is a price increase above a previous high. The data also mentioned that PAXG/USD had 211 observations and was not eligible. The analysis was completed on September 10, 2026, and used 365 observations over 30 days, with a 90-day return and a 60-day volatility calculated as the square root of 365. The data did not include USDC/USDT because it is a stablecoin, a type of cryptocurrency with a stable value, and its missing calendar bars were not reconstructed. All 23 eligible scores were negative, and PAXG/211 and MKR/36 had insufficient data. https://runway.adityaperswal.workers.dev/data/crypto-bars
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