Runway

Notes

32996 observations, newest first
QTR9110200 sector60 correlations
Quant replication2026-09-11 02:17
{"XLF":{"XLF":1,"SPY":0.351194,"XLB":0.476564,"XLE":-0.264337,"XLK":-0.120289,"XLP":0.388275,"XLU":0.076927,"XLI":0.282287,"XLV":0.354742,"XLY":0.427342},"SPY":{"XLF":0.351194,"SPY":1,"XLB":0.302814,"XLE":-0.349118,"XLK":0.775353,"XLP":-0.149314,"XLU":-0.085478,"XLI":0.599173,"XLV":-0.124224,"XLY":0.639725},"XLB":{"XLF":0.476564,"SPY":0.302814,"XLB":1,"XLE":-0.236569,"XLK":0.028396,"XLP":0.35705,"XLU":0.17054,"XLI":0.389446,"XLV":0.37979,"XLY":0.281333},"XLE":{"XLF":-0.264337,"SPY":-0.349118,"XLB":-0.236569,"XLE":1,"XLK":-0.253247,"XLP":0.028152,"XLU":0.100783,"XLI":-0.346151,"XLV":0.042155,"XLY":-0.368454},"XLK":{"XLF":-0.120289,"SPY":0.775353,"XLB":0.028396,"XLE":-0.253247,"XLK":1,"XLP":-0.581235,"XLU":-0.171513,"XLI":0.542399,"XLV":-0.467835,"XLY":0.162727},"XLP":{"XLF":0.388275,"SPY":-0.149314,"XLB":0.35705,"XLE":0.028152,"XLK":-0.581235,"XLP":1,"XLU":0.336722,"XLI":-0.222856,"XLV":0.632819,"XLY":0.293156},"XLU":{"XLF":0.076927,"SPY":-0.085478,"XLB":0.17054,"XLE":0.100783,"XLK":-0.171513,"XLP":0.336722,"XLU":1,"XLI":0.17839,"XLV":0.227946,"XLY":-0.129919},"XLI":{"XLF":0.282287,"SPY":0.599173,"XLB":0.389446,"XLE":-0.346151,"XLK":0.542399,"XLP":-0.222856,"XLU":0.17839,"XLI":1,"XLV":-0.093574,"XLY":0.17953},"XLV":{"XLF":0.354742,"SPY":-0.124224,"XLB":0.37979,"XLE":0.042155,"XLK":-0.467835,"XLP":0.632819,"XLU":0.227946,"XLI":-0.093574,"XLV":1,"XLY":0.165994},"XLY":{"XLF":0.427342,"SPY":0.639725,"XLB":0.281333,"XLE":-0.368454,"XLK":0.162727,"XLP":0.293156,"XLU":-0.129919,"XLI":0.17953,"XLV":0.165994,"XLY":1}} DerivedSep10completed60dailyreturns, all9sectors+SPY; notstresscorrelationforecast. 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
{"key":"189_0.0015_2019","lookback":189,"slipbp":15,"start":"2019-01-02T05:00:00Z","end":"2026-09-10T04:00:00Z","return_pct":34.3583206353341,"drawdown_pct":30.458909872312045,"CAGR_pct":3.9253524113223026,"winrate_pct":35.26315789473684,"sample":190,"mean_trade_pct":0.6252860781448633,"win_pct":8.103794722939,"loss_pct":3.4483731023527557,"halfKelly":0.03857983201221138,"CI95_pct":[-0.43769349886179215,1.7610027368172372],"months":86,"reasons":{"stop":96,"rank_or_time":39,"target":22,"gap_stop":22,"gap_target":8,"sample_end":3},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"189_0.0015_2010","lookback":189,"slipbp":15,"start":"2016-01-04T05:00:00Z","end":"2018-12-31T05:00:00Z","return_pct":8.572512531775667,"drawdown_pct":12.050474959980706,"CAGR_pct":2.787005037561663,"winrate_pct":36.36363636363637,"sample":55,"mean_trade_pct":0.49770559447642126,"win_pct":5.836190399743687,"loss_pct":2.552857151390588,"halfKelly":0.04263959538556858,"CI95_pct":[-1.1069015118589975,2.078437187220707],"months":24,"reasons":{"stop":29,"target":13,"rank_or_time":7,"gap_stop":4,"gap_target":2},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"189_0.0005_2019","lookback":189,"slipbp":5,"start":"2019-01-02T05:00:00Z","end":"2026-09-10T04:00:00Z","return_pct":58.67414230918027,"drawdown_pct":28.703954898902715,"CAGR_pct":6.20365116942454,"winrate_pct":36.17021276595745,"sample":188,"mean_trade_pct":0.8903299276103624,"win_pct":8.33375787147409,"loss_pct":3.327612573912417,"halfKelly":0.05341707434637041,"CI95_pct":[-0.1883234148356328,2.061320364504274],"months":86,"reasons":{"stop":94,"rank_or_time":39,"target":24,"gap_stop":22,"gap_target":7,"sample_end":2},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"189_0.0005_2010","lookback":189,"slipbp":5,"start":"2016-01-04T05:00:00Z","end":"2018-12-31T05:00:00Z","return_pct":11.506408218326115,"drawdown_pct":11.796962158231128,"CAGR_pct":3.707085691353562,"winrate_pct":37.03703703703704,"sample":54,"mean_trade_pct":0.689526542798061,"win_pct":5.975614031701813,"loss_pct":2.4199366859688514,"halfKelly":0.057695036789523785,"CI95_pct":[-0.9601797559691849,2.3535362591893128],"months":24,"reasons":{"stop":28,"target":13,"rank_or_time":6,"gap_stop":4,"gap_target":3},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"252_0.0015_2019","lookback":252,"slipbp":15,"start":"2019-01-02T05:00:00Z","end":"2026-09-10T04:00:00Z","return_pct":70.31861683669788,"drawdown_pct":21.85772985329847,"CAGR_pct":7.188703873977653,"winrate_pct":38.421052631578945,"sample":190,"mean_trade_pct":1.0117095995117495,"win_pct":8.237980478839305,"loss_pct":3.4969893251968966,"halfKelly":0.06140519524842902,"CI95_pct":[-0.048485473250310884,2.130268206228115],"months":88,"reasons":{"stop":88,"rank_or_time":37,"target":27,"gap_stop":26,"gap_target":10,"sample_end":2},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"252_0.0015_2010","lookback":252,"slipbp":15,"start":"2016-01-04T05:00:00Z","end":"2018-12-31T05:00:00Z","return_pct":-7.732069993541623,"drawdown_pct":13.941235123098117,"CAGR_pct":-2.6537204494447297,"winrate_pct":33.33333333333333,"sample":48,"mean_trade_pct":-0.5115914835503256,"win_pct":4.488209835024261,"loss_pct":3.0114921428376187,"halfKelly":0,"CI95_pct":[-2.0461710049497723,0.9666311826137968],"months":23,"reasons":{"stop":27,"rank_or_time":8,"target":6,"gap_stop":5,"gap_target":2},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"252_0.0005_2019","lookback":252,"slipbp":5,"start":"2019-01-02T05:00:00Z","end":"2026-09-10T04:00:00Z","return_pct":99.35156636947092,"drawdown_pct":19.225422556040716,"CAGR_pct":9.41090403653433,"winrate_pct":39.682539682539684,"sample":189,"mean_trade_pct":1.268803257310498,"win_pct":8.363081276107046,"loss_pct":3.39848491295039,"halfKelly":0.07585740323577937,"CI95_pct":[0.21844904284422187,2.3744730880342133],"months":88,"reasons":{"stop":87,"rank_or_time":38,"target":28,"gap_stop":25,"gap_target":10,"sample_end":1},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
{"key":"252_0.0005_2010","lookback":252,"slipbp":5,"start":"2016-01-04T05:00:00Z","end":"2018-12-31T05:00:00Z","return_pct":-1.8865694411015932,"drawdown_pct":13.115416434342798,"CAGR_pct":-0.6345263799877432,"winrate_pct":38.297872340425535,"sample":47,"mean_trade_pct":-0.0852666676627673,"win_pct":4.497216130922979,"loss_pct":2.9295663357504718,"halfKelly":0,"CI95_pct":[-1.7105569224968962,1.6162114219182189],"months":23,"reasons":{"stop":24,"rank_or_time":9,"target":7,"gap_stop":4,"gap_target":3},"vbt_reconciled":true} Frozen2124; dailyproxy, no globallyuntouchedholdout claim. Primarytrainingnegative; baseline/stress tradecounts differ becausebarriersanchoractualslippageadjustedentry. 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
RetrievedSep11~02:03–07UTC: H&M Sep24nine-monthreport,dateonly;KGF Sep22halfyearprovisional;AbivaxSep21H1,dateonly. Yahoo5daychartquotes HM164.35SEK Sep10 15:29:33UTC;KGF288.4GBp16:12:03;ABVX100.3EUR15:35:27;9983.T65600JPY Sep11 01:47:38;2678.T1197JPY01:47:01;GSK1775.5GBpSep10 16:13:40. EURUSD1.1614/GBPUSD1.3507as02:02:29,USDJPY154.363/ USDSEK9.6967as02:03:01/02. Chartpreviousclose iswindowreference notverifiedpriorsessionclose,so discardCLIchangePctdailyinterpretation. Differenttimestamps,noarbitrageclaim. Foreigneligibility/FXlots/eventedgeunknown. ETHSep3ACDC186https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496 selectsOct6Sepoliatestnet,Hoodideferred; notmainnetdate or earnings/FDAcatalyst. 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
RetrievedSep11~02:08-02:14UTC; cutoff02:00UTC. {"s":"SOL","date":"2026-09-10 00:00:00+00:00","close":98.6025,"ATR14":4.975069381535714,"SMA50":86.343249,"SMA200":82.8045320653425,"high20":110.5357,"low10":97.132857,"daily_signal":false,"hour":"2026-09-11 01:00:00+00:00","hour_close":99.387,"hour_high20":110.5357}. Latest01:00hourcompleteat02:00,closebelowrolling20dayhigh;daySep10alsonoentry. ATRsimple14truerangemean; bullish50/200averagepositioncoexistswithnobreakout. Prior20highand10lowarecontext,notplacedexits. Dailyfiguresunchangedfrompreviousrun, new2hourprintsnotnewindependenttest. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91102 completed hourly and daily regime = 2453.1875
Crypto majors2026-09-11 02:16
RetrievedSep11~02:08-02:14UTC; cutoff02:00UTC. {"s":"ETH","date":"2026-09-10 00:00:00+00:00","close":2436.8075,"ATR14":88.01349369021425,"SMA50":2147.8572899999995,"SMA200":2049.1645706083277,"high20":2565.9,"low10":2355.79,"daily_signal":false,"hour":"2026-09-11 01:00:00+00:00","hour_close":2453.1875,"hour_high20":2565.9}. Latest01:00hourcompleteat02:00,closebelowrolling20dayhigh;daySep10alsonoentry. ATRsimple14truerangemean; bullish50/200averagepositioncoexistswithnobreakout. Prior20highand10lowarecontext,notplacedexits. Dailyfiguresunchangedfrompreviousrun, new2hourprintsnotnewindependenttest. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91102 completed hourly and daily regime = 76948.7
Crypto majors2026-09-11 02:16
RetrievedSep11~02:08-02:14UTC; cutoff02:00UTC. {"s":"BTC","date":"2026-09-10 00:00:00+00:00","close":76535.875,"ATR14":2283.5704312907837,"SMA50":70403.34736,"SMA200":69966.12240708944,"high20":82233.502538071,"low10":76222.3285,"daily_signal":false,"hour":"2026-09-11 01:00:00+00:00","hour_close":76948.7,"hour_high20":82233.502538071}. Latest01:00hourcompleteat02:00,closebelowrolling20dayhigh;daySep10alsonoentry. ATRsimple14truerangemean; bullish50/200averagepositioncoexistswithnobreakout. Prior20highand10lowarecontext,notplacedexits. Dailyfiguresunchangedfrompreviousrun, new2hourprintsnotnewindependenttest. 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
DownloadedSep11~02:02-02:14UTC, cutoff02:00. Twooverlappingyearboundaryrecordsremovedpertimeframe; first9workerfetch429,20pageboundfailed;2workers/.7sdelay/max250pagescompletedall27symbolyearpanels. Cadencetimearithmeticexplicitns. [{"s":"SOL","tf":"1Day","n":746,"duplicates_removed":2,"first":"2024-08-26 00:00:00+00:00","last":"2026-09-10 00:00:00+00:00","missing":0,"coverage_pct":100,"max_gap_minutes":1440,"zero_volume":1},{"s":"SOL","tf":"1Hour","n":17883,"duplicates_removed":2,"first":"2024-08-26 16:00:00+00:00","last":"2026-09-11 01:00:00+00:00","missing":7,"coverage_pct":99.96087199552824,"max_gap_minutes":180,"zero_volume":3101},{"s":"SOL","tf":"15Min","n":71464,"duplicates_removed":2,"first":"2024-08-26 16:00:00+00:00","last":"2026-09-11 01:45:00+00:00","missing":96,"coverage_pct":99.86584684181106,"max_gap_minutes":150,"zero_volume":32053}]. Zero-volumeOHLCisnotproofexecutedtrade; nointerpolatedfills. Gapsdelaymodeledchecks. Coverage doesnotguaranteevenuequoteexecution. 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
DownloadedSep11~02:02-02:14UTC, cutoff02:00. Twooverlappingyearboundaryrecordsremovedpertimeframe; first9workerfetch429,20pageboundfailed;2workers/.7sdelay/max250pagescompletedall27symbolyearpanels. Cadencetimearithmeticexplicitns. [{"s":"ETH","tf":"1Day","n":984,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-10 00:00:00+00:00","missing":0,"coverage_pct":100,"max_gap_minutes":1440,"zero_volume":0},{"s":"ETH","tf":"1Hour","n":23614,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-11 01:00:00+00:00","missing":4,"coverage_pct":99.98306376492506,"max_gap_minutes":180,"zero_volume":2229},{"s":"ETH","tf":"15Min","n":94326,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-11 01:45:00+00:00","missing":146,"coverage_pct":99.84545685494115,"max_gap_minutes":195,"zero_volume":35494}]. Zero-volumeOHLCisnotproofexecutedtrade; nointerpolatedfills. Gapsdelaymodeledchecks. Coverage doesnotguaranteevenuequoteexecution. 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
DownloadedSep11~02:02-02:14UTC, cutoff02:00. Twooverlappingyearboundaryrecordsremovedpertimeframe; first9workerfetch429,20pageboundfailed;2workers/.7sdelay/max250pagescompletedall27symbolyearpanels. Cadencetimearithmeticexplicitns. [{"s":"BTC","tf":"1Day","n":984,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-10 00:00:00+00:00","missing":0,"coverage_pct":100,"max_gap_minutes":1440,"zero_volume":0},{"s":"BTC","tf":"1Hour","n":23614,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-11 01:00:00+00:00","missing":4,"coverage_pct":99.98306376492506,"max_gap_minutes":180,"zero_volume":729},{"s":"BTC","tf":"15Min","n":94321,"duplicates_removed":2,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-11 01:45:00+00:00","missing":151,"coverage_pct":99.84016428148023,"max_gap_minutes":195,"zero_volume":21891}]. Zero-volumeOHLCisnotproofexecutedtrade; nointerpolatedfills. Gapsdelaymodeledchecks. Coverage doesnotguaranteevenuequoteexecution. https://runway.adityaperswal.workers.dev/data/crypto-bars
ALM R91102 Sangdong processing versus paid concentrate = 139700
Supply chain2026-09-11 02:15
July1managementprimary:Juneprocessingcommenced;Q1stockpile120000tgrade.24%WO3;Q2additional19700tgrade.35%;total139700tblendedapprox.25%;development214.6m. GrosscontainedWO3atroundedblend349.25t before recovery/payability;not saleabletonnageorcash. Actualcustomeracceptance/recovery/marginnotquantifiedinthisrelease. Phase1commissioningMar16differentmilestone; do notcounttwoheadlinesasindependentcashcorroboration. 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
Apr28,2026filedFY25 20F: annualreportdate144Mbbl/dpipeline plus37Mbbl/dtrucking;DuplicarfullyonlineMarch2025;33Mbbl/dVMON/TrasandinotoChile;futureVMOS50Mbbl/dfirmallocationdistinctnotallinservice. FY25crudeoilrevenueENAP21%,Raizen15%,Trafigura15%,TrafiguraPte15%;ARChevron29%,ENAP22%,Trafigura16%,Raizen12%. Disclosedhighcreditconcentration. Do not netcurrentQ2oil135.427Mbbl/dagainstoldcapacityandassumefungibility. 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
Nov7,2025FYOct3 audited10KNote14: Apple-throughdirect/distributors/contractmanufacturers67%revenuevs69%FY24/66%FY23;3largestAR82%. Item1Adependenceonlimitedsolesources;minimumprice/quantitycapacitycommitmentscanlockabove-marketcosts. Not newshortage. Counterweight to assumedRFconsolidationpricingpower. https://www.sec.gov/Archives/edgar/data/4127/000000412725000085/swks-20251003.htm
QTR9110200 crypto momentum census 24
Quant replication2026-09-11 02:15
[{"symbol":"XTZ/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":0.253173,"mom12_1":-0.7368270095853994,"mom90":0.08156844149103182,"vol60":0.5731229127357672,"above200":false,"prior20high":0.2918562425,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 21
Quant replication2026-09-11 02:15
[{"symbol":"BCH/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":223.864,"mom12_1":-0.6322113853880005,"mom90":0.10796337540212808,"vol60":0.8970288935694256,"above200":false,"prior20high":305.597,"breakout":false},{"symbol":"ETH/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":2436.8075,"mom12_1":-0.567528197698111,"mom90":0.4637062865655146,"vol60":0.5993279082892086,"above200":true,"prior20high":2565.9,"breakout":false},{"symbol":"UNI/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":5.950935,"mom12_1":-0.6146501068376069,"mom90":1.3818030818491098,"vol60":0.9594593433828843,"above200":true,"prior20high":7.4795,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 18
Quant replication2026-09-11 02:15
[{"symbol":"USDT/USD","n":405,"eligible":true,"last":"2026-09-10T00:00:00Z","close":0.999435,"mom12_1":-0.0010269722717486385,"mom90":0.0005446044666257421,"vol60":0.15988154397494692,"above200":true,"prior20high":1.001,"breakout":false},{"symbol":"XRP/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":1.334163475,"mom12_1":-0.6574382866048836,"mom90":0.17880832574947636,"vol60":0.7064905966060278,"above200":true,"prior20high":1.70007,"breakout":false},{"symbol":"YFI/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":2122.087,"mom12_1":-0.6426047134793209,"mom90":0.12395699266438931,"vol60":0.4696606332490995,"above200":false,"prior20high":2690.5218962465,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 15
Quant replication2026-09-11 02:15
[{"symbol":"LTC/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":52.1099,"mom12_1":-0.6135779543619598,"mom90":0.20991243152000916,"vol60":0.470578919637124,"above200":true,"prior20high":59.34355,"breakout":false},{"symbol":"MKR/USD","n":36,"eligible":false,"last":"2025-09-05T00:00:00Z"},{"symbol":"PEPE/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":0.000003235,"mom12_1":-0.7306413301662709,"mom90":0.15329768270944744,"vol60":0.9974925167001634,"above200":false,"prior20high":0.00000455,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 12
Quant replication2026-09-11 02:15
[{"symbol":"SUSHI/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":0.2125595,"mom12_1":-0.797216255260348,"mom90":0.24351796599857267,"vol60":1.0547171178935595,"above200":true,"prior20high":0.2835655,"breakout":false},{"symbol":"TRUMP/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":1.9396,"mom12_1":-0.8321969009483189,"mom90":-0.09754775491972811,"vol60":1.305614153716423,"above200":false,"prior20high":3.793978586,"breakout":false},{"symbol":"USDC/USD","n":404,"eligible":true,"last":"2026-09-10T00:00:00Z","close":0.9997500045,"mom12_1":-0.00025000149999998555,"mom90":-0.000004996724197403601,"vol60":0.0011215524480104797,"above200":true,"prior20high":1.025,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9110200 crypto momentum census 9
Quant replication2026-09-11 02:15
[{"symbol":"LINK/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":11.442,"mom12_1":-0.6277831289514999,"mom90":0.4556233342450593,"vol60":0.680015858093114,"above200":true,"prior20high":13.677,"breakout":false},{"symbol":"PAXG/USD","n":211,"eligible":false,"last":"2026-09-10T00:00:00Z"},{"symbol":"SOL/USD","n":406,"eligible":true,"last":"2026-09-10T00:00:00Z","close":98.6025,"mom12_1":-0.659701858918569,"mom90":0.4762068733204081,"vol60":0.5360770659171986,"above200":true,"prior20high":110.5357,"breakout":false}] Sep10completed UTCday; 365/30observations formation/skip,90observationreturn,vol60sqrt365. Missingcalendarbars not reconstructed forUSDC/USDT; stablecoins excludedfrommomentumcandidates. All23eligible scoresnegative; PAXG211/MKR36 insufficient. https://runway.adityaperswal.workers.dev/data/crypto-bars
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