QTR9110200 full US momentum census archive 13/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
WHD,68.4,0.7765695,0.4149772,0.5489768,4.596658e+07,True
NTRA,326.14,0.7730907,0.6588169,0.5758596,3.798172e+08,True
ECG,115.23,0.7715716,-0.0154648,0.6472271,5.957575e+07,False
ALKS,46.11,0.7669659,0.6604249,0.354206,6.159149e+07,True
DDOG,221.72,0.7569415,0.7391168,0.6808222,8.852179e+08,True
SQM,72.49,0.7541185,-0.05030787,0.3883071,7.455684e+07,False
LFUS,413.42,0.7503478,0.2543463,0.424864,8.432845e+07,True
HL,20.02,0.7463127,-0.05298013,0.6465243,6.604969e+08,True
LGND,289.25,0.7457151,0.3074037,0.3451088,5.427568e+07,True
CMBT,19.38,0.743502,0.5768918,0.3736004,2.046288e+07,True
AA,48.3,0.7433914,-0.2696204,0.4958484,2.033144e+08,False
RAPP,43.46,0.7417053,0.4230517,0.4949083,1.338498e+07,True
MRX,74.09,0.7409025,1.089397,0.6080853,5.506486e+07,True
EQNR,45.11,0.7382378,0.3653148,0.4088062,1.146795e+08,True
PSX,258.51,0.7369445,0.5443575,0.3025074,6.724559e+08,True
WCC,344,0.7342522,0.3012066,0.491675,1.720976e+08,True
TGT,155.73,0.7297699,0.3336473,0.3383897,7.458696e+08,True
AMRX,16.87,0.7290192,0.3273013,0.322759,2.910192e+07,True
BHP,87.35,0.7266314,0.2165738,0.3488708,2.504768e+08,True
GCT,51.8,0.7253851,0.1821086,0.5432415,2.68387e+07,True
FROG,88.65,0.7237237,1.11828,0.6605942,1.914931e+08,True
SANM,203.31,0.7217221,0.6023802,0.7271191,1.139354e+08,True
SNX,255.54,0.7193529,0.6238165,0.3253734,1.375309e+08,True
TX,57.61,0.7187304,0.4851766,0.2929184,2.970596e+07,True
AXSM,211.115,0.7168205,0.323605,0.3708486,1.113261e+08,True
STT,191.3,0.7138411,0.5360527,0.2407494,2.464352e+08,True
TKR,118.16,0.7064696,0.1503115,0.3411598,1.043298e+08,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 12/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
YPF,56.06,0.8319046,0.4271894,0.3544567,6.116656e+07,True
BKSY,20.75,0.8314951,-0.121879,0.7911693,2.12761e+07,False
LNTH,100.39,0.8282186,0.214787,0.2793559,1.194074e+08,True
CSCO,107.44,0.8255268,0.3882931,0.338669,1.967185e+09,True
PRLB,79.75,0.8243243,0.3669866,0.4350344,1.351055e+07,True
CLDX,38.1,0.8242798,0.2199808,0.3964567,2.764365e+07,True
ADEA,26.305,0.8203947,0.1353043,0.6159472,2.217738e+07,True
TEN,44.71,0.8196097,0.2344009,0.3650984,1.17724e+07,True
MLAB,120.91,0.8154927,0.5042299,0.5166948,1.898158e+07,True
SII,126.34,0.8141882,-0.2278922,0.5078086,2.259255e+07,True
IAG,20.09,0.8123752,-0.07886291,0.6074133,9.921293e+07,True
IA,18.8,0.8115942,-0.372706,0.5892691,6264163,False
PCVX,58.9,0.8099022,0.02381366,0.404228,5.98171e+07,True
BRUN,16.46,0.808552,0.5440901,1.261667,4.798653e+07,False
ENS,179.02,0.8069869,0.1065645,0.4387768,1.075701e+08,False
KN,35.41,0.8065574,0.3940945,0.5039829,2.598691e+07,True
ALB,122.11,0.8064516,-0.2695023,0.4243712,2.952853e+08,False
GOLD,45.88,0.806237,-0.08641975,0.5360752,3.060721e+07,True
OBE,12.74,0.8033898,0.4711316,0.6618319,8567180,True
EXK,10.52,0.7979626,-0.05734767,0.7001463,1.004688e+08,True
PWR,618.73,0.7970789,0.09025392,0.5318364,6.526979e+08,True
FDX,311.8,0.7966678,0.07546909,0.267632,4.928846e+08,True
CRL,273,0.7918414,0.6162453,0.4407643,2.424949e+08,True
ONDS,7.25,0.787156,-0.2624619,0.8310956,5.46792e+08,False
AMBQ,60.66,0.7843673,0.9349282,0.8305045,2.61485e+07,True
ASM,7.12,0.7783133,-0.07291667,0.7215938,3.174074e+07,True
LION,11.15,0.7769461,0.1412487,0.442476,2.383968e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 11/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
JBHT,267.83,0.8974689,0.277693,0.3422517,2.166347e+08,True
USAS,5.09,0.896679,-0.4004711,0.7559593,2.542674e+07,False
ESTA,71.39,0.8944147,0.07774758,0.4634922,2.838119e+07,False
MYRG,284.47,0.8899072,0.05762724,0.4764137,8.6885e+07,False
KGS,62.5,0.8832298,0.1176681,0.4853796,9.925027e+07,True
CBL,54.6,0.8813223,0.4709052,0.3043359,1.191225e+07,True
CVE,33.34,0.8767296,0.4211424,0.3700375,1.938802e+08,True
GEF.B,106.8,0.8733199,0.2917271,0.2565673,8880190,True
TTI,6.82,0.8726115,-0.2097335,0.5884791,1.339316e+07,False
FRO,48.4,0.8705248,0.5557698,0.4546961,1.10014e+08,True
CIFR,15.94,0.8665944,0.1296953,1.290455,5.747461e+08,False
TNDM,18.31,0.866242,-0.1737365,0.6516601,3.124866e+07,False
MPC,392.42,0.8621302,0.7420758,0.3320001,8.766724e+08,True
STRL,484.86,0.8583139,0.1527817,0.8357243,2.772433e+08,False
ENTG,137.4,0.8558191,0.1844828,0.8663296,2.838247e+08,True
VIST,78.95,0.854979,0.3231104,0.4289588,9.047224e+07,True
TEVA,36.35,0.8536585,0.1929767,0.3635857,1.819918e+08,True
RIG,5.77,0.8503185,-0.08557845,0.4336194,2.357462e+08,True
INVX,29.69,0.8490798,0.1375479,0.4610408,2.162684e+07,True
ARIS,19.41,0.8486141,-0.0152207,0.6464616,2.688814e+07,True
AVT,92.97,0.8483852,0.5339053,0.3888317,9.619649e+07,True
CALY,15.29,0.8466594,0.1,0.3506584,2.477081e+07,True
SA,30.95,0.8418631,-0.08675125,0.6794576,2.588724e+07,True
NVT,155.17,0.8403611,0.4007041,0.5357429,3.893287e+08,True
BRKR,53.56,0.8375765,0.4586057,0.6695855,1.058324e+08,True
BVN,33.85,0.8364116,-0.09395075,0.4584465,4.203595e+07,True
XMTR,84.85,0.8344703,1.004489,0.5681261,4.321142e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 10/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
CAKE,101.16,0.9476314,0.681516,0.4489803,1.741484e+08,True
DIOD,91.66,0.9443921,0.4382551,0.8030036,6.688277e+07,True
PANW,338.49,0.9427993,1.052325,0.5798697,2.144533e+09,True
APA,44.53,0.9407549,0.3693112,0.4122682,2.162055e+08,True
ASTS,59.91,0.9406665,-0.3208253,0.9993782,6.082873e+08,False
FTRE,17.02,0.938431,0.8067941,0.5067738,2.013025e+07,True
NUTX,195.2,0.9377183,1.157144,0.7978307,2.838205e+07,True
RHLD,128.31,0.9341029,-0.1650833,0.6589645,2.333082e+07,False
FLNC,9.69,0.9336283,-0.4336645,0.8364827,6.671827e+07,False
NHC,224.92,0.9330062,0.4491334,0.3437825,2.288399e+07,True
BMA,78.83,0.9308357,0.08476675,0.4529186,2.564555e+07,False
JAZZ,240.48,0.929355,0.2968775,0.2814067,2.487153e+08,True
EC,18.07,0.9285714,0.3975251,0.3651986,2.813794e+07,True
SKE,31.24,0.9193548,-0.06242497,0.6082123,1.832161e+07,True
DHC,7.54,0.9190969,0.007751938,0.3318447,1.029671e+07,True
MSGE,75.75,0.9152992,0.312825,0.3532801,2.464081e+07,True
ZIM,29.47,0.9119252,0.07633309,0.4226113,6.070331e+07,True
ALOY,8.79,0.9101124,-0.4789567,1.274951,2.586435e+07,False
ARM,254.18,0.9100142,1.116403,0.7877657,9.517684e+08,True
TH,19.12,0.9081515,1.105727,0.5538802,3.334355e+07,True
ARCB,134.97,0.9072773,0.471223,0.4486917,3.373324e+07,True
LSCC,114.14,0.9071526,0.2570485,0.6461715,1.506575e+08,True
BCAX,23.1,0.9069021,0.160804,0.5633544,1.213828e+07,True
MSGS,392.11,0.9067164,0.2389333,0.263906,1.00277e+08,True
FTI,75.58,0.9046053,0.1763424,0.3512762,2.03684e+08,True
CIB,103.12,0.9040157,0.5562934,0.3111585,3.38755e+07,True
NUVB,6.28,0.9014925,0.3681917,0.6101733,3.611115e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 9/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
KEYS,325.65,1.032525,0.1456061,0.4582006,4.639568e+08,True
BELFB,243,1.029381,0.2103402,0.6614584,3.889497e+07,True
BLZE,12.31,1.029284,2.265252,1.351608,4.203049e+07,True
FTNT,158.85,1.02768,0.902851,0.4278633,6.54909e+08,True
VECO,43.9,1.021564,0.3877035,0.811265,2.4494e+07,False
NBIS,228.11,1.0187,1.036787,1.413215,4.489943e+09,True
DYN,18.42,1.015849,-0.07853927,0.5485159,6.206854e+07,False
SCCO,194.14,1.014293,0.02195083,0.5100071,2.432073e+08,True
ADPT,24.23,1.013481,0.7039381,0.5594491,4.263295e+07,True
GRAL,77.56,1.011191,0.6740773,0.6929636,4.850377e+07,True
RNG,69.04,1.008547,0.7825975,0.744968,9.5942e+07,True
BTE,5.04,1.006384,0.2371134,0.4043206,6.796244e+07,True
NEOG,11.77,1.005236,0.193712,0.5940664,2.166991e+07,True
GKOS,170.38,1.00198,0.6564262,0.3679945,1.186673e+08,True
MATX,227.99,0.9956068,0.4867297,0.3131464,5.191069e+07,True
KFRC,51.49,0.99415,0.9849653,0.4460425,1.523874e+07,True
CAMT,144.25,0.9873081,-0.1059808,0.7942905,5.359263e+07,False
GRC,73.23,0.9867693,0.2102132,0.3290984,1.068423e+07,True
PLXS,246.94,0.9802212,0.2655153,0.4228136,5.460457e+07,True
AAMI,92.05,0.9743369,0.8209693,0.3954903,3.364071e+07,True
BELFA,202.11,0.9736443,0.1070881,0.665178,2.375446e+07,False
DAR,66.37,0.9709229,0.1945644,0.3751162,1.741981e+08,True
AIR,124.47,0.9676677,0.1490953,0.4776877,5.312734e+07,True
ILMN,201.27,0.9633476,0.6565432,0.4398355,3.654068e+08,True
LUNR,14.62,0.9595719,-0.2075881,0.7814244,1.481482e+08,False
NUE,255.46,0.9542254,0.4955799,0.3644712,3.54692e+08,True
APLD,25.78,0.9532895,-0.09607293,0.866036,4.208296e+08,False
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 8/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
CADL,11.33,1.142857,1.221569,0.6652688,1.607973e+07,True
STM,50.74,1.139969,0.4945508,0.7016415,3.91073e+08,True
ECPG,97.94,1.133501,0.4570068,0.3956608,3.701777e+07,True
TYRA,23.54,1.130288,-0.3557745,0.7925905,2.205171e+07,False
SMTC,159.13,1.130237,0.8542298,0.9911461,4.811031e+08,True
HBM,26.65,1.127692,0.1844444,0.6462968,1.115794e+08,True
OII,50.57,1.125628,0.4309564,0.5021089,4.415369e+07,True
INSW,102.14,1.123779,0.6627055,0.4277417,5.19394e+07,True
AEIS,273.74,1.1192,-0.1299622,0.7816964,1.40402e+08,False
TRVI,15.91,1.114014,0.3324958,0.6236053,2.478621e+07,True
BHE,73.98,1.112208,0.3566844,0.5093611,2.377391e+07,True
KNSA,76.48,1.110689,0.6514792,0.6481122,3.656741e+07,True
NEO,17.61,1.103053,1.059649,0.5978223,2.736476e+07,True
LFST,13,1.096627,0.9578313,0.4207151,5.082231e+07,True
CRWD,208.86,1.095769,0.8899647,0.6846999,2.178926e+09,True
CNC,65.4,1.08886,0.8237591,0.3735623,2.543383e+08,True
PARR,83.59,1.084807,0.6415947,0.6497429,6.610746e+07,True
NOK,10.62,1.082047,0.3521772,0.6367556,7.275044e+08,True
PTEN,12.9,1.081199,0.3360953,0.5792187,9.382938e+07,True
AG,20.15,1.077623,-0.215037,0.6250035,1.987073e+08,True
BJRI,60.11,1.058214,0.7018686,0.4599376,2.884624e+07,True
STLD,237.08,1.048078,0.2935399,0.4093556,2.789177e+08,True
DK,74.89,1.04608,0.8050133,0.573419,1.277019e+08,True
VLO,385.43,1.044046,0.6825861,0.3408094,8.549551e+08,True
SGML,10.07,1.037866,-0.2229938,0.6998751,2.152082e+07,False
TSHA,5.16,1.036585,0.1428571,0.6644358,1.341432e+07,False
CAT,805,1.035356,0.1419412,0.4269676,1.954318e+09,True
HZO,52.2,1.032546,0.9191176,1.000715,3.854849e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 7/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
ASML,1687.43,1.247427,0.2204759,0.4979166,2.022107e+09,True
VRT,248.13,1.246572,-0.0746252,0.7711034,1.250325e+09,False
VSH,31.29,1.229839,0.806582,0.8541125,1.186179e+08,True
GTX,27.19,1.224521,0.5097168,0.4054884,7.994647e+07,True
NAT,7.21,1.223428,0.4905933,0.4246094,2.511021e+07,True
GLW,163.12,1.214186,0.2422512,0.9300729,1.38045e+09,True
MT,75.06,1.208209,0.3301435,0.3736313,1.008202e+08,True
WBD,28.2,1.207993,0.01402373,0.195574,5.03556e+08,True
NWPX,103.63,1.207823,0.3837629,0.3704187,1.571101e+07,True
BTSG,57.88,1.206174,0.4004355,0.5525028,1.247492e+08,True
DCO,167.14,1.204022,0.2935531,0.44415,3.302625e+07,True
CRS,448.25,1.20059,0.09924469,0.4152445,3.601378e+08,True
AMKR,49.53,1.194332,0.1331503,0.9599461,2.203362e+08,False
KLAC,177.18,1.19369,0.2123161,0.775135,1.692647e+09,True
ENVA,223.06,1.193669,0.5995697,0.42284,6.481905e+07,True
NBR,90.6,1.190559,0.1509146,0.490472,1.942017e+07,True
MRVI,6.73,1.184211,0.8957746,0.7879247,3.724096e+07,True
MOG.A,366.72,1.182423,0.1677121,0.4069062,8.713945e+07,True
CSTM,25.99,1.178441,0.02605606,0.4006091,3.858101e+07,False
FLEX,108.01,1.178114,0.7038965,0.6876749,3.231785e+08,True
TIGO,96.47,1.176592,0.3950832,0.4631341,9.046613e+07,True
HP,44.56,1.175835,0.2979901,0.5260311,5.530431e+07,True
ACHV,7.28,1.169872,0.6621005,0.6250482,1.301397e+07,True
LBRT,20.76,1.167612,-0.3012454,0.7098541,6.623563e+07,False
LAR,6.41,1.166124,-0.1121884,0.6219054,1.317694e+07,False
IESC,319.52,1.157796,0.4453341,0.9705127,9.267957e+07,True
FIGS,12.95,1.145865,-0.1751592,0.749998,3.419434e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 6/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
LPTH,9.68,1.410681,-0.1111111,1.177016,4.19777e+07,False
CENX,44.36,1.405244,-0.2360944,0.545859,8.208669e+07,False
BB,7.54,1.394667,1.154286,0.7786561,7.391423e+07,True
TWLO,231.13,1.392056,0.8245185,0.6597337,4.27846e+08,True
CRVS,12.94,1.387358,-0.2343195,0.4874575,1.058558e+07,False
SEI,64.15,1.383056,0.161086,0.9038738,1.508893e+08,True
FIX,1590.81,1.382753,0.1314116,0.6106982,6.001445e+08,True
PBF,77.08,1.364476,0.8551143,0.6690512,1.908577e+08,True
NVTS,11.15,1.361111,0.02859779,0.9689861,1.534772e+08,False
ATRO,73.49,1.35937,0.2109079,0.6295967,4.809462e+07,True
ETON,57.88,1.355742,2.199558,1.043782,4.137198e+07,True
ECO,72.92,1.350337,0.7424134,0.4474045,3.42308e+07,True
REPL,13.24,1.345361,0.6759494,2.468258,3.581067e+07,True
PENG,48.62,1.344785,1.630952,1.129664,7.81207e+07,True
FEIM,62.06,1.331081,0.1218366,0.9529897,1.427898e+07,True
PAYS,13.34,1.330258,2.674931,0.7206051,9705789,True
HPE,55.22,1.324925,1.601036,0.5918079,1.239815e+09,True
KRYS,345.55,1.316054,0.355098,0.4382245,7.812883e+07,True
MTSI,272.43,1.310887,0.2241294,0.7396821,3.397893e+08,True
ERO,34.98,1.304762,0.2492857,0.6810621,6.063136e+07,True
ABCL,10.46,1.301887,1.865753,1.118681,7.458092e+07,True
CGON,72,1.301464,0.1135169,0.4753881,5.098805e+07,True
GHM,85.49,1.289684,0.001875073,0.6026376,1.73159e+07,False
URGN,42.24,1.276945,1.242038,0.5523976,3.898052e+07,True
GSAT,81.97,1.263885,0.4233374,0.1303644,5.205659e+07,True
POWL,176.89,1.261564,0.03082751,0.6425354,9.923048e+07,False
VPG,61.72,1.258325,0.4065634,1.041251,3.231727e+07,False
AMLX,32.09,1.248335,1.149364,1.421235,1.322005e+08,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 5/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
TGB,8.02,1.609467,0.09115646,0.7644383,4.769909e+07,True
PSNL,16.33,1.601113,1.054088,0.7548513,6.187529e+07,True
CLMT,56.44,1.590884,0.9408528,0.4925084,5.717362e+07,True
CMPS,14.22,1.588008,1.063861,0.7062433,3.309113e+07,True
SVM,12.12,1.584546,0.02364865,0.623307,2.904082e+07,True
PUMP,11.5,1.577434,-0.1214668,0.5989599,3.272083e+07,False
ALNT,94.18,1.572945,0.4096692,0.6950349,2.107393e+07,True
QURE,44.47,1.572899,1.53246,1.69397,5.441614e+07,True
MTRN,251.67,1.567286,0.7575948,0.904329,6.780237e+07,True
COHU,54.73,1.561591,0.9109637,0.9728424,5.032303e+07,True
WTTR,20.36,1.559719,0.4563662,0.5936923,2.437587e+07,True
PLPC,404.04,1.55824,0.5138821,0.9254878,3.32553e+07,True
MNPR,109.96,1.547518,0.9291228,0.7031757,1.908204e+07,True
PTGX,145.16,1.540953,0.5045605,0.4084108,7.589757e+07,True
RCUS,26.15,1.538869,0.07084357,0.5249118,3.665412e+07,True
KYMR,117,1.521159,0.4352306,0.5780188,7.426472e+07,True
IMVT,38.1,1.495732,0.4906103,0.3511026,4.837086e+07,True
MRNA,136.62,1.475276,1.440951,3.749856,5.080102e+09,True
CGAU,22.6,1.470602,0.2053333,0.5255411,3.394573e+07,True
AUGO,86.01,1.458728,0.05936692,0.7911313,8.039017e+07,True
GPCR,39.55,1.453176,-0.3204467,0.5553144,4.150246e+07,False
LWLG,5.16,1.446602,0.02788845,1.060928,1.513424e+07,False
PDFS,47.16,1.444058,0.4102871,0.8444488,2.805933e+07,True
KLIC,82.97,1.432389,0.271376,0.6920487,5.937579e+07,True
QMCO,23.03,1.428035,3.012195,1.581483,3.516361e+07,True
LIND,25.29,1.427199,0.4328612,0.535352,2.374641e+07,True
DGII,68.77,1.419103,0.3617822,0.478691,2.63047e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 4/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
AXGN,41.85,1.952497,0.2960669,0.5338957,4.652905e+07,True
JBIO,19.14,1.933071,0.3651926,0.6788323,1.698837e+07,True
CGEM,21,1.874085,0.4675052,0.5920844,1.634267e+07,True
ACMR,72.39,1.86349,0.5119048,1.045506,6.755238e+07,True
APPS,11.8,1.853392,2.129973,1.226786,2.812852e+07,True
IRD,6.07,1.852941,0.2115768,0.9739326,2.288984e+07,True
IMNM,24.97,1.850163,0.1668224,0.5061126,2.852855e+07,True
NRIX,25.81,1.821739,0.6181818,0.481379,3.185567e+07,True
UMC,22.12,1.792687,1.310183,0.7950186,2.125296e+08,True
TVTX,67.51,1.782348,1.371268,0.3629899,8.191059e+07,True
ACRS,5.505,1.779343,0.5291667,0.5417872,1.106721e+07,True
GH,159.03,1.777423,0.8065432,0.5332137,3.331131e+08,True
TTMI,122.34,1.746639,0.2818525,0.8666612,2.782075e+08,True
IOVA,8.14,1.738397,0.6818182,1.224186,1.189568e+08,True
VSAT,74.18,1.737933,0.5990515,0.8792645,1.215918e+08,True
MKSI,261.84,1.727281,0.1695029,0.7818015,3.508176e+08,False
PVLA,150.39,1.720861,0.07659818,0.7971322,2.914419e+07,True
SIMO,265.25,1.705968,1.154052,0.9944168,2.146979e+08,True
BLTE,175.07,1.703715,0.007597122,0.5660482,3.951252e+07,True
SITM,602.27,1.698461,0.7162112,0.9831718,2.160731e+08,True
UMAC,23.53,1.688406,0.1859879,1.26805,1.241778e+08,True
AGX,396.33,1.67346,-0.1605134,0.7715169,1.767371e+08,False
XNCR,24.26,1.659446,1.01495,0.7330513,3.656251e+07,True
KALU,158.42,1.656456,0.2532236,0.6077139,3.620653e+07,True
IRDM,47.03,1.640642,0.9141229,0.6300044,3.942378e+07,True
PL,16.69,1.627494,-0.3439465,0.6783977,1.862721e+08,False
ROIV,40.94,1.614985,0.3840433,0.5142907,3.227985e+08,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 3/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
BAND,51.62,2.311097,2.289994,1.047453,3.729075e+07,True
TER,370.19,2.303526,0.2267696,0.8854748,8.782507e+08,True
VIAV,37.4,2.284859,0.2429379,0.8498221,1.560141e+08,True
GLUE,14.32,2.26294,-0.1606096,0.8046489,1.484204e+07,False
AMAT,454.01,2.22909,0.2962085,0.7956873,3.461852e+09,True
ARWR,82.76,2.218175,0.4244406,0.5568239,1.075241e+08,True
OMER,18.59,2.192488,0.5582565,0.9509342,4.148879e+07,True
MRVL,226.96,2.183058,1.511175,0.9012061,5.537163e+09,True
CIEN,334.56,2.171536,-0.01585527,0.7728327,8.824971e+08,False
LQDA,67.85,2.167266,0.7595954,0.6097349,9.749443e+07,True
FET,80.96,2.159757,0.400692,0.6587319,1.516022e+07,True
AIP,22.41,2.147936,0.4346991,0.878738,1.575051e+07,False
SEPN,37.75,2.137976,0.4348157,0.74276,1.545673e+07,True
SPHR,141.84,2.132742,0.2473837,0.5385588,1.026341e+08,True
INBX,111.42,2.122528,0.5159184,0.636767,4.244614e+07,True
ATI,199,2.07265,0.2637328,0.4093972,3.866831e+08,True
ONTO,268.92,2.068707,0.3952475,0.9632575,2.63825e+08,True
DNTH,103.28,2.050042,0.2031687,0.5346751,6.495041e+07,True
AMD,503.6,2.044025,1.458624,0.7034936,8.721594e+09,True
HUT,90.6,2.030034,0.7723005,1.023511,4.159997e+08,True
COGT,34.08,2.018721,-0.05543237,0.4534813,5.471022e+07,False
AGL,92.6,2.00487,4.812932,0.9001545,1.911141e+07,True
EWTX,42.9,2.004068,0.3843175,0.6633012,4.643e+07,True
ALM,16.57,2,-0.2562837,0.9092512,1.124833e+08,True
ELVN,56.23,1.98073,0.8315961,0.3793951,4.91261e+07,True
PLSE,54.43,1.971888,1.72014,0.6359981,2.992809e+07,True
LRCX,298.01,1.966092,0.3625183,0.8085902,2.375597e+09,True
IBRX,7.72,1.957198,-0.06650544,0.634164,6.198696e+07,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 2/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
TXG,66.38,3.331852,2.244379,0.7528116,1.674574e+08,True
STX,862.33,3.318072,1.239702,0.820223,3.148895e+09,True
MXL,69.34,3.292289,3.102959,1.315784,1.54161e+08,True
ATEX,82.79,3.284924,1.135414,0.7025833,2.683479e+07,True
VICR,178.05,3.212545,-0.004361684,0.956867,1.599627e+08,False
DFTX,37.73,3.187308,1.025228,1.202961,7.114858e+07,True
KOD,32.87,3.185885,0.3394458,0.5731819,2.295159e+07,False
ICHR,55.77,3.113955,0.244033,1.071242,3.718958e+07,True
FORM,112.12,3.113829,0.2210847,1.118446,1.196258e+08,True
INTC,100.32,2.997954,1.090871,0.7729026,8.894443e+09,True
ANAB,55.16,2.92339,0.2795175,0.6315416,2.494013e+07,True
TSEM,208.07,2.865263,0.7420462,0.935869,2.891726e+08,True
TNGX,23.37,2.86217,0.375515,0.6388762,5.358054e+07,True
BE,258.49,2.840182,0.6235789,1.210892,2.959468e+09,True
FSLY,22.71,2.762092,-0.05571726,0.8509752,1.158955e+08,True
FCEL,15.59,2.706564,1.192686,1.636188,1.525379e+08,True
ABSI,8.24,2.704724,2.363265,1.12415,2.550922e+07,True
NESR,33.82,2.697125,0.6505612,0.6679435,5.82469e+07,True
VSXY,73.39,2.686766,0.6247509,0.5553271,1.594621e+08,True
DELL,506.62,2.681499,2.453678,0.7864184,4.113892e+09,True
FTH,39,2.636364,0.3278856,1.171842,1.06951e+07,True
DOCN,131.05,2.521562,0.9078468,0.8823285,2.785773e+08,True
FTK,27.42,2.516304,0.5858878,1.032668,1.900095e+07,True
UCTT,71.13,2.512857,0.238767,1.138841,7.311099e+07,True
CDNA,50.02,2.511524,1.916618,0.9335308,5.552654e+07,True
ASX,39.86,2.478848,0.8334867,0.7265935,2.371431e+08,True
VSTS,13.04,2.320574,0.7386667,0.3771643,1.630671e+07,True
COHR,293.17,2.31153,0.1661032,1.021458,1.931083e+09,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
QTR9110200 full US momentum census archive 1/89
Quant replication2026-09-11 02:12
symbol,close,mom12_1,mom6,vol60,adv20,above200
AXTI,64.7,23.26974,0.3661318,1.664212,6.485622e+08,True
SNDK,1692.59,17.02652,1.582412,1.36267,2.118054e+10,True
WOLF,25.17,15.56044,0.382967,1.209923,9.969648e+07,False
NUAI,5.93,12.99144,0.1273764,1.285959,3.507904e+07,True
DMRA,26.84,10.76744,0.01782328,0.7799816,1.032536e+07,True
ERAS,16.03,10.37267,0.03419355,0.6893972,6.604939e+07,True
PRAX,338.57,8.260055,0.1400815,0.6157378,1.172709e+08,True
QTTB,10.72,7.657303,0.5513748,2.055606,6145621,True
ANRO,31.68,6.633952,0.3744035,0.5793348,1.792732e+07,True
ORKA,91.65,5.521807,1.66347,0.6681586,7.910434e+07,True
MU,977.41,5.432529,1.335787,0.9369061,2.589126e+10,True
SYRE,88.71,5.137395,1.13759,0.6668511,1.07501e+08,True
ALMS,9.9,4.941452,-0.6241458,1.350577,4.447722e+07,False
SLS,13.49,4.94086,1.461679,1.149141,9.869291e+07,True
BFLY,7.12,4.93038,0.8638743,1.488673,3.760545e+07,True
CLYM,14.95,4.819328,1.039563,0.7304381,2.572257e+07,True
MBX,60.94,4.78021,1.105736,0.5947072,2.517486e+07,True
AAOI,103.29,4.663153,-0.1867569,1.308804,1.078149e+09,True
PACS,44.85,4.570012,0.3022648,0.3899254,2.765985e+07,True
LITE,935.7,4.408225,0.3924107,0.9939647,3.826331e+09,True
IMMX,12.7,4.039474,0.2141491,0.8362036,1.981426e+07,True
RVMD,203.35,4.020762,1.041872,0.3815767,3.653968e+08,True
RLAY,18.89,3.911548,0.7490741,0.4946478,5.289574e+07,True
TWST,126.85,3.907134,1.707,0.8934938,2.141254e+08,True
HYMC,21.39,3.821366,-0.4975335,0.8695199,4.739212e+07,False
WDC,460.93,3.639572,0.7157268,0.9365024,2.968004e+09,True
BW,7.17,3.572139,-0.5142276,0.9276594,3.905869e+07,False
AEHR,93.81,3.367499,1.209894,1.480095,2.803456e+08,True
Sep10 SIP/all;2025Aug1–2026Sep10;C[-22]/C[-253]-1,6mo126sessions,vol60annualsqrt252,ADV20close*volume. Units return/vol fractions,USDprice/ADV. 7significantdigit archive; fullprecision localCSV. Current-survivor discovery, no live edge.
https://runway.adityaperswal.workers.dev/data/stock-bars ; research/momentum_screen.csv
TCOM Issuer-dated earnings daily response 2026-06-24 = -12.548596112311007
Convex events2026-09-11 02:12
{"date":"2026-06-24","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2026-financial","quote":"June 24, 2026; after the market closes","actual_source":null,"preclose":46.3,"open":40.155,"close":40.49,"move":-0.12548596112311006,"gap":-0.13272138228941677,"low":-0.178401727861771,"i":870}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2026-financial
LPG R91102 40day holdout fixed3R measurements = 45.740373422395045
Supply chain2026-09-11 02:12
{"0.002":{"return":45.740373422395045,"drawdown":17.839899716422913,"win_rate":58.333333333333336,"sample":12,"mean_pct":3.7091516734554317,"avg_win_pct":11.376833168871604,"avg_loss_pct":7.025602420127211,"halfKelly":0.16301336313887949,"mean_CI":[-2.0870099129504953,9.728461888101322],"audit_error":7.771561172376096e-16},"0.005":{"return":35.61579329814571,"drawdown":19.78829320732032,"win_rate":50,"sample":12,"mean_pct":3.0887517591584572,"avg_win_pct":12.552290872382974,"avg_loss_pct":6.374787354066058,"halfKelly":0.12303538017726312,"mean_CI":[-2.6977726314649235,9.172807535303756],"audit_error":2.7755575615628914e-16}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
TCOM Issuer-dated earnings daily response 2026-02-25 = -2.5903838986209293
Convex events2026-09-11 02:12
{"date":"2026-02-25","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2025","quote":"February 25, 2026; after the market closes","actual_source":null,"preclose":53.66,"open":52.175,"close":52.27,"move":-0.025903838986209293,"gap":-0.027674245247856888,"low":-0.03913529631010049,"i":788}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2025
LPG R91102 40day train fixed3R measurements = 35.41308918032699
Supply chain2026-09-11 02:12
{"0.002":{"return":35.41308918032699,"drawdown":34.118740735124135,"win_rate":43.47826086956522,"sample":23,"mean_pct":1.8474491962704767,"avg_win_pct":12.457092377850358,"avg_loss_pct":6.313814789560201,"halfKelly":0.07415250446225233,"mean_CI":[-2.2377318901539147,6.345778633058252],"audit_error":1.609823385706477e-15},"0.005":{"return":17.95795321012563,"drawdown":36.448312470360975,"win_rate":43.47826086956522,"sample":23,"mean_pct":1.2381861974593074,"avg_win_pct":11.784361289537316,"avg_loss_pct":6.874256181062237,"halfKelly":0.052535142424673636,"mean_CI":[-2.895662337794558,5.574465451607093],"audit_error":2.220446049250313e-15}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
TCOM Issuer-dated earnings daily response 2025-11-17 = 2.186486105233465
Convex events2026-09-11 02:12
{"date":"2025-11-17","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2025-financial","quote":"November 17, 2025; after the market closes","actual_source":null,"preclose":70.89,"open":70.96,"close":72.44,"move":0.02186486105233465,"gap":0.000987445337847337,"low":-0.001833827056002213,"i":721}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2025-financial
LPG R91102 10day holdout fixed3R measurements = 61.820645632941904
Supply chain2026-09-11 02:12
{"0.002":{"return":61.820645632941904,"drawdown":26.87221384508558,"win_rate":58.82352941176471,"sample":17,"mean_pct":3.4083114373504872,"avg_win_pct":10.900188338225798,"avg_loss_pct":7.2943698496142435,"halfKelly":0.15634185995657995,"mean_CI":[-1.5888169062737365,8.52013915610573],"audit_error":1.2212453270876722e-15},"0.005":{"return":46.12863130691691,"drawdown":28.176754862920117,"win_rate":52.94117647058824,"sample":17,"mean_pct":2.7897111834854504,"avg_win_pct":11.411944811523842,"avg_loss_pct":6.910301648057741,"halfKelly":0.12222768465671097,"mean_CI":[-2.022697379226285,7.942746062452152],"audit_error":7.216449660063518e-16}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
TCOM Issuer-dated earnings daily response 2025-08-27 = 14.918057895542947
Convex events2026-09-11 02:12
{"date":"2025-08-27","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-second-quarter-and-first-half-2025","quote":"August 27, 2025; after the market closes","actual_source":null,"preclose":65.29,"open":70.19,"close":75.03,"move":0.14918057895542947,"gap":0.07504977791392231,"low":0.06708531168632259,"i":664}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-second-quarter-and-first-half-2025
LPG R91102 10day train fixed3R measurements = 84.55523844841954
Supply chain2026-09-11 02:12
{"0.002":{"return":84.55523844841954,"drawdown":32.72222471414712,"win_rate":50,"sample":32,"mean_pct":2.4647396502737062,"avg_win_pct":11.856249719555434,"avg_loss_pct":6.9267704190080215,"halfKelly":0.10394263399363207,"mean_CI":[-1.1841772666406392,6.249077196468473],"audit_error":1.9984014443252818e-15},"0.005":{"return":52.31432572453944,"drawdown":35.29432794812912,"win_rate":50,"sample":32,"mean_pct":1.8517839499161446,"avg_win_pct":11.187112940208358,"avg_loss_pct":7.483545040376069,"halfKelly":0.08276415728585895,"mean_CI":[-1.7921392035418993,5.614440529119093],"audit_error":3.6637359812630166e-15}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
TCOM Issuer-dated earnings daily response 2025-02-24 = -11.387292216871225
Convex events2026-09-11 02:12
{"date":"2025-02-24","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2024","quote":"February 24, 2025; after the market closes","actual_source":null,"preclose":64.37,"open":58.77,"close":57.04,"move":-0.11387292216871225,"gap":-0.08699704831443222,"low":-0.14012738853503193,"i":536}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2024
LPG R91102 20day holdout fixed3R measurements = 47.449725642820454
Supply chain2026-09-11 02:12
{"0.002":{"return":47.449725642820454,"drawdown":23.096535548827003,"win_rate":53.333333333333336,"sample":15,"mean_pct":3.1464916759042922,"avg_win_pct":12.073742388540126,"avg_loss_pct":7.05608056710809,"halfKelly":0.13030308145761024,"mean_CI":[-1.9963579027777727,8.429148011474291],"audit_error":1.2212453270876722e-15},"0.005":{"return":34.758744854335895,"drawdown":26.259632179330307,"win_rate":46.666666666666664,"sample":15,"mean_pct":2.529457657563713,"avg_win_pct":13.080890197868406,"avg_loss_pct":6.703045815202893,"halfKelly":0.09668522628436635,"mean_CI":[-2.7071732459681876,7.835761756562054],"audit_error":2.7755575615628914e-16}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
TCOM Issuer-dated earnings daily response 2024-11-18 = 2.326343381389262
Convex events2026-09-11 02:12
{"date":"2024-11-18","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2024-financial","quote":"datePublished 2024-11-18T17:02:29-0500","actual_source":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-reports-unaudited-third-quarter-2024","preclose":61.04,"open":63.61,"close":62.46,"move":0.02326343381389262,"gap":0.042103538663171625,"low":0.005242463958060384,"i":472}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis.
https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-reports-unaudited-third-quarter-2024
LPG R91102 20day train fixed3R measurements = 48.98218086253797
Supply chain2026-09-11 02:12
{"0.002":{"return":48.98218086253797,"drawdown":30.756124922674523,"win_rate":50,"sample":28,"mean_pct":1.9445669994768977,"avg_win_pct":10.802684841082453,"avg_loss_pct":6.913550842128656,"halfKelly":0.09000387533670048,"mean_CI":[-1.797994569117194,5.872087056275232],"audit_error":1.887379141862766e-15},"0.005":{"return":25.94238282900291,"drawdown":33.604176951320575,"win_rate":50,"sample":28,"mean_pct":1.3347230309459528,"avg_win_pct":10.139850606397669,"avg_loss_pct":7.4704045445057625,"halfKelly":0.06581571478498013,"mean_CI":[-2.402907839507544,5.286070581906343],"audit_error":3.3306690738754696e-16}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all