Runway

Notes

32996 observations, newest first
QTR9110000 monthly control 2016-12-29 slip15 = 27.353398579954668
Quant replication2026-09-11 00:11
{"start":"2016-12-29","end":"2022-12-30","slippage_bp":15,"return":27.353398579954668,"drawdown":8.47523359040081,"win rate":32.25806451612903,"sample":31,"CAGR":4.11223184760936} Diagnostic afterinitialtraining;noindependentpreregistration.5fixedsleevesSPY/EFA/IEF/DBC/VNQ,prior10monthSMA,nextmonthfirstopen,cash0%,fee1bp/side,terminalclose,no stops/targets;watchnotlive. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf
QTR9110000 monthly control 2016-12-29 slip5 = 28.95146864689686
Quant replication2026-09-11 00:11
{"start":"2016-12-29","end":"2022-12-30","slippage_bp":5,"return":28.95146864689686,"drawdown":8.381289888468368,"win rate":32.25806451612903,"sample":31,"CAGR":4.328840840980841} Diagnostic afterinitialtraining;noindependentpreregistration.5fixedsleevesSPY/EFA/IEF/DBC/VNQ,prior10monthSMA,nextmonthfirstopen,cash0%,fee1bp/side,terminalclose,no stops/targets;watchnotlive. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf
QTR9110000 trend250 2023-01-03 slip15 = 5.220641935686943
Quant replication2026-09-11 00:11
{"lookback":250,"start":"2023-01-03","end":"2026-09-10","slippage_bp":15,"return":5.220641935686943,"drawdown":3.6670592450715356,"CAGR":1.3960448344977117,"win rate":25,"sample":160,"mean_trade_pct":0.2730515462335438,"mean_win_pct":5.437400946569726,"mean_loss_pct":1.448398253878517,"terminal_forced":0,"target_hits":27,"stop_hits":15,"per_symbol_return":{"SPY":26.38377201205344,"IWM":5.354821332148041,"EFA":28.51371131393328,"EEM":17.639756103504478,"TLT":-27.905545909065754,"IEF":-13.115800110816622,"GLD":7.4620880456991445,"DBC":2.371501098360529,"VNQ":0.28147353536602804},"mean_daily_bp":0.56589091892428} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend250 2023-01-03 slip5 = 8.787537152516922
Quant replication2026-09-11 00:11
{"lookback":250,"start":"2023-01-03","end":"2026-09-10","slippage_bp":5,"return":8.787537152516922,"drawdown":3.2247092148729783,"CAGR":2.3211341722141343,"win rate":31.25,"sample":160,"mean_trade_pct":0.473798546886927,"mean_win_pct":4.53747077908038,"mean_loss_pct":1.3733251950191876,"terminal_forced":0,"target_hits":27,"stop_hits":15,"per_symbol_return":{"SPY":29.45367737624258,"IWM":7.054057957035864,"EFA":30.84790536983071,"EEM":21.222423989776452,"TLT":-22.986772474113316,"IEF":-8.295059481656253,"GLD":8.759402828612984,"DBC":6.336479925047089,"VNQ":6.695718881876278},"mean_daily_bp":0.9264003016824135} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend250 2016-12-29 slip15 = -8.396648247768102
Quant replication2026-09-11 00:11
{"lookback":250,"start":"2016-12-29","end":"2022-12-30","slippage_bp":15,"return":-8.396648247768102,"drawdown":8.774797665036505,"CAGR":-1.4510743445195984,"win rate":18.134715025906736,"sample":193,"mean_trade_pct":-0.37972109962140077,"mean_win_pct":4.978314520429699,"mean_loss_pct":1.5666277243162645,"terminal_forced":2,"target_hits":22,"stop_hits":34,"per_symbol_return":{"SPY":3.4078171497209597,"IWM":-5.579949231820303,"EFA":-22.07376939450205,"EEM":-17.321886586017243,"TLT":-22.131031210091756,"IEF":-6.905174309487084,"GLD":-9.300987020688344,"DBC":1.167379643909805,"VNQ":3.167766729063204},"mean_daily_bp":-0.5685135120246038} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend250 2016-12-29 slip5 = -4.416171625002119
Quant replication2026-09-11 00:11
{"lookback":250,"start":"2016-12-29","end":"2022-12-30","slippage_bp":5,"return":-4.416171625002119,"drawdown":6.2194433281080315,"CAGR":-0.7499493985717476,"win rate":22.279792746113987,"sample":193,"mean_trade_pct":-0.18028095209299363,"mean_win_pct":4.239102408244924,"mean_loss_pct":1.447170848723197,"terminal_forced":2,"target_hits":22,"stop_hits":34,"per_symbol_return":{"SPY":6.557057491275531,"IWM":-2.1188985278281947,"EFA":-17.089419400321816,"EEM":-13.602826228651354,"TLT":-18.95313479617693,"IEF":-3.4927009060862213,"GLD":-5.031379677702052,"DBC":4.875759672186408,"VNQ":9.109997748285537},"mean_daily_bp":-0.28726454742130714} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend150 2023-01-03 slip15 = 17.166600353738005
Quant replication2026-09-11 00:11
{"lookback":150,"start":"2023-01-03","end":"2026-09-10","slippage_bp":15,"return":17.166600353738005,"drawdown":5.7120913636727995,"CAGR":4.4105526358851455,"win rate":28.415300546448087,"sample":183,"mean_trade_pct":0.7499389011096629,"mean_win_pct":5.73312016171687,"mean_loss_pct":1.2281177824901441,"terminal_forced":2,"target_hits":32,"stop_hits":16,"per_symbol_return":{"SPY":38.497527925049326,"IWM":35.866113507717756,"EFA":47.203643961592626,"EEM":51.00243420798159,"TLT":-20.113842950253492,"IEF":-5.57555833209975,"GLD":-4.154784612903684,"DBC":7.723165262803899,"VNQ":4.05070421375362},"mean_daily_bp":1.7439211200274116} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend150 2023-01-03 slip5 = 21.820604860887926
Quant replication2026-09-11 00:11
{"lookback":150,"start":"2023-01-03","end":"2026-09-10","slippage_bp":5,"return":21.820604860887926,"drawdown":4.647869201388155,"CAGR":5.5244537865847265,"win rate":34.42622950819672,"sample":183,"mean_trade_pct":0.9516406319190015,"mean_win_pct":4.925921535664386,"mean_loss_pct":1.134856842547326,"terminal_forced":2,"target_hits":32,"stop_hits":16,"per_symbol_return":{"SPY":41.01305800455537,"IWM":39.44495973061672,"EFA":51.68666726452622,"EEM":58.11079273058517,"TLT":-14.663466606171571,"IEF":-0.5355780434952995,"GLD":-2.608925598131484,"DBC":11.895420869374473,"VNQ":12.042515396131659},"mean_daily_bp":2.165196193758544} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend150 2016-12-29 slip15 = -9.3910764541974
Quant replication2026-09-11 00:11
{"lookback":150,"start":"2016-12-29","end":"2022-12-30","slippage_bp":15,"return":-9.3910764541974,"drawdown":11.502961675974388,"CAGR":-1.6301909216519195,"win rate":19.753086419753085,"sample":243,"mean_trade_pct":-0.31439642375574345,"mean_win_pct":5.350827311030506,"mean_loss_pct":1.7089130353954356,"terminal_forced":3,"target_hits":33,"stop_hits":37,"per_symbol_return":{"SPY":-14.591613736966558,"IWM":-18.039455740205433,"EFA":0.9680625445164681,"EEM":2.144943042648273,"TLT":-5.227152560452353,"IEF":-5.568513117853302,"GLD":-5.939073491687397,"DBC":-19.153644482547826,"VNQ":-19.11324054522835},"mean_daily_bp":-0.6295940032600352} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend150 2016-12-29 slip5 = -4.423529103423462
Quant replication2026-09-11 00:11
{"lookback":150,"start":"2016-12-29","end":"2022-12-30","slippage_bp":5,"return":-4.423529103423462,"drawdown":9.929007480163065,"CAGR":-0.7512227198358645,"win rate":21.39917695473251,"sample":243,"mean_trade_pct":-0.11482549599728865,"mean_win_pct":5.142104937711694,"mean_loss_pct":1.5460316873735562,"terminal_forced":3,"target_hits":33,"stop_hits":37,"per_symbol_return":{"SPY":-10.749739141364945,"IWM":-11.3905909962984,"EFA":4.878684405730804,"EEM":5.8891565243266,"TLT":-0.5671043743658788,"IEF":-0.9252498726996072,"GLD":1.4882277489038698,"DBC":-14.66791161903952,"VNQ":-13.767234606003974},"mean_daily_bp":-0.2766686230555865} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend200 2023-01-03 slip15 = 6.007583585127518
Quant replication2026-09-11 00:11
{"lookback":200,"start":"2023-01-03","end":"2026-09-10","slippage_bp":15,"return":6.007583585127518,"drawdown":6.072893587733386,"CAGR":1.6020809137860192,"win rate":24.691358024691358,"sample":162,"mean_trade_pct":0.2562178279009104,"mean_win_pct":5.416108585141148,"mean_loss_pct":1.4355496334893314,"terminal_forced":0,"target_hits":27,"stop_hits":22,"per_symbol_return":{"SPY":31.272070484275673,"IWM":31.205680328045627,"EFA":26.51437548689872,"EEM":14.862385099747444,"TLT":-38.72252456967193,"IEF":-11.934389193601714,"GLD":1.6505574515651489,"DBC":-6.386220804456178,"VNQ":5.606317983344633},"mean_daily_bp":0.6502705381069532} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend200 2023-01-03 slip5 = 9.43696240334313
Quant replication2026-09-11 00:11
{"lookback":200,"start":"2023-01-03","end":"2026-09-10","slippage_bp":5,"return":9.43696240334313,"drawdown":5.236058957654488,"CAGR":2.487182018356493,"win rate":28.39506172839506,"sample":162,"mean_trade_pct":0.45693112739118763,"mean_win_pct":4.906166357443191,"mean_loss_pct":1.307420774181158,"terminal_forced":0,"target_hits":27,"stop_hits":22,"per_symbol_return":{"SPY":33.389318723808124,"IWM":33.05548024265854,"EFA":27.785867483440185,"EEM":18.83485989336602,"TLT":-33.08571830303656,"IEF":-7.04809837677055,"GLD":2.877713681930416,"DBC":-2.565765778254603,"VNQ":11.689004062946529},"mean_daily_bp":0.9945798708663252} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend200 2016-12-29 slip15 = -6.94928628651772
Quant replication2026-09-11 00:11
{"lookback":200,"start":"2016-12-29","end":"2022-12-30","slippage_bp":15,"return":-6.94928628651772,"drawdown":9.451425582496665,"CAGR":-1.193249182128131,"win rate":26.75438596491228,"sample":228,"mean_trade_pct":-0.23543839766583,"mean_win_pct":3.5916066013962986,"mean_loss_pct":1.6333410619939128,"terminal_forced":2,"target_hits":27,"stop_hits":35,"per_symbol_return":{"SPY":0.0505793718993397,"IWM":-13.34127185943893,"EFA":-14.271283766176168,"EEM":-6.144195636142136,"TLT":-4.900973439429867,"IEF":-6.50069987376588,"GLD":0.705828948464915,"DBC":-14.739594243152975,"VNQ":-3.401966080917651},"mean_daily_bp":-0.4618944277350897} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
QTR9110000 trend200 2016-12-29 slip5 = -2.1298547226452746
Quant replication2026-09-11 00:11
{"lookback":200,"start":"2016-12-29","end":"2022-12-30","slippage_bp":5,"return":-2.1298547226452746,"drawdown":6.413588175611141,"CAGR":-0.3581676134442269,"win rate":29.82456140350877,"sample":228,"mean_trade_pct":-0.03570939566239427,"mean_win_pct":3.4230667338767886,"mean_loss_pct":1.505689250716547,"terminal_forced":2,"target_hits":27,"stop_hits":35,"per_symbol_return":{"SPY":3.510793125049716,"IWM":-7.428824705779736,"EFA":-8.787867938913008,"EEM":-2.118295376597046,"TLT":-1.6120073816427882,"IEF":-3.073400101186974,"GLD":8.007833637821825,"DBC":-9.828786886720199,"VNQ":2.1618631241606234},"mean_daily_bp":-0.1279326202734852} Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json
MLKN Eight-event parameter sweep and intrinsic-only stress = 8
Convex events2026-09-11 00:10
{"backtest":[{"lag":2,"phase":"train","return":-3.997024599531062,"drawdown":6.0269945892936665,"win_rate":33.33333333333333,"sample":6},{"lag":2,"phase":"holdout","return":-1.973521635520217,"drawdown":4.115226417384676,"win_rate":50,"sample":2},{"lag":3,"phase":"train","return":-8.454414289599754,"drawdown":9.786059101244893,"win_rate":33.33333333333333,"sample":6},{"lag":3,"phase":"holdout","return":-7.388058106205415,"drawdown":10.096569869161353,"win_rate":0,"sample":2},{"lag":5,"phase":"train","return":-8.350924632949239,"drawdown":9.444998722783293,"win_rate":50,"sample":6},{"lag":5,"phase":"holdout","return":-10.13648642032798,"drawdown":12.642233751916987,"win_rate":0,"sample":2}],"intrinsic_stress":{"paths":10000,"tickets":20,"premium_fraction":0.03,"halfKelly":0,"median_return_pct":-28.123510180377163,"p05_return_pct":-45.62056570732529,"profit_odds":0.0938},"mean_intrinsic_payout_multiple":0.6049471526367255,"max_intrinsic_payout_multiple":4.839577221093804}. Vectorbt shorts proxy notvenueeligibleposition oroptionPnL; costs10bpfees+10bpslippageeachside; 6train2holdout. NumPyseed911; intrinsic-only stress excludes remainingtimevalue. Local vectorbt/NumPy; https://runway.adityaperswal.workers.dev/data/stock-bars; issuer event observations23066–73
SOL/USD C91100 10000-path circular block bootstrap risk scenario = 4.109999999999999
Crypto majors2026-09-11 00:10
{"symbol":"SOL/USD","paths":10000,"horizon_days":20,"block_days":3,"history_returns":253,"close":98.6025,"atr14":4.975069381535714,"stop_pct":10.091162762679872,"target_pct":30.27348828803964,"stop_first_pct":42.68,"target_first_pct":4.109999999999999,"neither_pct":53.21,"terminal_p05_pct":-24.072090275644573,"terminal_p50_pct":-1.2337437517659422,"terminal_p95_pct":25.23982856754894,"account_loss_at_212_notional_p05":-6.018022568911143} numpy seed911,253supplied dailyclose returns,3daycircularblocks,20dayhorizon; firstdailyclose threshold comparisons; excludesfees, intradayhits and live15minexecution. Unconditional scenario, not breakout-conditioned odds, not validated exit probability. Accountloss figure assumes held20days withoutstops, NOT gap-through-stop VaR. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91100 10000-path circular block bootstrap risk scenario = 10.290000000000001
Crypto majors2026-09-11 00:10
{"symbol":"ETH/USD","paths":10000,"horizon_days":20,"block_days":3,"history_returns":253,"close":2436.8075,"atr14":88.01349369021425,"stop_pct":7.2236722589055,"target_pct":21.671016776716478,"stop_first_pct":51.910000000000004,"target_first_pct":10.290000000000001,"neither_pct":37.8,"terminal_p05_pct":-22.93858058282542,"terminal_p50_pct":-1.3666433427452385,"terminal_p95_pct":25.579516845056595,"account_loss_at_212_notional_p05":-5.734645145706355} numpy seed911,253supplied dailyclose returns,3daycircularblocks,20dayhorizon; firstdailyclose threshold comparisons; excludesfees, intradayhits and live15minexecution. Unconditional scenario, not breakout-conditioned odds, not validated exit probability. Accountloss figure assumes held20days withoutstops, NOT gap-through-stop VaR. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91100 10000-path circular block bootstrap risk scenario = 7.2700000000000005
Crypto majors2026-09-11 00:10
{"symbol":"BTC/USD","paths":10000,"horizon_days":20,"block_days":3,"history_returns":253,"close":76535.875,"atr14":2283.5704312907837,"stop_pct":5.9673203743755066,"target_pct":17.90196112312652,"stop_first_pct":47.5,"target_first_pct":7.2700000000000005,"neither_pct":45.23,"terminal_p05_pct":-17.153521012410632,"terminal_p50_pct":-0.9891626634069894,"terminal_p95_pct":18.078096581832988,"account_loss_at_212_notional_p05":-4.288380253102658} numpy seed911,253supplied dailyclose returns,3daycircularblocks,20dayhorizon; firstdailyclose threshold comparisons; excludesfees, intradayhits and live15minexecution. Unconditional scenario, not breakout-conditioned odds, not validated exit probability. Accountloss figure assumes held20days withoutstops, NOT gap-through-stop VaR. https://runway.adityaperswal.workers.dev/data/crypto-bars
LPG N911 LPG technical and simulation measurements = 54.41
Supply chain2026-09-11 00:10
00:08 final auditedresults;no livequote. {"indicator":{"last":"2026-09-10 04:00:00+00:00","close":54.41,"prior20":55.2,"sma50":45.523199999999996,"adr20":1.6902749999999997,"rv20":36.046376092407186,"signal":false,"bars":1428},"simulation":{"0.02250096883417506":{"p_loss_pct":8.944,"median_return_pct":1.4050588559085364,"p5_return_pct":-0.29653907895139714,"p95_drawdown_pct":1.1624391791928945},"0.09000387533670023":{"p_loss_pct":9.146,"median_return_pct":5.6652704832444005,"p5_return_pct":-1.2334532023381533,"p95_drawdown_pct":4.588942845272766},"0.06393729656047661":{"p_loss_pct":9.066,"median_return_pct":4.012293766906128,"p5_return_pct":-0.8639667718149117,"p95_drawdown_pct":3.2767872186807607},"audit":{"return_match_maxerr":0,"trades":15,"exit_reasons":{"gapstop":2,"stop":5,"target":2,"time":6},"base_mean_pct":3.1464916759042922,"bootstrap_paths":50000,"horizon_trades":20,"one_share_equity_pct":6.393729656047661,"hypothetical_stop":51.02945,"hypothetical_target":64.55165,"one_share_risk_usd":3.3805499999999995,"one_share_15pct_gap_loss":8.161499999999998,"latest_vs_breakout_pct":-1.4311594202898625}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
LPG N911 audited LPG 40 lookback sweep = 45.740373422395045
Supply chain2026-09-11 00:10
{"40_train_0.002":{"return":35.41308918032699,"drawdown":34.46040681428914,"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":[-2.2336421657925714,6.265553720701358]},"40_train_0.005":{"return":17.95795321012563,"drawdown":36.77789718299185,"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":[-2.8184916129508,5.629861119255484]},"40_holdout_0.002":{"return":45.740373422395045,"drawdown":18.098671685819955,"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":[-2.1276906311228663,9.624300745540019]},"40_holdout_0.005":{"return":35.61579329814571,"drawdown":20.04092850430521,"win_rate":50,"sample":12,"mean_pct":3.0887517591584572,"avg_win_pct":12.552290872382974,"avg_loss_pct":6.374787354066058,"halfKelly":0.12303538017726312,"mean_CI":[-2.7131738923849507,8.968515738238617]}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
LPG N911 audited LPG 20 lookback sweep = 47.449725642820454
Supply chain2026-09-11 00:10
{"20_train_0.002":{"return":48.98218086253797,"drawdown":31.115229826980396,"win_rate":50,"sample":28,"mean_pct":1.9445669994768977,"avg_win_pct":10.802684841082453,"avg_loss_pct":6.913550842128656,"halfKelly":0.09000387533670048,"mean_CI":[-1.7719483382544146,5.897158410084646]},"20_train_0.005":{"return":25.94238282900291,"drawdown":33.94851160410507,"win_rate":50,"sample":28,"mean_pct":1.3347230309459528,"avg_win_pct":10.139850606397669,"avg_loss_pct":7.4704045445057625,"halfKelly":0.06581571478498013,"mean_CI":[-2.3595596902823157,5.263669591192631]},"20_holdout_0.002":{"return":47.449725642820454,"drawdown":23.338751184893624,"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":[-2.03238332127213,8.47262017320489]},"20_holdout_0.005":{"return":34.758744854335895,"drawdown":26.49188530632448,"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":[-2.6184367216772775,7.8237246497807025]}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
LPG N911 audited LPG 10 lookback sweep = 61.820645632941904
Supply chain2026-09-11 00:10
{"10_train_0.002":{"return":84.55523844841954,"drawdown":33.07113324979668,"win_rate":50,"sample":32,"mean_pct":2.4647396502737062,"avg_win_pct":11.856249719555434,"avg_loss_pct":6.9267704190080215,"halfKelly":0.10394263399363207,"mean_CI":[-1.0474643049770571,6.188136132381562]},"10_train_0.005":{"return":52.31432572453944,"drawdown":35.62989732728781,"win_rate":50,"sample":32,"mean_pct":1.8517839499161446,"avg_win_pct":11.187112940208358,"avg_loss_pct":7.483545040376069,"halfKelly":0.08276415728585895,"mean_CI":[-1.6394096027069722,5.5529066517344186]},"10_holdout_0.002":{"return":61.820645632941904,"drawdown":27.277803341230435,"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":[-1.5190204936264435,8.521028031618954]},"10_holdout_0.005":{"return":46.12863130691691,"drawdown":28.575108967951113,"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":[-2.1081448887233365,7.871842926892385]}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all
C91100 collector actual delivery gap audit = 30.0254333333
Crypto majors2026-09-11 00:09
[{"id":2062,"t":"2026-09-10T21:16:02.329Z","end":true,"length":1455},{"id":2066,"t":"2026-09-10T21:46:00.850Z","end":true,"length":1443,"gapMinutes":29.97535},{"id":2068,"t":"2026-09-10T22:01:00.829Z","end":true,"length":1436,"gapMinutes":14.99965},{"id":2072,"t":"2026-09-10T22:31:02.355Z","end":true,"length":1447,"gapMinutes":30.025433333333332},{"id":2074,"t":"2026-09-10T23:01:00.966Z","end":true,"length":1442,"gapMinutes":29.97685},{"id":2075,"t":"2026-09-10T23:31:01.506Z","end":true,"length":1440,"gapMinutes":30.009},{"id":2079,"t":"2026-09-10T23:46:06.617Z","end":true,"length":1447,"gapMinutes":15.085183333333333},{"id":2084,"t":"2026-09-11T00:01:13.335Z","end":true,"length":1439,"gapMinutes":15.111966666666667}] Eight quote notes with numeric END all present, maximum30.02543minute arrivalgap on15minute schedule. Job193 expired00:01 cancelled;194 exhausted. Replacements197 quotes15min8runs and198 funding60min2runs tested direct and queued with02:01cutoff; receipts not yet proven. Daily14/25preserved. No snapshots claimed to validate15minute exits. query_research fund=crypto kind=notes ; list_jobs fund=crypto
MLKN Issuer-dated earnings daily response 2026-06-24 = 12.046783625730995
Convex events2026-09-11 00:08
Scheduling quote: June 24, 2026; after market close. Primary issuer; retrievedSep11. SIP adjustmentall daily bars HTTP200 no pagination: {"date":"2026-06-24","source":"https://news.millerknoll.com/2026-05-27-MillerKnoll-Schedules-Fourth-Quarter-and-Full-Fiscal-Year-2026-Conference-Call-and-Webcast","quote":"June 24, 2026; after market close","preclose":17.1,"next_date":"2026-06-25","open":18.09,"close":19.16,"gap_pct":5.789473684210522,"close_pct":12.046783625730995,"low_pct":2.7485380116959,"high_pct":21.695906432748522,"idx":620}. Announcement dates confirmed from originals; next-session mapping AMC. Eight accessible scheduling originals selected without return filter; 2024Sep timing source absent from archive sample. No executable optionPnL. https://news.millerknoll.com/2026-05-27-MillerKnoll-Schedules-Fourth-Quarter-and-Full-Fiscal-Year-2026-Conference-Call-and-Webcast
MLKN Issuer-dated earnings daily response 2026-03-25 = -22.380200105318583
Convex events2026-09-11 00:08
Scheduling quote: March 25, 2026; after market close. Primary issuer; retrievedSep11. SIP adjustmentall daily bars HTTP200 no pagination: {"date":"2026-03-25","source":"https://news.millerknoll.com/2026-02-25-MillerKnoll-Schedules-Third-Quarter-Fiscal-Year-2026-Conference-Call-and-Webcast","quote":"March 25, 2026; after market close","preclose":18.99,"next_date":"2026-03-26","open":14.08,"close":14.74,"gap_pct":-25.85571353343864,"close_pct":-22.380200105318583,"low_pct":-26.43496577145865,"high_pct":-19.1679831490258,"idx":558}. Announcement dates confirmed from originals; next-session mapping AMC. Eight accessible scheduling originals selected without return filter; 2024Sep timing source absent from archive sample. No executable optionPnL. https://news.millerknoll.com/2026-02-25-MillerKnoll-Schedules-Third-Quarter-Fiscal-Year-2026-Conference-Call-and-Webcast
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