Runway

Notes

32996 observations, newest first
AVAV QEAR91000 fills train time5 EAR>0 16bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-03-16",28.21,27.4,-0.03181637444141183,0.07786807976858356,0.7592850000000002,5],["2017-03-07","2017-03-09","2017-03-15",27.48,27.56,-0.0002929805321795209,0.030360782933773423,0.6745199999999999,5],["2017-06-27","2017-06-29","2017-07-06",35.07,38.11,0.08321194267852872,0.13972739907488085,0.9672199999999996,5],["2017-08-29","2017-08-31","2017-09-07",47.03,49.16,0.041950655340124765,0.19195261646773498,1.1152450000000003,5],["2017-12-05","2017-12-07","2017-12-13",54.47,54.89,0.004491144008123893,0.222635125991963,1.9273,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 6bp part3 = 2
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2020-03-03","2020-03-05","2020-03-11",57.51,54.73,-0.04948072708658169,0.08566448848092456,2.929870000000001,5],["2020-06-23","2020-06-25","2020-07-01",73.495,76.1,0.034202799696646746,0.07629548617340387,3.2621599999999993,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 6bp part2 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2018-06-26","2018-06-28","2018-07-05",63.92,72.06,0.12599467860461777,0.13938689275535376,2.3216799999999993,5],["2018-09-05","2018-09-07","2018-09-13",100.33,111.44,0.1094024937243614,0.14377725340949987,2.4363149999999996,5],["2019-03-05","2019-03-07","2019-03-13",83.6,78.89,-0.057471426178616114,0.06773557061766933,2.9381150000000007,5],["2019-09-04","2019-09-06","2019-09-12",55.68,61.63,0.10553319595339761,0.055640132738093095,1.8787199999999995,5],["2019-12-03","2019-12-05","2019-12-11",61.38,61.98,0.008564167522890909,0.008036226370557342,2.0637999999999983,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 6bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-03-16",28.21,27.4,-0.02987806742955257,0.07786807976858356,0.7592850000000002,5],["2017-03-07","2017-03-09","2017-03-15",27.48,27.56,0.0017084364247759165,0.030360782933773423,0.6745199999999999,5],["2017-06-27","2017-06-29","2017-07-06",35.07,38.11,0.08538053678443758,0.13972739907488085,0.9672199999999996,5],["2017-08-29","2017-08-31","2017-09-07",47.03,49.16,0.044036644204160647,0.19195261646773498,1.1152450000000003,5],["2017-12-05","2017-12-07","2017-12-13",54.47,54.89,0.006502138799177715,0.222635125991963,1.9273,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 0bp part3 = 2
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2020-03-03","2020-03-05","2020-03-11",57.51,54.73,-0.04833941923143803,0.08566448848092456,2.929870000000001,5],["2020-06-23","2020-06-25","2020-07-01",73.495,76.1,0.0354445880672154,0.07629548617340387,3.2621599999999993,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 0bp part2 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2018-06-26","2018-06-28","2018-07-05",63.92,72.06,0.12734668335419275,0.13938689275535376,2.3216799999999993,5],["2018-09-05","2018-09-07","2018-09-13",100.33,111.44,0.1107345758995315,0.14377725340949987,2.4363149999999996,5],["2019-03-05","2019-03-07","2019-03-13",83.6,78.89,-0.056339712918660134,0.06773557061766933,2.9381150000000007,5],["2019-09-04","2019-09-06","2019-09-12",55.68,61.63,0.10686063218390807,0.055640132738093095,1.8787199999999995,5],["2019-12-03","2019-12-05","2019-12-11",61.38,61.98,0.009775171065493415,0.008036226370557342,2.0637999999999983,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train time5 EAR>0 0bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-03-16",28.21,27.4,-0.02871322226160944,0.07786807976858356,0.7592850000000002,5],["2017-03-07","2017-03-09","2017-03-15",27.48,27.56,0.0029112081513826826,0.030360782933773423,0.6745199999999999,5],["2017-06-27","2017-06-29","2017-07-06",35.07,38.11,0.08668377530652971,0.13972739907488085,0.9672199999999996,5],["2017-08-29","2017-08-31","2017-09-07",47.03,49.16,0.04529024027216666,0.19195261646773498,1.1152450000000003,5],["2017-12-05","2017-12-07","2017-12-13",54.47,54.89,0.007710666421883783,0.222635125991963,1.9273,5]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 16bp part3 = 2
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2020-03-03","2020-03-05","2020-04-01",57.51,54.43,-0.05657968592480045,0.08566448848092456,2.929870000000001,20],["2020-06-23","2020-06-25","2020-07-23",73.495,77.61,0.05261643330251542,0.07629548617340387,3.2621599999999993,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 16bp part2 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2018-06-26","2018-06-28","2018-07-26",63.92,75.2,0.17271189682300436,0.13938689275535376,2.3216799999999993,20],["2018-09-05","2018-09-07","2018-10-04",100.33,104.29,0.03614876070687223,0.14377725340949987,2.4363149999999996,20],["2019-03-05","2019-03-07","2019-04-03",83.6,68.33,-0.18526682627477864,0.06773557061766933,2.9381150000000007,20],["2019-09-04","2019-09-06","2019-10-03",55.68,53.26,-0.04651867311289082,0.055640132738093095,1.8787199999999995,20],["2019-12-03","2019-12-05","2020-01-03",61.38,67.31,0.0931077241590581,0.008036226370557342,2.0637999999999983,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 16bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-04-07",28.21,27.17,-0.03994346326909326,0.07786807976858356,0.7592850000000002,20],["2017-03-07","2017-03-09","2017-04-05",27.48,27.28,-0.01044965562111233,0.030360782933773423,0.6745199999999999,20],["2017-06-27","2017-06-29","2017-07-27",35.07,37.66,0.07042145791848298,0.13972739907488085,0.9672199999999996,20],["2017-08-29","2017-08-31","2017-09-28",47.03,53.64,0.13690466135972956,0.19195261646773498,1.1152450000000003,20],["2017-12-05","2017-12-07","2018-01-05",54.47,53.4,-0.022775968481803188,0.222635125991963,1.9273,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 6bp part3 = 2
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2020-03-03","2020-03-05","2020-04-01",57.51,54.43,-0.05469095514932665,0.08566448848092456,2.929870000000001,20],["2020-06-23","2020-06-25","2020-07-23",73.495,77.61,0.054723775091416016,0.07629548617340387,3.2621599999999993,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 6bp part2 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2018-06-26","2018-06-28","2018-07-26",63.92,75.2,0.1750596701508087,0.13938689275535376,2.3216799999999993,20],["2018-09-05","2018-09-07","2018-10-04",100.33,104.29,0.03822313415751655,0.14377725340949987,2.4363149999999996,20],["2019-03-05","2019-03-07","2019-04-03",83.6,68.33,-0.18363572760533442,0.06773557061766933,2.9381150000000007,20],["2019-09-04","2019-09-06","2019-10-03",55.68,53.26,-0.04460980015450344,0.055640132738093095,1.8787199999999995,20],["2019-12-03","2019-12-05","2020-01-03",61.38,67.31,0.09529612965417544,0.008036226370557342,2.0637999999999983,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 6bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-04-07",28.21,27.17,-0.03802142671755249,0.07786807976858356,0.7592850000000002,20],["2017-03-07","2017-03-09","2017-04-05",27.48,27.28,-0.008468572363284244,0.030360782933773423,0.6745199999999999,20],["2017-06-27","2017-06-29","2017-07-27",35.07,37.66,0.07256444542907126,0.13972739907488085,0.9672199999999996,20],["2017-08-29","2017-08-31","2017-09-28",47.03,53.64,0.1391807484766312,0.19195261646773498,1.1152450000000003,20],["2017-12-05","2017-12-07","2018-01-05",54.47,53.4,-0.020819562545526082,0.222635125991963,1.9273,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 0bp part3 = 2
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2020-03-03","2020-03-05","2020-04-01",57.51,54.43,-0.05355590332116145,0.08566448848092456,2.929870000000001,20],["2020-06-23","2020-06-25","2020-07-23",73.495,77.61,0.055990203415198225,0.07629548617340387,3.2621599999999993,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 0bp part2 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2018-06-26","2018-06-28","2018-07-26",63.92,75.2,0.17647058823529393,0.13938689275535376,2.3216799999999993,20],["2018-09-05","2018-09-07","2018-10-04",100.33,104.29,0.039469749825575606,0.14377725340949987,2.4363149999999996,20],["2019-03-05","2019-03-07","2019-04-03",83.6,68.33,-0.1826555023923444,0.06773557061766933,2.9381150000000007,20],["2019-09-04","2019-09-06","2019-10-03",55.68,53.26,-0.043462643678160884,0.055640132738093095,1.8787199999999995,20],["2019-12-03","2019-12-05","2020-01-03",61.38,67.31,0.09661127403062886,0.008036226370557342,2.0637999999999983,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 fills train parent20 EAR>0 0bp part1 = 5
Quant replication2026-09-10 00:19
Frozen daily simulation; no real trades. Columns: release_date, entry_date, exit_date, adjusted_entryUSD, weighted_exitUSD, net_decimal_return, EAR_decimal, prior20ADR_USD, sessions_held. Fees/slippage per-side as metric; figures computed Sep10, explicit issuer dates corrected before testing. [["2016-03-08","2016-03-10","2016-04-07",28.21,27.17,-0.03686635944700456,0.07786807976858356,0.7592850000000002,20],["2017-03-07","2017-03-09","2017-04-05",27.48,27.28,-0.00727802037845704,0.030360782933773423,0.6745199999999999,20],["2017-06-27","2017-06-29","2017-07-27",35.07,37.66,0.07385229540918159,0.13972739907488085,0.9672199999999996,20],["2017-08-29","2017-08-31","2017-09-28",47.03,53.64,0.1405485860089306,0.19195261646773498,1.1152450000000003,20],["2017-12-05","2017-12-07","2018-01-05",54.47,53.4,-0.019643840646227373,0.222635125991963,1.9273,20]] https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars
AVAV QEAR91000 extension sampled15min 16bp event outcomes 1 = 1
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2026-06-29","entry_date":"2026-07-01","entry":170,"daily_entry":170,"entry_difference_bps":0,"risk":10.523140000000001,"return":0.10470750663813577,"drawdown_pct":4.196638998465141,"bars":261,"regular_missing":0,"fills":[{"bar_time":"2026-07-02T11:45:00Z","signal_bar_time":"2026-07-02T11:30:00Z","fraction":0.5,"price":180.5644,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2026-07-02T13:45:00Z","signal_bar_time":"2026-07-02T13:30:00Z","fraction":0.5,"price":196.24,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":4.547473508864641e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 extension sampled15min cost16bp metrics = 10.470750663813577
Quant replication2026-09-10 00:17
Retrieved and computed Sep10 2026. Historical period partition explicit; no actual fills. {"part":"extension","fee":0.0001,"slip":0.0015,"return":10.470750663813577,"drawdown":4.196638998465152,"win rate":100,"sample":1,"average win pct":10.470750663813577,"average loss pct":0,"mean pct":10.470750663813577,"quarter Kelly":0,"CI iid pct":[10.470750663813577,10.470750663813577],"missing_regular":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 9 = 1
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2025-09-09","entry_date":"2025-09-11","entry":241.69,"daily_entry":241.69,"entry_difference_bps":0,"risk":10.289299999999997,"return":0.0549166768338778,"drawdown_pct":2.910923814677857,"bars":173,"regular_missing":0,"fills":[{"bar_time":"2025-09-11T14:45:00Z","signal_bar_time":"2025-09-11T14:30:00Z","fraction":0.5,"price":253.07,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2025-09-16T14:15:00Z","signal_bar_time":"2025-09-16T14:00:00Z","fraction":0.5,"price":258.49,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 7 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2024-03-04","entry_date":"2024-03-06","entry":171.2,"daily_entry":171.2,"entry_difference_bps":0,"risk":4.085540000000001,"return":0.03639783872266711,"drawdown_pct":0.72342532629045,"bars":164,"regular_missing":0,"fills":[{"bar_time":"2024-03-06T15:45:00Z","signal_bar_time":"2024-03-06T15:30:00Z","fraction":1,"price":178,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2025-06-24","entry_date":"2025-06-26","entry":238,"daily_entry":238,"entry_difference_bps":0,"risk":8.884189999999998,"return":0.0708157977594086,"drawdown_pct":0.5136936820289817,"bars":248,"regular_missing":0,"fills":[{"bar_time":"2025-06-26T13:45:00Z","signal_bar_time":"2025-06-26T13:30:00Z","fraction":1,"price":255.671,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 5 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2023-06-27","entry_date":"2023-06-29","entry":95.53,"daily_entry":95.53,"entry_difference_bps":0,"risk":2.8637650000000017,"return":0.0439579696451633,"drawdown_pct":0.4870941439630072,"bars":129,"regular_missing":0,"fills":[{"bar_time":"2023-06-29T14:15:00Z","signal_bar_time":"2023-06-29T14:00:00Z","fraction":0.5,"price":99.4,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2023-06-29T16:00:00Z","signal_bar_time":"2023-06-29T15:45:00Z","fraction":0.5,"price":100.6979,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2023-09-05","entry_date":"2023-09-07","entry":116.5,"daily_entry":116.5,"entry_difference_bps":0,"risk":2.8264999999999993,"return":-0.029804878251962097,"drawdown_pct":2.8252420527897004,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-09-07T13:45:00Z","signal_bar_time":"2023-09-07T13:30:00Z","fraction":1,"price":113.39,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 3 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2022-09-07","entry_date":"2022-09-09","entry":103.13,"daily_entry":103.13,"entry_difference_bps":0,"risk":4.703755,"return":-0.0587716296351154,"drawdown_pct":6.658787819700429,"bars":136,"regular_missing":0,"fills":[{"bar_time":"2022-09-13T13:45:00Z","signal_bar_time":"2022-09-13T13:30:00Z","fraction":1,"price":97.38,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0},{"date":"2023-03-06","entry_date":"2023-03-08","entry":92,"daily_entry":92,"entry_difference_bps":0,"risk":2.9186850000000013,"return":-0.04003333750282101,"drawdown_pct":6.264434364734606,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2023-03-10T15:45:00Z","signal_bar_time":"2023-03-10T15:30:00Z","fraction":1,"price":88.6,"reason":"stop_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min 16bp event outcomes 1 = 2
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2021-03-09","entry_date":"2021-03-11","entry":109.88,"daily_entry":109.88,"entry_difference_bps":0,"risk":6.838024999999997,"return":0.08003852061178929,"drawdown_pct":0.4716019696259677,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2021-03-11T16:00:00Z","signal_bar_time":"2021-03-11T15:45:00Z","fraction":0.5,"price":116.91,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2021-03-11T19:00:00Z","signal_bar_time":"2021-03-11T18:45:00Z","fraction":0.5,"price":121.2,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13},{"date":"2022-03-03","entry_date":"2022-03-07","entry":74.12,"daily_entry":74.25,"entry_difference_bps":-17.508417508417253,"risk":2.8627999999999982,"return":0.051742361135814985,"drawdown_pct":0.07999249999998126,"bars":135,"regular_missing":0,"fills":[{"bar_time":"2022-03-07T15:15:00Z","signal_bar_time":"2022-03-07T15:00:00Z","fraction":0.5,"price":77.1,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2022-03-07T15:30:00Z","signal_bar_time":"2022-03-07T15:15:00Z","fraction":0.5,"price":79.31,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 holdout sampled15min cost16bp metrics = 21.70300428853742
Quant replication2026-09-10 00:17
Retrieved and computed Sep10 2026. Historical period partition explicit; no actual fills. {"part":"holdout","fee":0.0001,"slip":0.0015,"return":21.70300428853742,"drawdown":10.538699569720345,"win rate":66.66666666666666,"sample":9,"average win pct":5.631152745145352,"average loss pct":4.28699484632995,"mean pct":2.3251035479869175,"quarter Kelly":0.10322502572814253,"CI iid pct":[-0.9856562401540123,5.305860723720697],"missing_regular":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
AVAV QEAR91000 extension sampled15min 6bp event outcomes 1 = 1
Quant replication2026-09-10 00:17
Frozen15minute diagnostic; decimal trade returns, prices USD adjusted; next observed open after bar-close signal. No fills inferred during absent extended hours. [{"date":"2026-06-29","entry_date":"2026-07-01","entry":170,"daily_entry":170,"entry_difference_bps":0,"risk":10.523140000000001,"return":0.10691913493843352,"drawdown_pct":4.196638998465152,"bars":261,"regular_missing":0,"fills":[{"bar_time":"2026-07-02T11:45:00Z","signal_bar_time":"2026-07-02T11:30:00Z","fraction":0.5,"price":180.5644,"reason":"half_next_open","delay_minutes":0},{"bar_time":"2026-07-02T13:45:00Z","signal_bar_time":"2026-07-02T13:30:00Z","fraction":0.5,"price":196.24,"reason":"target_next_open","delay_minutes":0}],"reconcile_error":2.2737367544323206e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all
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