LOVE Final-session leave-one-out concentration check = -4.930802056409012
Catalyst run-ups2026-09-09 08:14
Sensitivity only, NOT ex-post exclusion from accepted result. {"best_event":"2025-04-10","best_entry":"2025-04-09","best_net_pct":20.82783239712491,"best_SPY_gross_pct":9.80126189448589,"without_best_N":9,"without_best_mean_pct":-0.5249274819336397,"without_best_total_pct":-4.930802056409012,"leaveoneout_mean_range_pct":[-0.5249274819336397,2.0928531046405707]}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session empirical simulation fraction 1 = 57.638766717979294
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"fraction":1,"paths":50000,"events":10,"mean_terminal":57.638766717979294,"p5_median_p95":[42.44925210219919,55.22701728414464,81.23420027623253],"loss_probability":0.26782}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session empirical simulation fraction 0.25 = 51.177919701116004
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"fraction":0.25,"paths":50000,"events":10,"mean_terminal":51.177919701116004,"p5_median_p95":[47.38994636127795,50.79396702919319,56.33595342800429],"loss_probability":0.25418}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session empirical simulation fraction 0 = 49.14
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"fraction":0,"paths":50000,"events":10,"mean_terminal":49.14,"p5_median_p95":[49.14,49.14,49.14],"loss_probability":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime market_trend=true = -0.21910036779007525
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"market_trend","flag":true,"N":7,"mean_pct":-0.21910036779007525}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime market_trend=false = 5.8790625447508935
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"market_trend","flag":false,"N":3,"mean_pct":5.8790625447508935}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime momentum=true = 0.019224021983845763
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"momentum","flag":true,"N":5,"mean_pct":0.019224021983845763}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime momentum=false = 3.2014729899605854
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"momentum","flag":false,"N":5,"mean_pct":3.2014729899605854}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime trend=true = 0.026658239770240472
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"trend","flag":true,"N":6,"mean_pct":0.026658239770240472}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session fixed regime trend=false = 3.985883905275178
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"gate":"trend","flag":false,"N":4,"mean_pct":3.985883905275178}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
LOVE Final-session statistics and market regression = 0.9149135689918911
Catalyst run-ups2026-09-09 08:14
Measured Sep9, fixed note1432 selected time-only rule, holdout2024–Jun2026 N10. OLS descriptive not causal; IID bootstrap and simulations assume unchanged empirical distribution. 50000 paths do not enlarge N10. {"N":10,"mean_excess_pp":0.6405224668048382,"corr":0.9149135689918911,"alpha_pct":-0.43716900158795097,"beta":2.1112214199961237}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all
SPY QIR90908 complete history and latest signal audit = 765.96
Quant replication2026-09-09 08:13
{"symbol":"SPY","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":765.96,"ibs":0.1798245614035174,"next_adr":4.4660599999999935,"median_dollar_volume20":28041884838.015} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
QQQ QIR90908 complete history and latest signal audit = 718.36
Quant replication2026-09-09 08:13
{"symbol":"QQQ","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":718.36,"ibs":0.441735275490817,"next_adr":6.6839249999999995,"median_dollar_volume20":22250530287.935} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
IWM QIR90908 complete history and latest signal audit = 294.67
Quant replication2026-09-09 08:13
{"symbol":"IWM","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":294.67,"ibs":0.22282608695653147,"next_adr":2.4450249999999953,"median_dollar_volume20":4605141206.155001} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
FXI QIR90908 complete history and latest signal audit = 35
Quant replication2026-09-09 08:13
{"symbol":"FXI","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":35,"ibs":0.3333333333333333,"next_adr":0.2605499999999992,"median_dollar_volume20":538764784.8900001} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWZ QIR90908 complete history and latest signal audit = 38.61
Quant replication2026-09-09 08:13
{"symbol":"EWZ","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":38.61,"ibs":0.19672131147540584,"next_adr":0.7093800000000001,"median_dollar_volume20":899538025.365} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWJ QIR90908 complete history and latest signal audit = 97.96
Quant replication2026-09-09 08:13
{"symbol":"EWJ","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":97.96,"ibs":0.08857509627726409,"next_adr":0.8478049999999996,"median_dollar_volume20":265913648.385} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EFA QIR90908 complete history and latest signal audit = 107.76
Quant replication2026-09-09 08:13
{"symbol":"EFA","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":107.76,"ibs":0.07857142857143799,"next_adr":0.6506199999999985,"median_dollar_volume20":956286560.2350001} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM QIR90908 complete history and latest signal audit = 68.83
Quant replication2026-09-09 08:13
{"symbol":"EEM","n":2685,"first":"2016-01-04","last":"2026-09-08","zero_range":0,"close":68.83,"ibs":0.27160493827160276,"next_adr":0.67089,"median_dollar_volume20":1085458828.825} Threepagessuccessfullyexhausted; all8symbolsidentical2685dates, no duplicates or invalidOHLC, no zerorangebars. Sep8completedadjustedprices; notlivequotes. NextsignalIBS<=.2; indicatorsdonotqualifyfailedrule.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
SPY QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"SPY","group":"lowIBS","n":242,"close_close_log_pct":0.11636916308790969,"overnight_log_pct":0.05057787603130494,"intraday_log_pct":0.06579128705660443},{"symbol":"SPY","group":"other","n":1013,"close_close_log_pct":0.038224177665727756,"overnight_log_pct":0.024446780845098298,"intraday_log_pct":0.0137773968206294},{"symbol":"SPY","group":"lowIBS_bull","n":192,"close_close_log_pct":0.11480313771735527,"overnight_log_pct":0.08819758447156577,"intraday_log_pct":0.026605553245789164},{"symbol":"SPY","group":"lowIBS_bear","n":50,"close_close_log_pct":0.12238270051083865,"overnight_log_pct":-0.09388180437929664,"intraday_log_pct":0.21626450489013507}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
QQQ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"QQQ","group":"lowIBS","n":245,"close_close_log_pct":0.15682458743929295,"overnight_log_pct":0.052912979273466214,"intraday_log_pct":0.10391160816582797},{"symbol":"QQQ","group":"other","n":1010,"close_close_log_pct":0.031636003155055506,"overnight_log_pct":0.03223455954076796,"intraday_log_pct":-0.0005985563857126272},{"symbol":"QQQ","group":"lowIBS_bull","n":180,"close_close_log_pct":0.1498501924312822,"overnight_log_pct":0.08204367952721621,"intraday_log_pct":0.0678065129040675},{"symbol":"QQQ","group":"lowIBS_bear","n":65,"close_close_log_pct":0.17613829669224582,"overnight_log_pct":-0.027756652198456803,"intraday_log_pct":0.20389494889070311}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
IWM QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"IWM","group":"lowIBS","n":263,"close_close_log_pct":0.10541837695778168,"overnight_log_pct":0.0317043933015222,"intraday_log_pct":0.07371398365625849},{"symbol":"IWM","group":"other","n":992,"close_close_log_pct":0.0010049926451116166,"overnight_log_pct":0.05452696298931203,"intraday_log_pct":-0.05352197034420093},{"symbol":"IWM","group":"lowIBS_bull","n":160,"close_close_log_pct":0.021267115506565418,"overnight_log_pct":0.031828823772842664,"intraday_log_pct":-0.010561708266278334},{"symbol":"IWM","group":"lowIBS_bear","n":103,"close_close_log_pct":0.23613878309559339,"overnight_log_pct":0.03151110324898557,"intraday_log_pct":0.20462767984660693}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
FXI QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"FXI","group":"lowIBS","n":286,"close_close_log_pct":0.08746447836876808,"overnight_log_pct":0.07983777086061337,"intraday_log_pct":0.0076267075081537785},{"symbol":"FXI","group":"other","n":969,"close_close_log_pct":-0.034558976120584346,"overnight_log_pct":-0.040485847391006684,"intraday_log_pct":0.00592687127042227},{"symbol":"FXI","group":"lowIBS_bull","n":116,"close_close_log_pct":0.34126015783841585,"overnight_log_pct":0.2971576450355105,"intraday_log_pct":0.044102512802903705},{"symbol":"FXI","group":"lowIBS_bear","n":170,"close_close_log_pct":-0.08571374997522686,"overnight_log_pct":-0.06845108445872815,"intraday_log_pct":-0.01726266551649909}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWZ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"EWZ","group":"lowIBS","n":244,"close_close_log_pct":0.08975692827810144,"overnight_log_pct":0.06021381896927362,"intraday_log_pct":0.02954310930882812},{"symbol":"EWZ","group":"other","n":1011,"close_close_log_pct":0.0022171289305890625,"overnight_log_pct":-0.006901520815528194,"intraday_log_pct":0.009118649746117733},{"symbol":"EWZ","group":"lowIBS_bull","n":134,"close_close_log_pct":0.04242813548704818,"overnight_log_pct":0.09465175165658107,"intraday_log_pct":-0.052223616169533096},{"symbol":"EWZ","group":"lowIBS_bear","n":110,"close_close_log_pct":0.14741200313265723,"overnight_log_pct":0.018262155513826372,"intraday_log_pct":0.1291498476188318}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EWJ QIR90908 return decomposition and trend regimes
Quant replication2026-09-09 08:13
[{"symbol":"EWJ","group":"lowIBS","n":239,"close_close_log_pct":0.12808783072320126,"overnight_log_pct":0.04395049085830875,"intraday_log_pct":0.08413733986489288},{"symbol":"EWJ","group":"other","n":1016,"close_close_log_pct":-0.0007063573107324185,"overnight_log_pct":-0.027145903288891944,"intraday_log_pct":0.02643954597815891},{"symbol":"EWJ","group":"lowIBS_bull","n":155,"close_close_log_pct":0.16463332618864815,"overnight_log_pct":0.10059640737536156,"intraday_log_pct":0.06403691881328755},{"symbol":"EWJ","group":"lowIBS_bear","n":84,"close_close_log_pct":0.060652690281007594,"overnight_log_pct":-0.06057471223863386,"intraday_log_pct":0.12122740251964084}] Allreturnsmeanlogpercent; nextsession2021–2025, signalIBS<=.2previousday; trendlag200day. Descriptivegross, not executablehistoricalclosingauctionreturn.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all