EFA QIR90908 return decomposition and trend regimes
Quant replication 2026-09-09 08:13
[{"symbol":"EFA","group":"lowIBS","n":228,"close_close_log_pct":0.12531387291952928,"overnight_log_pct":0.005416586183687393,"intraday_log_pct":0.11989728673584114},{"symbol":"EFA","group":"other","n":1027,"close_close_log_pct":0.014053267206951044,"overnight_log_pct":-0.006673380643915043,"intraday_log_pct":0.020726647850866076},{"symbol":"EFA","group":"lowIBS_bull","n":159,"close_close_log_pct":0.0824795592129791,"overnight_log_pct":0.028456782363273533,"intraday_log_pct":0.05402277684970491},{"symbol":"EFA","group":"lowIBS_bear","n":69,"close_close_log_pct":0.22401903059114495,"overnight_log_pct":-0.04767603979535893,"intraday_log_pct":0.271695070386503}] 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
More EEM QIR90908 return decomposition and trend regimes
Quant replication 2026-09-09 08:13
[{"symbol":"EEM","group":"lowIBS","n":252,"close_close_log_pct":0.07609251458133662,"overnight_log_pct":0.02953292445578773,"intraday_log_pct":0.046559590125548334},{"symbol":"EEM","group":"other","n":1003,"close_close_log_pct":-0.001775758015303508,"overnight_log_pct":-0.011780031429496107,"intraday_log_pct":0.010004273414192367},{"symbol":"EEM","group":"lowIBS_bull","n":147,"close_close_log_pct":0.08713876651493754,"overnight_log_pct":0.03831482964683916,"intraday_log_pct":0.048823936868097516},{"symbol":"EEM","group":"lowIBS_bear","n":105,"close_close_log_pct":0.06062776187429529,"overnight_log_pct":0.01723825718831573,"intraday_log_pct":0.043389504685979505}] 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
More EEM QIR90908 Stress twenty-session Monte Carlo
Quant replication 2026-09-09 08:13
{"paths":20000,"sessions":20,"block_sessions":5,"pnl_2.5_50_97.5_USD":[-9.917652826794356,-2.17125177300438,3.3138038709871593],"loss_probability":0.7831,"maxdd95_pct":4.130890372768669,"funding349_hit_probability":0,"assumed_notional":212.7475} OwnPythonNumPy analysisSep9~08UTC; frozen2021–2025holdout. Monthlyresampling59monthswithtrades10000iterations; simulation20000five-sessionblockpathswithidle days,20sessions. Seed90908. Stationarityassumption; no livefillvalidation.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More EEM QIR90908 Base twenty-session Monte Carlo
Quant replication 2026-09-09 08:13
{"paths":20000,"sessions":20,"block_sessions":5,"pnl_2.5_50_97.5_USD":[-7.093629608054165,-0.6770145046189471,4.761081221307455],"loss_probability":0.60355,"maxdd95_pct":3.0734299636596574,"funding349_hit_probability":0,"assumed_notional":212.7475} OwnPythonNumPy analysisSep9~08UTC; frozen2021–2025holdout. Monthlyresampling59monthswithtrades10000iterations; simulation20000five-sessionblockpathswithidle days,20sessions. Seed90908. Stationarityassumption; no livefillvalidation.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More EEM QIR90908 Stress edge monthly bootstrap
Quant replication 2026-09-09 08:13
{"n":252,"months":59,"cash_mean_pct":-0.29396828581070966,"monthly_bootstrap95_pct":[-0.3704215271265368,-0.2100560499935939],"quarter_kelly":0,"win_probability":0.3253968253968254,"average_cash_win_pct":0.45418109081959634,"average_cash_loss_pct":0.6548403380676807} OwnPythonNumPy analysisSep9~08UTC; frozen2021–2025holdout. Monthlyresampling59monthswithtrades10000iterations; simulation20000five-sessionblockpathswithidle days,20sessions. Seed90908. Stationarityassumption; no livefillvalidation.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More EEM QIR90908 Base edge monthly bootstrap
Quant replication 2026-09-09 08:13
{"n":252,"months":59,"cash_mean_pct":-0.094356460848488,"monthly_bootstrap95_pct":[-0.17031597841432075,-0.008138130538457314],"quarter_kelly":0,"win_probability":0.45634920634920634,"average_cash_win_pct":0.4908019912523699,"average_cash_loss_pct":0.5855478622470184} OwnPythonNumPy analysisSep9~08UTC; frozen2021–2025holdout. Monthlyresampling59monthswithtrades10000iterations; simulation20000five-sessionblockpathswithidle days,20sessions. Seed90908. Stationarityassumption; no livefillvalidation.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More EEM QIR90908 HAC5 regression
Quant replication 2026-09-09 08:13
{"n":1255,"coef_pct":[0.01521177627132305,0.03430943755761384,-0.08015670337547179],"hac5_se_pct":[0.02199990090443929,0.05214056998529305,0.11296668907196045],"t":[0.6914474904863556,0.6580180762751783,-0.7095605265053975],"columns":["intercept","lowIBS","lag200return"]} OwnPythonNumPy analysisSep9~08UTC; frozen2021–2025holdout. Monthlyresampling59monthswithtrades10000iterations; simulation20000five-sessionblockpathswithidle days,20sessions. Seed90908. Stationarityassumption; no livefillvalidation.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More ITX.MC Inditex derived net_cash_less_lease_liabilities_m = 4201
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived cfo_statement_less_lease_m = 3605
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived fcf_less_div_buyback_m = -589
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived q2_prior_gm_pct = 56.45145294059307
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived q2_gm_pct = 56.67423898228078
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived q2_sales_growth_pct = 9.144103937320235
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived q2_prior_sales_m = 10083
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived q2_sales_m = 11005
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived wc_share_cfo_improvement_pct = 66.86592655849701
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived working_capital_improvement_m = 783
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived cfo_after_leases_growth_pct = 48.1101068200493
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived fcf_growth_pct = 97.33905579399142
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived inventory_growth_pct = 9.319099826889786
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived net_income_growth_pct = 6.77176639197421
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ITX.MC Inditex derived sales_growth_pct = 7.615623467886912
Catalyst run-ups 2026-09-09 08:12
Calculated in Python Sep9 from issuer H1 Feb–Jul2026 vs2025 tables and Q1 results (Q2=H1-Q1). EURm where suffix_m; ratios in%. 2299 is disclosed FCF; 3605-1307=2298 rounding retained. Q1 source https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . Lease subtraction sensitivity is not issuer netdebt definition.
https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685
More ZUMZ Sep8 completed-session technical and affordability panel = 17.7
Catalyst run-ups 2026-09-09 08:12
RetrievedSep9 08UTC. Mean(high-low)20=ADR; ATR14 here simple mean true range, not Wilder; SMA and20session close return. Wholecapacity=floor49.14/close ignoresfees and is not allocation or current quote. {"symbol":"ZUMZ","bars":89,"date":"2026-09-08T04:00:00Z","close":17.7,"ADR20":0.6154999999999999,"ATR14":0.6857142857142853,"SMA20":18.20375,"SMA50":18.5871,"return20_pct":-9.370199692780346,"volume20":189975,"whole_capacity":2}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ZUMZ&timeframe=1Day&feed=sip&adjustment=all
More CPRT Sep8 completed-session technical and affordability panel = 32.6
Catalyst run-ups 2026-09-09 08:12
RetrievedSep9 08UTC. Mean(high-low)20=ADR; ATR14 here simple mean true range, not Wilder; SMA and20session close return. Wholecapacity=floor49.14/close ignoresfees and is not allocation or current quote. {"symbol":"CPRT","bars":89,"date":"2026-09-08T04:00:00Z","close":32.6,"ADR20":1.0613449999999995,"ATR14":1.0690357142857152,"SMA20":32.35525,"SMA50":30.1232,"return20_pct":10.172355525515385,"volume20":9865036.55,"whole_capacity":1}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CPRT&timeframe=1Day&feed=sip&adjustment=all
More CAL Sep8 completed-session technical and affordability panel = 12.03
Catalyst run-ups 2026-09-09 08:12
RetrievedSep9 08UTC. Mean(high-low)20=ADR; ATR14 here simple mean true range, not Wilder; SMA and20session close return. Wholecapacity=floor49.14/close ignoresfees and is not allocation or current quote. {"symbol":"CAL","bars":89,"date":"2026-09-08T04:00:00Z","close":12.03,"ADR20":0.5617800000000001,"ATR14":0.6713928571428572,"SMA20":12.938999999999998,"SMA50":12.716599999999998,"return20_pct":-16.862474084312375,"volume20":477808.15,"whole_capacity":4}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAL&timeframe=1Day&feed=sip&adjustment=all
More