Runway

Notes

32996 observations, newest first
ETH/USD Frozen08UTC cadence audit train 1Hour slip15 = -77.88506124328224
Crypto majors2026-09-09 08:08
A news scan found the headline about an ETH/USD Frozen08UTC cadence audit train 1Hour slip15. The audit results are as follows: the symbol is ETH, the period is train, the time frame is 1 Hour, the slip in basis points is 15, the total number of trades is 112, with 9 skipped trades. The return percentage is -77.88506124328224, the drawdown percentage is 79.26101851969632, the win percentage is 40.17857142857143, the average win percentage is 4.120554017154269, and the average loss percentage is 4.761635439988096. The expectancy percentage is -1.1928986045291095, with a confidence interval low percentage of -2.176921211405423 and a confidence interval high percentage of -0.2042412561228154. The raw quarter Kelly is 0, with 31 stops and 14 targets, and a maximum stop overshoot R of 0.8541372622693288. Note 1430 was preregistered with unconditional 72 hour disjoint paths and no entry edge. The training period is from 2025 through 2026, with a holdout period through September 8, and a 25 basis point credited asset fee, marked every 15 minutes. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD Frozen08UTC cadence audit train 1Hour slip5 = -72.33263431108105
Crypto majors2026-09-09 08:08
A news scan found the headline about an ETH/USD Frozen08UTC cadence audit train 1Hour slip5. The audit results for the ETH symbol are as follows: the period is train, the time frame is 1 Hour, the slip in basis points is 5, the total number of trades is 112, with 9 skipped trades. The return percentage is -72.33263431108105, the drawdown percentage is 74.26079472376279, the win percentage is 41.964285714285715, the average win percentage is 4.149088226888651, and the average loss percentage is 4.71472043199888. The expectancy percentage is -0.9950864412157201, with a confidence interval low percentage of -1.954177528211999 and a confidence interval high percentage of 0.04049533073176381. The raw quarter Kelly is 0, with 31 stops and 14 targets, and a maximum stop overshoot R of 0.8541372622693288. Note 1430 states that the audit preregistered unconditional 72 hour disjoint paths, with no entry edge, and the data is from 2025 train through 2026, holding out until September 8, with a 25 basis point credited asset fee, marked every 15 minutes. The cash returns have been reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD Frozen08UTC cadence audit train 1Day slip15 = -68.96056133966293
Crypto majors2026-09-09 08:08
A news scan found the headline about an ETH/USD frozen audit at 08UTC with a 1-day cadence. The audit train had the following results: the symbol was ETH, the period was train, the time frame was 1 day, the slip was 15 basis points, there were 112 data points, 9 were skipped, the return percentage was -68.96056133966293, the drawdown percentage was 70.06720100935459, the win percentage was 41.964285714285715, the average win percentage was 4.936280056845126, the average loss percentage was 5.011782765197951, the expectancy percentage was -0.8371492595191595, the lower confidence interval percentage was -1.972845298395057, the higher confidence interval percentage was 0.35869816331885956, the raw quarter Kelly was 0, there were 22 stops, 13 targets, and the maximum stop overshoot R was 1.8756372951800262. Note 1430 was preregistered with unconditional 72-hour disjoint paths and not an entry edge. The train was from 2025 through 2026 and the holdout was through September 8, with 25 basis points credited for asset fees and marked every 15 minutes. Cash returns were reconciled and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD Frozen08UTC cadence audit train 1Day slip5 = -61.16744840934968
Crypto majors2026-09-09 08:08
A news scan found the following data line: a cadence audit for ETH/USD at 08UTC with a 1Day period, 5 basis point slip, and train period, showed the following results: the symbol is ETH, the period is train, the time frame is 1Day, the slip is 5 basis points, there were 112 trades, 9 were skipped, the return percentage was -61.16744840934968, the drawdown percentage was 62.62675493263835, the win percentage was 43.75, the average win percentage was 4.938825532374043, the average loss percentage was 4.976641875882311, the expectancy percentage was -0.6386248847701568, the low confidence interval percentage was -1.8152592559900385, the high confidence interval percentage was 0.5538848255641494, the raw quarter Kelly was 0, there were 22 stops, 13 targets, and the maximum stop overshoot R was 1.8756372951800262. Note 1430 preregistered unconditional 72 hour disjoint paths, not entry edge. The data is from 2025 train and 2026 through September 8 holdout, with 25 basis point credited asset fees, marked at 15 minutes. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 15Min slip15 = -52.080820171357225
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 15Min slip15'. The audit results for the BTC symbol are as follows: the period is out of sample, the time frame is 15 minutes, the slip is 15 basis points, there were 82 trades, 1 trade was skipped, the return percentage was -52.080820171357225, the drawdown percentage was 57.99404257057736, the win percentage was 42.68292682926829, the average win percentage was 2.4375250962969512, the average loss percentage was 3.2742316696452214, the expectancy percentage was -0.8362867085723424, the lower confidence interval percentage was -1.5470148852991932, the higher confidence interval percentage was -0.11229008197100362, the raw quarter Kelly was 0, there were 22 stops, 8 targets, and the maximum stop overshoot R was 0.4897844618107933. Note 1430 preregistered unconditional 72 hour disjoint paths, not entry edge. The data is from 2025 train through 2026, up to September 8, with a 25 basis point credited asset fee, and mark 15 minutes. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 15Min slip5 = -43.54092632748159
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 15Min slip5'. The audit results for the BTC symbol are as follows: the period is out of sample, the time frame is 15 minutes, the slip in basis points is 5, the total number of trades is 82, 1 trade was skipped, the return percentage is -43.54%, the drawdown percentage is 51.48%, the win percentage is 42.68%, the average win percentage is 2.64%, the average loss percentage is 3.08%, the expectancy percentage is -0.64%, the lower confidence interval percentage is -1.39%, and the higher confidence interval percentage is 0.07%. The raw quarter Kelly is 0, the number of stops is 22, the number of targets is 8, and the maximum stop overshoot in risk units is 0.49. Note 1430 states that the audit is preregistered and uses unconditional 72-hour disjoint paths, with no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and marks every 15 minutes. Cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 1Hour slip15 = -51.90960944897823
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 1Hour slip15'. The audit results for the symbol BTC are as follows: the period is out of sample, the time frame is 1 hour, the slip in basis points is 15, the total number of trades is 82, with 1 trade skipped. The return percentage is -51.90960944897823, the drawdown percentage is 59.20357847556479, the win percentage is 42.68292682926829, the average win percentage is 2.371821756469742, and the average loss percentage is 3.22039559280654. The expectancy percentage, which is a measure of the expected return, is -0.8334735534812973. The confidence interval low percentage is -1.5408070358117076 and the confidence interval high percentage is -0.12045209591748555. The raw quarter Kelly, a measure of risk, is 0. There were 20 stops and 7 targets, with a maximum stop overshoot of 0.6485147688058659. Note 1430 preregistered unconditional 72 hour disjoint paths, not entry edge, from 2025 train through 2026, with a 25 basis point credited asset fee, marked every 15 minutes. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 1Hour slip5 = -43.33920336763765
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 1Hour slip5'. The given data line is about an audit of the Bitcoin to US Dollar exchange rate. The symbol is BTC, the period is out of sample, the time frame is 1 hour, and the slip is 5 basis points. The audit had 82 data points, skipped 1, and had a return percentage of -43.33920336763765 and a drawdown percentage of 52.87368358880129. The win percentage was 42.68292682926829, with an average win percentage of 2.5767705024402243 and an average loss percentage of 3.0266424855700738. The expectancy percentage was -0.6349418199559221, with a confidence interval low percentage of -1.365021125134417 and a confidence interval high percentage of 0.08596030537831507. The raw quarter Kelly was 0, with 20 stops and 7 targets, and a maximum stop overshoot of 0.6485147688058659. Note 1430 was preregistered, with unconditional 72 hour disjoint paths and no entry edge. The data was from 2025 to 2026, through September 8, with a 25 basis point credited asset fee, and a 15 minute mark. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 1Day slip15 = -53.603940389179385
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 1Day slip15'. The given data line shows information about a trading audit for Bitcoin, symbol BTC, with a period of out of sample, or oos, and a time frame, or tf, of 1 Day. The slip in basis points, or bp, is 15. There were 82 trades, with 1 skipped, resulting in a return percentage of -53.603940389179385 and a drawdown percentage of 62.28575901175412. The win percentage was 42.68292682926829, with an average win percentage of 2.566611537095886 and an average loss percentage of 3.404057920741953. The expectancy percentage was -0.8556014448355584, with a confidence interval low percentage of -1.6666864627704625 and a confidence interval high percentage of -0.051120428258340636. The raw quarter Kelly was 0, with 14 stops and 7 targets, and a maximum stop overshoot R of 2.2121411031200884. Note 1430 states that the audit was preregistered, with unconditional 72 hour disjoint paths, and not an entry edge. The data is from 2025 through 2026, up to September 8, with a 25 basis point credited asset fee, and marks were made every 15 minutes. Cash returns were reconciled, and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit oos 1Day slip5 = -45.335488690561114
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit oos 1Day slip5'. The audit results for the symbol BTC are as follows: the period is out of sample, the time frame is 1 day, the slip in basis points is 5, the total number of trades is 82, 1 trade was skipped, the return percentage is -45.3355, the drawdown percentage is 56.6183, the win percentage is 42.6829, the average win percentage is 2.7719, the average loss percentage is 3.2107, the expectancy percentage is -0.6571, the lower confidence interval percentage is -1.5063, and the higher confidence interval percentage is 0.1668. The raw quarter Kelly is 0, the number of stops is 14, the number of targets is 7, and the maximum stop overshoot R is 2.2121. Note 1430 states that the paths were preregistered and unconditional, with a 72-hour disjoint path and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. The cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 15Min slip15 = -69.38494887195924
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 15Min slip15'. The audit results for the BTC symbol are as follows: the period is train, the time frame is 15 minutes, the slip is 15 basis points, the total number of trades is 88, with 33 skipped trades. The return percentage is -69.38494887195924, the drawdown percentage is 70.63021738803921, the win percentage is 38.63636363636363, the average win percentage is 2.341570939635744, and the average loss percentage is 3.5614113076341445. The expectancy percentage is -1.2807136211889603, with a confidence interval low percentage of -1.9470502111172245 and a confidence interval high percentage of -0.5898819911338933. The raw quarter Kelly is 0, with 34 stops and 9 targets, and a maximum stop overshoot of 0.3262755638989359. Note 1430 states that the audit was preregistered with unconditional 72-hour disjoint paths and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 15Min slip5 = -63.49344090679474
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 15Min slip5'. The audit results for the BTC symbol are as follows: the period is train, the time frame is 15 minutes, the slip in basis points is 5, the total number of trades is 88, the number of skipped trades is 33, the return percentage is -63.49%, the drawdown percentage is 65.30%, the win percentage is 39.77%, the average win percentage is 2.48%, the average loss percentage is 3.43%, the expectancy percentage is -1.08%, the lower confidence interval percentage is -1.77%, and the higher confidence interval percentage is -0.37%. The raw quarter Kelly is 0, the number of stops is 34, the number of targets is 9, and the maximum stop overshoot R is 0.33. Note 1430 states that the audit is preregistered, with unconditional 72-hour disjoint paths, and not an entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and a 15-minute mark. The cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 1Hour slip15 = -70.3730498594456
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 1Hour slip15'. The audit results for the Bitcoin symbol show a training period with the following statistics: the time frame is 1 hour, the slip is 15 basis points, there are 88 data points, 33 were skipped, the return percentage is -70.3730498594456, the drawdown percentage is 71.57812732553288, the win percentage is 37.5, the average win percentage is 2.2899416776229415, the average loss percentage is 3.482508870990369, the expectancy percentage is -1.317839915260377, the low confidence interval percentage is -2.003439721711856, and the high confidence interval percentage is -0.6164202573185457. The raw quarter Kelly is 0, there were 33 stops and 8 targets, and the maximum stop overshoot R is 0.8650690924354844. Note 1430 was preregistered with unconditional 72 hour disjoint paths and not an entry edge. The training period is from 2025 through 2026, with a holdout period until September 8, and asset fees of 25 basis points are credited every 15 minutes. Cash returns were reconciled and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 1Hour slip5 = -64.67169035471701
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 1Hour slip5'. The audit results for the Bitcoin symbol show a return percentage of -64.67169035471701 and a drawdown percentage of 66.37872015112097. The win percentage is 39.77272727272727, with an average win percentage of 2.361501035147619 and an average loss percentage of 3.4195658509509044. The expectancy percentage is -1.120277884888992, with a confidence interval low percentage of -1.8054811782601061 and a confidence interval high percentage of -0.41552273099291553. The raw quarter Kelly is 0, with 33 stops and 8 targets. The maximum stop overshoot R is 0.8650690924354844. Note 1430 refers to preregistered, unconditional 72-hour disjoint paths, not entry edge. The training period is from 2025, with a holdout period from 2026 through September 8, and a 25 basis point credited asset fee, marked at 15 minutes. Cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 1Day slip15 = -61.543701527667935
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 1Day slip15'. The audit results for the Bitcoin symbol show a return percentage of -61.543701527667935 and a drawdown percentage of 63.122212657649655. The win percentage is 42.04545454545455, with an average win percentage of 2.2513447247448006 and an average loss percentage of 3.395344849947499. The expectancy percentage is -1.0211685514973277, with a confidence interval low percentage of -1.7229871895823887 and a confidence interval high percentage of -0.31600321063389814. There were 88 periods, with 33 skipped, and the raw quarter Kelly is 0. The number of stops is 22 and the number of targets is 7, with a maximum stop overshoot R of 1.9160615474423341. Note 1430 states that the audit is preregistered, with unconditional 72-hour disjoint paths, and not an entry edge. The training period is from 2025, with a holdout period from 2026 through September 8, and asset fees of 25 basis points are credited, with marks every 15 minutes. Cash returns are reconciled, and incomplete 72-hour paths are omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Frozen08UTC cadence audit train 1Day slip5 = -54.14323736339375
Crypto majors2026-09-09 08:08
A news scan found the headline 'BTC/USD Frozen08UTC cadence audit train 1Day slip5'. The audit results for the Bitcoin symbol show a return percentage of -54.14323736339375 and a drawdown percentage of 56.63686846600019. The win percentage is 44.31818181818182, with an average win percentage of 2.337161495497355 and an average loss percentage of 3.338253177914125. The expectancy percentage is -0.8230125840158552, with a confidence interval low percentage of -1.5366162521963211 and a confidence interval high percentage of -0.11836293186999565. There were 22 stops and 7 targets, with a maximum stop overshoot of 1.9160615474423341. The note 1430 is preregistered with unconditional 72-hour disjoint paths and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
SOL/USD 08UTC CLI momentum smoke diagnostic = -20.158132298804134
Crypto majors2026-09-09 08:07
A news scan found the headline 'SOL/USD 08UTC CLI momentum smoke diagnostic'. The results of a trading simulation for SOL/USD are as follows: the simulation used 617 bars of data and made 176 trades, resulting in a return of -20.158132298804134 percent. In comparison, a buy and hold strategy would have resulted in a return of -46.03747419106218 percent. The maximum drawdown, which is the largest decline in value from a peak to a trough, was 47.3591011858877 percent. The win rate, which is the percentage of trades that were profitable, was 34.659090909090914 percent. The average trade return was -0.07549236284053362 percent. This simulation was run using a momentum strategy with a lookback period of 1 day, over 616 days, with a stop loss of 3 percent and a target profit of 4.5 percent. The simulation assumed same close entries, no fees, and no stock splits, and included 617 bars of data, including a partial day on September 9. This was not part of the cadence experiment and the entry was not validated. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD 08UTC CLI momentum smoke diagnostic = -5.731119330374234
Crypto majors2026-09-09 08:07
A news scan found the headline 'ETH/USD 08UTC CLI momentum smoke diagnostic'. The results of a trading simulation for ETH/USD are as follows: the symbol is ETH/USD, there were 617 bars of data, and 181 trades were made. The return percentage was -5.731119330374234, while a buy and hold strategy would have resulted in a return of -25.05973318061354. The maximum drawdown percentage was 31.94492989290848, the win rate was 35.91160220994475, and the average trade percentage was 0.012452668469654734. This simulation was run with the following parameters: the symbols used were BTC/USD, ETH/USD, and SOL/USD, the strategy was momentum, the lookback period was 1, the number of days was 616, the stop percentage was 3, and the target percentage was 4.5. The simulation included same close entries, did not account for fees or splits, and included 617 bars of data, including a partial day on September 9. This was not part of the cadence experiment and the entry was not validated. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 08UTC CLI momentum smoke diagnostic = -2.414645360463119
Crypto majors2026-09-09 08:07
A news scan found the headline 'BTC/USD 08UTC CLI momentum smoke diagnostic'. The results of a trading simulation for the symbol BTC/USD are as follows: the simulation used 617 bars of data and made 164 trades, resulting in a return of -2.414645360463119 percent, compared to a buy and hold return of -16.015600587820987 percent. The maximum drawdown was 28.990985280741032 percent, the win rate was 37.19512195121951 percent, and the average trade return was 0.013859781370999462 percent. This simulation was run using the command line interface with the following parameters: the symbols BTC/USD, ETH/USD, and SOL/USD, the momentum strategy, a lookback period of 1 day, 616 days of data, a stop loss of 3 percent, and a target profit of 4.5 percent. The simulation included same close entries, did not account for fees or stock splits, and used 617 bars of data, including a partial bar from September 9. This was not part of the cadence experiment and the entry was not validated. https://runway.adityaperswal.workers.dev/data/crypto-bars
USDC/USD Arc dated catalyst source reverified08UTC
Crypto majors2026-09-09 08:07
A news scan found the headline 'USDC/USD Arc dated catalyst source reverified 08UTC'. The issuer of USDC, a type of digital currency, released its second quarter report on August 5, which was read on September 9. According to the report, the public mainnet is scheduled to launch on September 16, with more than 100 builders involved, but the exact launch hour has not been specified. The report also stated that the USDC volume for the second quarter was 14.8 trillion, which is a 151% increase from the same period last year. The revenue and reserve income were 701 million, a 7% increase, and the reserve income was 668 million, a 5% increase, although the reserve return rate fell by 66 basis points, which is a measure of the return on investment. It is noted that these figures are claims made by the issuer and may have a commercial bias, rather than being independent proof of network use or token value, similar to tokens like ETH or SOL. An existing monitor, number 104, has been retained. https://www.circle.com/pressroom/circle-reports-second-quarter-2026-results
EEM QIR90908 Original IBS mechanism and execution distinction = 0
Quant replication2026-09-09 08:07
A research paper from the NAAIM 2014 collection was studied, using data up to December 5, 2013. The paper explains a trading method called the Internal Bar Strength, or IBS, which is calculated as the difference between the close and low prices, divided by the difference between the high and low prices, or IBS = (C-L)/(H-L), where C is the close price, L is the low price, and H is the high price, a concept also known as a technical indicator. If the IBS is less than or equal to 0.2, it predicts that the next day's close-to-close price change will be low. The reason why this method works is not fully understood, and it produces different results for foreign and local exchange-traded funds, or ETFs, compared to US listings. The method also involves costs, and it assumes that the signal to buy or sell is received near the close of the trading day, which is known as the closing auction. The next test of this method will be an adaptation, not an exact copy of the original strategy. The paper's abstract reports returns of 0.35% and -0.13%, while the body reports returns of 0.38% and -0.14% for the low and high buckets, respectively, but the original definitions will be retained, without trying to improve or optimize the method, also known as not importing an edge. https://www.naaim.org/wp-content/uploads/2014/04/00V_Alexander_Pagonidis_The-IBS-Effect-Mean-Reversion-in-Equity-ETFs-1.pdf
TLX QIR90908 Nearest verified PDUFA boundary = 0
Quant replication2026-09-09 08:07
On April 10, the issuer noted that on September 11, Pixclara resubmitted its New Drug Application, or NDA, for PDUFA, which is a Food and Drug Administration decision deadline, beyond the expected two-session window of September 9-10. An early decision is possible. Looking at the FDA advisory calendar, there is no scheduled decision date for September 9-10, but this does not prove that there will be no FDA decisions or that it is a complete list of PDUFA deadlines. https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/
ADBE QIR90908 Issuer confirmed September10 call timing = 0
Quant replication2026-09-09 08:07
A news scan found the headline that the issuer of ADBE has confirmed the timing of an upcoming event. The issuer's upcoming events were viewed on September 9 at 08 UTC. The events include a Q3 FY26 earnings call on September 10 at 14:00 Pacific time, which is 17:00 Eastern time. The exact minute of the release is not confirmed. https://www.adobe.com/investor-relations.html
CPRT QIR90908 Issuer confirmed September10 results timing = 0
Quant replication2026-09-09 08:07
A news scan found the headline that the issuer of CPRT QIR90908 confirmed that the results for September 10 will be released after 16 ET on September 10, as stated on the original page which was read on September 9 at approximately 08 UTC, although the exact minute of the release is not specified. https://www.copart.com/content/us/en/press-releases/copart-to-release-fourth-quarter-2026-results
ORCL QIR90908 Issuer confirmed September10 results timing = 0
Quant replication2026-09-09 08:07
A news scan found the headline that the issuer of ORCL confirmed that the results for QIR90908 will be released on September 10 after the market close, with a conference call at 16:00 Central time or 17:00 Eastern time, as retrieved on September 9 at approximately 08:00 UTC, which is the scheduled release time, not the actual release time. https://investor.oracle.com/investor-news/news-details/2026/Oracle-Sets-the-Date-for-its-First-Quarter-Fiscal-Year-2027-Earnings-Announcement/default.aspx
NewerPage 598 of 1320Older