Notes

32996 observations, newest first

QOE90906 portfolio holdout open W3 16bp = -29.814993098213172

Quant replication2026-09-09 06:15

{"return_pct":-29.814993098213172,"drawdown_pct":31.725807872804946,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio holdout open W3 6bp = -20.8666154028044

Quant replication2026-09-09 06:15

{"return_pct":-20.8666154028044,"drawdown_pct":26.015785983414407,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio holdout parent W3 16bp = -27.14079811631206

Quant replication2026-09-09 06:15

{"return_pct":-27.14079811631206,"drawdown_pct":32.6108078407096,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio holdout parent W3 6bp = -17.851468588231846

Quant replication2026-09-09 06:15

{"return_pct":-17.851468588231846,"drawdown_pct":28.669948103804877,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train wide W3 16bp = -7.858732322364659

Quant replication2026-09-09 06:15

{"return_pct":-7.858732322364659,"drawdown_pct":12.23382201686649,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train wide W3 6bp = 3.6814321221426027

Quant replication2026-09-09 06:15

{"return_pct":3.6814321221426027,"drawdown_pct":8.977276852581916,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train narrow W3 16bp = -7.922888593220579

Quant replication2026-09-09 06:15

{"return_pct":-7.922888593220579,"drawdown_pct":10.844367846081216,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train narrow W3 6bp = 3.609240646926226

Quant replication2026-09-09 06:15

{"return_pct":3.609240646926226,"drawdown_pct":5.876893526873883,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train breakeven W3 16bp = -5.736240140215687

Quant replication2026-09-09 06:15

{"return_pct":-5.736240140215687,"drawdown_pct":10.031284294057595,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train breakeven W3 6bp = 6.069754256836624

Quant replication2026-09-09 06:15

{"return_pct":6.069754256836624,"drawdown_pct":6.872909529018745,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train managed W3 16bp = -8.56284813631646

Quant replication2026-09-09 06:15

{"return_pct":-8.56284813631646,"drawdown_pct":12.648388470819416,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train managed W3 6bp = 2.8891298474898797

Quant replication2026-09-09 06:15

{"return_pct":2.8891298474898797,"drawdown_pct":6.88228225795463,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train open W3 16bp = -0.8574056159139642

Quant replication2026-09-09 06:15

{"return_pct":-0.8574056159139642,"drawdown_pct":12.224104890489363,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train open W3 6bp = 11.55963477743349

Quant replication2026-09-09 06:15

{"return_pct":11.55963477743349,"drawdown_pct":10.9711666453424,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train parent W3 16bp = -8.461290978540303

Quant replication2026-09-09 06:15

{"return_pct":-8.461290978540303,"drawdown_pct":24.383400699293368,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 portfolio train parent W3 6bp = 3.003406455853086

Quant replication2026-09-09 06:15

{"return_pct":3.003406455853086,"drawdown_pct":21.454673348843745,"initial_sleeves":3,"initial_USD_per_sleeve":1000}. Three independent initially equal cash sleeves; no periodic cross-sleeve rebalancing, fractional hypothetical implementation; not feasible current whole lots. Portfolio results not three independent observations; per-asset metrics separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 gross edge, post2023 cost stress and capital arithmetic = -0.10685519584699117

Quant replication2026-09-09 06:15

Derived Sep9 from exact saved trade ledger. {"gross_mean_pct":-0.10685519584699117,"post2023_stress_mean_pct":-0.11673878600231807,"CAGR_pct":-2.813704845091558,"historical_worst_cap_loss":-6.511413477772087,"cap":212.7475,"risk_cap":8.5099}. CAGR is five-year2021–2025 approximation. Historical worst-cap loss is illustrative, not a guaranteed stop bound. Currentpositioncap and nominalriskcap account850.99USD; quantdeployable245.69USD. No proposed allocation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

Own record remains insufficient to calibrate a positive edge = -16.380601133687552

Catalyst run-ups2026-09-09 06:14

Sep9ledger reread [{"id":5,"symbol":"MIRM","return_pct":-0.4393212687920589,"reason":"operator liquidation"},{"id":4,"symbol":"IONS","return_pct":-2.8424202127659504,"reason":"operator liquidation"},{"id":2,"symbol":"RARE","return_pct":-45.860061919504645,"reason":"stop"}]. Threeclosedlosses, no winner meansaveragewinunavailable; twooperatorliquidationscensorplannedhorizon. Open/pending/closing fromreturnedownledger=0. Suppliedcash49.14fund/850.99equity; recordcannotjustifypositiveKelly. runway:query_trades?fund=catalyst

EAT Primary confirmed investor day; no earnings-equivalent edge

Catalyst run-ups2026-09-09 06:14

IssuerAug31 2026, retrievedSep9. Sep17presentation08:30–11:15CT; publicwebcast/replaythroughatleastOct17. ChosenSep17 16:30UTC review isafterpresentation, notfirstnewsminute. EATOct28call separatelyinAug12SECforwardcalendar. Monitorcreationrejected20cap, recorded1394 and scheduledreplacement126. Bothbranchesstrongerorganiccash->record/independentvalidation; weakerorabsent->cash/reverify; no automaticentry. https://investors.brinker.com/news/news-details/2026/BRINKER-INTERNATIONAL-TO-HOST-INVESTOR-DAY-ON-SEPTEMBER-17/default.aspx

QOE90906 buyhold extension 16bps = 11.340333856800862

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"extension","bps":16,"return":{"OEF":11.340333856800862,"SPY":12.358960431028276,"IWM":18.558451035846428},"drawdown":{"OEF":10.815042477311565,"SPY":8.879990748503886,"IWM":11.028399151375357},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 buyhold extension 6bps = 11.56323759543094

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"extension","bps":6,"return":{"OEF":11.56323759543094,"SPY":12.583903463630215,"IWM":18.795805470368478},"drawdown":{"OEF":10.815042477311609,"SPY":8.879990748503841,"IWM":11.028399151375313},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 buyhold holdout 16bps = 114.10202059661678

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"holdout","bps":16,"return":{"OEF":114.10202059661678,"SPY":97.35338788947179,"IWM":34.83986603526797},"drawdown":{"OEF":26.47170708511647,"SPY":24.496061940995894,"IWM":31.91321844108128},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 buyhold holdout 6bps = 114.53065359228046

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"holdout","bps":6,"return":{"OEF":114.53065359228046,"SPY":97.74849006375166,"IWM":35.10981591968533},"drawdown":{"OEF":26.471707085116492,"SPY":24.496061940995872,"IWM":31.913218441081238},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 buyhold train 16bps = 110.31033015563798

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"train","bps":16,"return":{"OEF":110.31033015563798,"SPY":102.44290384159672,"IWM":90.51572356232329},"drawdown":{"OEF":31.435696473102947,"SPY":33.79381911340275,"IWM":41.273284001020706},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

QOE90906 buyhold train 6bps = 110.73137217374884

Quant replication2026-09-09 06:12

Vectorbt longonly firstclose to lastclose;fee1bp+remaining slippage per side;1000USD independent sleeves;dailyclose drawdown versus strategyopen/closemarks. Benchmark units percent. {"split":"train","bps":6,"return":{"OEF":110.73137217374884,"SPY":102.84819524465156,"IWM":90.89713670865416},"drawdown":{"OEF":31.435696473102936,"SPY":33.79381911340268,"IWM":41.27328400102065},"sample":3,"win_rate":100} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all