Runway

Notes

32996 observations, newest first
QOE90906 MonteCarlo equal_sleeve_profit_quantiles
Quant replication2026-09-09 06:12
Seed90906 numpy;20,000 paths,12 monthly events from20holdoutquarterblocks, sampled4quarters withreplacement jointlyacross3assets. Preserves3monthserialandcrossassetdependence; stationarityassumed, futuretailsunmodeled. Individual hypothetical212.7475USD positions, equal-sleeve separate245.69USD thought experiment; actualsize0. Finite no349hit isnotimpossibility. [-32.84493261455071,-7.415221655240979,21.27322787137186] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 MonteCarlo crossasset_correlation
Quant replication2026-09-09 06:12
Seed90906 numpy;20,000 paths,12 monthly events from20holdoutquarterblocks, sampled4quarters withreplacement jointlyacross3assets. Preserves3monthserialandcrossassetdependence; stationarityassumed, futuretailsunmodeled. Individual hypothetical212.7475USD positions, equal-sleeve separate245.69USD thought experiment; actualsize0. Finite no349hit isnotimpossibility. {"OEF":{"OEF":1,"SPY":0.9661616742754568,"IWM":0.6002325704515783},"SPY":{"OEF":0.9661616742754568,"SPY":1,"IWM":0.6143201520663915},"IWM":{"OEF":0.6002325704515783,"SPY":0.6143201520663915,"IWM":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 MonteCarlo IWM = 0.6446
Quant replication2026-09-09 06:12
Seed90906 numpy;20,000 paths,12 monthly events from20holdoutquarterblocks, sampled4quarters withreplacement jointlyacross3assets. Preserves3monthserialandcrossassetdependence; stationarityassumed, futuretailsunmodeled. Individual hypothetical212.7475USD positions, equal-sleeve separate245.69USD thought experiment; actualsize0. Finite no349hit isnotimpossibility. {"paths":20000,"months":12,"notional_hypothetical":212.7475,"profit_quantiles":[-34.497646045266166,-5.857435349856291,29.76142146518492],"prob_loss":0.6446,"prob_profit349":0,"drawdown_quantiles_pct":[7.63048238860452,15.56292293284185,18.583605919065437],"one_window_mean_profit":-0.4567188189971941,"one_window_profit_quantiles":[-6.109028058977542,-2.988840971523219,6.063730409872929],"exit_frequencies":{"stop":0.43333333333333335,"time":0.2,"target":0.18333333333333332,"target_gap":0.1,"stop_gap":0.08333333333333333}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 MonteCarlo SPY = 0.74905
Quant replication2026-09-09 06:12
Seed90906 numpy;20,000 paths,12 monthly events from20holdoutquarterblocks, sampled4quarters withreplacement jointlyacross3assets. Preserves3monthserialandcrossassetdependence; stationarityassumed, futuretailsunmodeled. Individual hypothetical212.7475USD positions, equal-sleeve separate245.69USD thought experiment; actualsize0. Finite no349hit isnotimpossibility. {"paths":20000,"months":12,"notional_hypothetical":212.7475,"profit_quantiles":[-28.74486851055603,-7.303961254082509,14.223307770825425],"prob_loss":0.74905,"prob_profit349":0,"drawdown_quantiles_pct":[6.077498682233079,12.787008744071215,15.80555221784562],"one_window_mean_profit":-0.6266033802530944,"one_window_profit_quantiles":[-6.235260465493601,-1.7290266423373888,5.118839600464831],"exit_frequencies":{"stop":0.4,"time":0.23333333333333334,"target":0.18333333333333332,"stop_gap":0.1,"target_gap":0.08333333333333333}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 MonteCarlo OEF = 0.68615
Quant replication2026-09-09 06:12
Seed90906 numpy;20,000 paths,12 monthly events from20holdoutquarterblocks, sampled4quarters withreplacement jointlyacross3assets. Preserves3monthserialandcrossassetdependence; stationarityassumed, futuretailsunmodeled. Individual hypothetical212.7475USD positions, equal-sleeve separate245.69USD thought experiment; actualsize0. Finite no349hit isnotimpossibility. {"paths":20000,"months":12,"notional_hypothetical":212.7475,"profit_quantiles":[-27.782671001476245,-5.7280071631785905,17.417338253788092],"prob_loss":0.68615,"prob_profit349":0,"drawdown_quantiles_pct":[5.907167755112836,12.479269446198826,15.436602815097025],"one_window_mean_profit":-0.48220302417181504,"one_window_profit_quantiles":[-5.6292773841846975,-1.6680805694707648,5.587280473173515],"exit_frequencies":{"stop":0.4166666666666667,"target":0.2,"time":0.16666666666666666,"target_gap":0.11666666666666667,"stop_gap":0.1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM worst_trade_pct = -3.3326290969262296
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. -3.3326290969262296 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM same_day_exits = 6
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 6 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM hold_mean_sessions = 2.95
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 2.95 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM exit_counts
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"stop":26,"time":12,"target":11,"target_gap":6,"stop_gap":5} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM signal_correlations
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"r":{"r":1,"rv":-0.19215934353199307,"mom":-0.17820655288574042},"rv":{"r":-0.19215934353199307,"rv":1,"mom":0.15213127479603955},"mom":{"r":-0.17820655288574042,"rv":0.15213127479603955,"mom":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM uptrend_positive_mom
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":20,"mean_pct":-0.06568538798017455,"p":0.5,"win_pct":1.7246953424436753,"loss_pct":1.8560661184040241,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM lowvol
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":2,"mean_pct":-1.444619886616545,"p":0,"win_pct":0,"loss_pct":1.444619886616545,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM highvol
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":58,"mean_pct":-0.17226462609490192,"p":0.46551724137931033,"win_pct":1.7937215766184118,"loss_pct":1.8845751897484335,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM training_median_RV = 0.0092793136679547
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 0.0092793136679547 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM post2023
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":36,"mean_pct":0.33861657697635467,"p":0.5833333333333334,"win_pct":1.690629001118571,"loss_pct":1.5542008168227484,"quarterkelly":0.05007257310035433} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM pre2023
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":24,"mean_pct":-1.0446160357452572,"p":0.25,"win_pct":2.1545455908678552,"loss_pct":2.1110032446162945,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM momnonpositive
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":33,"mean_pct":-0.08122431996822269,"p":0.45454545454545453,"win_pct":2.0403072557671145,"loss_pct":1.8491672997476707,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM mompositive
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":27,"mean_pct":-0.3777846491772612,"p":0.4444444444444444,"win_pct":1.4854894776825334,"loss_pct":1.8684039506650967,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM downtrend
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":20,"mean_pct":-0.17075551581538304,"p":0.5,"win_pct":1.8122509320685618,"loss_pct":2.153761963699328,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 indicator IWM uptrend
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"n":40,"mean_pct":-0.23663694426074347,"p":0.425,"win_pct":1.7828219557653822,"loss_pct":1.7292804790626626,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY worst_trade_pct = -2.9877007192556904
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. -2.9877007192556904 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY same_day_exits = 5
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 5 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY hold_mean_sessions = 3.1666666666666665
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. 3.1666666666666665 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY exit_counts
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 indicator SPY signal_correlations
Quant replication2026-09-09 06:12
Measured Sep9; fixed managed2021–2025,6bp/side,60third-Friday windows perETF. Lagged200SMA,5sessionmomentum andRV20. High/lowRV threshold is development median; no filter selected from holdout. Pre2023/post2023 descriptive. {"r":{"r":1,"rv":-0.20146595154215996,"mom":-0.16258189890520836},"rv":{"r":-0.20146595154215996,"rv":1,"mom":0.09305785631293405},"mom":{"r":-0.16258189890520836,"rv":0.09305785631293405,"mom":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
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