Notes

32996 observations, newest first

SPY QOE90906 indicator SPY 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":29,"mean_pct":-0.1600338362663845,"p":0.3793103448275862,"win_pct":1.2429675476312936,"loss_pct":1.017423570870521,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":17,"mean_pct":-0.2796143663947124,"p":0.29411764705882354,"win_pct":0.889161987270266,"loss_pct":0.7666045137551201,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

CBRL CLI momentum20 unsplit diagnostic = 56.966775007305785

Catalyst run-ups2026-09-09 06:12

{"symbol":"CBRL","bars":501,"returnPct":56.966775007305785,"buyAndHoldPct":46.23059866962307,"maxDrawdownPct":23.781910589511888,"winRate":39.285714285714285,"avgTradePct":1.0352420063482297,"N":56}. Ran node /app/agent/dist/backtest.js --symbols TXRH,EAT,CBRL --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 10 . Gross501bar nofees/slippage, unsplitstopatlevel not eventstudy andnotvalidation; fixedcostedvectorbt chronologicalholdout1551–54 controlsdecision. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex

SPY QOE90906 indicator SPY 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":43,"mean_pct":-0.3004256771766577,"p":0.3488372093023256,"win_pct":1.6920588690801943,"loss_pct":1.3678281126714,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY training_median_RV = 0.0065942235162696

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. 0.0065942235162696 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":-0.0029515590026641713,"p":0.4444444444444444,"win_pct":1.3038054341926424,"loss_pct":1.0483571535589096,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":-0.7318955093004368,"p":0.16666666666666666,"win_pct":2.2414515063679925,"loss_pct":1.3265649124341226,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

EAT CLI momentum20 unsplit diagnostic = 95.6016153736432

Catalyst run-ups2026-09-09 06:12

{"symbol":"EAT","bars":501,"returnPct":95.6016153736432,"buyAndHoldPct":210.81855007682634,"maxDrawdownPct":29.21696542285856,"winRate":46.15384615384615,"avgTradePct":1.5063529180982198,"N":52}. Ran node /app/agent/dist/backtest.js --symbols TXRH,EAT,CBRL --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 10 . Gross501bar nofees/slippage, unsplitstopatlevel not eventstudy andnotvalidation; fixedcostedvectorbt chronologicalholdout1551–54 controlsdecision. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex

SPY QOE90906 indicator SPY 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":26,"mean_pct":-0.16568701348319734,"p":0.34615384615384615,"win_pct":1.794894438734447,"loss_pct":1.2036418999513618,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":34,"mean_pct":-0.3930554704924489,"p":0.3235294117647059,"win_pct":1.2429675476312936,"loss_pct":1.1755012617690215,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":14,"mean_pct":-0.2358107318209036,"p":0.42857142857142855,"win_pct":2.00901185305934,"loss_pct":1.9194276704810866,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

SPY QOE90906 indicator SPY 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":46,"mean_pct":-0.31239995873508136,"p":0.30434782608695654,"win_pct":1.2694729895855865,"loss_pct":1.0044693736253736,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

TXRH CLI momentum20 unsplit diagnostic = -1.5244471585120989

Catalyst run-ups2026-09-09 06:12

{"symbol":"TXRH","bars":501,"returnPct":-1.5244471585120989,"buyAndHoldPct":13.368486352357323,"maxDrawdownPct":28.227016903604458,"winRate":40.625,"avgTradePct":0.04983459501828119,"N":32}. Ran node /app/agent/dist/backtest.js --symbols TXRH,EAT,CBRL --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 10 . Gross501bar nofees/slippage, unsplitstopatlevel not eventstudy andnotvalidation; fixedcostedvectorbt chronologicalholdout1551–54 controlsdecision. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex

OEF QOE90906 indicator OEF worst_trade_pct = -3.06062984419186

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. -3.06062984419186 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF same_day_exits = 3

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 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF hold_mean_sessions = 3.2333333333333334

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. 3.2333333333333334 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF 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":25,"target":12,"time":10,"target_gap":7,"stop_gap":6} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

CBRL Restaurant economic and cash comparison supporting mechanism audit

Catalyst run-ups2026-09-09 06:12

Retrieved2026Sep9; claimdate2026-06-09 periodQ3 FY2026 endedMay1. {"revenue_m":797.367,"prior_revenue_m":821.147,"revenue_growth_pct":-2.8959492027615164,"GAAP_NI_m":42.811,"prior_GAAP_NI_m":12.574,"settlement_receipt_m":47.4,"adjusted_NI_m":6.533,"prior_adjusted_NI_m":13.123,"adjusted_NI_growth_pct":-50.21717595062104,"adjEBITDA_m":40.305,"prior_adjEBITDA_m":48.117,"adjEBITDA_growth_pct":-16.23542614876239,"debt_m":486.6,"short_term_convertible_m":149.9,"available_credit_m":541.3,"FY_EBITDA_guide_low_m":120,"FY_EBITDA_guide_high_m":125,"prior_low_m":85,"prior_high_m":100}. Sponsorprimary. GAAP gainincludesinterchangefeelitigation benefit; settlementreceiptpretax not directlysubtractfromaftertaxNI. FYguideimprovedwhilequarteradjustedprofitfell; differentcomparisons compatible. IntentJuneconvertiblerepaymentviarevolver asofJun9, do notclaim currentSepdebt/refinancingcompleted. https://www.sec.gov/Archives/edgar/data/1067294/000110465926071853/tm2617153d1_ex99-1.htm

OEF QOE90906 indicator OEF 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":-0.19530699122995648,"mom":-0.12391122953132247},"rv":{"r":-0.19530699122995648,"rv":1,"mom":0.0878607986338867},"mom":{"r":-0.12391122953132247,"rv":0.0878607986338867,"mom":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF 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":29,"mean_pct":-0.1520405476463866,"p":0.41379310344827586,"win_pct":1.1891925600140443,"loss_pct":1.0987933295243377,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF 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":10,"mean_pct":-0.19604273200508104,"p":0.4,"win_pct":0.8693531165683674,"loss_pct":0.9063066310540469,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

EAT Restaurant economic and cash comparison supporting mechanism audit

Catalyst run-ups2026-09-09 06:12

Retrieved2026Sep9; claimdate2026-08-12 periodFY2026 endedJun24 and Q4. {"Q4_revenue_m":1535.8,"Q4_op_income_m":167,"Q4_op_margin_pct":10.9,"prior_Q4_op_margin_pct":9.8,"Chilis_comps_pct":5.6,"FY_OCF_m":789.4,"prior_FY_OCF_m":679,"FY_capex_m":231.9,"prior_FY_capex_m":265.3,"FY_OCF_less_capex_m":557.5,"prior_FY_OCF_less_capex_m":413.7,"FCF_growth_pct":34.75948755136573,"FY_buybacks_m":400,"FY27_adjEPS_low":12.6,"FY27_adjEPS_high":13.4,"extraweek_adjEPS":0.7,"extraweek_revenue_pct":2,"EPS_mid_PE_at_Sep8":17.114615384615384,"EPS_mid_exextraweek_PE":18.088617886178863}. Sponsorprimary. Positive cashdevelopment; simple OCF-capex beforebuybacks not exhaustiveowner earnings. FY27guidance has53rdweek; subtractingmanagement.70EPS estimate sensitivitynot GAAPvaluation. Earningscall forwardcalendarOct28 2026, hour andfirstreleaseunverified. Cannot infer investor-day returnprobability from goodcash. https://www.sec.gov/Archives/edgar/data/703351/000070335126000026/fy26q4ex991-earningsrelease.htm

OEF QOE90906 indicator OEF 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":50,"mean_pct":-0.2327775540260996,"p":0.38,"win_pct":1.572863481111129,"loss_pct":1.3394607691102074,"quarterkelly":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF training_median_RV = 0.0064765268969902

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. 0.0064765268969902 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all

OEF QOE90906 indicator OEF 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":0.0832278530397084,"p":0.5,"win_pct":1.3184312684291088,"loss_pct":1.1519755623496921,"quarterkelly":0.01578160633638359} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all