Runway

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32996 observations, newest first
QOE90906 weekly regression holdout correlation
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"OEF":{"OEF":1,"SPY":0.988189084547625,"IWM":0.7690350486510132},"SPY":{"OEF":0.988189084547625,"SPY":1,"IWM":0.826539578839091},"IWM":{"OEF":0.7690350486510132,"SPY":0.826539578839091,"IWM":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 weekly regression holdout OEF-IWM = 0.011301014654673956
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.1709097850849178,0.011301014654673956],"se_pct":[0.11569020178657959,0.27537244247967013],"t":[1.4773056183288968,0.04103901811274479],"ci_pct":[[-0.05584301041677818,0.3976625805866138],[-0.5284289726054795,0.5510310019148273]],"n":259} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 weekly regression holdout OEF-SPY = -0.005756833430341436
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.03583203713793305,-0.005756833430341436],"se_pct":[0.024465153225343872,0.052046049875161676],"t":[1.4646152757716648,-0.11061038146314373],"ci_pct":[[-0.012119663183740938,0.08378373745960704],[-0.10776709118565833,0.09625342432497544]],"n":259} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 weekly regression holdout IWM = -0.5604837720162834
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.2721280722035215,-0.5604837720162834],"se_pct":[0.1882310364468845,0.4328199703170708],"t":[1.4457130839860795,-1.294958205384308],"ci_pct":[[-0.0968047592323721,0.6410609036394151],[-1.4088109138377423,0.2878433698051752]],"n":259,"week_means_pct":{"1":-0.03405624698872365,"2":0.10166957715553457,"3":-0.28835569981276216,"4":0.7297097413574768,"5":0.30389120986715806},"OE_N":60,"OE_overnight_pct":0.08911577373629169,"OE_intraday_week_pct":-0.3790839829612978} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 weekly regression holdout SPY = -0.5434259239312675
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.407205820150506,-0.5434259239312675],"se_pct":[0.1361291952805365,0.3198452538530839],"t":[2.991318793234118,-1.699027630970826],"ci_pct":[[0.14039259740065446,0.6740190429003576],[-1.170322621483312,0.0834707736207768]],"n":259,"week_means_pct":{"1":0.04809921174074748,"2":0.43877225187525204,"3":-0.136220103780762,"4":0.7885190135113601,"5":0.23797147837738725},"OE_N":60,"OE_overnight_pct":0.06585523923094508,"OE_intraday_week_pct":-0.20320514449831684} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 weekly regression holdout OEF = -0.5491827573616094
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.443037857288439,-0.5491827573616094],"se_pct":[0.14417940255580608,0.3328759806171473],"t":[3.0728235062352733,-1.6498119099594761],"ci_pct":[[0.16044622827905905,0.7256294862978189],[-1.201619679371218,0.10325416464799933]],"n":259,"week_means_pct":{"1":0.0903188544839713,"2":0.5125577437573441,"3":-0.1061449000731705,"4":0.8045045276824268,"5":0.20593060205791272},"OE_N":60,"OE_overnight_pct":0.045265341430970975,"OE_intraday_week_pct":-0.15209621866990153} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 weekly regression train correlation
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"OEF":{"OEF":1,"SPY":0.9907621402377593,"IWM":0.8642708803898745},"SPY":{"OEF":0.9907621402377593,"SPY":1,"IWM":0.905560551283175},"IWM":{"OEF":0.8642708803898745,"SPY":0.905560551283175,"IWM":1}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 weekly regression train OEF-IWM = -0.03149211526537412
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.004023901308694754,-0.03149211526537412],"se_pct":[0.12642686141070708,0.264756057214596],"t":[0.03182789846868705,-0.11894766675667945],"ci_pct":[[-0.24377274705629112,0.2518205496736806],[-0.5504139874059822,0.487429756875234]],"n":259} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
QOE90906 weekly regression train OEF-SPY = -0.014074587931705214
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.016533674269250134,-0.014074587931705214],"se_pct":[0.01987830195617466,0.05119348473034962],"t":[0.8317447992138177,-0.2749292806660848],"ci_pct":[[-0.0224277975648522,0.05549514610335247],[-0.11441381800319046,0.08626464213978002]],"n":259} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 weekly regression train IWM = -0.19682735514365396
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.3793493634920432,-0.19682735514365396],"se_pct":[0.2326452732811945,0.4513444520799389],"t":[1.6305913210346201,-0.4360912253083224],"ci_pct":[[-0.07663537213909807,0.8353340991231843],[-1.0814624812203344,0.6878077709330263]],"n":259,"week_means_pct":{"1":0.6453089939207465,"2":0.3282929327448884,"3":0.18252200834838916,"4":0.20306224640742349,"5":0.2792511846285103},"OE_N":60,"OE_overnight_pct":-0.07988524224684916,"OE_intraday_week_pct":0.2507610588996576} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 weekly regression train SPY = -0.2142448824773227
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.36683959053148785,-0.2142448824773227],"se_pct":[0.15157098136586092,0.3427905806763982],"t":[2.420249491200516,-0.6250022449700114],"ci_pct":[[0.06976046705440041,0.6639187140085753],[-0.8861144206030631,0.4576246556484178]],"n":259,"week_means_pct":{"1":0.6478136873533715,"2":0.3690120528740746,"3":0.1525947080541649,"4":0.11580585142671185,"5":0.2885718455592395},"OE_N":60,"OE_overnight_pct":-0.1270323301784848,"OE_intraday_week_pct":0.27310288835021884} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 weekly regression train OEF = -0.22831947040902784
Quant replication2026-09-09 06:12
Measured Sep9. Weekly Friday-close returns, holiday fallback, within-period endpoints. OLS constant + third-Friday dummy, Newey-West4 weekly lags. Coefficients, SEs, CI, week means and decomposition percent; t dimensionless. OEF-SPY/OEF-IWM are paired differences; correlations separate. {"coef_pct":[0.3833732648007379,-0.22831947040902784],"se_pct":[0.14544751065861083,0.33444718854034916],"t":[2.6358186748247476,-0.6826772005634079],"ci_pct":[[0.09829614390986074,0.6684503856916152],[-0.8838359599481121,0.4271970191300566]],"n":259,"week_means_pct":{"1":0.6967715441375828,"2":0.4002027944314989,"3":0.15505379439170983,"4":0.09166324997124442,"5":0.2890475581664929},"OE_N":60,"OE_overnight_pct":-0.1325782089270546,"OE_intraday_week_pct":0.28238669517347287} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 holdout managed week4 16bps = -1.3025572961725402
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":48.333333333333336,"mean":0.002332480049549076,"avgwin":2.0329871949397815,"avgloss":1.8973122532348619,"quarterkelly":0.0002868291614618601,"worst":-3.1642400897867295,"return":-1.3025572961725402,"drawdown":16.52135106256868,"exit_counts":{"stop":26,"target":16,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.5548522814982243,0.5915580436362803]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 holdout managed week4 16bps = 6.012727069475455
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":55.00000000000001,"mean":0.10981931229790189,"avgwin":1.3557462268853715,"avgloss":1.412980249975672,"quarterkelly":0.020250713245611562,"worst":-2.4252043068920037,"return":6.012727069475455,"drawdown":7.942768200792871,"exit_counts":{"stop":24,"target":18,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":1,"mean_ci_pct":[-0.30333304871143935,0.5462934878336946]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 holdout managed week4 16bps = 10.189365495628135
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":58.333333333333336,"mean":0.17410706252848296,"avgwin":1.350103796094042,"avgloss":1.4722883644632998,"quarterkelly":0.03223956984496093,"worst":-2.3731506826723647,"return":10.189365495628135,"drawdown":6.231753179637234,"exit_counts":{"target":22,"stop":21,"time":10,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.23213221927577032,0.6089621877813329]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 holdout managed week4 6bps = 11.28107037406063
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":0.20253750018355757,"avgwin":2.168442374113575,"avgloss":1.76336737374646,"quarterkelly":0.023350574426303547,"worst":-2.970374559036393,"return":11.28107037406063,"drawdown":14.083226733545528,"exit_counts":{"stop":26,"target":16,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.35243746127431946,0.7999747553468409]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 holdout managed week4 6bps = 19.529031536973
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":55.00000000000001,"mean":0.3102395214468162,"avgwin":1.5586607860842756,"avgloss":1.2156086908878565,"quarterkelly":0.04976059002328072,"worst":-2.229859223913999,"return":19.529031536973,"drawdown":4.9767428744624365,"exit_counts":{"stop":24,"target":18,"time":13,"target_gap":3,"stop_gap":2},"ambiguous":1,"mean_ci_pct":[-0.11693072422739974,0.757459064227581]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 holdout managed week4 6bps = 24.238178824835405
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":58.333333333333336,"mean":0.3746559759786851,"avgwin":1.5530070591267213,"avgloss":1.2750355404285654,"quarterkelly":0.06031137685062421,"worst":-2.177701388156228,"return":24.238178824835405,"drawdown":5.0866735472100295,"exit_counts":{"target":22,"stop":21,"time":10,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.043078575948075744,0.8038314365677618]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 holdout parent week4 16bps = 24.59308381863631
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":56.666666666666664,"mean":0.40788963063530637,"avgwin":2.427934201793397,"avgloss":2.2337071162637354,"quarterkelly":0.04199965863304883,"worst":-6.822558771457676,"return":24.59308381863631,"drawdown":18.417955369660156,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.23219879787604578,1.0537297273260702]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 holdout parent week4 16bps = 30.32300536499175
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":66.66666666666666,"mean":0.46651101376891346,"avgwin":1.668416616334089,"avgloss":1.9373001913614378,"quarterkelly":0.06990325575783789,"worst":-4.872152188984124,"return":30.32300536499175,"drawdown":11.481615693521475,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.03182781264316738,0.9620697275319815]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 holdout parent week4 16bps = 31.41560055106106
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":68.33333333333333,"mean":0.4824454560173724,"avgwin":1.7138632332182295,"avgloss":2.1748244842581617,"quarterkelly":0.07037397247729243,"worst":-4.695232000928207,"return":31.41560055106106,"drawdown":10.76448114881664,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.03067188062343681,0.9874178079462589]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 holdout parent week4 6bps = 40.478327996285316
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":60,"mean":0.6089065776062709,"avgwin":2.4930205286572216,"avgloss":2.217264348970155,"quarterkelly":0.06106112751649072,"worst":-6.636017207530465,"return":40.478327996285316,"drawdown":15.765107880443718,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.045531824799366113,1.2560822275217554]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
SPY QOE90906 holdout parent week4 6bps = 46.938797339459946
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":68.33333333333333,"mean":0.6676453209543783,"avgwin":1.830456706580028,"avgloss":1.8415792480272868,"quarterkelly":0.09118562030917784,"worst":-4.68170590424265,"return":46.938797339459946,"drawdown":9.579391341321974,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[0.1607113929929702,1.1589543971525624]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
OEF QOE90906 holdout parent week4 6bps = 48.170695131951256
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":70,"mean":0.6836116640120692,"avgwin":1.8722918005923535,"avgloss":2.089975321341927,"quarterkelly":0.09128006433022202,"worst":-4.504431521350116,"return":48.170695131951256,"drawdown":9.683625798887741,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[0.1870729728473965,1.202840549739958]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
IWM QOE90906 holdout managed week2 16bps = -19.61551087808357
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.3401690445680283,"avgwin":2.115960596184123,"avgloss":1.977588805069462,"quarterkelly":0,"worst":-3.0623556870254753,"return":-19.61551087808357,"drawdown":23.621790793339382,"exit_counts":{"stop":29,"target":13,"time":8,"target_gap":6,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.8984455277251927,0.23990594790394396]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
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