IWM QOE90906 extension open week3 6bps = 0.673894951890702
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":0.12005487105991863,"avgwin":2.9835833353232406,"avgloss":1.5980622074980744,"quarterkelly":0.010059621063585267,"worst":-2.9590728939564936,"return":0.673894951890702,"drawdown":5.701906664954737,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-0.9497591561546649,0.90510116907763]}. 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 extension open week3 6bps = -0.11656156556653059
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.007553465276304017,"avgwin":1.555109709134661,"avgloss":1.540002778582053,"quarterkelly":0.0012142978131920862,"worst":-2.8121618592289455,"return":-0.11656156556653059,"drawdown":4.865795615103363,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.40219226777476,1.4705368250515167]}. 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 extension open week3 6bps = 0.6371445508626266
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":0.10526849050547654,"avgwin":2.4127091271403778,"avgloss":1.2791958914754642,"quarterkelly":0.010907706333237552,"worst":-3.1127840132953444,"return":0.6371445508626266,"drawdown":4.253751842312347,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.265017864437845,1.8501681871776767]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.07773835366490234,"avgwin":2.0325971324701153,"avgloss":1.8771204251403106,"quarterkelly":0.00956145618123927,"worst":-2.626028994624907,"return":0.39331987404302704,"drawdown":5.533688718988072,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.48588884985036,1.1332280482582202]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":37.5,"mean":-0.1045689015957571,"avgwin":1.8655001034048564,"avgloss":1.2866103045961252,"quarterkelly":0,"worst":-2.114089023835475,"return":-0.9786862005657553,"drawdown":4.68893152226525,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.7710515669798448,1.560695391867063]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":-0.019718261297257955,"avgwin":1.710284137372725,"avgloss":1.749720659967241,"quarterkelly":0,"worst":-2.5156774026915074,"return":-0.3377877058526451,"drawdown":4.20036368960246,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.653510750565535,1.9614674921850668]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.2780943366221811,"avgwin":2.23686674955435,"avgloss":1.6806780763099882,"quarterkelly":0.03108078930915148,"worst":-2.431085963375601,"return":2.0125339153847337,"drawdown":4.965186434077317,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.28866325403504,1.3356971252835768]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.09542210159750875,"avgwin":1.5743606067062932,"avgloss":1.3835164035112757,"quarterkelly":0.015152516709170671,"worst":-1.918121086970337,"return":0.6183991622582539,"drawdown":4.306923327467005,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.57439686792372,1.7640202600126134]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":8,"win_rate":50,"mean":0.18044261317528426,"avgwin":1.9139084827110797,"avgloss":1.553023256360511,"quarterkelly":0.02356991136270066,"worst":-2.320513447168393,"return":1.2696345184578604,"drawdown":3.9802312062399814,"exit_counts":{"time":8},"ambiguous":0,"mean_ci_pct":[-1.45662073438297,2.1655947074801536]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":45,"mean":-0.36853032237241123,"avgwin":1.8448759675322823,"avgloss":2.179499105021706,"quarterkelly":0,"worst":-3.342697725707511,"return":-21.041888305352032,"drawdown":28.706106783213635,"exit_counts":{"stop":24,"time":18,"target":11,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.9056065811787787,0.1723840490331295]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":36.666666666666664,"mean":-0.44201323707884715,"avgwin":1.4398389056986398,"avgloss":1.531506582897392,"quarterkelly":0,"worst":-3.8970423478355,"return":-23.969880912723248,"drawdown":24.395595225618084,"exit_counts":{"time":23,"stop":22,"target":8,"stop_gap":4,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.8953139677655088,-0.009543380331790714]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.409187991932707,"avgwin":1.4583277835760347,"avgloss":1.654198508938535,"quarterkelly":0,"worst":-3.9103538159744655,"return":-22.51531189335311,"drawdown":22.843340228380793,"exit_counts":{"time":20,"stop":20,"target":11,"stop_gap":6,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.8717273831314607,0.04471737135272871]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":45,"mean":-0.16906777086872715,"avgwin":2.048769766186362,"avgloss":1.9836621193683452,"quarterkelly":0,"worst":-3.1491894677697974,"return":-10.974966084361347,"drawdown":24.72703985846533,"exit_counts":{"stop":24,"time":18,"target":11,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.7123096158581645,0.3711953609951456]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.24269779862796456,"avgwin":1.5742513433779521,"avgloss":1.3721526706856966,"quarterkelly":0,"worst":-3.704643889774295,"return":-14.276268959790118,"drawdown":19.062429033688353,"exit_counts":{"time":23,"stop":22,"target":8,"stop_gap":4,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.69589337113738,0.19767031230506077]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.20980683722598997,"avgwin":1.6614477114109727,"avgloss":1.457309869650632,"quarterkelly":0,"worst":-3.717982007519105,"return":-12.636246756842173,"drawdown":19.164100668969265,"exit_counts":{"time":20,"stop":20,"target":11,"stop_gap":6,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.6889450426301611,0.24272953584315668]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.3865405879377058,"avgwin":1.5256565269446192,"avgloss":1.7523956699965093,"quarterkelly":0,"worst":-2.890145747628914,"return":-21.41067758992998,"drawdown":26.175740435171413,"exit_counts":{"stop":28,"target":21,"stop_gap":6,"target_gap":3,"time":2},"ambiguous":0,"mean_ci_pct":[-0.9047500372243287,0.12677697011672506]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":33.33333333333333,"mean":-0.5531029621471322,"avgwin":0.8787196834513612,"avgloss":1.2690142849463788,"quarterkelly":0,"worst":-2.5863062413491567,"return":-28.576854676216957,"drawdown":28.976773229565655,"exit_counts":{"stop":31,"target":12,"stop_gap":8,"target_gap":6,"time":3},"ambiguous":0,"mean_ci_pct":[-0.8082407957744293,-0.30118584653008107]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.41365302111397406,"avgwin":0.9215317311203614,"avgloss":1.2436327319623446,"quarterkelly":0,"worst":-3.1503270155246788,"return":-22.341538992777508,"drawdown":22.67030298844531,"exit_counts":{"stop":28,"target":14,"target_gap":7,"stop_gap":6,"time":5},"ambiguous":0,"mean_ci_pct":[-0.698854927484361,-0.13008944917705342]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.18711409304881133,"avgwin":1.7289112471597745,"avgloss":1.5557036217692297,"quarterkelly":0,"worst":-2.6957314790448605,"return":-11.390774895674417,"drawdown":23.086113229801995,"exit_counts":{"stop":28,"target":21,"stop_gap":6,"target_gap":3,"time":2},"ambiguous":0,"mean_ci_pct":[-0.7043308923619324,0.3328153548709612]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":33.33333333333333,"mean":-0.35400992571520645,"avgwin":1.0806792338383275,"avgloss":1.0713545054919735,"quarterkelly":0,"worst":-2.391283685008594,"return":-19.470618048704374,"drawdown":20.001483554288026,"exit_counts":{"stop":31,"target":12,"stop_gap":8,"target_gap":6,"time":3},"ambiguous":0,"mean_ci_pct":[-0.6094406192139337,-0.09971977236506449]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.2142808054113258,"avgwin":1.1235769913768168,"avgloss":1.0459221385499011,"quarterkelly":0,"worst":-2.956433630750921,"return":-12.440318333082587,"drawdown":13.938635779354147,"exit_counts":{"stop":28,"target":14,"target_gap":7,"stop_gap":6,"time":5},"ambiguous":0,"mean_ci_pct":[-0.5083845618217178,0.07024220542148683]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.433025849229463,"avgwin":1.6975763616731703,"avgloss":1.9548845713027725,"quarterkelly":0,"worst":-3.5257708418437894,"return":-23.802244044248447,"drawdown":30.480539064810188,"exit_counts":{"stop":28,"target":11,"time":10,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.9867299169353284,0.14491955505015985]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":31.666666666666664,"mean":-0.5123185640223887,"avgwin":1.2249370765631251,"avgloss":1.3173882511229926,"quarterkelly":0,"worst":-3.1815316322773457,"return":-26.938225933749116,"drawdown":27.347319636598456,"exit_counts":{"stop":27,"time":11,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8705880670381632,-0.16722805614162373]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":36.666666666666664,"mean":-0.39301599833239,"avgwin":1.2687723720047712,"avgloss":1.3551040022117993,"quarterkelly":0,"worst":-3.2543150445670244,"return":-21.547911474204398,"drawdown":21.891019142912583,"exit_counts":{"stop":27,"target":12,"time":8,"stop_gap":7,"target_gap":6},"ambiguous":0,"mean_ci_pct":[-0.7965647411991081,-0.008662990837647709]}. 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
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.23369241799660584,"avgwin":1.9011752660000356,"avgloss":1.7585979065656354,"quarterkelly":0,"worst":-3.3326290969262318,"return":-14.087258893804677,"drawdown":27.571072460280877,"exit_counts":{"stop":28,"target":11,"time":10,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8025566048237969,0.3334061978386031]}. 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