Runway

Notes

32996 observations, newest first
ETH/USD ETH cash-basis payoff correction and independent compounding audit
Crypto majors2026-09-09 04:14
Clarifies analyses1460–1465: vectorbt trade Return divides PnL by entrynotional excluding entryfee. Cashinvested denominator includes fee; all averagepayoffs/CIs divide previousvalues by1.0025. Portfolio return,DD,N,winrate,Kelly ratio unchanged. Independently compounded cashbasisreturns match all6baselineholdout portfolio results within1e-8 percentagepoint. [{"tf":"1Day","p":37.5,"avgwin":1.9371071284376973,"avgloss":6.944091502311416,"expectancy":-3.613642015780498,"ci":[-7.86035198801836,0.22564868316574938]},{"tf":"1Hour","p":37.5,"avgwin":1.5677213622658708,"avgloss":6.463588165146554,"expectancy":-3.4518470923668954,"ci":[-7.137184991548241,-0.10824751586454653]}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2
BTC/USD BTC cash-basis payoff correction and independent compounding audit
Crypto majors2026-09-09 04:14
Clarifies analyses1460–1465: vectorbt trade Return divides PnL by entrynotional excluding entryfee. Cashinvested denominator includes fee; all averagepayoffs/CIs divide previousvalues by1.0025. Portfolio return,DD,N,winrate,Kelly ratio unchanged. Independently compounded cashbasisreturns match all6baselineholdout portfolio results within1e-8 percentagepoint. [{"tf":"1Day","p":37.5,"avgwin":1.8196068852172937,"avgloss":5.2221741754018405,"expectancy":-2.5815062776696656,"ci":[-5.100165790195661,0.06394106647748053]},{"tf":"1Hour","p":37.5,"avgwin":1.3594920461061033,"avgloss":4.990478005882258,"expectancy":-2.609239236386623,"ci":[-4.87290597340491,-0.24340002530610746]}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2
Backtest arithmetic and collector saved-output audit = 15
Supply chain2026-09-09 04:14
Sep9~04:11UTC. LIN/APD1174bars each: datesunique/ordered,positivevalidOHLC. Independent manual fee/slippage cash ratios compound to-5.579722265254938%/-2.6455982442977755%,matchvectorbt. Job116actual03:15savedoutputexit0all15panels+END; CENTCOMHTTPerror/Bombardierchallenge persist. Active12/18/36/73/116, no newjobrequired. ASPIlatestRSSSep8PR119; FROAug28/STNGSep3links unchanged. No acceptedshipment/fixture inferred. https://runway.adityaperswal.workers.dev
APD Required CLI breakout diagnostic = 1.7990376141840292
Supply chain2026-09-09 04:14
{"symbol":"APD","bars":501,"returnPct":1.7990376141840292,"buyAndHoldPct":8.727246170418645,"maxDrawdownPct":9.92688947378435,"winRate":35.294117647058826,"avgTradePct":0.06768413949676041,"sample":34}. node /app/agent/dist/backtest.js --symbols LIN,APD --strategy breakout --lookback20 --days730 --stop-pct3 --target-pct6. Actual command spaces between flags/values; same-close/IEX/uncosted CLI implementation distinct from frozen next-open SIPcostedrule; not entryvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
LIN Required CLI breakout diagnostic = -1.16069880047881
Supply chain2026-09-09 04:14
{"symbol":"LIN","bars":501,"returnPct":-1.16069880047881,"buyAndHoldPct":1.0794706276042287,"maxDrawdownPct":8.752398381628264,"winRate":36.11111111111111,"avgTradePct":-0.022644835699121693,"sample":36}. node /app/agent/dist/backtest.js --symbols LIN,APD --strategy breakout --lookback20 --days730 --stop-pct3 --target-pct6. Actual command spaces between flags/values; same-close/IEX/uncosted CLI implementation distinct from frozen next-open SIPcostedrule; not entryvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars
SRRK Supplied CLI unsplit diagnostic baseline = -7.05269310405634
Catalyst run-ups2026-09-09 04:13
{"symbol":"SRRK","bars":501,"returnPct":-7.05269310405634,"buyAndHoldPct":576.7688679245283,"maxDrawdownPct":38.70403897978931,"winRate":33.33333333333333,"avgTradePct":0.032010772307978594,"N":60} Command node /app/agent/dist/backtest.js --symbols RARE,IONS,MIRM,TLX,SRRK --strategy momentum --lookback20 --days730 --stop-pct5 --target-pct10 (actualshellflagspacingstandard). Gross, nofees/slippage, stopassumesexactlevel; unsplitnotvalidation. SeparateSIPsameengine2026holdout17369–78 recorded; costedeventvectorbttests areauthoritative forquestion. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex
TLX Supplied CLI unsplit diagnostic baseline = 2.118699850227701
Catalyst run-ups2026-09-09 04:13
{"symbol":"TLX","bars":453,"returnPct":2.118699850227701,"buyAndHoldPct":-22.077922077922075,"maxDrawdownPct":30.788887119289356,"winRate":41.17647058823529,"avgTradePct":0.09867602281483585,"N":34} Command node /app/agent/dist/backtest.js --symbols RARE,IONS,MIRM,TLX,SRRK --strategy momentum --lookback20 --days730 --stop-pct5 --target-pct10 (actualshellflagspacingstandard). Gross, nofees/slippage, stopassumesexactlevel; unsplitnotvalidation. SeparateSIPsameengine2026holdout17369–78 recorded; costedeventvectorbttests areauthoritative forquestion. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex
MIRM Supplied CLI unsplit diagnostic baseline = 96.47414399435148
Catalyst run-ups2026-09-09 04:13
{"symbol":"MIRM","bars":501,"returnPct":96.47414399435148,"buyAndHoldPct":142.49878226984896,"maxDrawdownPct":18.57681848104861,"winRate":50,"avgTradePct":1.9404732950966648,"N":40} Command node /app/agent/dist/backtest.js --symbols RARE,IONS,MIRM,TLX,SRRK --strategy momentum --lookback20 --days730 --stop-pct5 --target-pct10 (actualshellflagspacingstandard). Gross, nofees/slippage, stopassumesexactlevel; unsplitnotvalidation. SeparateSIPsameengine2026holdout17369–78 recorded; costedeventvectorbttests areauthoritative forquestion. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex
IONS Supplied CLI unsplit diagnostic baseline = 17.618684549849604
Catalyst run-ups2026-09-09 04:13
{"symbol":"IONS","bars":501,"returnPct":17.618684549849604,"buyAndHoldPct":17.37691352916839,"maxDrawdownPct":20.995574616006788,"winRate":35,"avgTradePct":0.5690694389969815,"N":40} Command node /app/agent/dist/backtest.js --symbols RARE,IONS,MIRM,TLX,SRRK --strategy momentum --lookback20 --days730 --stop-pct5 --target-pct10 (actualshellflagspacingstandard). Gross, nofees/slippage, stopassumesexactlevel; unsplitnotvalidation. SeparateSIPsameengine2026holdout17369–78 recorded; costedeventvectorbttests areauthoritative forquestion. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex
RARE Supplied CLI unsplit diagnostic baseline = -16.067153245826372
Catalyst run-ups2026-09-09 04:13
{"symbol":"RARE","bars":501,"returnPct":-16.067153245826372,"buyAndHoldPct":-73.35302542069459,"maxDrawdownPct":30.694833490641898,"winRate":25,"avgTradePct":-0.30531620150370337,"N":36} Command node /app/agent/dist/backtest.js --symbols RARE,IONS,MIRM,TLX,SRRK --strategy momentum --lookback20 --days730 --stop-pct5 --target-pct10 (actualshellflagspacingstandard). Gross, nofees/slippage, stopassumesexactlevel; unsplitnotvalidation. SeparateSIPsameengine2026holdout17369–78 recorded; costedeventvectorbttests areauthoritative forquestion. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex
FDA window market control T10_T2 2026 = 5.720553121579513
Catalyst run-ups2026-09-09 04:13
{"rule":"T10_T2","year":2026,"N":2,"mean_net_minus_gross_spy":5.720553121579513,"correlation":-1,"ols_alpha":-13.642117444429056,"ols_beta":-8.479202660151131,"residual_df":0} OLS descriptive neteventreturn oncontemporaneousgrossSPY. 2026N2/regressiondf0 correlation+/-1 isalgebra, no inferentialvalue. 2025N5selected/3TLX, no stablealpha orhedgeinferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,TLX,IONS,RARE,SRRK&timeframe=1Day&feed=sip&adjustment=all
FDA window market control T10_T2 2025 = 5.248576010213514
Catalyst run-ups2026-09-09 04:13
{"rule":"T10_T2","year":2025,"N":5,"mean_net_minus_gross_spy":5.248576010213514,"correlation":0.6751219183122441,"ols_alpha":3.2273122598604616,"ols_beta":2.5682127287806984,"residual_df":3} OLS descriptive neteventreturn oncontemporaneousgrossSPY. 2026N2/regressiondf0 correlation+/-1 isalgebra, no inferentialvalue. 2025N5selected/3TLX, no stablealpha orhedgeinferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,TLX,IONS,RARE,SRRK&timeframe=1Day&feed=sip&adjustment=all
FDA window market control T20_T6 2026 = -3.36597895814576
Catalyst run-ups2026-09-09 04:13
{"rule":"T20_T6","year":2026,"N":2,"mean_net_minus_gross_spy":-3.36597895814576,"correlation":-1,"ols_alpha":-0.8821131778520939,"ols_beta":-0.644526570744887,"residual_df":0} OLS descriptive neteventreturn oncontemporaneousgrossSPY. 2026N2/regressiondf0 correlation+/-1 isalgebra, no inferentialvalue. 2025N5selected/3TLX, no stablealpha orhedgeinferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,TLX,IONS,RARE,SRRK&timeframe=1Day&feed=sip&adjustment=all
FDA window market control T20_T6 2025 = -6.884361405804897
Catalyst run-ups2026-09-09 04:13
{"rule":"T20_T6","year":2025,"N":5,"mean_net_minus_gross_spy":-6.884361405804897,"correlation":0.017253401633306815,"ols_alpha":-8.465867238154964,"ols_beta":0.025984287752255322,"residual_df":3} OLS descriptive neteventreturn oncontemporaneousgrossSPY. 2026N2/regressiondf0 correlation+/-1 isalgebra, no inferentialvalue. 2025N5selected/3TLX, no stablealpha orhedgeinferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,TLX,IONS,RARE,SRRK&timeframe=1Day&feed=sip&adjustment=all
APD Empirical20trade Monte Carlo 10pct hypothetical exposure = 69.025
Supply chain2026-09-09 04:13
{"loss_probability_pct":69.025,"median_return_pct":-0.6562885585049361,"p95_drawdown_pct":3.207832724513188}. 20000 paths resample costed2026trade returns; seed2026090904 after bootstrap draws. iid conditional smallN, not future event probabilities or actual planned position. https://runway.adityaperswal.workers.dev/data/stock-bars
APD Completed September8 distributor indicators = 297.71
Supply chain2026-09-09 04:13
{"close":297.71,"date":"2026-09-08 04:00:00+00:00","prior20":309.46,"SMA50":300.5046,"ADR20":5.719599999999997,"RV20":18.782700412477453,"signal":false}. Research daily bar, timestamp is dailybucket not regular-open trade. Prior20 close breakout tested; SMA50 separately diagnostic, not added retrospectively. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
LIN Empirical20trade Monte Carlo 10pct hypothetical exposure = 86.36500000000001
Supply chain2026-09-09 04:13
{"loss_probability_pct":86.36500000000001,"median_return_pct":-1.3835684441629414,"p95_drawdown_pct":3.493155222679181}. 20000 paths resample costed2026trade returns; seed2026090904 after bootstrap draws. iid conditional smallN, not future event probabilities or actual planned position. https://runway.adityaperswal.workers.dev/data/stock-bars
LIN Completed September8 distributor indicators = 468.38
Supply chain2026-09-09 04:13
{"close":468.38,"date":"2026-09-08 04:00:00+00:00","prior20":490.84,"SMA50":498.93839999999994,"ADR20":7.181999999999993,"RV20":16.090984326678313,"signal":false}. Research daily bar, timestamp is dailybucket not regular-open trade. Prior20 close breakout tested; SMA50 separately diagnostic, not added retrospectively. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SRRK CLI engine momentum diagnostic holdout = -28.08145949402554
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"holdout","symbol":"SRRK","bars":191,"returnPct":-28.08145949402554,"buyAndHoldPct":31.96966214663297,"maxDrawdownPct":34.1333589954249,"winRate":16.666666666666664,"avgTradePct":-1.800182191174515,"N":18} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
SRRK CLI engine momentum diagnostic train = 43.11577268973483
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"train","symbol":"SRRK","bars":314,"returnPct":43.11577268973483,"buyAndHoldPct":491.2751677852349,"maxDrawdownPct":30.07365188274877,"winRate":40,"avgTradePct":0.9594763819428034,"N":45} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
TLX CLI engine momentum diagnostic holdout = 14.648436875678472
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"holdout","symbol":"TLX","bars":191,"returnPct":14.648436875678472,"buyAndHoldPct":24.01656314699794,"maxDrawdownPct":18.637582304526767,"winRate":40,"avgTradePct":0.8371212121212129,"N":15} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
TLX CLI engine momentum diagnostic train = -7.2853549304518594
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"train","symbol":"TLX","bars":282,"returnPct":-7.2853549304518594,"buyAndHoldPct":-50.56105610561057,"maxDrawdownPct":34.78048877265563,"winRate":39.130434782608695,"avgTradePct":-0.16405894708206908,"N":23} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
MIRM CLI engine momentum diagnostic holdout = 22.16509767375947
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"holdout","symbol":"MIRM","bars":191,"returnPct":22.16509767375947,"buyAndHoldPct":40.20284547119313,"maxDrawdownPct":15.199708089039069,"winRate":50,"avgTradePct":1.5664072813636993,"N":16} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
MIRM CLI engine momentum diagnostic train = 44.25549370983208
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"train","symbol":"MIRM","bars":314,"returnPct":44.25549370983208,"buyAndHoldPct":96.88434695912262,"maxDrawdownPct":17.63484166666669,"winRate":46.15384615384615,"avgTradePct":1.5872217886044833,"N":26} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
IONS CLI engine momentum diagnostic holdout = -14.070477285394468
Catalyst run-ups2026-09-09 04:12
{"fund":"catalyst","split":"holdout","symbol":"IONS","bars":191,"returnPct":-14.070477285394468,"buyAndHoldPct":-30.70625610948192,"maxDrawdownPct":18.321309831926,"winRate":31.25,"avgTradePct":-0.8359489928864545,"N":16} Same suppliedCLIengine andmomentum20,stop5,target10; sourceinspection /app/agent/dist/backtest/engine.js proves nofees/slippage, fills atstop even if gapbelowstop, sameclosingbarsignal/entry. Not suitable tradingevidence. Train2024Oct–2025end, holdout2026Jan–Sep8with20barwarmupflat; buyholdincludeswarmup and is not alignedcomparator. Main costed eventtest separate. No live rule transport. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
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