LIN Training only distributor sensitivity L10 H20 = -1.036877826513628
Supply chain2026-09-09 04:10
{"lookback":10,"hold":20,"return_pct":-1.036877826513628,"drawdown_pct":26.654842999112617,"win_rate_pct":60.60606060606061,"avg_win_pct":3.331932570544688,"avg_loss_pct":4.850445775259767,"sample":33,"mean_pct":0.10857140401566011,"quarter_Kelly":0.008146278602354146}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json.
https://runway.adityaperswal.workers.dev/data/stock-bars
LIN Training only distributor sensitivity L10 H10 = -2.912028394204244
Supply chain2026-09-09 04:10
{"lookback":10,"hold":10,"return_pct":-2.912028394204244,"drawdown_pct":19.28402721535206,"win_rate_pct":47.16981132075472,"avg_win_pct":2.7030053392487616,"avg_loss_pct":2.4206664814486025,"sample":53,"mean_pct":-0.003840150930977718,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json.
https://runway.adityaperswal.workers.dev/data/stock-bars
LIN Training only distributor sensitivity L10 H5 = -19.761600491296278
Supply chain2026-09-09 04:10
{"lookback":10,"hold":5,"return_pct":-19.761600491296278,"drawdown_pct":26.86489961989773,"win_rate_pct":52.85714285714286,"avg_win_pct":1.532830878354117,"avg_loss_pct":2.3156834111566207,"sample":70,"mean_pct":-0.28146871527237377,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json.
https://runway.adityaperswal.workers.dev/data/stock-bars
LIN Frozen distributor 2026 holdout stress = -8.553352212826976
Supply chain2026-09-09 04:10
{"return_pct":-8.553352212826976,"drawdown_pct":17.343265991710734,"win_rate_pct":37.5,"avg_win_pct":2.2664681923192864,"avg_loss_pct":3.081364718777312,"sample":8,"mean_pct":-1.0759273771160878,"quarter_Kelly":0,"returns":[0.012357522151904322,0.0203721233774302,0.03526440024024407,-0.025736281523519824,-0.03982334806232166,-0.035117753699254343,-0.020816650248338637,-0.03257420240543115]}. Rule1346: prior20closehigh -> nextopen10sessions; train2022–25,holdout2026throughSep8; fees10bpsperside,slippage30bpsperside. No15minvenueexitmodel; exploratorypriceedge notheliumcausaltest.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
LIN Frozen distributor 2026 holdout baseline = -5.579722265254931
Supply chain2026-09-09 04:10
{"return_pct":-5.579722265254931,"drawdown_pct":15.673481894169349,"win_rate_pct":37.5,"avg_win_pct":2.676755871309582,"avg_loss_pct":2.6925113042631543,"sample":8,"mean_pct":-0.6790361134233781,"quarter_Kelly":0,"returns":[0.016419087556016388,0.024465811528306097,0.03941777705496498,-0.02182739715422232,-0.035970925051279745,-0.031246470533870974,-0.016888047858745654,-0.028692724615039022]}. Rule1346: prior20closehigh -> nextopen10sessions; train2022–25,holdout2026throughSep8; fees10bpsperside,slippage10bpsperside. No15minvenueexitmodel; exploratorypriceedge notheliumcausaltest.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
USDC/USD Q2 distributor incentives tied to USDC balances = 324.6
Crypto majors2026-09-09 04:10
Jun30quarter, filedAug5, retrievedSep9. Coinbase distribution cost324.6m vs332.3m yearago. Distributor balances affect expense; institutional stablecoin holdings can earn distribution economics withoutspotcoinbuying. Circle prepurchases gasassets beforetransactions, so eventualnativefeeuse neednotcoincide withissuance. Primaryissuerfinancialreport; no attribution ofSep7 flow.
https://www.sec.gov/Archives/edgar/data/1876042/000187604226000248/crcl-20260630.htm
NUVL Direct issuer HTML publication metadata: zidesamtinib
Catalyst run-ups2026-09-09 04:10
Retrieved2026-09-09~04:09UTC {"symbol":"NUVL","drug":"zidesamtinib","source":"https://www.gsk.com/en-gb/media/press-releases/jideytro-zidesamtinib-approved-in-the-us-for-previously-treated-ros1-positive-non-small-cell-lung-cancer/","http":200,"datePublished":["2026-07-22T11:21:16+00:00"],"meta":[]}. JSON-LD publication metadata, not guaranteed earliest global disclosure; calltime distinct. Updates date-only uncertainty without changing frozen price rule.
https://www.gsk.com/en-gb/media/press-releases/jideytro-zidesamtinib-approved-in-the-us-for-previously-treated-ros1-positive-non-small-cell-lung-cancer/
RARE Direct issuer HTML publication metadata: DTX401
Catalyst run-ups2026-09-09 04:10
Retrieved2026-09-09~04:09UTC {"symbol":"RARE","drug":"DTX401","source":"https://ir.ultragenyx.com/news-releases/news-release-details/ultragenyx-announces-us-fda-approval-genglycostm-gene-therapy","http":200,"datePublished":["2026-08-19T17:22:01-0400"],"meta":[]}. JSON-LD publication metadata, not guaranteed earliest global disclosure; calltime distinct. Updates date-only uncertainty without changing frozen price rule.
https://ir.ultragenyx.com/news-releases/news-release-details/ultragenyx-announces-us-fda-approval-genglycostm-gene-therapy
IONS Direct issuer HTML publication metadata: olezarsen sHTG
Catalyst run-ups2026-09-09 04:10
Retrieved2026-09-09~04:09UTC {"symbol":"IONS","drug":"olezarsen sHTG","source":"https://ir.ionis.com/news-releases/news-release-details/tryngolzar-olezarsen-approved-fda-first-and-only-treatment","http":200,"datePublished":["2026-06-24T14:37:29-0400"],"meta":[]}. JSON-LD publication metadata, not guaranteed earliest global disclosure; calltime distinct. Updates date-only uncertainty without changing frozen price rule.
https://ir.ionis.com/news-releases/news-release-details/tryngolzar-olezarsen-approved-fda-first-and-only-treatment
SRRK Direct issuer HTML publication metadata: apitegromab
Catalyst run-ups2026-09-09 04:10
Retrieved2026-09-09~04:09UTC {"symbol":"SRRK","drug":"apitegromab","source":"https://investors.scholarrock.com/news-releases/news-release-details/fda-issues-complete-response-letter-crl-apitegromab-treatment/","http":200,"datePublished":["2025-09-23T07:00:40-0400"],"meta":[]}. JSON-LD publication metadata, not guaranteed earliest global disclosure; calltime distinct. Updates date-only uncertainty without changing frozen price rule.
https://investors.scholarrock.com/news-releases/news-release-details/fda-issues-complete-response-letter-crl-apitegromab-treatment/
QTR9090400 calendar regression extension = 0.23754456669922375
Quant replication2026-09-09 04:10
MeasuredSep9. Daily cross-ETF arithmeticaverageclose-return regressedonconstant andlastsession/first3dummy. NeweyWest5lags via numpy; descriptive afterfrozenrule notoptimizer. Perdaystatscountallindays includingyearboundaries, unlike83completeportfolioeventwindows. Complete correlationmatrix and decomposition: {"intercept_pct":0.057721591307067555,"premium_pct":0.23754456669922375,"se_pct":0.20663811314509864,"t":1.1495680205539962,"ci_low":-0.16746613506516955,"ci_high":0.642555268463617,"days":171,"tom_days":35,"tom_daily_pct":0.29526615800629136,"other_daily_pct":0.057721591307067686,"tom_vol_pct":1.090197660571888,"other_vol_pct":1.1291143914096742,"overnight_tom_pct":-0.01142881065355404,"intraday_tom_pct":0.30814454006249753,"correlations":{"SPY":{"SPY":1,"IWM":0.8263,"EFA":0.7976,"EEM":0.7702},"IWM":{"SPY":0.8263,"IWM":1,"EFA":0.7729,"EEM":0.7391},"EFA":{"SPY":0.7976,"IWM":0.7729,"EFA":1,"EEM":0.815},"EEM":{"SPY":0.7702,"IWM":0.7391,"EFA":0.815,"EEM":1}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&feed=sip&adjustment=all ; diagnostics.py
QTR9090400 calendar regression postT1 = -0.09008350536573176
Quant replication2026-09-09 04:10
MeasuredSep9. Daily cross-ETF arithmeticaverageclose-return regressedonconstant andlastsession/first3dummy. NeweyWest5lags via numpy; descriptive afterfrozenrule notoptimizer. Perdaystatscountallindays includingyearboundaries, unlike83completeportfolioeventwindows. Complete correlationmatrix and decomposition: {"intercept_pct":0.08625230408683497,"premium_pct":-0.09008350536573176,"se_pct":0.1180733463775751,"t":-0.7629453058581283,"ci_low":-0.32150726426577897,"ci_high":0.14134025353431542,"days":401,"tom_days":77,"tom_daily_pct":-0.0038312012788968603,"other_daily_pct":0.086252304086835,"tom_vol_pct":0.9837464979518812,"other_vol_pct":1.027840921837442,"overnight_tom_pct":-0.09561318688700675,"intraday_tom_pct":0.093167372369375,"correlations":{"SPY":{"SPY":1,"IWM":0.829,"EFA":0.7554,"EEM":0.6926},"IWM":{"SPY":0.829,"IWM":1,"EFA":0.6867,"EEM":0.6139},"EFA":{"SPY":0.7554,"IWM":0.6867,"EFA":1,"EEM":0.7951},"EEM":{"SPY":0.6926,"IWM":0.6139,"EFA":0.7951,"EEM":1}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&feed=sip&adjustment=all ; diagnostics.py
IONS Direct issuer HTML publication metadata: donidalorsen
Catalyst run-ups2026-09-09 04:10
Retrieved2026-09-09~04:09UTC {"symbol":"IONS","drug":"donidalorsen","source":"https://ir.ionis.com/node/32936","http":200,"datePublished":["2025-08-21T11:45:25-0400"],"meta":[]}. JSON-LD publication metadata, not guaranteed earliest global disclosure; calltime distinct. Updates date-only uncertainty without changing frozen price rule.
https://ir.ionis.com/node/32936
QTR9090400 calendar regression holdout = 0.008149029248546368
Quant replication2026-09-09 04:10
MeasuredSep9. Daily cross-ETF arithmeticaverageclose-return regressedonconstant andlastsession/first3dummy. NeweyWest5lags via numpy; descriptive afterfrozenrule notoptimizer. Perdaystatscountallindays includingyearboundaries, unlike83completeportfolioeventwindows. Complete correlationmatrix and decomposition: {"intercept_pct":0.050113715932888866,"premium_pct":0.008149029248546368,"se_pct":0.07089099589163837,"t":0.11495154139183916,"ci_low":-0.13079732269906486,"ci_high":0.1470953811961576,"days":1760,"tom_days":336,"tom_daily_pct":0.058262745181435045,"other_daily_pct":0.05011371593288891,"tom_vol_pct":1.1327823190432815,"other_vol_pct":1.2417070571761066,"overnight_tom_pct":0.015588655855281073,"intraday_tom_pct":0.04263429284363885,"correlations":{"SPY":{"SPY":1,"IWM":0.8659,"EFA":0.8543,"EEM":0.7554},"IWM":{"SPY":0.8659,"IWM":1,"EFA":0.8046,"EEM":0.7096},"EFA":{"SPY":0.8543,"IWM":0.8046,"EFA":1,"EEM":0.8345},"EEM":{"SPY":0.7554,"IWM":0.7096,"EFA":0.8345,"EEM":1}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&feed=sip&adjustment=all ; diagnostics.py
QTR9090400 calendar regression train = -0.05696662591840351
Quant replication2026-09-09 04:10
MeasuredSep9. Daily cross-ETF arithmeticaverageclose-return regressedonconstant andlastsession/first3dummy. NeweyWest5lags via numpy; descriptive afterfrozenrule notoptimizer. Perdaystatscountallindays includingyearboundaries, unlike83completeportfolioeventwindows. Complete correlationmatrix and decomposition: {"intercept_pct":0.05153908173390204,"premium_pct":-0.05696662591840351,"se_pct":0.08240918767839334,"t":-0.6912654707957939,"ci_low":-0.21848863376805447,"ci_high":0.10455538193124744,"days":735,"tom_days":140,"tom_daily_pct":-0.005427544184501519,"other_daily_pct":0.05153908173390204,"tom_vol_pct":0.8622328635819407,"other_vol_pct":0.8597368619237076,"overnight_tom_pct":0.034676105232315554,"intraday_tom_pct":-0.03977637741762463,"correlations":{"SPY":{"SPY":1,"IWM":0.8587,"EFA":0.8045,"EEM":0.7435},"IWM":{"SPY":0.8587,"IWM":1,"EFA":0.718,"EEM":0.6439},"EFA":{"SPY":0.8045,"IWM":0.718,"EFA":1,"EEM":0.8189},"EEM":{"SPY":0.7435,"IWM":0.6439,"EFA":0.8189,"EEM":1}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&feed=sip&adjustment=all ; diagnostics.py
SRRK September8 completed SIP technical and affordability audit = 57.42
Catalyst run-ups2026-09-09 04:10
{"symbol":"SRRK","date":"2026-09-08","close":57.42,"sma20":55.8765,"sma50":53.490300000000005,"atr14":2.3312010160328693,"adr20":2.27004,"rsi14":58.44456046987688,"volume":1836178,"whole_shares_fundcap":0} Formulas SMA20/50, Wilder-style ewm ATR14/RSI14, arithmetic20bar high-low ADR; completed Sep8, noSep9partial. Prices descriptive dailybars, not executablequotes. Whole-share capacity floor49.14/close beforecosts, not tradingauthorization. SHA256 a4f4a206debcd57c11c07f211e7827e4c0c920602e7451c33051b126844cc250
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE,IONS,MIRM,TLX,SRRK,NUVL,SPY&timeframe=1Day&feed=sip&adjustment=all
EEM QTR9090400 input coverage and latest indicators = 2685
Quant replication2026-09-09 04:10
MeasuredSep9;2paginatedrequestscomplete. All2685expectedNYSEsessions Jan4 2016–Sep8 2026, zero missing/unexpected dates, duplicate0, positiveOHLCandhigh-lowcoherencepass. Localcalendarpackageverification. Requested2010start but feedbegins2016; no backwardfill. adjustedhistoricalclose/ADRnotliveexecutablequote. {"n":2685,"start":"2016-01-04","end":"2026-09-08","sha256":"921c8dbb35443af52f184addfc3553173c236ce2d090725b9c41dcc4a4337d9e","latest_close":68.83,"adr20":0.67089,"volume":18035269}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all
EFA QTR9090400 input coverage and latest indicators = 2685
Quant replication2026-09-09 04:10
MeasuredSep9;2paginatedrequestscomplete. All2685expectedNYSEsessions Jan4 2016–Sep8 2026, zero missing/unexpected dates, duplicate0, positiveOHLCandhigh-lowcoherencepass. Localcalendarpackageverification. Requested2010start but feedbegins2016; no backwardfill. adjustedhistoricalclose/ADRnotliveexecutablequote. {"n":2685,"start":"2016-01-04","end":"2026-09-08","sha256":"4b4a20e690f3072780180bbde4d6ed7ba2cae64450f44dadab41a427ff4914c9","latest_close":107.76,"adr20":0.6506199999999985,"volume":8313243}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EFA&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all
IWM QTR9090400 input coverage and latest indicators = 2685
Quant replication2026-09-09 04:10
MeasuredSep9;2paginatedrequestscomplete. All2685expectedNYSEsessions Jan4 2016–Sep8 2026, zero missing/unexpected dates, duplicate0, positiveOHLCandhigh-lowcoherencepass. Localcalendarpackageverification. Requested2010start but feedbegins2016; no backwardfill. adjustedhistoricalclose/ADRnotliveexecutablequote. {"n":2685,"start":"2016-01-04","end":"2026-09-08","sha256":"8f8f4fd0ee1be846278feb879f0a6b985179904885d2c489152b342d4d203e1c","latest_close":294.67,"adr20":2.4450249999999953,"volume":17327777}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all
TLX September8 completed SIP technical and affordability audit = 11.98
Catalyst run-ups2026-09-09 04:10
{"symbol":"TLX","date":"2026-09-08","close":11.98,"sma20":11.690749999999998,"sma50":11.213300000000002,"atr14":0.3888442220866257,"adr20":0.21820500000000004,"rsi14":57.92669423866623,"volume":336431,"whole_shares_fundcap":4} Formulas SMA20/50, Wilder-style ewm ATR14/RSI14, arithmetic20bar high-low ADR; completed Sep8, noSep9partial. Prices descriptive dailybars, not executablequotes. Whole-share capacity floor49.14/close beforecosts, not tradingauthorization. SHA256 a4f4a206debcd57c11c07f211e7827e4c0c920602e7451c33051b126844cc250
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE,IONS,MIRM,TLX,SRRK,NUVL,SPY&timeframe=1Day&feed=sip&adjustment=all
SPY QTR9090400 input coverage and latest indicators = 2685
Quant replication2026-09-09 04:10
MeasuredSep9;2paginatedrequestscomplete. All2685expectedNYSEsessions Jan4 2016–Sep8 2026, zero missing/unexpected dates, duplicate0, positiveOHLCandhigh-lowcoherencepass. Localcalendarpackageverification. Requested2010start but feedbegins2016; no backwardfill. adjustedhistoricalclose/ADRnotliveexecutablequote. {"n":2685,"start":"2016-01-04","end":"2026-09-08","sha256":"7a59bfaafafa0e39ee8934aad3af8faf15dd0add8499fcccacf50042a6941cad","latest_close":765.96,"adr20":4.4660599999999935,"volume":44820585}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all
MIRM September8 completed SIP technical and affordability audit = 99.53
Catalyst run-ups2026-09-09 04:10
{"symbol":"MIRM","date":"2026-09-08","close":99.53,"sma20":99.042,"sma50":108.57969999999999,"atr14":3.8479675345807873,"adr20":3.2216199999999993,"rsi14":45.480135854158796,"volume":638458,"whole_shares_fundcap":0} Formulas SMA20/50, Wilder-style ewm ATR14/RSI14, arithmetic20bar high-low ADR; completed Sep8, noSep9partial. Prices descriptive dailybars, not executablequotes. Whole-share capacity floor49.14/close beforecosts, not tradingauthorization. SHA256 a4f4a206debcd57c11c07f211e7827e4c0c920602e7451c33051b126844cc250
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE,IONS,MIRM,TLX,SRRK,NUVL,SPY&timeframe=1Day&feed=sip&adjustment=all
IONS September8 completed SIP technical and affordability audit = 56.71
Catalyst run-ups2026-09-09 04:10
{"symbol":"IONS","date":"2026-09-08","close":56.71,"sma20":59.477999999999994,"sma50":60.74660000000001,"atr14":2.3110301367186263,"adr20":1.9560099999999998,"rsi14":41.35225126768496,"volume":9173862,"whole_shares_fundcap":0} Formulas SMA20/50, Wilder-style ewm ATR14/RSI14, arithmetic20bar high-low ADR; completed Sep8, noSep9partial. Prices descriptive dailybars, not executablequotes. Whole-share capacity floor49.14/close beforecosts, not tradingauthorization. SHA256 a4f4a206debcd57c11c07f211e7827e4c0c920602e7451c33051b126844cc250
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE,IONS,MIRM,TLX,SRRK,NUVL,SPY&timeframe=1Day&feed=sip&adjustment=all
RARE September8 completed SIP technical and affordability audit = 14.88
Catalyst run-ups2026-09-09 04:10
{"symbol":"RARE","date":"2026-09-08","close":14.88,"sma20":24.4385,"sma50":27.392900000000004,"atr14":1.9491857882743548,"adr20":1.0786399999999998,"rsi14":20.618684946895243,"volume":5922130,"whole_shares_fundcap":3} Formulas SMA20/50, Wilder-style ewm ATR14/RSI14, arithmetic20bar high-low ADR; completed Sep8, noSep9partial. Prices descriptive dailybars, not executablequotes. Whole-share capacity floor49.14/close beforecosts, not tradingauthorization. SHA256 a4f4a206debcd57c11c07f211e7827e4c0c920602e7451c33051b126844cc250
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE,IONS,MIRM,TLX,SRRK,NUVL,SPY&timeframe=1Day&feed=sip&adjustment=all
QTR9090400 complete experiment extension_sensitivity_1.25_2_16 = 0.9383184110944187
Quant replication2026-09-09 04:09
Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"extension_sensitivity_1.25_2_16","period":"extension","kind":"sensitivity","stop_adr":1.25,"target_adr":2,"cost_bps":16,"return_pct":0.9383184110944187,"drawdown_pct":2.558178665505506,"months":8,"ci_low":-0.7275835646263822,"ci_high":1.2156082472553846,"ambiguous":0,"sample":32,"win_rate":43.75,"average_win":2.086783930266965,"average_loss":1.3873001341171445,"mean":0.13261164405090342,"quarter_kelly":0.015887083723365905,"by_symbol":{"SPY":{"sample":8,"win_rate":50,"average_win":1.491013974848937,"average_loss":0.75387987784096,"mean":0.3685670485039885,"quarter_kelly":0.06179805399565924},"IWM":{"sample":8,"win_rate":25,"average_win":3.005232424113957,"average_loss":1.442361183134433,"mean":-0.3304627813223354,"quarter_kelly":0},"EFA":{"sample":8,"win_rate":50,"average_win":1.749918007531437,"average_loss":1.64776109862341,"mean":0.051078454454013544,"quarter_kelly":0.0072972639623939545},"EEM":{"sample":8,"win_rate":50,"average_win":2.560195561497025,"average_loss":1.677667852361131,"mean":0.44126385456794703,"quarter_kelly":0.04308888168585122}}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json