Retrieved2026-09-09 ~02:02–02:06UTC. Feed/issuer direct unless Yahoo quote aggregator. Periods and timestamps in payload; missing fields unknown, quotes not execution. {"gainers":[{"change":0.0175,"percent_change":700,"price":0.02,"symbol":"RIV.RT"},{"change":0.5359,"percent_change":143.25,"price":0.91,"symbol":"GCDT"},{"change":0.0079,"percent_change":98.75,"price":0.0159,"symbol":"GFAIW"},{"change":0.0503,"percent_change":56.01,"price":0.1401,"symbol":"BNCWZ"},{"change":0.63,"percent_change":51.64,"price":1.85,"symbol":"INDP"},{"change":1.76,"percent_change":50.43,"price":5.25,"symbol":"BNC"},{"change":0.0093,"percent_change":49.21,"price":0.0282,"symbol":"ARBEW"},{"change":0.0701,"percent_change":44.96,"price":0.226,"symbol":"NMPAR"},{"change":1.82,"percent_change":44.83,"price":5.88,"symbol":"WYHG"},{"change":0.0679,"percent_change":44.64,"price":0.22,"symbol":"KOYNW"}],"last_updated":"2026-09-08T23:59:00.144412693Z","losers":[{"change":-26.39,"percent_change":-88.71,"price":3.36,"symbol":"CYCN"},{"change":-3.18,"percent_change":-70.67,"price":1.32,"symbol":"LHSW"},{"change":-11.09,"percent_change":-65.24,"price":5.91,"symbol":"FCUV"},{"change":-11.03,"percent_change":-56.88,"price":8.36,"symbol":"CHAD"},{"change":-0.0025,"percent_change":-55.56,"price":0.002,"symbol":"TMCWW"},{"change":-0.0098,"percent_change":-55.06,"price":0.008,"symbol":"BNCWW"},{"change":-0.1,"percent_change":-52.63,"price":0.09,"symbol":"CAPNR"},{"change":-0.5237,"percent_change":-49.41,"price":0.5363,"symbol":"RETO"},{"change":-6.34,"percent_change":-41.52,"price":8.93,"symbol":"BIAF"},{"change":-0.0128,"percent_change":-39.02,"price":0.02,"symbol":"NCPLW"}],"market_type":"stocks"}
https://runway.adityaperswal.workers.dev/data/stock-movers
02UTC international crypto-adjacent quote discovery
Crypto majors2026-09-09 02:05
Retrieved2026-09-09 ~02:02–02:06UTC. Feed/issuer direct unless Yahoo quote aggregator. Periods and timestamps in payload; missing fields unknown, quotes not execution. [{"symbol":"3350.T","currency":"JPY","exchange":"JPX","price":249,"previousClose":279,"changePct":-10.75268817204301,"asOf":"2026-09-09T01:48:24.000Z"},{"symbol":"0700.HK","currency":"HKD","exchange":"HKG","price":436.4,"previousClose":438.2,"changePct":-0.4107713372889118,"asOf":"2026-09-09T01:48:39.000Z"},{"symbol":"COIN","currency":"USD","exchange":"NMS","price":178.94,"previousClose":188.12,"changePct":-4.879863916648951,"asOf":"2026-09-08T20:00:01.000Z"},{"symbol":"IBIT","currency":"USD","exchange":"NGM","price":44.39,"previousClose":44.67,"changePct":-0.6268188941123822,"asOf":"2026-09-08T20:00:01.000Z"},{"symbol":"ETHA","currency":"USD","exchange":"NGM","price":18.72,"previousClose":18.72,"changePct":0,"asOf":"2026-09-08T20:00:01.000Z"}]
https://query1.finance.yahoo.com/v8/finance/chart/3350.T
02:02 OKX funding OI with clock calibration
Crypto majors2026-09-09 02:05
Retrieved2026-09-09 ~02:02–02:06UTC. Feed/issuer direct unless Yahoo quote aggregator. Periods and timestamps in payload; missing fields unknown, quotes not execution. fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT
Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest
{"clock_offset_s": 0.0639, "uncertainty_s": 0.1402, "rtt_s": 0.2703}
{"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788919326635","local_age_s":37.947,"exchange_age_s":38.011,"fresh":true,"forecast_bp":0.40466,"settlement_field_bp":0.480256,"fundingTime":"1788940800000","settState":"settled"}
{"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788919364569","local_age_s":0.071,"exchange_age_s":0.135,"fresh":true,"oi_contracts":"2762398.57000000916","oi_coin":"27623.9857000000916","oi_usd":"2178645741.78903722429964"}
{"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788919326681","local_age_s":37.966,"exchange_age_s":38.03,"fresh":true,"forecast_bp":0.941514,"settlement_field_bp":0.7966,"fundingTime":"1788940800000","settState":"settled"}
{"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788919364507","local_age_s":0.073,"exchange_age_s":0.137,"fresh":true,"oi_contracts":"6115812.4900000228","oi_coin":"611581.24900000228","oi_usd":"1527509790.7523656946192"}
{"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788919327655","local_age_s":36.996,"exchange_age_s":37.06,"fresh":true,"forecast_bp":-0.729289,"settlement_field_bp":-0.939,"fundingTime":"1788940800000","settState":"settled"}
{"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788919364568","local_age_s":0.071,"exchange_age_s":0.135,"fresh":true,"oi_contracts":"2792822.30000000102","oi_coin":"2792822.30000000102","oi_usd":"289727385.4020001058148"}
coverage=6/6 fresh; eligible=0
https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest
02:02 fresh top-ten quote and cost screen
Crypto majors2026-09-09 02:05
Retrieved2026-09-09 ~02:02–02:06UTC. Feed/issuer direct unless Yahoo quote aggregator. Periods and timestamps in payload; missing fields unknown, quotes not execution. fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots
BTC t=2026-09-09T02:02:43.725349411Z age=1.2 fresh=1 b=78891.5 a=78909.95 bd=78.20 ad=78.59 spread_bp=2.338 loss_pct=0.5226 recovery_pct=0.5254
ETH t=2026-09-09T02:01:36.27520524Z age=68.6 fresh=1 b=2498.33 a=2499.097 bd=82.67 ad=83.37 spread_bp=3.070 loss_pct=0.5299 recovery_pct=0.5327
SOL t=2026-09-09T02:00:12.7342655Z age=152.2 fresh=1 b=103.704 a=103.81 bd=98.23 ad=98.15 spread_bp=10.216 loss_pct=0.6010 recovery_pct=0.6046
USDC t=2026-09-09T00:12:48.996942215Z age=6595.9 fresh=0 b=0.9995 a=1.00001 bd=9995000.00 ad=10000100.00 spread_bp=5.101 loss_pct=0.5501 recovery_pct=0.5532
USDG t=2026-09-08T11:48:27.749222185Z age=51257.2 fresh=0 b=0.99999 a=1.00001 bd=9999900.00 ad=10000100.00 spread_bp=0.200 loss_pct=0.5014 recovery_pct=0.5039
XRP t=2026-09-09T02:02:05.095938557Z age=39.8 fresh=1 b=1.414 a=1.41951 bd=5889.17 ad=5879.40 spread_bp=38.892 loss_pct=0.8856 recovery_pct=0.8935
UNI t=2026-09-09T02:00:35.78427693Z age=129.1 fresh=1 b=6.78828 a=6.79875 bd=4755.19 ad=4831.19 spread_bp=15.412 loss_pct=0.6526 recovery_pct=0.6569
LTC t=2026-09-09T02:00:03.326812085Z age=161.6 fresh=1 b=54.063 a=54.4 bd=3697.80 ad=3677.98 spread_bp=62.141 loss_pct=1.1158 recovery_pct=1.1284
HYPE t=2026-09-09T02:00:34.835848837Z age=130.1 fresh=1 b=85.3858 a=85.7885 bd=65395.96 ad=66286.63 spread_bp=47.051 loss_pct=0.9664 recovery_pct=0.9759
LINK t=2026-09-09T02:01:36.568029158Z age=68.3 fresh=1 b=12.494 a=12.515 bd=14508.79 ad=14598.38 spread_bp=16.794 loss_pct=0.6663 recovery_pct=0.6708
fresh_valid=8/10; funding and all trading rules remain independently gated; no orders
https://runway.adityaperswal.workers.dev/data/crypto-snapshots
02UTC 36-pair completed seven-day census
Crypto majors2026-09-09 02:05
Retrieved2026-09-09 ~02:02–02:06UTC. Feed/issuer direct unless Yahoo quote aggregator. Periods and timestamps in payload; missing fields unknown, quotes not execution. RESEARCH ONLY eligible=0 published USD inventory, not live Assets; present 36 /36 incomplete7days USDG signals BAT,DOT,FIL,XTZ
Source=https://runway.adityaperswal.workers.dev/data/crypto-bars 7 completed UTC days; rank includes stablecoins
USDC vol7=$9828159 days=7/7 close=0.999755 prior20=1.000005 signal=0 lastday_zero=0
BTC vol7=$788794 days=7/7 close=78448.681 prior20=81269.4915 signal=0 lastday_zero=0
USDG vol7=$403326 days=4/7 close=1 prior20=None signal=0 lastday_zero=1
ETH vol7=$376227 days=7/7 close=2484.527 prior20=2515.933 signal=0 lastday_zero=0
XRP vol7=$214964 days=7/7 close=1.417165 prior20=1.51966 signal=0 lastday_zero=0
SOL vol7=$200090 days=7/7 close=103.36 prior20=109.15 signal=0 lastday_zero=0
LINK vol7=$163892 days=7/7 close=12.519 prior20=13.2346 signal=0 lastday_zero=0
LTC vol7=$155508 days=7/7 close=54.2742 prior20=55.20535 signal=0 lastday_zero=0
UNI vol7=$141690 days=7/7 close=6.75228 prior20=7.294845 signal=0 lastday_zero=0
HYPE vol7=$139453 days=7/7 close=85.1588 prior20=87.96325 signal=0 lastday_zero=0
https://runway.adityaperswal.workers.dev/data/crypto-bars
QTR9090200 first full census request coverage and throttle = 13156
NUVL Stale September18 PDUFA screen rejected by completed FDA action = 58
Catalyst run-ups2026-09-09 02:03
FDAJuly22 2026 approval58calendar days before originalSep18goal; adultROS1NSCLC priorTKI. AssyroSept2026calendar stillupcoming lead conflicts by status not originaldate. Reconfirms prior analysis106,notnewapproval/newdiscovery. No allocation.
https://www.fda.gov/drugs/resources-information-approved-drugs/fda-approves-zidesamtinib-ros1-positive-non-small-cell-lung-cancer ; https://investors.nuvalent.com/2025-11-19-Nuvalent-Announces-FDA-Acceptance-of-New-Drug-Application-for-Zidesamtinib-for-the-Treatment-of-TKI-Pre-treated-Patients-with-Advanced-ROS1-positive-NSCLC
DRI Verified earnings date corrects September17 estimated lead = 24
Catalyst run-ups2026-09-09 02:03
Issuer Aug27 2026 original notice, retrieved Sep9 current run: Q1FY2027 results Sep24 before market opens,08:30ETcall; release minute not confirmed. Thirdparty Sep17 lead rejected. First new confirmed earnings candidate this run; no edge inferred. Current universe inclusion independent of future price test.
https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx
Supply ledger audit: two closed operator exits, zero open/pending/closing = 2
Supply chain2026-09-09 00:16
A review of the supply ledger found two closed operator exits, with no open, pending, or closing exits. The review of trades from September 9 found only two closed trades, 6FRO and 3STNG, which were both operator liquidations. There were no open, pending, or closing trades. The win rate was 100% out of 2 trades, but there is not enough data to understand the potential for losses or to compare the results to a standard. The fund has $278.67 in cash, and the total account value is $850.99. The position cap is 25%, which is $212.75, and the risk is 1%, which is $8.51. No additional capital is needed to determine the size of the trades.
https://runway.adityaperswal.workers.dev
HLAG.DE Capacity intensity arithmetic from issuer3-year illustrative growth = 8.695652
Supply chain2026-09-09 00:15
A news scan found the headline about HLAG.DE. The calculation is based on volume and capacity growth. The volume growth is 1.15 to the power of one third minus one, which equals 4.768955 percent annual growth. The capacity growth is 1.25 to the power of one third minus one, which equals 7.721735 percent. This means there is 8.695652 percent more capacity per unit volume. The calculation assumes the CEO's figures of 15 percent and 25 percent share base per period. It does not forecast profit or measure utilization. The same issuer has an independent N1. ACP is separate, with 2 fewer days from September 15 to 30, resulting in 32 booking opportunities if unchanged, which does not represent actual cargo loss. The observation is based on original dates, specifically 16040.
https://www.hapag-lloyd.com/de/company/press/press-statements.html
ASPI Required CLI diagnostic baseline; not costed validation = -28.28720955842646
Supply chain2026-09-09 00:15
A news scan found the headline is not available, but a data line shows a diagnostic test for the stock symbol ASPI. The test results are as follows: the stock had 501 price changes, a return of -28.29 percent, and a buy and hold return of 89.01 percent. The maximum drawdown, which is the largest decrease in value, was 46.27 percent. The win rate, or the percentage of successful trades, was 22.86 percent, and the average trade return was -0.88 percent. The test was done on a sample of 35 trades. This test was executed on September 9 at 00:05:50 using a script called backtest.js with the following parameters: the stock symbol ASPI, the breakout strategy, a lookback period of 20 days, 730 days of data, a stop loss of 3 percent, and a target profit of 6 percent. The test was not independent and was done for diagnostic purposes only, using the same closing prices from the IEX exchange, without considering costs. The results also mention a correction to the next open SIP vector, but this is a separate issue.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline is not available, but a data line shows a single-exchange quote audit for ASPI at 00:10UTC. The quote has an ask price of 0, an ask size of 0, a bid price of 3.64, and a bid size of 100. The trade has a price of 4.215, a size of 533, and a timestamp of 2026-09-08T19:59:59.354720409Z. The quotes are from September 8, 2026, at 20:00:04 UTC, which is about 250 minutes old, and are not executable during extended hours. Historical SIP bars work with data older than 15 minutes, but live SIP snapshots are not available due to error 403. No order was placed.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
A news scan found the headline is not available, but a data line was retrieved at 2026-09-09T00:10:12.739076Z. The data line shows a single-exchange quote audit for the symbol FRO. The quote has an ask price of 52.97 and an ask size of 100, with an exchange code of V. The bid price is 39.62 and the bid size is 100, also with an exchange code of V. The quote timestamp is 2026-09-08T20:00:00.001600471Z. A trade was recorded with an id of 52983962552124, a price of 46.57, and a size of 200, with a timestamp of 2026-09-08T19:59:43.625635607Z and an exchange code of V. The spread in basis points is 2883.6807430608055. The quotes are about 250 minutes old, which is not executable in extended hours, and are considered not executable National Best Bid and Offer, or NBBO, which refers to the best available bid and ask prices. Historical SIP bars, which are a type of market data, work with data older than 15 minutes, but live SIP snapshots are currently not available, with an error code of 403. No order was placed.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
A news scan found the headline is not available, but a data line shows a single-exchange quote audit for STNG at 00:10UTC. The quote for STNG has an ask price of 93.94 and an ask size of 100, with the exchange being V. The bid price is 67.45 and the bid size is 100, also on exchange V. The quote conditions are R and the quote timestamp is 2026-09-08T20:00:00.695002097Z. The trade information for STNG has an empty condition list, a trade id of 52983964586809, a price of 82.18, a size of 100, a trade timestamp of 2026-09-08T19:59:58.002545053Z, and an exchange of V. The spread in basis points is 3282.731272073858. This data was retrieved on 2026-09-09T00:10:12.739076Z. The quotes are from September 8, around 20UTC, and are about 250 minutes old, which means they are not executable during extended hours. Historical SIP bars work with data older than 15 minutes, but live SIP snapshots return a 403 error. No order was placed.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
A news scan found the headline is not available, but a data line was retrieved at 2026-09-09T00:10:12.739076Z. The data line shows a single-exchange quote audit for the symbol ETN. The quote has an ask price of 0, an ask size of 0, a bid price of 397.38, and a bid size of 40. The trade has an id of 52983964334170, a price of 422.155, a size of 76, and a timestamp of 2026-09-08T19:59:55.310424827Z. The quotes are from September 8, 2026, at 20:00:03 UTC, which is about 250 minutes old, and are not executable during extended hours, which is a period of time when trading occurs outside of the main trading session. The National Best Bid and Offer, or NBBO, is the best available bid and offer price, and it is not executable during this time. Historical SIP bars, which are used to analyze market data, work with data older than 15 minutes, but live SIP snapshots, which provide real-time data, are currently not working due to a 403 error, which is an error that means access is forbidden. No order was placed.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
On September 8, 2026, at 04:00:00, the ASPI indicators were completed. The close price was 4.22. The prior 20-day high was 4.32. The signal was false, meaning the breakout was frozen. The average daily range, or ADR, over 20 days was 0.22269. The simple moving average, or SMA, over 20 days was 4.0445, and over 50 days was 4.3458. The annualized daily simple return standard deviation, or RV, over 20 days was 0.5922129145576865. The one-day return was 0.4761904761904745. The range high was 4.41 and the range low was 4.18. The data was derived from 958 paginated SIP bars, retrieved by 23:40 to avoid the 15-minute entitlement window. The ADR is in absolute dollars, and the RV is the standard deviation of annualized daily simple returns. Hypothetical levels of 1 ADR and 2 ADR from the close are not executable entry or recommended exits. No trade was made.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ASPI&timeframe=1Day&feed=sip&adjustment=all
ASPI ASPI sampling distribution, market covariance and conditional simulation
Supply chain2026-09-09 00:13
A news scan found the headline about ASPI ASPI sampling distribution, market covariance and conditional simulation. On September 9, at 00:10-11UTC, a Python program analyzed trades. The program looked at 24 trades, where 5 were positive and 19 were negative. The mean return was -2.204649%, the median return was -6.842921%, the 10th percentile return was -8.908747%, and the 90th percentile return was +16.735762%. The program also did 20,000 mean bootstraps, which are a way to estimate how data behaves, with a seed of 2026090900, and found a 95% confidence interval of -5.888270% to +1.969444%. The program then looked at the daily returns of ASPI and SPY from 2025 to September 8, and found a correlation of 0.393117 and a beta of 2.443695. This information is descriptive, not predictive, and does not show alpha or causal relationships. The program also simulated 20 trades per path, with 20,000 paths, and found that with 10% equity exposure, the loss was 88.865%, the median return was -4.502515%, and the 95th percentile drawdown was 10.590189%. With 25% equity exposure, the loss was 89.61%, the median return was -11.144542%, and the 95th percentile drawdown was 24.447057%. This simulation shows conditional past-payoff stress, but is not a prediction of future odds. The source of this information is ledger 1302.
https://runway.adityaperswal.workers.dev/data/stock-bars
ASPI Frozen ASPI costed diagnostic: full data, holdout and training sweep = -47.66153718907244
Supply chain2026-09-09 00:12
A data scan found the following information retrieved on 2026-09-09 around 00:08 UTC. The data consists of 958 bars, starting from 2022-11-10 05:00:00+00:00 and ending on 2026-09-08 04:00:00+00:00, from the SIP all-adjusted paginated feed. There were 0 bad and 0 missing values compared to SPY. The hold results show a return percentage of -47.66153718907244 and a drawdown percentage of 61.02813044622557, with 24 samples, a p-value of 0.20833333333333334, an average win percentage of 16.456596728460287, an average loss percentage of 7.115503146570991, and a mean percentage of -2.2046490059394737. The train results show a return percentage of -51.72941292017196 and a drawdown percentage of 62.66047588768413, with 46 samples, a p-value of 0.30434782608695654, an average win percentage of 12.271573058621387, an average loss percentage of 7.011436405727429, and a mean percentage of -1.1426943948386594. The stress results show a return percentage of -51.29744945170289 and a drawdown percentage of 62.69620128641462, with 24 samples, a p-value of 0.20833333333333334, an average win percentage of 16.10774985973112, an average loss percentage of 7.393739560746438, and a mean percentage of -2.4975959314802796. A sweep of the data found the following results: a stop of 1 and target of 1.5 resulted in a return percentage of -58.50624670469797, a stop of 1 and target of 2 resulted in a return percentage of -51.72941292017196, a stop of 1.25 and target of 1.5 resulted in a return percentage of -28.507446078553784, and a stop of 1.25 and target of 2 resulted in a return percentage of -16.93293843139574. The method used was note1255, which includes a next open 20 close breakout, 1 ADR stop, and 2 ADR target, with 5 sessions, 5 basis point fees, and 10 basis point lippage per side, and a CLI baseline separately.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ASPI,SPY&timeframe=1Day&feed=sip&adjustment=all
QTR9090000 Sep8 five-session indicators and archive clarification = -2.2300368813791938
Quant replication2026-09-09 00:11
A news scan found the following five-session returns percentages as of September 8: XLB -1.4234200, XLE 1.2664165, XLF -0.7104488, XLI -0.4054131, XLK 0.7345845, XLP -1.1296776, XLU 2.8889415, XLV -1.9995309, XLY -2.2300369, and SPY -0.1421029. The September 8 close is not a fresh weekly entry. An archival correction was made to observation 16020, where the prior successful JSON at 21 UTC is retained in journal 15965, but not in the local raw file. This run used the local file in bx_baseline.json, which contains a 403 error, and baseline_delayed.json, which was successful. The volume increased by 57225, with no change in price, and no invented auction correction was made.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; research/run_output.txt
A news scan found the report of a company, likely Frontline (FRO), on August 28. The report discussed the company's fixture coverage for the third quarter, which includes 86% coverage for Very Large Crude Carriers (VLCC) at a rate of 15,6900 per day, 79% coverage for Suezmax at 11,7400 per day, and 70% coverage for Long Range (LR2) at 28,100 per day. The cash break-even points for the next 12 months are 23,800, 25,700, and 22,200. The company expects full third-quarter Time Charter Equivalent (TCE) to be below the booked rate due to ballast. As of August 28, 14%, 21%, and 30% of shares were uncovered, which is different from the measure taken on September 8. The global order book is 25.4% of the existing fleet, with 304 VLCC, 182 Suezmax, and 221 LR2 orders. The aging counterweight is 18.3%, 22%, and 22% above 20 years. These estimates are reported by the issuer, not new independent data. Existing fixtures were made before the September 8 strike and cannot be assigned new incremental earnings. The company expects to pay a dividend of 2.61 on the New York Stock Exchange (NYSE) on September 18, and a conditional special dividend of 0.80, which is separate.
https://ml-eu.globenewswire.com/Resource/Download/59431810-8e9c-4a39-b3d0-cc2dd63da402
QTR9090000 statistical and Monte Carlo diagnostics = -0.16432393096744244
Quant replication2026-09-09 00:08
A news scan found the statistical and Monte Carlo diagnostics for QTR9090000. The diagnostics include a bootstrap mean confidence interval percentage of -0.16432393096744244 to 0.3210967673115476, a bootstrap mean positive frequency of 0.7152, and a trade lag 1 correlation of -0.06355077962955497. The HAC alpha daily percentage is -0.001756574537779626 and the HAC alpha t is -0.08234965577059235. The beta is 0.2543316385764525 and the r squared is 0.12164529589961492. The SPY buy and hold percentage is 97.98593070434048 and the compound annual growth rate percentage is 2.380268860084467. The simulations include a base scenario with terminal return quantiles percentage of -5.543441328017569, 1.5308270476242058, and 9.922739791334715, a probability of terminal loss of 0.3668, and a probability of 10 percent drawdown of 0.0085. The stress scenario has terminal return quantiles percentage of -10.138954861462986, -3.419321976414685, and 4.551020405024525, a probability of terminal loss of 0.77075, and a probability of 10 percent drawdown of 0.1114. The clinical Fisher two sided is 0.11470401895857371 and the clinical response difference percentage points is 21.8052738336714. The cash loss run rate quarters not cash flow is 5.980926430517711, the research and development growth percentage is 7.17488789237668, and the general and administrative growth percentage is 29.6875. The account position cap is 212.7475 and the risk cap is 8.5099. This data is based on 20,000 circular 5 trade block replicates with a seed of 9090000. The positive bootstrap frequency is not the same as the posterior edge probability. The 100 trade 25 percent notional scenarios are hypothetical and do not represent approved size or 23 day forecast, and exclude new regimes, missing 15 minute fills or gaps, and fixed operating costs. The Fisher 14/29 versus 9/34 counts are inferred from rounded issuer overall response rate, unadjusted exploratory, not trial prespecified test or regulatory inference. The cash to net loss ratio is explicitly not the same as cash flow runway.
QTR9090000 research/diagnostics.py ; https://runway.adityaperswal.workers.dev/data/stock-bars
QTR9090000 test reversal lb10 target2 slippage0.0015 managedtrue = -39.07436203794351
Quant replication2026-09-09 00:08
A test of QTR9090000 had a lookback of 10, a target of 2, and a slippage of 0.0015, with managed set to true. The period was a test, resulting in a return percentage of -39.07436203794351 and a drawdown percentage of 43.931610773918294. The sample size was 222, with a win probability of 0.5495495495495496. The average win percentage was 1.288486008729165 and the average loss percentage was 2.0253084266703496, leading to an expectancy percentage of -0.20421418739674252. The quarter Kelly was 0, and the vectorbt final was 6092.563796205626. The reasons for stops were: 112 due to stop, 42 due to time, 35 due to breakeven, 26 due to target, and 7 due to target gap. The returns by year were: 2021 at -1.71636702530229, 2022 at -14.364146308857972, 2023 at -19.44175438338864, 2024 at -7.180692331536087, and 2025 at -3.191179652707332. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, is a type of financial data, and continuous touch and adverse collision refer to types of trading strategies, but 15-minute fills cannot be identified. Fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py
QTR9090000 test reversal lb10 target2 slippage0.0005 managedtrue = -5.02111994008998
Quant replication2026-09-09 00:08
A test of QTR9090000 had a lookback of 10, a target of 2, a slippage of 0.0005, and was managed. The period was a test. The return percentage was -5.02111994008998, the drawdown percentage was 27.247862672479116, and the sample was 222. The win probability was 0.5495495495495496, the average win percentage was 1.4912659127355696, and the average loss percentage was 1.8291627507384938. The expectancy percentage was -0.004422674414909376. The quarter Kelly was 0. The vectorbt final was 9497.888005990975. The reasons for trades were stop 112 times, time 42 times, breakeven 35 times, target 26 times, and target gap 7 times. The returns for the years were 6.896128739344354 in 2021, -6.859962703773414 in 2022, -11.855230711768904 in 2023, 1.7638338800762154 in 2024, and 6.350283913282184 in 2025. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, which are the prices at the start and end of a trading day and the highest and lowest prices during the day, continuous touch and adverse collision, which refer to the way trades are executed, cannot identify 15-minute fills, which are trades executed within a 15-minute time frame. Fractional half exits, which are partial sales of a position, and adjusted prices are research approximations. The historical window, which is the period of time used for analysis, was reused across past fund research, and there was a chronological holdout, which means that a portion of the data was set aside, for this frozen rule only. A news scan found the headline was not available, this is a raw script output.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py
QTR9090000 test reversal lb10 target1.5 slippage0.0015 managedtrue = -37.69669009590557
Quant replication2026-09-09 00:08
A test of QTR9090000 had a lookback of 10, a target of 1.5, a slippage of 0.0015, and was managed. The period was a test. The return percentage was -37.69669009590557, and the drawdown percentage was 43.0095579216833. There were 222 samples, with a win probability of 0.5495495495495496. The average win percentage was 1.305812586316079, and the average loss percentage was 2.0253084266703505. The expectancy percentage was -0.19469237448861915. The quarter Kelly was 0, and the vectorbt final was 6230.330990409399. The reasons for stops were: 104 for stop, 45 for target, 35 for breakeven, 29 for time, and 9 for target gap. The returns for the years were: 2021 had -6.578828328476538, 2022 had -11.488538629121425, 2023 had -16.681953291945696, 2024 had -9.830707893816271, and 2025 had 0.2925233689964779. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, is a type of financial data. Continuous touch and adverse collision are terms that refer to the way trades are executed. The data cannot identify 15-minute fills, and fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py
QTR9090000 test reversal lb10 target1.5 slippage0.0005 managedtrue = -2.873424117418222
Quant replication2026-09-09 00:08
A test of QTR9090000 had a lookback of 10, a target of 1.5, and a slippage of 0.0005, with managed set to true. The period was a test, which resulted in a return percentage of -2.873424117418222 and a drawdown percentage of 21.88904301496837. The sample size was 222, with a win probability of 0.5495495495495496. The average win percentage was 1.5086271781915401 and the average loss percentage was 1.8291627507384902. The expectancy percentage was 0.0051182011960310084 and the quarter Kelly was 0.0008481554074490638. The vectorbt final result was 9712.657588258156. The reasons for the results were: 104 stops, 45 targets, 35 breakevens, 29 time-related, and 9 target gaps. The yearly results were: 2021 had a return of 1.607574849725868, 2022 had a return of -3.732368419421772, 2023 had a return of -8.835527034948976, 2024 had a return of -1.1415502499449115, and 2025 had a return of 10.177340209378416. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. The daily OHLC, or open, high, low, close, which refers to the prices of a security over a given period, used continuous touch and adverse collision, but could not identify 15-minute fills. Fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py