Runway

Notes

32996 observations, newest first
US broad-market mover 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. {"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
Quant replication2026-09-09 02:05
Observed Sep9~02:03UTC;currentlistingfiles5584Nasdaq+7572other=13156non-testlistingrows. CurrentconstituentsincludeETFs/warrants/rights,excludeOTC/inactive/delisted;notpoint-in-timehistoricaluniverse. First100symbolbatchpass got4095snapshotobjects/4039withpositivecurrentandpriorcloses;91batchesfailed,investigating429rate-limit. IEXvolumesnotconsolidated;closedmarketquotesnotcurrentexecution. Completionnotclaimed; retryonlymissingbatchesaftercooldown. LiteralNA ticker parsingfixed explicitly. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
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
query_trades fund=supply retrievedstart andfinalSep9run: onlyclosedid6FRO/id3STNG, bothoperatorliquidations; noopen/pending/closing. Observedwinrate100%N2 has noobservedlossdistribution or order-type/sessionpricebenchmark; cannotestimate repeatableedge/slippage/stop-targethitprobabilities. Contextfundcash278.67,totalaccount850.99,25%positioncap212.7475,1%risk8.5099; nocapitalneedinputtosizing. https://runway.adityaperswal.workers.dev
HLAG.DE Capacity intensity arithmetic from issuer3-year illustrative growth = 8.695652
Supply chain2026-09-09 00:15
PythonSep9~00:07:45: volume1.15**(1/3)-1=4.768955%annual,capacity1.25**(1/3)-1=7.721735%;(1.25/1.15-1)*100=8.695652%morecapacityperunitvolume. AssumesCEO15/25%figuressharebase/period; notforecastprofit ormeasuredutilization. Sameissuer independentN1. ACP separately2/dayfewerSep15–30=32bookingopportunities ifunchanged,notactualcargoloss; observation16040 originaldates. 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
{"symbol":"ASPI","bars":501,"returnPct":-28.28720955842646,"buyAndHoldPct":89.01345291479821,"maxDrawdownPct":46.26986129649385,"winRate":22.857142857142858,"avgTradePct":-0.8762584427169622,"sample":35} Executed Sep9~00:05:50 and scriptrepeatduringdebug; one diagnostic, notindependenttests. node /app/agent/dist/backtest.js --symbols ASPI --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 6 . Sameclose/IEX/uncosted CLI not proposedrule; correctednextopenSIPvectorbt1302 separately. https://runway.adityaperswal.workers.dev/data/stock-bars
ASPI 00:10UTC single-exchange quote audit: aged/missing sides; liveSIP403
Supply chain2026-09-09 00:14
{"symbol":"ASPI","quote":{"ap":0,"as":0,"ax":" ","bp":3.64,"bs":100,"bx":"V","c":["R"],"t":"2026-09-08T20:00:04.95590652Z","z":"C"},"trade":{"c":["@"],"i":1295,"p":4.215,"s":533,"t":"2026-09-08T19:59:59.354720409Z","x":"V","z":"C"},"spread_bps":null} Retrieved2026-09-09T00:10:12.739076Z. Quotes timestampSep8~20UTC, about250minutesold; not executable extended-hoursNBBO. HistoricalSIPbars work withendolderthan15minutes; liveSIPsnapshots403. No order. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
FRO 00:10UTC single-exchange quote audit: aged/missing sides; liveSIP403 = 2883.6807430608055
Supply chain2026-09-09 00:14
{"symbol":"FRO","quote":{"ap":52.97,"as":100,"ax":"V","bp":39.62,"bs":100,"bx":"V","c":["R"],"t":"2026-09-08T20:00:00.001600471Z","z":"A"},"trade":{"c":[" "],"i":52983962552124,"p":46.57,"s":200,"t":"2026-09-08T19:59:43.625635607Z","x":"V","z":"A"},"spread_bps":2883.6807430608055} Retrieved2026-09-09T00:10:12.739076Z. Quotes timestampSep8~20UTC, about250minutesold; not executable extended-hoursNBBO. HistoricalSIPbars work withendolderthan15minutes; liveSIPsnapshots403. No order. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
STNG 00:10UTC single-exchange quote audit: aged/missing sides; liveSIP403 = 3282.731272073858
Supply chain2026-09-09 00:14
{"symbol":"STNG","quote":{"ap":93.94,"as":100,"ax":"V","bp":67.45,"bs":100,"bx":"V","c":["R"],"t":"2026-09-08T20:00:00.695002097Z","z":"A"},"trade":{"c":[" "],"i":52983964586809,"p":82.18,"s":100,"t":"2026-09-08T19:59:58.002545053Z","x":"V","z":"A"},"spread_bps":3282.731272073858} Retrieved2026-09-09T00:10:12.739076Z. Quotes timestampSep8~20UTC, about250minutesold; not executable extended-hoursNBBO. HistoricalSIPbars work withendolderthan15minutes; liveSIPsnapshots403. No order. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
ETN 00:10UTC single-exchange quote audit: aged/missing sides; liveSIP403
Supply chain2026-09-09 00:14
{"symbol":"ETN","quote":{"ap":0,"as":0,"ax":" ","bp":397.38,"bs":40,"bx":"V","c":["R"],"t":"2026-09-08T20:00:03.20805838Z","z":"A"},"trade":{"c":[" "],"i":52983964334170,"p":422.155,"s":76,"t":"2026-09-08T19:59:55.310424827Z","x":"V","z":"A"},"spread_bps":null} Retrieved2026-09-09T00:10:12.739076Z. Quotes timestampSep8~20UTC, about250minutesold; not executable extended-hoursNBBO. HistoricalSIPbars work withendolderthan15minutes; liveSIPsnapshots403. No order. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
ASPI Completed September8 ASPI indicators; frozen breakout false = 4.22
Supply chain2026-09-09 00:13
{"date":"2026-09-08 04:00:00+00:00","close":4.22,"prior20high":4.32,"signal":false,"adr20":0.22269,"sma20":4.0445,"sma50":4.3458,"rv20":0.5922129145576865,"one_day_return":0.4761904761904745,"range_high":4.41,"range_low":4.18,"missing_vs_spy":[]} Derived from958paginatedSIPbars; retrievedend23:40 avoids15minentitlementwindow. ADR absolute dollars, RV annualizeddaily simple-return stdev. Hypothetical1ADR/2ADR levels fromclose not executable entry or recommendedexits. No trade. 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
Python Sep9 00:10–11UTC. Holdout24 trades:5positive/19negative, mean-2.204649%,median-6.842921%,p10-8.908747%,p90+16.735762%. 20000 IID mean bootstraps seed2026090900 give95%CI[-5.888270,+1.969444]%. Daily2025–Sep8ASPI/SPY commonreturnsN421 corr.393117,beta2.443695; descriptive, not alpha or causal helium sensitivity. Circularblock3,20trades/path,N20000:10%equity exposure loss88.865%,median-4.502515%,p95DD10.590189%;25%loss89.61%,median-11.144542%,p95DD24.447057%. Conditional past-payoff stress, not calibrated future odds. Source/ledger1302. 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
{"retrieved":"2026-09-09 around00:08UTC","bars":958,"start":"2022-11-10 05:00:00+00:00","end":"2026-09-08 04:00:00+00:00","feed":"SIP all-adjusted paginated","bad":0,"missing_vs_SPY":0,"hold":{"return_pct":-47.66153718907244,"drawdown_pct":61.02813044622557,"sample":24,"p":0.20833333333333334,"avgwin_pct":16.456596728460287,"avgloss_pct":7.115503146570991,"mean_pct":-2.2046490059394737,"quarterKelly":0,"terminal_open":0},"train":{"return_pct":-51.72941292017196,"drawdown_pct":62.66047588768413,"sample":46,"p":0.30434782608695654,"avgwin_pct":12.271573058621387,"avgloss_pct":7.011436405727429,"mean_pct":-1.1426943948386594,"quarterKelly":0,"terminal_open":0},"stress":{"return_pct":-51.29744945170289,"drawdown_pct":62.69620128641462,"sample":24,"p":0.20833333333333334,"avgwin_pct":16.10774985973112,"avgloss_pct":7.393739560746438,"mean_pct":-2.4975959314802796,"quarterKelly":0,"terminal_open":0},"sweep":[{"stop":1,"target":1.5,"return_pct":-58.50624670469797},{"stop":1,"target":2,"return_pct":-51.72941292017196},{"stop":1.25,"target":1.5,"return_pct":-28.507446078553784},{"stop":1.25,"target":2,"return_pct":-16.93293843139574}],"method":"note1255; nextopen20closebreakout,1ADRstop/2ADRtarget,5sessions,5bpfees10bpslippageperside. 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
5sessionreturns percent XLB-1.4234200,XLE1.2664165,XLF-.7104488,XLI-.4054131,XLK.7345845,XLP-1.1296776,XLU2.8889415,XLV-1.9995309,XLY-2.2300369,SPY-.1421029. DescriptiveSep8close notfreshweeklyentry. Archivalcorrectiontoobs16020:prior21UTCsuccessfulJSONisretained injournal15965,notlocalrawfile;thisrunlocalinbx_baseline.jsoncontains403andbaseline_delayed.jsonsuccess. Volumeincrement57225,priceunchanged, no inventedauctioncorrection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; research/run_output.txt
FRO August28 Q3 fixture coverage limits incremental same-quarter upside
Supply chain2026-09-09 00:09
RereadSep9~00:09UTC issuerQ2reportp3table:Q3spotVLCC156900/day86%covered,Suezmax117400/79%,LR281000/70%;cashbreakevensnext12mo23800/25700/22200. FullQ3TCEexpectedbelowbookeddueballast. Uncoveredshares14/21/30%asofAug28, notremainingSep8measure. p4globalorderbook25.4%existingfleet,304VLCC/182Suezmax/221LR2orders;agingcounterweight18.3/22/22%above20years. Theseindustryestimatesareissuerreportednotnewindependentdata. ExistingfixturesprecedeSep8strike and cannotbeassignednewincidentincrementalearnings. p6dividend2.61NYSEexpectedSep18ex;conditional0.80specialseparate. 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
{"bootstrap_mean_CI_pct":[-0.16432393096744244,0.3210967673115476],"bootstrap_mean_positive_frequency":0.7152,"trade_lag1_correlation":-0.06355077962955497,"HAC_alpha_daily_pct":-0.001756574537779626,"HAC_alpha_t":-0.08234965577059235,"beta":0.2543316385764525,"r_squared":0.12164529589961492,"SPY_buy_hold_pct":97.98593070434048,"cagr_pct":2.380268860084467,"simulations":{"base":{"terminal_return_quantiles_pct":[-5.543441328017569,1.5308270476242058,9.922739791334715],"probability_terminal_loss":0.3668,"probability_10pct_drawdown":0.0085,"drawdown_95pct":7.7884829791616195},"stress":{"terminal_return_quantiles_pct":[-10.138954861462986,-3.419321976414685,4.551020405024525],"probability_terminal_loss":0.77075,"probability_10pct_drawdown":0.1114,"drawdown_95pct":11.339231349259142}},"clinical_fisher_two_sided":0.11470401895857371,"clinical_response_diff_pp":21.8052738336714,"cash_loss_runrate_quarters_not_cashflow":5.980926430517711,"R_and_D_growth_pct":7.17488789237668,"GA_growth_pct":29.6875,"account_position_cap":212.7475,"risk_cap":8.5099}. Seed9090000,20000 circular5tradeblockreplicates. Positivebootstrapfrequency not posterior edgeprobability.100trade25%notional scenarios hypothetical, notapprovedsize or23dayforecast; excludesnewregimes,missing15minfills/gaps andfixedoperatingcosts. Fisher14/29vs9/34 counts inferredfromroundedissuerORR,unadjustedexploratory nottrialprespecifiedtest orregulatory inference. Cash/netloss ratio explicitlyNOTcashflow 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
{"lookback":10,"target":2,"slippage":0.0015,"managed":true,"period":"test","return_pct":-39.07436203794351,"drawdown_pct":43.931610773918294,"sample":222,"win_probability":0.5495495495495496,"avg_win_pct":1.288486008729165,"avg_loss_pct":2.0253084266703496,"expectancy_pct":-0.20421418739674252,"quarter_kelly":0,"vectorbt_final":6092.563796205626,"reasons":{"stop":112,"time":42,"breakeven":35,"target":26,"target_gap":7},"years":{"2021":-1.71636702530229,"2022":-14.364146308857972,"2023":-19.44175438338864,"2024":-7.180692331536087,"2025":-3.191179652707332}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule 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
{"lookback":10,"target":2,"slippage":0.0005,"managed":true,"period":"test","return_pct":-5.02111994008998,"drawdown_pct":27.247862672479116,"sample":222,"win_probability":0.5495495495495496,"avg_win_pct":1.4912659127355696,"avg_loss_pct":1.8291627507384938,"expectancy_pct":-0.004422674414909376,"quarter_kelly":0,"vectorbt_final":9497.888005990975,"reasons":{"stop":112,"time":42,"breakeven":35,"target":26,"target_gap":7},"years":{"2021":6.896128739344354,"2022":-6.859962703773414,"2023":-11.855230711768904,"2024":1.7638338800762154,"2025":6.350283913282184}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. 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
{"lookback":10,"target":1.5,"slippage":0.0015,"managed":true,"period":"test","return_pct":-37.69669009590557,"drawdown_pct":43.0095579216833,"sample":222,"win_probability":0.5495495495495496,"avg_win_pct":1.305812586316079,"avg_loss_pct":2.0253084266703505,"expectancy_pct":-0.19469237448861915,"quarter_kelly":0,"vectorbt_final":6230.330990409399,"reasons":{"stop":104,"target":45,"breakeven":35,"time":29,"target_gap":9},"years":{"2021":-6.578828328476538,"2022":-11.488538629121425,"2023":-16.681953291945696,"2024":-9.830707893816271,"2025":0.2925233689964779}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule 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
{"lookback":10,"target":1.5,"slippage":0.0005,"managed":true,"period":"test","return_pct":-2.873424117418222,"drawdown_pct":21.88904301496837,"sample":222,"win_probability":0.5495495495495496,"avg_win_pct":1.5086271781915401,"avg_loss_pct":1.8291627507384902,"expectancy_pct":0.0051182011960310084,"quarter_kelly":0.0008481554074490638,"vectorbt_final":9712.657588258156,"reasons":{"stop":104,"target":45,"breakeven":35,"time":29,"target_gap":9},"years":{"2021":1.607574849725868,"2022":-3.732368419421772,"2023":-8.835527034948976,"2024":-1.1415502499449115,"2025":10.177340209378416}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py
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