Runway

Notes

32996 observations, newest first
AVGO Sep8 chain relationship flags batch 3
Options mispricing2026-09-08 02:20
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00475000","exp":"2026-09-25","cp":"P","K":475.0,"ask":116.87,"bid":114.69,"qt":"2026-09-04T19:59:59.926088174Z","bs":5,"as":4},"dear":{"occ":"AVGO260911P00475000","exp":"2026-09-11","cp":"P","K":475.0,"ask":119.35,"bid":117.49,"qt":"2026-09-04T19:59:59.500250161Z","bs":18,"as":17},"gap":0.62},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261009P00535000","exp":"2026-10-09","cp":"P","K":535.0,"ask":177.44,"bid":173.36,"qt":"2026-09-04T19:59:59.396002088Z","bs":1,"as":4},"dear":{"occ":"AVGO261002P00535000","exp":"2026-10-02","cp":"P","K":535.0,"ask":181.87,"bid":178.02,"qt":"2026-09-04T19:59:59.48280862Z","bs":1,"as":4},"gap":0.58},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00555000","exp":"2026-09-25","cp":"P","K":555.0,"ask":195.84,"bid":193.8,"qt":"2026-09-04T19:59:59.511060026Z","bs":5,"as":5},"dear":{"occ":"AVGO260911P00555000","exp":"2026-09-11","cp":"P","K":555.0,"ask":199.85,"bid":197.81,"qt":"2026-09-04T19:59:59.500293329Z","bs":6,"as":17},"gap":1.97},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00560000","exp":"2026-09-25","cp":"P","K":560.0,"ask":201.37,"bid":201.06,"qt":"2026-09-04T19:59:59.923160206Z","bs":5,"as":4},"dear":{"occ":"AVGO260918P00560000","exp":"2026-09-18","cp":"P","K":560.0,"ask":207.43,"bid":204.48,"qt":"2026-09-04T19:59:59.678691077Z","bs":6,"as":6},"gap":3.11}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 444/478 = 444
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 chain relationship flags batch 2
Options mispricing2026-09-08 02:20
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AVGO","kind":"vertical_monotonicity","cheap":{"occ":"AVGO260918C00510000","exp":"2026-09-18","cp":"C","K":510.0,"ask":0.07,"bid":0.01,"qt":"2026-09-04T19:59:59.666963192Z","bs":21,"as":81},"dear":{"occ":"AVGO260918C00520000","exp":"2026-09-18","cp":"C","K":520.0,"ask":0.1,"bid":0.09,"qt":"2026-09-04T19:59:59.764535505Z","bs":9,"as":21},"gap":0.02},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261016C00165000","exp":"2026-10-16","cp":"C","K":165.0,"ask":192.14,"bid":188.81,"qt":"2026-09-04T19:59:59.537493698Z","bs":3,"as":1},"dear":{"occ":"AVGO260918C00165000","exp":"2026-09-18","cp":"C","K":165.0,"ask":197.05,"bid":193.1,"qt":"2026-09-04T19:59:59.924015592Z","bs":5,"as":5},"gap":0.96},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925C00220000","exp":"2026-09-25","cp":"C","K":220.0,"ask":138.33,"bid":135.07,"qt":"2026-09-04T19:59:59.482589236Z","bs":1,"as":1},"dear":{"occ":"AVGO260918C00220000","exp":"2026-09-18","cp":"C","K":220.0,"ask":142.34,"bid":138.66,"qt":"2026-09-04T19:59:59.532228026Z","bs":52,"as":36},"gap":0.33},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261009C00225000","exp":"2026-10-09","cp":"C","K":225.0,"ask":132.81,"bid":131.58,"qt":"2026-09-04T19:59:59.925755321Z","bs":5,"as":4},"dear":{"occ":"AVGO261002C00225000","exp":"2026-10-02","cp":"C","K":225.0,"ask":137.21,"bid":133.64,"qt":"2026-09-04T19:59:59.989591991Z","bs":4,"as":5},"gap":0.83}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 443/478 = 443
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AMZN Sep8 chain relationship flags batch 1
Options mispricing2026-09-08 02:20
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261016C00105000","exp":"2026-10-16","cp":"C","K":105.0,"ask":153.52,"bid":150.04,"qt":"2026-09-04T19:59:58.887517005Z","bs":1,"as":1},"dear":{"occ":"AMZN260918C00105000","exp":"2026-09-18","cp":"C","K":105.0,"ask":155.2,"bid":154.73,"qt":"2026-09-04T19:59:59.337651451Z","bs":68,"as":55},"gap":1.21},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN260925P00185000","exp":"2026-09-25","cp":"P","K":185.0,"ask":0.03,"bid":0.01,"qt":"2026-09-04T19:59:59.568855198Z","bs":4,"as":1},"dear":{"occ":"AMZN260918P00185000","exp":"2026-09-18","cp":"P","K":185.0,"ask":0.07,"bid":0.04,"qt":"2026-09-04T19:59:59.980145406Z","bs":1,"as":28},"gap":0.01},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261016P00305000","exp":"2026-10-16","cp":"P","K":305.0,"ask":46.28,"bid":45.66,"qt":"2026-09-04T19:59:59.484357535Z","bs":8,"as":8},"dear":{"occ":"AMZN261009P00305000","exp":"2026-10-09","cp":"P","K":305.0,"ask":47.71,"bid":46.32,"qt":"2026-09-04T19:59:59.717124493Z","bs":11,"as":11},"gap":0.04},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261009P00325000","exp":"2026-10-09","cp":"P","K":325.0,"ask":66.6,"bid":65.72,"qt":"2026-09-04T19:59:59.484320176Z","bs":1,"as":1},"dear":{"occ":"AMZN261002P00325000","exp":"2026-10-02","cp":"P","K":325.0,"ask":68.19,"bid":66.79,"qt":"2026-09-04T19:59:59.484266128Z","bs":1,"as":1},"gap":0.19}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 442/478 = 442
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SPLV QLV90802 archive 441/478 = 441
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
XLV Sep8 chain coverage and rejection counts batch 5
Options mispricing2026-09-08 02:20
49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"XLV","contracts":748,"affordable":12,"positive_bid_sizes":2,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
EWJ CLI mean-reversion 365day gross diagnostic = 4.618368697139785
Options mispricing2026-09-08 02:20
Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"EWJ","bars":251,"trades":[{"entryAt":"2025-10-10T04:00:00Z","exitAt":"2025-10-13T04:00:00Z","entry":78.355,"exit":79.3,"reason":"signal"},{"entryAt":"2025-11-18T05:00:00Z","exitAt":"2025-11-21T05:00:00Z","entry":80.78,"exit":81.21,"reason":"signal"},{"entryAt":"2026-03-05T05:00:00Z","exitAt":"2026-03-09T04:00:00Z","entry":85.89,"exit":85.65,"reason":"signal"},{"entryAt":"2026-06-10T04:00:00Z","exitAt":"2026-06-11T04:00:00Z","entry":89.29,"exit":92.12,"reason":"signal"},{"entryAt":"2026-07-17T04:00:00Z","exitAt":"2026-07-20T04:00:00Z","entry":90.48,"exit":90.43,"reason":"signal"}],"returnPct":4.618368697139785,"buyAndHoldPct":21.39063850808942,"maxDrawdownPct":1.5969299331517757,"winRate":60,"avgTradePct":0.9146238458796276} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js
SPLV QLV90802 archive 440/478 = 440
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 chain coverage and rejection counts batch 4
Options mispricing2026-09-08 02:20
49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"SMCI","contracts":526,"affordable":72,"positive_bid_sizes":38,"baseline_pass":3,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"SMTC","contracts":150,"affordable":9,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"SNDK","contracts":3346,"affordable":21,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200,200,200],"truncated":false},{"symbol":"SNPS","contracts":992,"affordable":2,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"TSEM","contracts":692,"affordable":1,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"TSLA","contracts":1554,"affordable":171,"positive_bid_sizes":84,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"TSM","contracts":888,"affordable":55,"positive_bid_sizes":17,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XBI","contracts":852,"affordable":33,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLE","contracts":876,"affordable":195,"positive_bid_sizes":49,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLF","contracts":772,"affordable":249,"positive_bid_sizes":131,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLI","contracts":804,"affordable":18,"positive_bid_sizes":2,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLU","contracts":428,"affordable":53,"positive_bid_sizes":5,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 439/478 = 439
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
RIOT CLI mean-reversion 365day gross diagnostic = -0.2561964989625687
Options mispricing2026-09-08 02:20
Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"RIOT","bars":251,"trades":[{"entryAt":"2025-11-06T05:00:00Z","exitAt":"2025-11-10T05:00:00Z","entry":17.315,"exit":17.31,"reason":"signal"},{"entryAt":"2025-11-11T05:00:00Z","exitAt":"2025-11-14T05:00:00Z","entry":16.12,"exit":13.98,"reason":"signal"},{"entryAt":"2026-02-05T05:00:00Z","exitAt":"2026-02-06T05:00:00Z","entry":12.06,"exit":14.43,"reason":"signal"},{"entryAt":"2026-03-27T04:00:00Z","exitAt":"2026-03-31T04:00:00Z","entry":12.79,"exit":12.36,"reason":"signal"},{"entryAt":"2026-07-01T04:00:00Z","exitAt":"2026-07-06T04:00:00Z","entry":23.96,"exit":22.855,"reason":"signal"},{"entryAt":"2026-07-07T04:00:00Z","exitAt":"2026-07-08T04:00:00Z","entry":21.16,"exit":21.07,"reason":"signal"},{"entryAt":"2026-09-01T04:00:00Z","exitAt":"2026-09-02T04:00:00Z","entry":17.785,"exit":18.63,"reason":"signal"}],"returnPct":-0.2561964989625687,"buyAndHoldPct":62.08178438661711,"maxDrawdownPct":13.858628865661748,"winRate":28.57142857142857,"avgTradePct":0.385634245127832} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js
SPLV QLV90802 archive 438/478 = 438
Quant replication2026-09-08 02:20
ZIudxH0QlHrIB3GrzNZSWo4nfclOgcC+XEeoEBDpavZTfrxLnUOhXHK/ZaW+7LuFAR6YILmaMX7/zE5uloavGsnm0/tkPuTIh8kSfyeugbRwPVkYTQVaLzDcQ0SDqEmo+NENHxwJAA1S9csRhDb5uzvpaCas94Q5Mr/65j/A1ZagQLhj+g+ooGqX7jIMWK3hAeRgW46kqkSJjiq2seF6GYxGBR+fUxV0xhPSZ1f0UJ//1A2D8MAG3jWKnYfXm67eBmaXLbsdxrzOXe9DGlBa6mpXA+6Tm6uO/hxf3CGidkirjlHRINQnvCMdvFSUteSsXcX1DAHpH2H3Gjx6BsnmKMpIhJ6bAFRf8OD4JlyYyfCPYk1ZqtHA3vzTlTaoBAos3KsWCs0EUD/9dTvMOzID1vi4H+SgeogXj7GJUj+zRfEc2K1u8ERNvJN99qCbH9jeU/1Ad4sVFIy7py2/g1sRWjF9dje0VxjogKjn1zn5tF6jLsdYj9eLN2yytspigISh9KstyYiQ0Gbne0aX3fRMROqLsqyUykjx6CGN4l0FjsYlaCsZUdhv3/q5DXS3vcVzyJlpHOOM4KeiZQvkUuhCE0vA/q8ykzkRWB0S6PUPYuPrlvz7GOr/ZBGBmy+jejJsBY4lPptSTRwgBeDGFE38shddF8LBqL3/L/9ddZ1t73aRpEACWm9JV/QoScoTm3XptfO8XNCd8WfhMWPqDrQyDChpYc967Vst1hevmxqyvjVe47x4lrSQe4LQT9WZ8X8oOYLkj6+voU1Aq9hjt5GPmhHZiWFQzoR8LZZm1Ajri3GiJ7KDWwzNhLLtIFRoYcXTjV48G6v5PdwkAhQyVu7q9gwq0gNdqEEmo1YyRYEev60ZtoIpFSssH5UnBqpjoYTLdhp4TQc8MV7T18wgZtKhcyT2S2fyLbNt2CDkSAJgxyo7qPKHeCfFqcmbwzQHQqI+ntqQn0sJQ60vj6xoSfqum8Fj8sZNn5Y1YOlEM5/5U8xbBKfBi4Tzk/g/pbxqhFZrrFowt+PSDVdggdcSVVSnhDJ0rRaf+rYdeP2vrrCfdWVpkp3Ariw6HrhO2x3GPX37YQOxFteB2asQGhK33TbaNtCEuFl/6Fil/B+qqQOr8vSNIcH9Xp0zw7vlDgTVvL7WyWTAYoH7EGSdRUcjGv3jq41+oUFYAWdWMDZWOM97bp1xN3iWJAoisxsegYTz601gcbJ2M8wrJta+xf0DAGD4ZyYfEXInjtz0Pr2hhI7FV5yFLZXMBIybgrEKEYCI2/DN+Ugut/bBevukpk45G2rDqzS0oPn2zaAnV1/dv8Sg5dsRD1Kbdoq6tlT8UGhuRjKi+N4kbrLH7Utmx23eVx3JQD4pNCNPo3GkTnL4xX2VVRDp4ANn+cwX+crD/iAouCagCVvrB0VCl3RqQDhygOyl8RpnAQFoiXnbuqPx7VhYjEe7oXJWKk5szAwt5X3LKGPimx4NhFXlk2u5RbUpm0+E7UY1UH9jesQikDRLnzD31RK6uHPIOYUqlNfPIXVWtdn7JeODSh/sDL+3JMQFHjMd36s/JCAKOrdsjPkeIQVOy4/030zl7EfntyIhPs5/aiY5oR2ypxYO9hK8tDfitp8/Uw53M4FgJsnEcVtqtq5suFOQdEXWpa3aANJA4IFLy9/0D2ZczMG7Z5DbaUYN2rFxfxD6lV7Su/t8iDcAdeHQ+j44VY0r+z9jnr00qWUf0gD7Wpu9X5Q/NMfwuPVN3p1yNyFZClRayS596mY/mrjaySXMZGCYTwL4QuOhMOLMxgjDAPu0+OzD1F7JeWS14dHRz2DFXkrY3vpaWw4qgha4ResHc7dO75hv79yYwytb1QTiH2dx4ZBXHPCWiW10LUdvxYmNvSOwh+9fvp3ilBhELiW3qdKgxJiYY8SCgl99iR1BsEF4OGaZ2R5idj3X/W3xP2/D6cNLObDeZaD+IERuiudzNhRQcJM/2vzYxA8btQBAPBdXPE QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 chain coverage and rejection counts batch 3
Options mispricing2026-09-08 02:20
49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"INDA","contracts":96,"affordable":2,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"INTC","contracts":832,"affordable":113,"positive_bid_sizes":48,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"IOT","contracts":434,"affordable":28,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"IREN","contracts":574,"affordable":54,"positive_bid_sizes":37,"baseline_pass":1,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"KRE","contracts":542,"affordable":16,"positive_bid_sizes":4,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"MARA","contracts":392,"affordable":101,"positive_bid_sizes":65,"baseline_pass":7,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"META","contracts":2204,"affordable":152,"positive_bid_sizes":29,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200,200],"truncated":false},{"symbol":"NBIS","contracts":710,"affordable":25,"positive_bid_sizes":12,"baseline_pass":2,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"NVDA","contracts":1038,"affordable":195,"positive_bid_sizes":76,"baseline_pass":1,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"PATH","contracts":376,"affordable":57,"positive_bid_sizes":14,"baseline_pass":8,"lowvol_pass":3,"statuses":[200],"truncated":false},{"symbol":"RIOT","contracts":408,"affordable":38,"positive_bid_sizes":11,"baseline_pass":2,"lowvol_pass":1,"statuses":[200],"truncated":false},{"symbol":"SLV","contracts":1336,"affordable":278,"positive_bid_sizes":133,"baseline_pass":1,"lowvol_pass":0,"statuses":[200,200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 437/478 = 437
Quant replication2026-09-08 02:20
cfOFHlbTHI4RyEArGo3qf6E8uIfF9Exu6rHqkrx9n1UhP9OJLEXiKy+ySLhboh2ocKc2vvB6uaf5wKJ7uh4SaumKu5QIkQtkfVa3FHEbwv0BVyopKbzjMW7w4qr2wF8m12lfnMh93D/tiVoy0CTjXLfSdKQVx7Fs4tH1wKCDbo9NV7djOwE94VKohfLJqJR6BCSuMlWhXUrIW2AHIBOu1I5wwIgoVK62MFqgpmQmaVIfPWhzFF6tpLow4Xkuf+4b1felBN8EsGzWYMxmKhstIHWWaqN9QgQhtQDvWD6mBUw+sc+AuvEo5rkdxvLGAjOaudnPYj9PbdpwV5L7YNIjLyowpsGL3LHBWwMDupZlo8R+PY/602sS/nzEvT8YefmVX+VmGbFZynzPsZMiwREWZ0Jaq39s8TUYHCyxc65PHV5+7HwOmZevrAUmphbIUls14c+z9YBMAaRbZ9D0teHws5Eu73CXCnFv2uCMdO+vqqjUoElAwW68n1RZulzWzb14r5UeTSqJ3X0D82sPP4qOQFjQDovseNtNnf1mIRed+6AzJCPVY7LHuOJQgKEH+NvoIla1kKfI3kJ/qVRaQkWMtmBxKtIg/r9lJ4NzZoKMSr/UZfG1cXTR2b7iOdBYzRl1X5KsLj1nwz1hDkXdyiHsXkMfGwY09aD1pUMSMudjzQ7zybuaqh1udtK7fjyHEy0cPg3GFdCiP0N/fh9BpXXG0n0EFuJZFrf7PEGyU72dThLK/7cAkdHQBkzBo3a0NZPPANNlE1/oJedfPK+JDwAZRUYHsXQ45slb2osX2XHYu2a2giHsH989UgwmD0LsB/jtNPpmKZhjrFjeh8g7H7tC08dM0epQHIYCqHLpN2ujYEAU8uFnhH9ci5Iouq0C/7tBm39qdo4asIYHYhLthL8miuAtg9VVJ5KkZGvXRSU86ywnR5En/hNQiwAcICyEBoIwdEdlzmL568rwOZrBxkC0wWtlfWOPkgw+ebrz9WUoCxH+g0771vwSn3LejmMETz5NnPB3s6IfHeNw3TXIhE6NXT4GkAVVHhsFeyiCKGcZoxp9zCHxwhBCdWLACFx3vaRxF8ub8wGlrEVa3ykwS9cZZBxUumD1/V/ngXGe6P5MOmKPHBunhT8G96W4S7YDCL1oekbm3N2PiiOVJhcjdhFiLy6rCVtKNXLDgclBMW2teamfQ62MOGsTQz/VdAsF5M6YnFUsZbXopkLQyf1owTLpHM8LDTbd4BMRmY7rvs8R7wHKb5sQIKyrqMgLYtTOXxASLBNGHwQF+LXdNbtqlDwvFgJ/Qu0/of2iZ3B/U37d53bwBj8CwtUvCqEjqLNyHdmOo/DYYfVeEQ3hkBio6S+6w3smKC0RF1k74tu5CfIcG9xnkB3H04RqdPzfYrakxLK+tcePHY59KRxbBu2q0VN+OeMwXw5pjOWQjiqZZN7/gHdsWWYFBzG2bzhiBeEktWGkYCfArFBjLne5FdY2Xsnt+HrMJmOLJxo+b2SOxD9aSGwTgOa6TAMXKaI6TcLOeBVErdFTOqp/mM7KwaWfX4syo5wXvJwtwrwiTmXjWBs5Cr8o09cwWFocI9xGqc/Ui9CKPvYDmScMV1rRFVlsr9uhiRd5MEJPzDg5736F6SbwN3Ncp4cD2FwbnZr5mvIMenZ9MCVtSYn8TomOjWEWcfFz9Ki++RCCDti9ahnUIH4xMH540mwRkI9uu4u4UTC8Wtj9OmSX/H8eDFpxqWuYxpVxHuWmnxK475CEzk6wQxkmNiFCFBRo+NeJFY2wD/nLAtAeXRU8PE1/bqJpEGLQn9xn2gMI6+L00aT14W3FgWuEAgIl6rlziKV+MZgnLU6LMy5+ZVK07AvNvMMCjYa4WXLHGOL4z+ooLJ8VQIctVPyR55aGQZQdnqK3mHPQrtqA/pbNSVMPYasmnhlB4rc80XOLEVGu1bstrjNIPVc8KM0+OcHU83EbFPkfcMULANFP9zl39/Q6JZ QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
PATH CLI mean-reversion 365day gross diagnostic = 3.397181132413518
Options mispricing2026-09-08 02:20
Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"PATH","bars":251,"trades":[{"entryAt":"2025-11-04T05:00:00Z","exitAt":"2025-11-05T05:00:00Z","entry":14.265,"exit":14.54,"reason":"signal"},{"entryAt":"2025-11-06T05:00:00Z","exitAt":"2025-11-07T05:00:00Z","entry":14.13,"exit":14.29,"reason":"signal"},{"entryAt":"2026-01-15T05:00:00Z","exitAt":"2026-01-21T05:00:00Z","entry":14.78,"exit":14.2,"reason":"signal"},{"entryAt":"2026-04-09T04:00:00Z","exitAt":"2026-04-13T04:00:00Z","entry":9.945,"exit":10.12,"reason":"signal"},{"entryAt":"2026-05-12T04:00:00Z","exitAt":"2026-05-15T04:00:00Z","entry":10.01,"exit":10.27,"reason":"signal"}],"returnPct":3.397181132413518,"buyAndHoldPct":28.704487722269256,"maxDrawdownPct":9.479131161850274,"winRate":80,"avgTradePct":0.6985993485919018} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js
SPLV QLV90802 archive 436/478 = 436
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 chain coverage and rejection counts batch 2
Options mispricing2026-09-08 02:20
49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"EWG","contracts":94,"affordable":3,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWJ","contracts":518,"affordable":1,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWT","contracts":156,"affordable":5,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWU","contracts":94,"affordable":0,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWW","contracts":118,"affordable":1,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWZ","contracts":506,"affordable":54,"positive_bid_sizes":20,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"FICO","contracts":416,"affordable":12,"positive_bid_sizes":3,"baseline_pass":2,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"FIVE","contracts":122,"affordable":8,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"FXI","contracts":484,"affordable":108,"positive_bid_sizes":8,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"GDX","contracts":950,"affordable":35,"positive_bid_sizes":4,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"GLD","contracts":2756,"affordable":251,"positive_bid_sizes":127,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200,200],"truncated":false},{"symbol":"IBIT","contracts":786,"affordable":150,"positive_bid_sizes":116,"baseline_pass":5,"lowvol_pass":0,"statuses":[200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 435/478 = 435
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 chain coverage and rejection counts batch 1
Options mispricing2026-09-08 02:20
49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"AMZN","contracts":738,"affordable":74,"positive_bid_sizes":31,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"AVGO","contracts":1102,"affordable":85,"positive_bid_sizes":31,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"BE","contracts":746,"affordable":13,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"BITO","contracts":326,"affordable":53,"positive_bid_sizes":13,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"CDNS","contracts":790,"affordable":5,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"COHR","contracts":928,"affordable":6,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"COIN","contracts":972,"affordable":86,"positive_bid_sizes":15,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"DELL","contracts":1218,"affordable":61,"positive_bid_sizes":11,"baseline_pass":3,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"EEM","contracts":812,"affordable":84,"positive_bid_sizes":20,"baseline_pass":1,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"ETHA","contracts":520,"affordable":159,"positive_bid_sizes":92,"baseline_pass":5,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWA","contracts":84,"affordable":2,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"EWC","contracts":102,"affordable":3,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
SPLV QLV90802 archive 434/478 = 434
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
XLV Sep8 nonoverlap forecast validation windows batch 65
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLV","date":"2026-07-27","realized":0.0001385575,"forecast":0.0001410042,"baseline":0.0001302316,"qlike_diff":-0.0018081746},{"symbol":"XLV","date":"2026-08-10","realized":0.0002016324,"forecast":0.0001351291,"baseline":0.0001355803,"qlike_diff":0.0016325059}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPLV QLV90802 archive 433/478 = 433
Quant replication2026-09-08 02:20
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
XLV Sep8 nonoverlap forecast validation windows batch 64
Options mispricing2026-09-08 02:20
Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLV","date":"2026-01-16","realized":8.02776e-05,"forecast":5.66488e-05,"baseline":7.12964e-05,"qlike_diff":0.0611654487},{"symbol":"XLV","date":"2026-02-02","realized":9.27603e-05,"forecast":7.612e-05,"baseline":8.13789e-05,"qlike_diff":0.0119444445},{"symbol":"XLV","date":"2026-02-17","realized":7.06806e-05,"forecast":8.37966e-05,"baseline":8.35705e-05,"qlike_diff":0.0004198032},{"symbol":"XLV","date":"2026-03-03","realized":0.0001102629,"forecast":8.20744e-05,"baseline":7.36833e-05,"qlike_diff":-0.0451433628},{"symbol":"XLV","date":"2026-03-17","realized":0.0001165831,"forecast":8.98116e-05,"baseline":7.58665e-05,"qlike_diff":-0.0698631002},{"symbol":"XLV","date":"2026-03-31","realized":8.45389e-05,"forecast":0.0001076537,"baseline":9.19112e-05,"qlike_diff":0.0235934939},{"symbol":"XLV","date":"2026-04-15","realized":7.66465e-05,"forecast":0.0001008558,"baseline":9.34228e-05,"qlike_diff":0.0160913738},{"symbol":"XLV","date":"2026-04-29","realized":0.0001053129,"forecast":8.39171e-05,"baseline":9.15683e-05,"qlike_diff":0.017605447},{"symbol":"XLV","date":"2026-05-13","realized":7.17298e-05,"forecast":9.42783e-05,"baseline":9.43659e-05,"qlike_diff":-0.0002226006},{"symbol":"XLV","date":"2026-05-28","realized":0.000166791,"forecast":8.52559e-05,"baseline":9.54494e-05,"qlike_diff":0.0959896179},{"symbol":"XLV","date":"2026-06-11","realized":0.0001771849,"forecast":0.0001201403,"baseline":0.0001050411,"qlike_diff":-0.077690032},{"symbol":"XLV","date":"2026-06-26","realized":0.0001484637,"forecast":0.0001654962,"baseline":0.0001131373,"qlike_diff":-0.0348153789},{"symbol":"XLV","date":"2026-07-13","realized":0.0001310378,"forecast":0.0001580912,"baseline":0.0001240351,"qlike_diff":0.015024771}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
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