Notes

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLU","date":"2026-03-03","realized":3.97036e-05,"forecast":0.0001011668,"baseline":8.55536e-05,"qlike_diff":0.09600616},{"symbol":"XLU","date":"2026-03-17","realized":0.0002047351,"forecast":6.91168e-05,"baseline":8.2644e-05,"qlike_diff":0.3061034288},{"symbol":"XLU","date":"2026-03-31","realized":5.02798e-05,"forecast":0.0001241261,"baseline":0.000110847,"qlike_diff":0.0646207011},{"symbol":"XLU","date":"2026-04-15","realized":0.0001358123,"forecast":0.0001115445,"baseline":0.0001002461,"qlike_diff":-0.0304316698},{"symbol":"XLU","date":"2026-04-29","realized":0.0001363681,"forecast":0.0001043351,"baseline":0.0001125367,"qlike_diff":0.0195833185},{"symbol":"XLU","date":"2026-05-13","realized":9.81095e-05,"forecast":0.0001289467,"baseline":0.0001103834,"qlike_diff":0.0274858763},{"symbol":"XLU","date":"2026-05-28","realized":0.0001873569,"forecast":0.0001133237,"baseline":0.0001121087,"qlike_diff":-0.0071388054},{"symbol":"XLU","date":"2026-06-11","realized":7.12653e-05,"forecast":0.0001416068,"baseline":0.0001366978,"qlike_diff":0.0172088649},{"symbol":"XLU","date":"2026-06-26","realized":0.0001220804,"forecast":0.0001179335,"baseline":0.000115069,"qlike_diff":-0.001180142},{"symbol":"XLU","date":"2026-07-13","realized":9.14743e-05,"forecast":0.0001023564,"baseline":0.0001272868,"qlike_diff":-0.042944951},{"symbol":"XLU","date":"2026-07-27","realized":6.02997e-05,"forecast":0.0001077166,"baseline":0.0001197605,"qlike_diff":-0.0496931824},{"symbol":"XLU","date":"2026-08-10","realized":9.11916e-05,"forecast":7.73853e-05,"baseline":0.0001066448,"qlike_diff":0.002606491},{"symbol":"XLV","date":"2026-01-02","realized":7.67135e-05,"forecast":6.00488e-05,"baseline":6.4779e-05,"qlike_diff":0.0174610393}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLI","date":"2026-04-15","realized":0.0001089876,"forecast":0.0002174914,"baseline":0.0001581789,"qlike_diff":0.1305300697},{"symbol":"XLI","date":"2026-04-29","realized":0.0002106883,"forecast":0.0001554036,"baseline":0.0001578205,"qlike_diff":0.0053294812},{"symbol":"XLI","date":"2026-05-13","realized":9.15475e-05,"forecast":0.0001685804,"baseline":0.0001735504,"qlike_diff":-0.0135037553},{"symbol":"XLI","date":"2026-05-28","realized":0.0002752996,"forecast":0.0001442809,"baseline":0.0001721028,"qlike_diff":0.1321277038},{"symbol":"XLI","date":"2026-06-11","realized":0.0001644025,"forecast":0.0002080961,"baseline":0.000192911,"qlike_diff":0.013583283},{"symbol":"XLI","date":"2026-06-26","realized":9.68658e-05,"forecast":0.0002152156,"baseline":0.0001745706,"qlike_diff":0.1045177997},{"symbol":"XLI","date":"2026-07-13","realized":4.02169e-05,"forecast":0.0001439556,"baseline":0.0001597958,"qlike_diff":-0.0766985284},{"symbol":"XLI","date":"2026-07-27","realized":0.000196036,"forecast":8.7451e-05,"baseline":0.0001472826,"qlike_diff":0.3893728615},{"symbol":"XLI","date":"2026-08-10","realized":5.52975e-05,"forecast":0.0001289214,"baseline":0.0001453532,"qlike_diff":-0.0714749303},{"symbol":"XLU","date":"2026-01-02","realized":0.0001132858,"forecast":5.46105e-05,"baseline":6.21635e-05,"qlike_diff":0.1225050927},{"symbol":"XLU","date":"2026-01-16","realized":6.08268e-05,"forecast":8.14845e-05,"baseline":7.09835e-05,"qlike_diff":0.0275337929},{"symbol":"XLU","date":"2026-02-02","realized":0.0001571863,"forecast":8.15521e-05,"baseline":7.2714e-05,"qlike_diff":-0.1195637098},{"symbol":"XLU","date":"2026-02-17","realized":8.59255e-05,"forecast":0.0001105921,"baseline":9.06274e-05,"qlike_diff":0.0279325953}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLF","date":"2026-05-28","realized":0.000104891,"forecast":5.47311e-05,"baseline":7.91972e-05,"qlike_diff":0.2225427483},{"symbol":"XLF","date":"2026-06-11","realized":6.11006e-05,"forecast":8.1562e-05,"baseline":8.36111e-05,"qlike_diff":-0.0064532631},{"symbol":"XLF","date":"2026-06-26","realized":0.0001334683,"forecast":7.45157e-05,"baseline":6.79624e-05,"qlike_diff":-0.0806564473},{"symbol":"XLF","date":"2026-07-13","realized":3.43979e-05,"forecast":9.33081e-05,"baseline":7.02411e-05,"qlike_diff":0.1629100512},{"symbol":"XLF","date":"2026-07-27","realized":6.26351e-05,"forecast":7.38944e-05,"baseline":7.00503e-05,"qlike_diff":0.0069086505},{"symbol":"XLF","date":"2026-08-10","realized":5.36523e-05,"forecast":5.51918e-05,"baseline":7.23271e-05,"qlike_diff":-0.040078815},{"symbol":"XLI","date":"2026-01-02","realized":0.000107177,"forecast":7.98075e-05,"baseline":8.37717e-05,"qlike_diff":0.015072085},{"symbol":"XLI","date":"2026-01-16","realized":0.0001119406,"forecast":7.97841e-05,"baseline":7.80464e-05,"qlike_diff":-0.0092177695},{"symbol":"XLI","date":"2026-02-02","realized":0.0001183125,"forecast":0.000100104,"baseline":8.625e-05,"qlike_diff":-0.0408837404},{"symbol":"XLI","date":"2026-02-17","realized":0.0001000675,"forecast":0.000108792,"baseline":9.41826e-05,"qlike_diff":0.0015240762},{"symbol":"XLI","date":"2026-03-03","realized":0.0001478463,"forecast":0.0001076396,"baseline":9.53261e-05,"qlike_diff":-0.0559373623},{"symbol":"XLI","date":"2026-03-17","realized":0.0002548839,"forecast":0.0001230851,"baseline":0.000108491,"qlike_diff":-0.1523517694},{"symbol":"XLI","date":"2026-03-31","realized":0.0002015256,"forecast":0.0001980153,"baseline":0.0001422168,"qlike_diff":-0.068311691}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLE","date":"2026-07-13","realized":0.0001028943,"forecast":0.0002489556,"baseline":0.0002560362,"qlike_diff":-0.0166143663},{"symbol":"XLE","date":"2026-07-27","realized":0.0003703114,"forecast":0.0001745945,"baseline":0.0002363638,"qlike_diff":0.2513728175},{"symbol":"XLE","date":"2026-08-10","realized":8.49466e-05,"forecast":0.000268965,"baseline":0.0002436399,"qlike_diff":0.0660612613},{"symbol":"XLF","date":"2026-01-02","realized":0.0001188773,"forecast":4.67543e-05,"baseline":7.96634e-05,"qlike_diff":0.5174467989},{"symbol":"XLF","date":"2026-01-16","realized":0.0001135457,"forecast":7.79868e-05,"baseline":7.0383e-05,"qlike_diff":-0.0547064114},{"symbol":"XLF","date":"2026-02-02","realized":0.0001467925,"forecast":0.0001050181,"baseline":8.00937e-05,"qlike_diff":-0.1640412979},{"symbol":"XLF","date":"2026-02-17","realized":0.0002245092,"forecast":0.0001242567,"baseline":9.12709e-05,"qlike_diff":-0.344476766},{"symbol":"XLF","date":"2026-03-03","realized":7.183e-05,"forecast":0.0001752454,"baseline":0.000116242,"qlike_diff":0.2024604319},{"symbol":"XLF","date":"2026-03-17","realized":0.0001484442,"forecast":0.0001348678,"baseline":0.0001174051,"qlike_diff":-0.0250469082},{"symbol":"XLF","date":"2026-03-31","realized":0.0001225796,"forecast":0.0001284238,"baseline":0.0001367464,"qlike_diff":-0.0047004409},{"symbol":"XLF","date":"2026-04-15","realized":3.00856e-05,"forecast":0.000134809,"baseline":0.0001398937,"qlike_diff":-0.0289124258},{"symbol":"XLF","date":"2026-04-29","realized":3.63886e-05,"forecast":8.01063e-05,"baseline":0.0001258013,"qlike_diff":-0.2863496841},{"symbol":"XLF","date":"2026-05-13","realized":5.80014e-05,"forecast":4.94613e-05,"baseline":0.0001073351,"qlike_diff":-0.1424792622}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XLE","date":"2026-01-16","realized":0.0001356658,"forecast":0.0002171388,"baseline":0.0001627315,"qlike_diff":0.0795446293},{"symbol":"XLE","date":"2026-02-02","realized":0.0003255423,"forecast":0.0002040928,"baseline":0.0001688981,"qlike_diff":-0.1430985737},{"symbol":"XLE","date":"2026-02-17","realized":0.0001215396,"forecast":0.000220093,"baseline":0.0001970386,"qlike_diff":0.0460384536},{"symbol":"XLE","date":"2026-03-03","realized":0.0001066542,"forecast":0.0001905064,"baseline":0.0001923015,"qlike_diff":-0.004152514},{"symbol":"XLE","date":"2026-03-17","realized":0.0001552616,"forecast":0.0001255919,"baseline":0.0001695999,"qlike_diff":0.0203766422},{"symbol":"XLE","date":"2026-03-31","realized":0.0003507901,"forecast":0.0001360108,"baseline":0.0001748928,"qlike_diff":0.3219509546},{"symbol":"XLE","date":"2026-04-15","realized":0.0002199415,"forecast":0.0002454322,"baseline":0.0001951269,"qlike_diff":-0.0016614146},{"symbol":"XLE","date":"2026-04-29","realized":0.000323173,"forecast":0.0002601452,"baseline":0.0002085887,"qlike_diff":-0.0861764302},{"symbol":"XLE","date":"2026-05-13","realized":0.000286793,"forecast":0.0002753397,"baseline":0.00021486,"qlike_diff":-0.0451741954},{"symbol":"XLE","date":"2026-05-28","realized":0.0002078989,"forecast":0.0002958037,"baseline":0.0002444548,"qlike_diff":0.04303341},{"symbol":"XLE","date":"2026-06-11","realized":0.0002349977,"forecast":0.0002536957,"baseline":0.0002615846,"qlike_diff":-0.0026868149},{"symbol":"XLE","date":"2026-06-26","realized":0.0002388198,"forecast":0.0002288703,"baseline":0.0002709877,"qlike_diff":-0.0067396382}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XBI","date":"2026-03-03","realized":0.0002893646,"forecast":0.0002618527,"baseline":0.0002460164,"qlike_diff":-0.0087502188},{"symbol":"XBI","date":"2026-03-17","realized":0.0009340045,"forecast":0.000249489,"baseline":0.0002815065,"qlike_diff":0.3050498666},{"symbol":"XBI","date":"2026-03-31","realized":0.000183911,"forecast":0.0006410408,"baseline":0.0004043312,"qlike_diff":0.2929007653},{"symbol":"XBI","date":"2026-04-15","realized":0.0001810403,"forecast":0.0005032044,"baseline":0.0003812113,"qlike_diff":0.162509388},{"symbol":"XBI","date":"2026-04-29","realized":0.0002754052,"forecast":0.0002566483,"baseline":0.0003604745,"qlike_diff":-0.0306379848},{"symbol":"XBI","date":"2026-05-13","realized":0.0003577365,"forecast":0.000265823,"baseline":0.0003424632,"qlike_diff":0.0478376437},{"symbol":"XBI","date":"2026-05-28","realized":0.0006665231,"forecast":0.0003171819,"baseline":0.0003738963,"qlike_diff":0.1542460096},{"symbol":"XBI","date":"2026-06-11","realized":0.0003969451,"forecast":0.0005047546,"baseline":0.0004391925,"qlike_diff":0.021739992},{"symbol":"XBI","date":"2026-06-26","realized":0.0003134922,"forecast":0.0004770069,"baseline":0.0003384571,"qlike_diff":0.074101378},{"symbol":"XBI","date":"2026-07-13","realized":0.000238737,"forecast":0.0003510153,"baseline":0.0003665611,"qlike_diff":-0.0144910991},{"symbol":"XBI","date":"2026-07-27","realized":0.0003081437,"forecast":0.0003026974,"baseline":0.0003742375,"qlike_diff":-0.0175552465},{"symbol":"XBI","date":"2026-08-10","realized":0.0005478918,"forecast":0.000297613,"baseline":0.0003801651,"qlike_diff":0.1549478447},{"symbol":"XLE","date":"2026-01-02","realized":0.000337794,"forecast":0.0001482229,"baseline":0.0001355861,"qlike_diff":-0.1232908767}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSM","date":"2026-04-29","realized":0.0005152222,"forecast":0.0006822687,"baseline":0.0007218663,"qlike_diff":-0.0149924345},{"symbol":"TSM","date":"2026-05-13","realized":0.0005247667,"forecast":0.0006591448,"baseline":0.000704824,"qlike_diff":-0.0154080244},{"symbol":"TSM","date":"2026-05-28","realized":0.001198953,"forecast":0.0005456542,"baseline":0.0006913562,"qlike_diff":0.2264020092},{"symbol":"TSM","date":"2026-06-11","realized":0.0012931473,"forecast":0.0008847952,"baseline":0.0007834533,"qlike_diff":-0.0674071595},{"symbol":"TSM","date":"2026-06-26","realized":0.0015193193,"forecast":0.0011803832,"baseline":0.0007972395,"qlike_diff":-0.2261450141},{"symbol":"TSM","date":"2026-07-13","realized":0.0005611022,"forecast":0.0013320271,"baseline":0.0009867096,"qlike_diff":0.1526608532},{"symbol":"TSM","date":"2026-07-27","realized":0.0008777829,"forecast":0.0009903613,"baseline":0.0009512088,"qlike_diff":0.0038543585},{"symbol":"TSM","date":"2026-08-10","realized":0.0002903312,"forecast":0.0007935759,"baseline":0.0010120874,"qlike_diff":-0.1642330007},{"symbol":"XBI","date":"2026-01-02","realized":0.0003096513,"forecast":0.000167708,"baseline":0.0002124365,"qlike_diff":0.1523346801},{"symbol":"XBI","date":"2026-01-16","realized":0.0003179481,"forecast":0.0002523597,"baseline":0.000232824,"qlike_diff":-0.0251424621},{"symbol":"XBI","date":"2026-02-02","realized":0.0003695272,"forecast":0.000296959,"baseline":0.0002411916,"qlike_diff":-0.0797163533},{"symbol":"XBI","date":"2026-02-17","realized":0.0001691934,"forecast":0.0003303941,"baseline":0.0002718952,"qlike_diff":0.08469074}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSLA","date":"2026-06-26","realized":0.0021623481,"forecast":0.000873673,"baseline":0.0007870161,"qlike_diff":-0.1680610467},{"symbol":"TSLA","date":"2026-07-13","realized":0.0027727203,"forecast":0.0013734315,"baseline":0.000961453,"qlike_diff":-0.5084366362},{"symbol":"TSLA","date":"2026-07-27","realized":0.0004831498,"forecast":0.0023260622,"baseline":0.0013683812,"qlike_diff":0.3851785391},{"symbol":"TSLA","date":"2026-08-10","realized":0.0007907103,"forecast":0.0015054046,"baseline":0.0013127947,"qlike_diff":0.0598404549},{"symbol":"TSM","date":"2026-01-02","realized":0.0004038289,"forecast":0.0004590133,"baseline":0.0005221519,"qlike_diff":-0.0224968697},{"symbol":"TSM","date":"2026-01-16","realized":0.000488832,"forecast":0.000384069,"baseline":0.0003526958,"qlike_diff":-0.028000039},{"symbol":"TSM","date":"2026-02-02","realized":0.0006357195,"forecast":0.0004592972,"baseline":0.0003908122,"qlike_diff":-0.0810783972},{"symbol":"TSM","date":"2026-02-17","realized":0.0005610522,"forecast":0.0005509501,"baseline":0.0004384025,"qlike_diff":-0.0329224769},{"symbol":"TSM","date":"2026-03-03","realized":0.0006484313,"forecast":0.0005943339,"baseline":0.0004993691,"qlike_diff":-0.0333833436},{"symbol":"TSM","date":"2026-03-17","realized":0.0011746818,"forecast":0.0006137524,"baseline":0.0005240031,"qlike_diff":-0.1697176304},{"symbol":"TSM","date":"2026-03-31","realized":0.0004806163,"forecast":0.0009449664,"baseline":0.000662193,"qlike_diff":0.1384042189},{"symbol":"TSM","date":"2026-04-15","realized":0.0007936336,"forecast":0.0007901728,"baseline":0.0006736935,"qlike_diff":-0.0141774529}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSLA","date":"2026-01-02","realized":0.0003704678,"forecast":0.0006056628,"baseline":0.0008066897,"qlike_diff":-0.1341868619},{"symbol":"TSLA","date":"2026-01-16","realized":0.0008089051,"forecast":0.0004383597,"baseline":0.0007442146,"qlike_diff":0.2290856105},{"symbol":"TSLA","date":"2026-02-02","realized":0.0004748698,"forecast":0.0006168936,"baseline":0.0006954238,"qlike_diff":-0.0328985483},{"symbol":"TSLA","date":"2026-02-17","realized":0.0003243821,"forecast":0.0006008468,"baseline":0.0005842865,"qlike_diff":0.0126470292},{"symbol":"TSLA","date":"2026-03-03","realized":0.0003431157,"forecast":0.0004270934,"baseline":0.0005165246,"qlike_diff":-0.051023793},{"symbol":"TSLA","date":"2026-03-17","realized":0.0008180672,"forecast":0.0003692752,"baseline":0.0004532938,"qlike_diff":0.205616422},{"symbol":"TSLA","date":"2026-03-31","realized":0.0011338334,"forecast":0.000603066,"baseline":0.0005245585,"qlike_diff":-0.1419158007},{"symbol":"TSLA","date":"2026-04-15","realized":0.0003136544,"forecast":0.0009593607,"baseline":0.0006581403,"qlike_diff":0.2272133137},{"symbol":"TSLA","date":"2026-04-29","realized":0.0007224441,"forecast":0.0006883453,"baseline":0.0005733045,"qlike_diff":-0.0277293048},{"symbol":"TSLA","date":"2026-05-13","realized":0.0005432282,"forecast":0.0005935671,"baseline":0.0006177229,"qlike_diff":-0.0041014801},{"symbol":"TSLA","date":"2026-05-28","realized":0.0013974106,"forecast":0.0005914675,"baseline":0.000652656,"qlike_diff":0.123059148},{"symbol":"TSLA","date":"2026-06-11","realized":0.0005335727,"forecast":0.000994295,"baseline":0.0008353623,"qlike_diff":0.0720705282}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSEM","date":"2026-03-03","realized":0.0024358059,"forecast":0.0026023862,"baseline":0.0014735796,"qlike_diff":-0.1482619573},{"symbol":"TSEM","date":"2026-03-17","realized":0.005555834,"forecast":0.0024119732,"baseline":0.0016683049,"qlike_diff":-0.6581506132},{"symbol":"TSEM","date":"2026-03-31","realized":0.0014321651,"forecast":0.0038675676,"baseline":0.0025067104,"qlike_diff":0.2326232476},{"symbol":"TSEM","date":"2026-04-15","realized":0.0010690427,"forecast":0.002892595,"baseline":0.0026053995,"qlike_diff":0.0638289579},{"symbol":"TSEM","date":"2026-04-29","realized":0.0065531733,"forecast":0.0015926526,"baseline":0.0026954018,"qlike_diff":1.1572402047},{"symbol":"TSEM","date":"2026-05-13","realized":0.0019468741,"forecast":0.0042094588,"baseline":0.0031034021,"qlike_diff":0.1399995561},{"symbol":"TSEM","date":"2026-05-28","realized":0.0040153428,"forecast":0.00373236,"baseline":0.0030445971,"qlike_diff":-0.0393511985},{"symbol":"TSEM","date":"2026-06-11","realized":0.0047324061,"forecast":0.0034006586,"baseline":0.0033754315,"qlike_diff":-0.0029546135},{"symbol":"TSEM","date":"2026-06-26","realized":0.0022221359,"forecast":0.0043831604,"baseline":0.0033119736,"qlike_diff":0.116256805},{"symbol":"TSEM","date":"2026-07-13","realized":0.004100511,"forecast":0.0034197916,"baseline":0.0034800566,"qlike_diff":0.0032953495},{"symbol":"TSEM","date":"2026-07-27","realized":0.0069196889,"forecast":0.0034628576,"baseline":0.0039910321,"qlike_diff":0.1224946029},{"symbol":"TSEM","date":"2026-08-10","realized":0.002020169,"forecast":0.0054300162,"baseline":0.0040557409,"qlike_diff":0.1657450175}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNPS","date":"2026-04-29","realized":0.0001176959,"forecast":0.0010485142,"baseline":0.0009699463,"qlike_diff":0.0687961455},{"symbol":"SNPS","date":"2026-05-13","realized":0.0010925122,"forecast":0.0006601081,"baseline":0.0007429092,"qlike_diff":0.0662937838},{"symbol":"SNPS","date":"2026-05-28","realized":0.0007452814,"forecast":0.0008020047,"baseline":0.0007473988,"qlike_diff":0.0026216916},{"symbol":"SNPS","date":"2026-06-11","realized":0.0002091115,"forecast":0.0008931698,"baseline":0.0008169148,"qlike_diff":0.0673876676},{"symbol":"SNPS","date":"2026-06-26","realized":0.0003585888,"forecast":0.0005235803,"baseline":0.0007199257,"qlike_diff":-0.1316706759},{"symbol":"SNPS","date":"2026-07-13","realized":0.0011083352,"forecast":0.0003777503,"baseline":0.0006469318,"qlike_diff":0.6828162275},{"symbol":"SNPS","date":"2026-07-27","realized":0.000464453,"forecast":0.0007290931,"baseline":0.0006027242,"qlike_diff":0.0567805453},{"symbol":"SNPS","date":"2026-08-10","realized":0.000162583,"forecast":0.0007150468,"baseline":0.0006614989,"qlike_diff":0.0594339073},{"symbol":"TSEM","date":"2026-01-02","realized":0.0006437306,"forecast":0.0009558835,"baseline":0.0013040574,"qlike_diff":-0.1307960044},{"symbol":"TSEM","date":"2026-01-16","realized":0.0007326017,"forecast":0.0006957783,"baseline":0.0013233106,"qlike_diff":-0.1435496265},{"symbol":"TSEM","date":"2026-02-02","realized":0.0034404848,"forecast":0.0007476504,"baseline":0.0013609112,"qlike_diff":1.4746808323},{"symbol":"TSEM","date":"2026-02-17","realized":0.0022039521,"forecast":0.0020220442,"baseline":0.001331822,"qlike_diff":-0.1473164211}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNDK","date":"2026-06-26","realized":0.0081383722,"forecast":0.0073020333,"baseline":0.0045049815,"qlike_diff":-0.2090231953},{"symbol":"SNDK","date":"2026-07-13","realized":0.0074685767,"forecast":0.0085301603,"baseline":0.0054735127,"qlike_diff":-0.0452572984},{"symbol":"SNDK","date":"2026-07-27","realized":0.0109435388,"forecast":0.0076317543,"baseline":0.006375816,"qlike_diff":-0.1026601867},{"symbol":"SNDK","date":"2026-08-10","realized":0.0047640582,"forecast":0.0089872645,"baseline":0.0073263728,"qlike_diff":0.0841563671},{"symbol":"SNPS","date":"2026-01-02","realized":0.0005018777,"forecast":0.0004322517,"baseline":0.0005948792,"qlike_diff":-0.0019360514},{"symbol":"SNPS","date":"2026-01-16","realized":0.0006943526,"forecast":0.0004252078,"baseline":0.0004740255,"qlike_diff":0.0594892049},{"symbol":"SNPS","date":"2026-02-02","realized":0.0014023542,"forecast":0.0006218941,"baseline":0.0004723751,"qlike_diff":-0.4387610297},{"symbol":"SNPS","date":"2026-02-17","realized":0.001099112,"forecast":0.0009546994,"baseline":0.0006676146,"qlike_diff":-0.1373765716},{"symbol":"SNPS","date":"2026-03-03","realized":0.0003548245,"forecast":0.001141438,"baseline":0.0007370292,"qlike_diff":0.2668487163},{"symbol":"SNPS","date":"2026-03-17","realized":0.0007566212,"forecast":0.0007315969,"baseline":0.0007286131,"qlike_diff":-0.000148437},{"symbol":"SNPS","date":"2026-03-31","realized":0.0008199916,"forecast":0.0006638311,"baseline":0.0008046915,"qlike_diff":0.0237964453},{"symbol":"SNPS","date":"2026-04-15","realized":0.0012938957,"forecast":0.0008359289,"baseline":0.0008614785,"qlike_diff":0.0157994993}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SNDK","date":"2026-01-02","realized":0.0081001571,"forecast":0.0043195079,"baseline":0.0059404211,"qlike_diff":0.1930452997},{"symbol":"SNDK","date":"2026-01-16","realized":0.0056647915,"forecast":0.0052434635,"baseline":0.0061746115,"qlike_diff":-0.0005435775},{"symbol":"SNDK","date":"2026-02-02","realized":0.0056203424,"forecast":0.0055210541,"baseline":0.0059532737,"qlike_diff":-0.0014648199},{"symbol":"SNDK","date":"2026-02-17","realized":0.001652822,"forecast":0.0055673072,"baseline":0.0057387181,"qlike_diff":-0.0214568076},{"symbol":"SNDK","date":"2026-03-03","realized":0.0041576904,"forecast":0.0037959588,"baseline":0.0045956475,"qlike_diff":-0.000580531},{"symbol":"SNDK","date":"2026-03-17","realized":0.0041355684,"forecast":0.0034300766,"baseline":0.004400122,"qlike_diff":0.0167526215},{"symbol":"SNDK","date":"2026-03-31","realized":0.0041274823,"forecast":0.0042591348,"baseline":0.0047737465,"qlike_diff":-0.0095971781},{"symbol":"SNDK","date":"2026-04-15","realized":0.0027501066,"forecast":0.0042049335,"baseline":0.0041313786,"qlike_diff":0.006003203},{"symbol":"SNDK","date":"2026-04-29","realized":0.0053505429,"forecast":0.0032825811,"baseline":0.0037417112,"qlike_diff":0.0690952228},{"symbol":"SNDK","date":"2026-05-13","realized":0.0025222197,"forecast":0.0040278045,"baseline":0.0035314128,"qlike_diff":0.0435015595},{"symbol":"SNDK","date":"2026-05-28","realized":0.0044618721,"forecast":0.0035981073,"baseline":0.0035847524,"qlike_diff":-0.0009012588},{"symbol":"SNDK","date":"2026-06-11","realized":0.0097316942,"forecast":0.0038419124,"baseline":0.003696728,"qlike_diff":-0.0609595987}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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