Notes

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"SMTC","date":"2026-03-03","realized":0.0024086551,"forecast":0.0011227696,"baseline":0.001186787,"qlike_diff":0.0602690321},{"symbol":"SMTC","date":"2026-03-17","realized":0.003094691,"forecast":0.0019057808,"baseline":0.0013163104,"qlike_diff":-0.3571311026},{"symbol":"SMTC","date":"2026-03-31","realized":0.0013802366,"forecast":0.0026437693,"baseline":0.0017478324,"qlike_diff":0.1462160186},{"symbol":"SMTC","date":"2026-04-15","realized":0.0027249929,"forecast":0.0021383699,"baseline":0.0017080578,"qlike_diff":-0.0963563974},{"symbol":"SMTC","date":"2026-04-29","realized":0.0028526041,"forecast":0.0021623493,"baseline":0.0019583966,"qlike_diff":-0.0383174433},{"symbol":"SMTC","date":"2026-05-13","realized":0.0018319272,"forecast":0.0025697078,"baseline":0.0022544846,"qlike_diff":0.031193721},{"symbol":"SMTC","date":"2026-05-28","realized":0.0040677149,"forecast":0.0020372185,"baseline":0.0023166613,"qlike_diff":0.1123064617},{"symbol":"SMTC","date":"2026-06-11","realized":0.0038460625,"forecast":0.0030329852,"baseline":0.0025552187,"qlike_diff":-0.0656916231},{"symbol":"SMTC","date":"2026-06-26","realized":0.0034363062,"forecast":0.003784999,"baseline":0.0027055872,"qlike_diff":-0.0264760604},{"symbol":"SMTC","date":"2026-07-13","realized":0.0029362405,"forecast":0.0035320252,"baseline":0.003145298,"qlike_diff":0.0137486906},{"symbol":"SMTC","date":"2026-07-27","realized":0.0050662945,"forecast":0.0032102455,"baseline":0.0032026844,"qlike_diff":-0.0013677409},{"symbol":"SMTC","date":"2026-08-10","realized":0.0041503365,"forecast":0.0041011676,"baseline":0.0035894966,"qlike_diff":-0.0109959795}] 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":"SMCI","date":"2026-04-29","realized":0.0058304201,"forecast":0.0028419214,"baseline":0.0049772024,"qlike_diff":0.3197640731},{"symbol":"SMCI","date":"2026-05-13","realized":0.0025702539,"forecast":0.0043796855,"baseline":0.0052628453,"qlike_diff":-0.0852140507},{"symbol":"SMCI","date":"2026-05-28","realized":0.0159162955,"forecast":0.0038210245,"baseline":0.005356781,"qlike_diff":0.8563651842},{"symbol":"SMCI","date":"2026-06-11","realized":0.004517605,"forecast":0.0100900973,"baseline":0.0079508364,"qlike_diff":0.1178115263},{"symbol":"SMCI","date":"2026-06-26","realized":0.0019314055,"forecast":0.0091027457,"baseline":0.0054750969,"qlike_diff":0.3677825684},{"symbol":"SMCI","date":"2026-07-13","realized":0.0047928713,"forecast":0.004135245,"baseline":0.0055642562,"qlike_diff":0.0008450099},{"symbol":"SMCI","date":"2026-07-27","realized":0.0035579528,"forecast":0.0042417324,"baseline":0.0060225443,"qlike_diff":-0.1025133272},{"symbol":"SMCI","date":"2026-08-10","realized":0.003856816,"forecast":0.0042726762,"baseline":0.0056416782,"qlike_diff":-0.0589005512},{"symbol":"SMTC","date":"2026-01-02","realized":0.0015589713,"forecast":0.0011007524,"baseline":0.0011666266,"qlike_diff":0.0218485358},{"symbol":"SMTC","date":"2026-01-16","realized":0.0012832939,"forecast":0.0011637527,"baseline":0.0012491756,"qlike_diff":0.0045738518},{"symbol":"SMTC","date":"2026-02-02","realized":0.0007646653,"forecast":0.0014100181,"baseline":0.0012923565,"qlike_diff":0.0377611613},{"symbol":"SMTC","date":"2026-02-17","realized":0.0012026998,"forecast":0.0010439975,"baseline":0.0011818008,"qlike_diff":0.0103477536}] 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":"SLV","date":"2026-06-26","realized":0.0005007328,"forecast":0.0012692398,"baseline":0.0010913551,"qlike_diff":0.0866944431},{"symbol":"SLV","date":"2026-07-13","realized":0.0005286073,"forecast":0.0009177771,"baseline":0.0010781874,"qlike_diff":-0.075391283},{"symbol":"SLV","date":"2026-07-27","realized":0.0006355004,"forecast":0.000651265,"baseline":0.0010604777,"qlike_diff":-0.111022872},{"symbol":"SLV","date":"2026-08-10","realized":0.0005231968,"forecast":0.0006423907,"baseline":0.0009568187,"qlike_diff":-0.1307733149},{"symbol":"SMCI","date":"2026-01-02","realized":0.0016681731,"forecast":0.0009576046,"baseline":0.0015765125,"qlike_diff":0.1853501811},{"symbol":"SMCI","date":"2026-01-16","realized":0.0006584169,"forecast":0.0013841857,"baseline":0.0015554737,"qlike_diff":-0.064287447},{"symbol":"SMCI","date":"2026-02-02","realized":0.0041634141,"forecast":0.0011681774,"baseline":0.0012904863,"qlike_diff":0.238214695},{"symbol":"SMCI","date":"2026-02-17","realized":0.0018749461,"forecast":0.0023972787,"baseline":0.001535223,"qlike_diff":0.0064870987},{"symbol":"SMCI","date":"2026-03-03","realized":0.0007582831,"forecast":0.0026101318,"baseline":0.0016909619,"qlike_diff":0.2761854392},{"symbol":"SMCI","date":"2026-03-17","realized":0.0189782618,"forecast":0.0013970094,"baseline":0.001674072,"qlike_diff":2.0674090257},{"symbol":"SMCI","date":"2026-03-31","realized":0.0015516196,"forecast":0.0092914763,"baseline":0.0047362975,"qlike_diff":0.5132338075},{"symbol":"SMCI","date":"2026-04-15","realized":0.0020634338,"forecast":0.0080123842,"baseline":0.0047341575,"qlike_diff":0.3478543313}] 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":"SLV","date":"2026-01-02","realized":0.0020683375,"forecast":0.001524238,"baseline":0.0009664147,"qlike_diff":-0.327595537},{"symbol":"SLV","date":"2026-01-16","realized":0.0128893349,"forecast":0.0019105665,"baseline":0.001027611,"qlike_diff":-5.1765050671},{"symbol":"SLV","date":"2026-02-02","realized":0.0064252379,"forecast":0.0079261141,"baseline":0.0031911646,"qlike_diff":-0.2930275289},{"symbol":"SLV","date":"2026-02-17","realized":0.0024461447,"forecast":0.0085999183,"baseline":0.0042254202,"qlike_diff":0.4161605443},{"symbol":"SLV","date":"2026-03-03","realized":0.0006420907,"forecast":0.0048477686,"baseline":0.004534407,"qlike_diff":0.0576708455},{"symbol":"SLV","date":"2026-03-17","realized":0.0021371699,"forecast":0.0023147218,"baseline":0.0045306902,"qlike_diff":-0.2199998522},{"symbol":"SLV","date":"2026-03-31","realized":0.0005084845,"forecast":0.0020404828,"baseline":0.0045095239,"qlike_diff":-0.6565649249},{"symbol":"SLV","date":"2026-04-15","realized":0.0007352455,"forecast":0.0015335559,"baseline":0.004241417,"qlike_diff":-0.7112189295},{"symbol":"SLV","date":"2026-04-29","realized":0.001176145,"forecast":0.0009390032,"baseline":0.0021820167,"qlike_diff":-0.1296570283},{"symbol":"SLV","date":"2026-05-13","realized":0.001531008,"forecast":0.0010936063,"baseline":0.0012867971,"qlike_diff":0.0475052117},{"symbol":"SLV","date":"2026-05-28","realized":0.0013246764,"forecast":0.0013364596,"baseline":0.0011384936,"qlike_diff":-0.0120330242},{"symbol":"SLV","date":"2026-06-11","realized":0.0012642986,"forecast":0.0013310179,"baseline":0.0012487957,"qlike_diff":0.001223536}] 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":"RIOT","date":"2026-03-03","realized":0.0022768387,"forecast":0.0041035316,"baseline":0.0033104537,"qlike_diff":0.0818388994},{"symbol":"RIOT","date":"2026-03-17","realized":0.0035464223,"forecast":0.0024253095,"baseline":0.0033877375,"qlike_diff":0.0812114689},{"symbol":"RIOT","date":"2026-03-31","realized":0.002845185,"forecast":0.0030737232,"baseline":0.0035471567,"qlike_diff":-0.0197119913},{"symbol":"RIOT","date":"2026-04-15","realized":0.0022548379,"forecast":0.0031537879,"baseline":0.0034662757,"qlike_diff":-0.0300220554},{"symbol":"RIOT","date":"2026-04-29","realized":0.0045666706,"forecast":0.0026150889,"baseline":0.0034081852,"qlike_diff":0.1414828205},{"symbol":"RIOT","date":"2026-05-13","realized":0.0012007079,"forecast":0.0033291691,"baseline":0.0028493101,"qlike_diff":0.0949057512},{"symbol":"RIOT","date":"2026-05-28","realized":0.0026252346,"forecast":0.0023215026,"baseline":0.0027286912,"qlike_diff":0.0071411595},{"symbol":"RIOT","date":"2026-06-11","realized":0.0005098426,"forecast":0.0023094605,"baseline":0.0027939345,"qlike_diff":-0.1521561812},{"symbol":"RIOT","date":"2026-06-26","realized":0.0034876979,"forecast":0.0016520443,"baseline":0.0021749787,"qlike_diff":0.2325803064},{"symbol":"RIOT","date":"2026-07-13","realized":0.003000945,"forecast":0.0021448147,"baseline":0.0024760504,"qlike_diff":0.0435626265},{"symbol":"RIOT","date":"2026-07-27","realized":0.0078135579,"forecast":0.0029571486,"baseline":0.0025800336,"qlike_diff":-0.2497875278},{"symbol":"RIOT","date":"2026-08-10","realized":0.0021538543,"forecast":0.0051203517,"baseline":0.0031412691,"qlike_diff":0.2235782803}] 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":"PATH","date":"2026-04-29","realized":0.0010986292,"forecast":0.0013300688,"baseline":0.0014686647,"qlike_diff":-0.0211749895},{"symbol":"PATH","date":"2026-05-13","realized":0.0008900131,"forecast":0.0011231164,"baseline":0.001324819,"qlike_diff":-0.0445187099},{"symbol":"PATH","date":"2026-05-28","realized":0.0022672146,"forecast":0.001043613,"baseline":0.0012746662,"qlike_diff":0.193798016},{"symbol":"PATH","date":"2026-06-11","realized":0.0007216769,"forecast":0.0015470611,"baseline":0.0013713394,"qlike_diff":0.0607946483},{"symbol":"PATH","date":"2026-06-26","realized":0.0006503591,"forecast":0.0013614192,"baseline":0.0012865735,"qlike_diff":0.0287548732},{"symbol":"PATH","date":"2026-07-13","realized":0.0025043518,"forecast":0.0008020858,"baseline":0.0010881709,"qlike_diff":0.5158287202},{"symbol":"PATH","date":"2026-07-27","realized":0.0018146506,"forecast":0.0017261468,"baseline":0.0013747493,"qlike_diff":-0.0410938519},{"symbol":"PATH","date":"2026-08-10","realized":0.0012431171,"forecast":0.0019621303,"baseline":0.0014295075,"qlike_diff":0.080643461},{"symbol":"RIOT","date":"2026-01-02","realized":0.0033367315,"forecast":0.0024270863,"baseline":0.0027949246,"qlike_diff":0.0398214817},{"symbol":"RIOT","date":"2026-01-16","realized":0.0026110648,"forecast":0.0029749275,"baseline":0.0028227954,"qlike_diff":0.0051896451},{"symbol":"RIOT","date":"2026-02-02","realized":0.0073966557,"forecast":0.0030436168,"baseline":0.002591042,"qlike_diff":-0.263497603},{"symbol":"RIOT","date":"2026-02-17","realized":0.0017913183,"forecast":0.0048814728,"baseline":0.0033920517,"qlike_diff":0.2028818181}] 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":"NVDA","date":"2026-06-26","realized":0.0005428247,"forecast":0.0007760809,"baseline":0.0006264048,"qlike_diff":0.0471316692},{"symbol":"NVDA","date":"2026-07-13","realized":0.0006548862,"forecast":0.0006018558,"baseline":0.0006713576,"qlike_diff":0.0033618929},{"symbol":"NVDA","date":"2026-07-27","realized":0.0006796763,"forecast":0.0006463155,"baseline":0.000701655,"qlike_diff":0.0007869253},{"symbol":"NVDA","date":"2026-08-10","realized":0.0002559814,"forecast":0.0006799515,"baseline":0.0006979441,"qlike_diff":-0.0164123637},{"symbol":"PATH","date":"2026-01-02","realized":0.0023971629,"forecast":0.0027688542,"baseline":0.0026318544,"qlike_diff":0.0056782226},{"symbol":"PATH","date":"2026-01-16","realized":0.001324312,"forecast":0.0019664641,"baseline":0.0022676094,"qlike_diff":-0.0530531248},{"symbol":"PATH","date":"2026-02-02","realized":0.0019721785,"forecast":0.0018019189,"baseline":0.0019600511,"qlike_diff":0.0041822561},{"symbol":"PATH","date":"2026-02-17","realized":0.0012168163,"forecast":0.001725268,"baseline":0.0022274226,"qlike_diff":-0.0964604763},{"symbol":"PATH","date":"2026-03-03","realized":0.0016775627,"forecast":0.0016143435,"baseline":0.0022962277,"qlike_diff":-0.0437516634},{"symbol":"PATH","date":"2026-03-17","realized":0.0012402446,"forecast":0.0015788199,"baseline":0.0016093582,"qlike_diff":-0.0042516046},{"symbol":"PATH","date":"2026-03-31","realized":0.0018052047,"forecast":0.0014884093,"baseline":0.0016295818,"qlike_diff":0.0144543738},{"symbol":"PATH","date":"2026-04-15","realized":0.0008126769,"forecast":0.0016304456,"baseline":0.0015398407,"qlike_diff":0.0278460194}] 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":"NVDA","date":"2026-01-02","realized":0.0001306671,"forecast":0.0003835225,"baseline":0.000563411,"qlike_diff":-0.2758300311},{"symbol":"NVDA","date":"2026-01-16","realized":0.0004503273,"forecast":0.0002522726,"baseline":0.000477604,"qlike_diff":0.2039218684},{"symbol":"NVDA","date":"2026-02-02","realized":0.0009593239,"forecast":0.0003210139,"baseline":0.0004319482,"qlike_diff":0.4706736476},{"symbol":"NVDA","date":"2026-02-17","realized":0.0006693926,"forecast":0.0006620266,"baseline":0.0004500596,"qlike_diff":-0.0902900436},{"symbol":"NVDA","date":"2026-03-03","realized":0.000292608,"forecast":0.0007542794,"baseline":0.0004961535,"qlike_diff":0.2170550749},{"symbol":"NVDA","date":"2026-03-17","realized":0.0007413794,"forecast":0.0004925825,"baseline":0.0004805048,"qlike_diff":-0.013006295},{"symbol":"NVDA","date":"2026-03-31","realized":0.0002933005,"forecast":0.0005919763,"baseline":0.0005479926,"qlike_diff":0.0374375224},{"symbol":"NVDA","date":"2026-04-15","realized":0.0004707785,"forecast":0.0005106271,"baseline":0.0005761233,"qlike_diff":-0.0158695123},{"symbol":"NVDA","date":"2026-04-29","realized":0.0007057248,"forecast":0.0004105459,"baseline":0.0005767446,"qlike_diff":0.1554446082},{"symbol":"NVDA","date":"2026-05-13","realized":0.0005161567,"forecast":0.0005763123,"baseline":0.0005265643,"qlike_diff":0.0056611524},{"symbol":"NVDA","date":"2026-05-28","realized":0.0012007829,"forecast":0.0005752051,"baseline":0.0005033066,"qlike_diff":-0.164687557},{"symbol":"NVDA","date":"2026-06-11","realized":0.0005257277,"forecast":0.0008437341,"baseline":0.0006617219,"qlike_diff":0.0716040698}] 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":"NBIS","date":"2026-03-03","realized":0.0080488031,"forecast":0.0045312964,"baseline":0.0034276203,"qlike_diff":-0.2928077559},{"symbol":"NBIS","date":"2026-03-17","realized":0.0033945265,"forecast":0.0060950028,"baseline":0.0043535569,"qlike_diff":0.1136986659},{"symbol":"NBIS","date":"2026-03-31","realized":0.0029860857,"forecast":0.0055235659,"baseline":0.0044642048,"qlike_diff":0.0846455508},{"symbol":"NBIS","date":"2026-04-15","realized":0.0013853939,"forecast":0.0035792108,"baseline":0.0045686272,"qlike_diff":-0.1602443044},{"symbol":"NBIS","date":"2026-04-29","realized":0.0071190981,"forecast":0.002490118,"baseline":0.0042557834,"qlike_diff":0.6501857134},{"symbol":"NBIS","date":"2026-05-13","realized":0.0041550465,"forecast":0.0046384999,"baseline":0.0043712795,"qlike_diff":0.0045757722},{"symbol":"NBIS","date":"2026-05-28","realized":0.004414036,"forecast":0.0049581262,"baseline":0.004331859,"qlike_diff":0.0063236675},{"symbol":"NBIS","date":"2026-06-11","realized":0.0027685241,"forecast":0.0044369506,"baseline":0.0038569152,"qlike_diff":0.0462617798},{"symbol":"NBIS","date":"2026-06-26","realized":0.0069120226,"forecast":0.0036647466,"baseline":0.003669953,"qlike_diff":0.0012560501},{"symbol":"NBIS","date":"2026-07-13","realized":0.0087994027,"forecast":0.004942489,"baseline":0.0045192718,"qlike_diff":-0.0772074442},{"symbol":"NBIS","date":"2026-07-27","realized":0.012392916,"forecast":0.0073970574,"baseline":0.0057681512,"qlike_diff":-0.2243922315},{"symbol":"NBIS","date":"2026-08-10","realized":0.011596865,"forecast":0.0099190626,"baseline":0.0066811099,"qlike_diff":-0.1714456444}] 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":"META","date":"2026-04-29","realized":0.0009315709,"forecast":0.0004995193,"baseline":0.0005630459,"qlike_diff":0.0906995825},{"symbol":"META","date":"2026-05-13","realized":0.0001695586,"forecast":0.0006245699,"baseline":0.0006628652,"qlike_diff":-0.0438243849},{"symbol":"META","date":"2026-05-28","realized":0.0008477347,"forecast":0.000507284,"baseline":0.0006591249,"qlike_diff":0.1231305292},{"symbol":"META","date":"2026-06-11","realized":0.0007243888,"forecast":0.0005607893,"baseline":0.0007335134,"qlike_diff":0.0356697513},{"symbol":"META","date":"2026-06-26","realized":0.0017890222,"forecast":0.000703365,"baseline":0.0006111888,"qlike_diff":-0.2431298086},{"symbol":"META","date":"2026-07-13","realized":0.000457432,"forecast":0.0012092378,"baseline":0.0007965426,"qlike_diff":0.2214743492},{"symbol":"META","date":"2026-07-27","realized":0.0011564608,"forecast":0.0009973256,"baseline":0.0008298902,"qlike_diff":-0.0501647686},{"symbol":"META","date":"2026-08-10","realized":0.0005775771,"forecast":0.0008700294,"baseline":0.0008716212,"qlike_diff":-0.0006155358},{"symbol":"NBIS","date":"2026-01-02","realized":0.0020990457,"forecast":0.0028166017,"baseline":0.0031377599,"qlike_diff":-0.031700669},{"symbol":"NBIS","date":"2026-01-16","realized":0.003166458,"forecast":0.002407883,"baseline":0.0030920947,"qlike_diff":0.0408878415},{"symbol":"NBIS","date":"2026-02-02","realized":0.0058598941,"forecast":0.0028107502,"baseline":0.0029117858,"qlike_diff":0.0370255167},{"symbol":"NBIS","date":"2026-02-17","realized":0.00380408,"forecast":0.0043784577,"baseline":0.0033967317,"qlike_diff":0.0027765762}] 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":"MARA","date":"2026-06-26","realized":0.0028038991,"forecast":0.0023908311,"baseline":0.0020143126,"qlike_diff":-0.0478532836},{"symbol":"MARA","date":"2026-07-13","realized":0.00244934,"forecast":0.0022487252,"baseline":0.0022736447,"qlike_diff":0.0009172805},{"symbol":"MARA","date":"2026-07-27","realized":0.0056861047,"forecast":0.0025377505,"baseline":0.0024135515,"qlike_diff":-0.0651207677},{"symbol":"MARA","date":"2026-08-10","realized":0.0038053718,"forecast":0.0038960787,"baseline":0.0029166995,"qlike_diff":-0.038447891},{"symbol":"META","date":"2026-01-02","realized":0.0001920401,"forecast":0.0002168449,"baseline":0.0004813229,"qlike_diff":-0.3107293767},{"symbol":"META","date":"2026-01-16","realized":0.0015581782,"forecast":0.0001890684,"baseline":0.0004563944,"qlike_diff":3.9459942717},{"symbol":"META","date":"2026-02-02","realized":0.0003453166,"forecast":0.0008934005,"baseline":0.0004515301,"qlike_diff":0.3041424411},{"symbol":"META","date":"2026-02-17","realized":0.0001922132,"forecast":0.0008125172,"baseline":0.0004735504,"qlike_diff":0.3705457482},{"symbol":"META","date":"2026-03-03","realized":0.0003964851,"forecast":0.0003448314,"baseline":0.0004488591,"qlike_diff":0.0028231442},{"symbol":"META","date":"2026-03-17","realized":0.0014575281,"forecast":0.0003637619,"baseline":0.0004740798,"qlike_diff":0.667506538},{"symbol":"META","date":"2026-03-31","realized":0.0006970841,"forecast":0.0009580407,"baseline":0.00069741,"qlike_diff":0.0455983852},{"symbol":"META","date":"2026-04-15","realized":0.0002380919,"forecast":0.0009921597,"baseline":0.0007857698,"qlike_diff":0.1701889398}] 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":"MARA","date":"2026-01-02","realized":0.0015751663,"forecast":0.0018916565,"baseline":0.0024296131,"qlike_diff":-0.0659074356},{"symbol":"MARA","date":"2026-01-16","realized":0.0020878683,"forecast":0.0017808958,"baseline":0.0020281438,"qlike_diff":0.0129173555},{"symbol":"MARA","date":"2026-02-02","realized":0.0107545194,"forecast":0.0019206751,"baseline":0.0021393254,"qlike_diff":0.4644685052},{"symbol":"MARA","date":"2026-02-17","realized":0.0022167329,"forecast":0.0059311014,"baseline":0.0034683482,"qlike_diff":0.271146565},{"symbol":"MARA","date":"2026-03-03","realized":0.0027192369,"forecast":0.0054805065,"baseline":0.0033488084,"qlike_diff":0.1767568571},{"symbol":"MARA","date":"2026-03-17","realized":0.0027085193,"forecast":0.002910586,"baseline":0.0035619853,"qlike_diff":-0.0317843508},{"symbol":"MARA","date":"2026-03-31","realized":0.001791432,"forecast":0.0029318385,"baseline":0.0037286648,"qlike_diff":-0.1098423278},{"symbol":"MARA","date":"2026-04-15","realized":0.0016478958,"forecast":0.0023770627,"baseline":0.0037741043,"qlike_diff":-0.2056810327},{"symbol":"MARA","date":"2026-04-29","realized":0.0025938984,"forecast":0.0017904957,"baseline":0.0036940321,"qlike_diff":0.0222917807},{"symbol":"MARA","date":"2026-05-13","realized":0.0012788851,"forecast":0.0021177544,"baseline":0.0022391173,"qlike_diff":-0.0229940031},{"symbol":"MARA","date":"2026-05-28","realized":0.0040086824,"forecast":0.0017541134,"baseline":0.0020927613,"qlike_diff":0.1932841094},{"symbol":"MARA","date":"2026-06-11","realized":0.0011198014,"forecast":0.0028307827,"baseline":0.0023354845,"qlike_diff":0.108441165}] 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":"KRE","date":"2026-03-03","realized":0.0001116003,"forecast":0.0003717995,"baseline":0.0002461345,"qlike_diff":0.2592273232},{"symbol":"KRE","date":"2026-03-17","realized":0.0001551626,"forecast":0.0002825964,"baseline":0.00024317,"qlike_diff":0.061236935},{"symbol":"KRE","date":"2026-03-31","realized":0.0001533778,"forecast":0.0001747415,"baseline":0.0002638197,"qlike_diff":-0.1155906926},{"symbol":"KRE","date":"2026-04-15","realized":0.0001806265,"forecast":0.0001609173,"baseline":0.0002608008,"qlike_diff":-0.0529701835},{"symbol":"KRE","date":"2026-04-29","realized":0.0001335952,"forecast":0.0001751935,"baseline":0.0002214911,"qlike_diff":-0.0750961391},{"symbol":"KRE","date":"2026-05-13","realized":0.0001281534,"forecast":0.0001630118,"baseline":0.0002188187,"qlike_diff":-0.0939210078},{"symbol":"KRE","date":"2026-05-28","realized":0.0002486988,"forecast":0.0001409333,"baseline":0.0001457644,"qlike_diff":0.0247815302},{"symbol":"KRE","date":"2026-06-11","realized":0.0001506498,"forecast":0.0001841912,"baseline":0.0001641232,"qlike_diff":0.0153492712},{"symbol":"KRE","date":"2026-06-26","realized":0.0001555855,"forecast":0.0001787404,"baseline":0.0001623974,"qlike_diff":0.0082890392},{"symbol":"KRE","date":"2026-07-13","realized":0.0001377269,"forecast":0.0001589173,"baseline":0.000166832,"qlike_diff":-0.0074881011},{"symbol":"KRE","date":"2026-07-27","realized":8.14458e-05,"forecast":0.0001489347,"baseline":0.0001591789,"qlike_diff":-0.0313271537},{"symbol":"KRE","date":"2026-08-10","realized":8.98912e-05,"forecast":0.0001133965,"baseline":0.0001481387,"qlike_diff":-0.0813467818}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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