Notes

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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":"EWW","date":"2026-07-27","realized":9.55376e-05,"forecast":0.0001303115,"baseline":0.0001676432,"qlike_diff":-0.0886487786},{"symbol":"EWW","date":"2026-08-10","realized":0.0001057893,"forecast":0.0001158586,"baseline":0.0001554238,"qlike_diff":-0.0613458858},{"symbol":"EWZ","date":"2026-01-02","realized":0.0001075933,"forecast":0.0003173664,"baseline":0.0002277276,"qlike_diff":0.1984610844},{"symbol":"EWZ","date":"2026-01-16","realized":0.000513463,"forecast":0.0001476655,"baseline":0.0002121965,"qlike_diff":0.6948883659},{"symbol":"EWZ","date":"2026-02-02","realized":0.0002834283,"forecast":0.0002938144,"baseline":0.00027954,"qlike_diff":0.0005440604},{"symbol":"EWZ","date":"2026-02-17","realized":0.0003843351,"forecast":0.0003361451,"baseline":0.0002993517,"qlike_diff":-0.024606989},{"symbol":"EWZ","date":"2026-03-03","realized":0.0004714606,"forecast":0.0003570169,"baseline":0.0003406156,"qlike_diff":-0.0165587077},{"symbol":"EWZ","date":"2026-03-17","realized":0.0007188196,"forecast":0.000431565,"baseline":0.0003133245,"qlike_diff":-0.3083793958},{"symbol":"EWZ","date":"2026-03-31","realized":0.0001883631,"forecast":0.0005896441,"baseline":0.0004114591,"qlike_diff":0.2214687684},{"symbol":"EWZ","date":"2026-04-15","realized":0.0001145367,"forecast":0.0004132457,"baseline":0.0004198257,"qlike_diff":-0.0114534099},{"symbol":"EWZ","date":"2026-04-29","realized":0.0003814661,"forecast":0.000214971,"baseline":0.00036598,"qlike_diff":0.2001107293},{"symbol":"EWZ","date":"2026-05-13","realized":0.0002460447,"forecast":0.0002790226,"baseline":0.000382691,"qlike_diff":-0.0770589279},{"symbol":"EWZ","date":"2026-05-28","realized":0.0002708623,"forecast":0.000301168,"baseline":0.000359333,"qlike_diff":-0.0310004206}] 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":"EWW","date":"2026-02-02","realized":0.0004191828,"forecast":0.0001838274,"baseline":0.0001424127,"qlike_diff":-0.4078619679},{"symbol":"EWW","date":"2026-02-17","realized":0.0004017883,"forecast":0.0003012236,"baseline":0.0001718658,"qlike_diff":-0.442809482},{"symbol":"EWW","date":"2026-03-03","realized":0.0004651258,"forecast":0.0003997212,"baseline":0.0002385312,"qlike_diff":-0.2700651595},{"symbol":"EWW","date":"2026-03-17","realized":0.0005349397,"forecast":0.0004135422,"baseline":0.0002969489,"qlike_diff":-0.1766988857},{"symbol":"EWW","date":"2026-03-31","realized":0.0002064515,"forecast":0.0004976206,"baseline":0.0003677595,"qlike_diff":0.1559095655},{"symbol":"EWW","date":"2026-04-15","realized":0.0001439099,"forecast":0.0003583843,"baseline":0.0003852239,"qlike_diff":-0.0442416524},{"symbol":"EWW","date":"2026-04-29","realized":0.0001677877,"forecast":0.0002188261,"baseline":0.0003680335,"qlike_diff":-0.2090372012},{"symbol":"EWW","date":"2026-05-13","realized":0.000146028,"forecast":0.0001851051,"baseline":0.0003254139,"qlike_diff":-0.2240272713},{"symbol":"EWW","date":"2026-05-28","realized":0.0002971813,"forecast":0.000166526,"baseline":0.0002815124,"qlike_diff":0.2039093457},{"symbol":"EWW","date":"2026-06-11","realized":0.0001616263,"forecast":0.000239069,"baseline":0.0002528306,"qlike_diff":-0.0191691607},{"symbol":"EWW","date":"2026-06-26","realized":9.39435e-05,"forecast":0.0002261557,"baseline":0.0001902599,"qlike_diff":0.094461632},{"symbol":"EWW","date":"2026-07-13","realized":0.0001239852,"forecast":0.0001452661,"baseline":0.0001704373,"qlike_diff":-0.0337497145}] 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":"EWU","date":"2026-03-31","realized":0.0001406766,"forecast":0.0002038547,"baseline":0.0001362031,"qlike_diff":0.0604987157},{"symbol":"EWU","date":"2026-04-15","realized":9.01591e-05,"forecast":0.0001944199,"baseline":0.0001527598,"qlike_diff":0.1146855607},{"symbol":"EWU","date":"2026-04-29","realized":0.0001990407,"forecast":0.0001256603,"baseline":0.0001564573,"qlike_diff":0.0925851796},{"symbol":"EWU","date":"2026-05-13","realized":0.0001557945,"forecast":0.000152514,"baseline":0.0001640835,"qlike_diff":-0.0010925964},{"symbol":"EWU","date":"2026-05-28","realized":0.0001073886,"forecast":0.0001655683,"baseline":0.0001679452,"qlike_diff":-0.005074223},{"symbol":"EWU","date":"2026-06-11","realized":5.06658e-05,"forecast":0.0001371128,"baseline":0.0001663361,"qlike_diff":-0.1282864002},{"symbol":"EWU","date":"2026-06-26","realized":0.0001016412,"forecast":8.91779e-05,"baseline":0.0001259582,"qlike_diff":-0.0125029359},{"symbol":"EWU","date":"2026-07-13","realized":6.91217e-05,"forecast":8.77656e-05,"baseline":0.0001193643,"qlike_diff":-0.0990204098},{"symbol":"EWU","date":"2026-07-27","realized":4.64329e-05,"forecast":8.56887e-05,"baseline":0.0001153314,"qlike_diff":-0.1578139343},{"symbol":"EWU","date":"2026-08-10","realized":1.77249e-05,"forecast":6.00205e-05,"baseline":8.93699e-05,"qlike_diff":-0.3011155322},{"symbol":"EWW","date":"2026-01-02","realized":0.0001049239,"forecast":0.0001222704,"baseline":0.0001286569,"qlike_diff":-0.0083167447},{"symbol":"EWW","date":"2026-01-16","realized":0.0002536855,"forecast":0.0001037953,"baseline":0.0001136886,"qlike_diff":0.1216443987}] 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":"EWT","date":"2026-05-13","realized":0.0007379563,"forecast":0.0003954687,"baseline":0.0004473957,"qlike_diff":0.0932089739},{"symbol":"EWT","date":"2026-05-28","realized":0.0010401243,"forecast":0.0005516122,"baseline":0.0004667356,"qlike_diff":-0.1758184065},{"symbol":"EWT","date":"2026-06-11","realized":0.0008112858,"forecast":0.0008687524,"baseline":0.000593759,"qlike_diff":-0.0519191442},{"symbol":"EWT","date":"2026-06-26","realized":0.0007827429,"forecast":0.0008927685,"baseline":0.0006257401,"qlike_diff":-0.0187560572},{"symbol":"EWT","date":"2026-07-13","realized":0.0004621782,"forecast":0.0008215451,"baseline":0.0006946918,"qlike_diff":0.0649908341},{"symbol":"EWT","date":"2026-07-27","realized":0.0009528074,"forecast":0.0006472299,"baseline":0.0007138961,"qlike_diff":0.0394370398},{"symbol":"EWT","date":"2026-08-10","realized":0.0002131778,"forecast":0.0007356704,"baseline":0.0008098111,"qlike_diff":-0.0694891537},{"symbol":"EWU","date":"2026-01-02","realized":3.87126e-05,"forecast":4.51625e-05,"baseline":5.12106e-05,"qlike_diff":-0.0244433953},{"symbol":"EWU","date":"2026-01-16","realized":7.33948e-05,"forecast":3.81483e-05,"baseline":5.01261e-05,"qlike_diff":0.1866705025},{"symbol":"EWU","date":"2026-02-02","realized":0.0001540796,"forecast":5.46168e-05,"baseline":5.66283e-05,"qlike_diff":0.0640392196},{"symbol":"EWU","date":"2026-02-17","realized":0.0001331661,"forecast":0.0001043408,"baseline":7.13691e-05,"qlike_diff":-0.2098204156},{"symbol":"EWU","date":"2026-03-03","realized":0.0001166522,"forecast":0.0001375074,"baseline":7.98099e-05,"qlike_diff":-0.0692610504},{"symbol":"EWU","date":"2026-03-17","realized":0.0002885984,"forecast":0.0001246103,"baseline":9.21694e-05,"qlike_diff":-0.5136028875}] 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":"EWJ","date":"2026-07-13","realized":0.0001536952,"forecast":0.0002378085,"baseline":0.0001934879,"qlike_diff":0.0582087902},{"symbol":"EWJ","date":"2026-07-27","realized":0.0003131735,"forecast":0.000181252,"baseline":0.000202005,"qlike_diff":0.0691050872},{"symbol":"EWJ","date":"2026-08-10","realized":0.0001313108,"forecast":0.0002382178,"baseline":0.0002215963,"qlike_diff":0.0309820928},{"symbol":"EWT","date":"2026-01-02","realized":5.51459e-05,"forecast":0.0001396261,"baseline":0.0002218359,"qlike_diff":-0.3166044162},{"symbol":"EWT","date":"2026-01-16","realized":0.0002506579,"forecast":7.28913e-05,"baseline":0.000129274,"qlike_diff":0.9268590804},{"symbol":"EWT","date":"2026-02-02","realized":0.000218485,"forecast":0.0001631058,"baseline":0.0001530125,"qlike_diff":-0.024480964},{"symbol":"EWT","date":"2026-02-17","realized":0.0005216703,"forecast":0.0002118086,"baseline":0.0001379805,"qlike_diff":-0.8892516889},{"symbol":"EWT","date":"2026-03-03","realized":0.0003171042,"forecast":0.0003810939,"baseline":0.0002181671,"qlike_diff":-0.0636184704},{"symbol":"EWT","date":"2026-03-17","realized":0.0005842266,"forecast":0.0003995235,"baseline":0.0002363856,"qlike_diff":-0.4843813818},{"symbol":"EWT","date":"2026-03-31","realized":0.0005155969,"forecast":0.0004653197,"baseline":0.0003277248,"qlike_diff":-0.1146626531},{"symbol":"EWT","date":"2026-04-15","realized":0.0004169968,"forecast":0.000516526,"baseline":0.000398788,"qlike_diff":0.0203457192},{"symbol":"EWT","date":"2026-04-29","realized":0.0003997169,"forecast":0.000415227,"baseline":0.0004207039,"qlike_diff":-0.0005717652}] 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":"EWJ","date":"2026-01-02","realized":0.000115339,"forecast":5.33041e-05,"baseline":0.0001038632,"qlike_diff":0.3862417667},{"symbol":"EWJ","date":"2026-01-16","realized":9.88463e-05,"forecast":6.94352e-05,"baseline":7.84415e-05,"qlike_diff":0.0414896788},{"symbol":"EWJ","date":"2026-02-02","realized":0.0003279894,"forecast":9.41228e-05,"baseline":8.84781e-05,"qlike_diff":-0.1604705919},{"symbol":"EWJ","date":"2026-02-17","realized":0.0002233067,"forecast":0.000201655,"baseline":0.000116906,"qlike_diff":-0.2575808045},{"symbol":"EWJ","date":"2026-03-03","realized":0.0002635419,"forecast":0.0002610204,"baseline":0.0001429347,"qlike_diff":-0.2319214175},{"symbol":"EWJ","date":"2026-03-17","realized":0.0004543987,"forecast":0.0002388795,"baseline":0.0001767156,"qlike_diff":-0.3677295183},{"symbol":"EWJ","date":"2026-03-31","realized":0.0003110034,"forecast":0.0003601057,"baseline":0.0002510305,"qlike_diff":-0.0144389647},{"symbol":"EWJ","date":"2026-04-15","realized":0.0001012679,"forecast":0.0003576783,"baseline":0.000284113,"qlike_diff":0.1569523313},{"symbol":"EWJ","date":"2026-04-29","realized":0.0002009781,"forecast":0.0002148328,"baseline":0.0002849697,"qlike_diff":-0.0522746738},{"symbol":"EWJ","date":"2026-05-13","realized":6.67354e-05,"forecast":0.0001768532,"baseline":0.0002634243,"qlike_diff":-0.2744351389},{"symbol":"EWJ","date":"2026-05-28","realized":0.0003084249,"forecast":0.0001335004,"baseline":0.000235727,"qlike_diff":0.4333236329},{"symbol":"EWJ","date":"2026-06-11","realized":0.0002947309,"forecast":0.0002164766,"baseline":0.0002427299,"qlike_diff":0.0327898413},{"symbol":"EWJ","date":"2026-06-26","realized":0.0001729016,"forecast":0.0002919865,"baseline":0.0002146641,"qlike_diff":0.0943373408}] 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":"EWG","date":"2026-03-03","realized":0.0001411631,"forecast":0.0001668577,"baseline":8.76434e-05,"qlike_diff":-0.1207790235},{"symbol":"EWG","date":"2026-03-17","realized":0.0004979664,"forecast":0.0001710983,"baseline":0.0001041644,"qlike_diff":-1.3739026463},{"symbol":"EWG","date":"2026-03-31","realized":0.0002015146,"forecast":0.0003208349,"baseline":0.0001837095,"qlike_diff":0.0887454209},{"symbol":"EWG","date":"2026-04-15","realized":0.0001347024,"forecast":0.000309652,"baseline":0.0002136469,"qlike_diff":0.1756458665},{"symbol":"EWG","date":"2026-04-29","realized":0.0002772665,"forecast":0.0001846608,"baseline":0.0002182334,"qlike_diff":0.0639420389},{"symbol":"EWG","date":"2026-05-13","realized":0.0001849522,"forecast":0.0002205818,"baseline":0.0002530495,"qlike_diff":-0.0297354407},{"symbol":"EWG","date":"2026-05-28","realized":0.0001817599,"forecast":0.0002181843,"baseline":0.0002430745,"qlike_diff":-0.0227249887},{"symbol":"EWG","date":"2026-06-11","realized":7.64717e-05,"forecast":0.0001972657,"baseline":0.000250152,"qlike_diff":-0.1555596012},{"symbol":"EWG","date":"2026-06-26","realized":0.000153972,"forecast":0.0001385475,"baseline":0.000178555,"qlike_diff":-0.0046758976},{"symbol":"EWG","date":"2026-07-13","realized":9.7181e-05,"forecast":0.0001342093,"baseline":0.0001710232,"qlike_diff":-0.0865312576},{"symbol":"EWG","date":"2026-07-27","realized":9.36231e-05,"forecast":0.0001305313,"baseline":0.0001644179,"qlike_diff":-0.0829734519},{"symbol":"EWG","date":"2026-08-10","realized":2.18877e-05,"forecast":0.0001008522,"baseline":0.0001325477,"qlike_diff":-0.2213900378}] 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":"EWC","date":"2026-04-15","realized":5.35628e-05,"forecast":0.0001288023,"baseline":0.0001409488,"qlike_diff":-0.0542812782},{"symbol":"EWC","date":"2026-04-29","realized":0.0001129425,"forecast":6.97097e-05,"baseline":0.0001166713,"qlike_diff":0.1371220783},{"symbol":"EWC","date":"2026-05-13","realized":5.32897e-05,"forecast":8.84703e-05,"baseline":0.0001025039,"qlike_diff":-0.0647678895},{"symbol":"EWC","date":"2026-05-28","realized":0.000131227,"forecast":7.83112e-05,"baseline":9.8907e-05,"qlike_diff":0.1154506226},{"symbol":"EWC","date":"2026-06-11","realized":4.65434e-05,"forecast":9.8076e-05,"baseline":0.0001064075,"qlike_diff":-0.0443760078},{"symbol":"EWC","date":"2026-06-26","realized":2.08395e-05,"forecast":8.35747e-05,"baseline":7.59555e-05,"qlike_diff":0.0705798331},{"symbol":"EWC","date":"2026-07-13","realized":4.63473e-05,"forecast":4.24601e-05,"baseline":7.08394e-05,"qlike_diff":-0.0745593777},{"symbol":"EWC","date":"2026-07-27","realized":5.87054e-05,"forecast":4.06328e-05,"baseline":6.90908e-05,"qlike_diff":0.064247954},{"symbol":"EWC","date":"2026-08-10","realized":2.6784e-05,"forecast":5.10495e-05,"baseline":5.92029e-05,"qlike_diff":-0.075917136},{"symbol":"EWG","date":"2026-01-02","realized":3.2237e-05,"forecast":3.94671e-05,"baseline":6.78714e-05,"qlike_diff":-0.2003119849},{"symbol":"EWG","date":"2026-01-16","realized":0.0001042594,"forecast":3.19529e-05,"baseline":6.4177e-05,"qlike_diff":0.9409650788},{"symbol":"EWG","date":"2026-02-02","realized":7.29425e-05,"forecast":6.90272e-05,"baseline":7.24267e-05,"qlike_diff":0.0015250595},{"symbol":"EWG","date":"2026-02-17","realized":0.0002435412,"forecast":7.99145e-05,"baseline":6.18031e-05,"qlike_diff":-0.636072827}] 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":"EWA","date":"2026-05-28","realized":0.0002350904,"forecast":0.0001652529,"baseline":0.0002162129,"qlike_diff":0.0665133917},{"symbol":"EWA","date":"2026-06-11","realized":7.20993e-05,"forecast":0.000179107,"baseline":0.0002146873,"qlike_diff":-0.1144844782},{"symbol":"EWA","date":"2026-06-26","realized":7.15897e-05,"forecast":0.0001478043,"baseline":0.0001555646,"qlike_diff":-0.0270099108},{"symbol":"EWA","date":"2026-07-13","realized":6.18537e-05,"forecast":8.9493e-05,"baseline":0.0001397141,"qlike_diff":-0.1969968384},{"symbol":"EWA","date":"2026-07-27","realized":0.0001924729,"forecast":7.58939e-05,"baseline":0.0001354707,"qlike_diff":0.5358889649},{"symbol":"EWA","date":"2026-08-10","realized":4.42172e-05,"forecast":0.0001267793,"baseline":0.0001199213,"qlike_diff":0.0356666704},{"symbol":"EWC","date":"2026-01-02","realized":3.40796e-05,"forecast":4.91228e-05,"baseline":8.20932e-05,"qlike_diff":-0.2349021278},{"symbol":"EWC","date":"2026-01-16","realized":0.0001980511,"forecast":3.9794e-05,"baseline":6.91663e-05,"qlike_diff":1.5607044707},{"symbol":"EWC","date":"2026-02-02","realized":0.0001978763,"forecast":0.0001267946,"baseline":8.98158e-05,"qlike_diff":-0.2977225038},{"symbol":"EWC","date":"2026-02-17","realized":7.51878e-05,"forecast":0.0001863064,"baseline":0.0001003386,"qlike_diff":0.2730722174},{"symbol":"EWC","date":"2026-03-03","realized":8.46971e-05,"forecast":0.0001326179,"baseline":9.80175e-05,"qlike_diff":0.0768794022},{"symbol":"EWC","date":"2026-03-17","realized":0.0002239816,"forecast":9.67781e-05,"baseline":0.0001061852,"qlike_diff":0.1122706771},{"symbol":"EWC","date":"2026-03-31","realized":5.6225e-05,"forecast":0.0001602909,"baseline":0.0001379112,"qlike_diff":0.0934586858}] 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":"ETHA","date":"2026-07-13","realized":0.0009104468,"forecast":0.0012459612,"baseline":0.0011168124,"qlike_diff":0.0249280482},{"symbol":"ETHA","date":"2026-07-27","realized":0.0002964968,"forecast":0.0009612222,"baseline":0.0011644869,"qlike_diff":-0.1379879499},{"symbol":"ETHA","date":"2026-08-10","realized":0.0021331547,"forecast":0.0006646604,"baseline":0.0011645725,"qlike_diff":0.8168511793},{"symbol":"EWA","date":"2026-01-02","realized":2.46068e-05,"forecast":6.10984e-05,"baseline":7.69252e-05,"qlike_diff":-0.1474866575},{"symbol":"EWA","date":"2026-01-16","realized":0.0001786576,"forecast":4.67987e-05,"baseline":6.7984e-05,"qlike_diff":0.816222429},{"symbol":"EWA","date":"2026-02-02","realized":0.0001721504,"forecast":0.0001049699,"baseline":8.40285e-05,"qlike_diff":-0.1861989295},{"symbol":"EWA","date":"2026-02-17","realized":0.000144307,"forecast":0.0001493555,"baseline":8.69773e-05,"qlike_diff":-0.1522536097},{"symbol":"EWA","date":"2026-03-03","realized":0.0002439816,"forecast":0.00015639,"baseline":0.0001023309,"qlike_diff":-0.4000155533},{"symbol":"EWA","date":"2026-03-17","realized":0.000420305,"forecast":0.0001984202,"baseline":0.0001382837,"qlike_diff":-0.560103448},{"symbol":"EWA","date":"2026-03-31","realized":0.0001614925,"forecast":0.0003150644,"baseline":0.0002000319,"qlike_diff":0.159536455},{"symbol":"EWA","date":"2026-04-15","realized":9.03714e-05,"forecast":0.0002618389,"baseline":0.0002195632,"qlike_diff":0.1096341988},{"symbol":"EWA","date":"2026-04-29","realized":0.0002816899,"forecast":0.0001462851,"baseline":0.0002087584,"qlike_diff":0.2206441627},{"symbol":"EWA","date":"2026-05-13","realized":7.78452e-05,"forecast":0.0001981268,"baseline":0.0002274703,"qlike_diff":-0.0874279145}] 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":"ETHA","date":"2026-01-16","realized":0.0039433704,"forecast":0.0010260383,"baseline":0.0020265488,"qlike_diff":1.2168131459},{"symbol":"ETHA","date":"2026-02-02","realized":0.0045997329,"forecast":0.0024892061,"baseline":0.0020813666,"qlike_diff":-0.1831474792},{"symbol":"ETHA","date":"2026-02-17","realized":0.002409175,"forecast":0.0036153516,"baseline":0.0024903593,"qlike_diff":0.0717351838},{"symbol":"ETHA","date":"2026-03-03","realized":0.0023235251,"forecast":0.0033062998,"baseline":0.0023325153,"qlike_diff":0.0554936958},{"symbol":"ETHA","date":"2026-03-17","realized":0.001143641,"forecast":0.0025516955,"baseline":0.0025229829,"qlike_diff":0.0062155781},{"symbol":"ETHA","date":"2026-03-31","realized":0.0006867316,"forecast":0.0018874782,"baseline":0.0025352895,"qlike_diff":-0.2020997868},{"symbol":"ETHA","date":"2026-04-15","realized":0.0007441418,"forecast":0.0011600592,"baseline":0.002530465,"qlike_diff":-0.4325363788},{"symbol":"ETHA","date":"2026-04-29","realized":0.0002694611,"forecast":0.0009025928,"baseline":0.002017722,"qlike_diff":-0.6394589353},{"symbol":"ETHA","date":"2026-05-13","realized":0.000576635,"forecast":0.0006115767,"baseline":0.0012799078,"qlike_diff":-0.2461653058},{"symbol":"ETHA","date":"2026-05-28","realized":0.0027019644,"forecast":0.0005185862,"baseline":0.0009734981,"qlike_diff":1.804940798},{"symbol":"ETHA","date":"2026-06-11","realized":0.0014790091,"forecast":0.0015477071,"baseline":0.0010082746,"qlike_diff":-0.0827242609},{"symbol":"ETHA","date":"2026-06-26","realized":0.0009637029,"forecast":0.001762258,"baseline":0.0010714266,"qlike_diff":0.145004098}] 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":"EEM","date":"2026-03-17","realized":0.0005578524,"forecast":0.0003293749,"baseline":0.0001914161,"qlike_diff":-0.6779275015},{"symbol":"EEM","date":"2026-03-31","realized":0.0003575395,"forecast":0.000435149,"baseline":0.0002703022,"qlike_diff":-0.0249434494},{"symbol":"EEM","date":"2026-04-15","realized":0.0001842789,"forecast":0.0004304635,"baseline":0.0003198334,"qlike_diff":0.1489848808},{"symbol":"EEM","date":"2026-04-29","realized":0.0003789652,"forecast":0.0002755089,"baseline":0.0003271777,"qlike_diff":0.0453408367},{"symbol":"EEM","date":"2026-05-13","realized":0.00031907,"forecast":0.0003105444,"baseline":0.0003663981,"qlike_diff":-0.0087685909},{"symbol":"EEM","date":"2026-05-28","realized":0.0007864224,"forecast":0.0003367111,"baseline":0.000348107,"qlike_diff":0.0431754285},{"symbol":"EEM","date":"2026-06-11","realized":0.0006049195,"forecast":0.0005740051,"baseline":0.000432549,"qlike_diff":-0.0616993613},{"symbol":"EEM","date":"2026-06-26","realized":0.0004203589,"forecast":0.0006584384,"baseline":0.0004374831,"qlike_diff":0.0863934134},{"symbol":"EEM","date":"2026-07-13","realized":0.000223849,"forecast":0.0005269572,"baseline":0.0004561269,"qlike_diff":0.0783833078},{"symbol":"EEM","date":"2026-07-27","realized":0.0003485575,"forecast":0.0003554746,"baseline":0.0004632083,"qlike_diff":-0.0366672425},{"symbol":"EEM","date":"2026-08-10","realized":0.0001757568,"forecast":0.0003241391,"baseline":0.0004579805,"qlike_diff":-0.1871922199},{"symbol":"ETHA","date":"2026-01-02","realized":0.0008034238,"forecast":0.0014167813,"baseline":0.0021600905,"qlike_diff":-0.2266255905}] 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":"DELL","date":"2026-05-13","realized":0.0030412047,"forecast":0.0021783219,"baseline":0.0019289896,"qlike_diff":-0.0588979138},{"symbol":"DELL","date":"2026-05-28","realized":0.010781338,"forecast":0.0027410907,"baseline":0.0016347077,"qlike_diff":-2.1451483398},{"symbol":"DELL","date":"2026-06-11","realized":0.0008500963,"forecast":0.006059689,"baseline":0.0033323422,"qlike_diff":0.4831654205},{"symbol":"DELL","date":"2026-06-26","realized":0.0015366577,"forecast":0.0046630538,"baseline":0.0032288557,"qlike_diff":0.2211676515},{"symbol":"DELL","date":"2026-07-13","realized":0.0031723076,"forecast":0.0018579619,"baseline":0.0032923735,"qlike_diff":0.1717519013},{"symbol":"DELL","date":"2026-07-27","realized":0.0034069932,"forecast":0.0025622094,"baseline":0.0036662115,"qlike_diff":0.0421248872},{"symbol":"DELL","date":"2026-08-10","realized":0.0017265899,"forecast":0.0031548246,"baseline":0.0037497805,"qlike_diff":-0.08592978},{"symbol":"EEM","date":"2026-01-02","realized":5.67783e-05,"forecast":8.41439e-05,"baseline":0.0001107301,"qlike_diff":-0.1125540704},{"symbol":"EEM","date":"2026-01-16","realized":0.0001443975,"forecast":6.96932e-05,"baseline":6.68546e-05,"qlike_diff":-0.0463894821},{"symbol":"EEM","date":"2026-02-02","realized":0.0001364782,"forecast":0.0001034098,"baseline":7.74489e-05,"qlike_diff":-0.1533095705},{"symbol":"EEM","date":"2026-02-17","realized":0.000400209,"forecast":0.0001294943,"baseline":8.54064e-05,"qlike_diff":-1.1791689973},{"symbol":"EEM","date":"2026-03-03","realized":0.0002992274,"forecast":0.000282712,"baseline":0.000149643,"qlike_diff":-0.3050145088}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all