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":"COIN","date":"2026-07-13","realized":0.0020541685,"forecast":0.001408787,"baseline":0.0016544169,"qlike_diff":0.0557650265},{"symbol":"COIN","date":"2026-07-27","realized":0.002109241,"forecast":0.0017355164,"baseline":0.0017237529,"qlike_diff":-0.001492733},{"symbol":"COIN","date":"2026-08-10","realized":0.0024720394,"forecast":0.0020350758,"baseline":0.0017839822,"qlike_diff":-0.0392849938},{"symbol":"DELL","date":"2026-01-02","realized":0.0002626267,"forecast":0.0006472149,"baseline":0.0008858234,"qlike_diff":-0.2045369642},{"symbol":"DELL","date":"2026-01-16","realized":0.0011346125,"forecast":0.0003751458,"baseline":0.0006761709,"qlike_diff":0.7573295201},{"symbol":"DELL","date":"2026-02-02","realized":0.0020290134,"forecast":0.0007231896,"baseline":0.0007951527,"qlike_diff":0.1590543354},{"symbol":"DELL","date":"2026-02-17","realized":0.0046786228,"forecast":0.0015092156,"baseline":0.0009383394,"qlike_diff":-1.410797112},{"symbol":"DELL","date":"2026-03-03","realized":0.0003098831,"forecast":0.0033167409,"baseline":0.0015807735,"qlike_diff":0.6384657504},{"symbol":"DELL","date":"2026-03-17","realized":0.0016130399,"forecast":0.0021558558,"baseline":0.0014706233,"qlike_diff":0.033873734},{"symbol":"DELL","date":"2026-03-31","realized":0.001192106,"forecast":0.0013566908,"baseline":0.0016813286,"qlike_diff":-0.0448754056},{"symbol":"DELL","date":"2026-04-15","realized":0.0013710576,"forecast":0.0014707055,"baseline":0.0018141563,"qlike_diff":-0.0333884189},{"symbol":"DELL","date":"2026-04-29","realized":0.0031420923,"forecast":0.001290235,"baseline":0.0018121837,"qlike_diff":0.3617078097}] 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":"COIN","date":"2026-01-16","realized":0.0009146428,"forecast":0.0010215589,"baseline":0.0015114532,"qlike_diff":-0.1015428489},{"symbol":"COIN","date":"2026-02-02","realized":0.0076058611,"forecast":0.00101977,"baseline":0.0012006858,"qlike_diff":0.960494979},{"symbol":"COIN","date":"2026-02-17","realized":0.0026058731,"forecast":0.0040961563,"baseline":0.002109584,"qlike_diff":0.0644790031},{"symbol":"COIN","date":"2026-03-03","realized":0.0024615089,"forecast":0.0043932859,"baseline":0.0022546099,"qlike_diff":0.1356222008},{"symbol":"COIN","date":"2026-03-17","realized":0.0027075347,"forecast":0.0026479937,"baseline":0.0025974834,"qlike_diff":-0.0006239019},{"symbol":"COIN","date":"2026-03-31","realized":0.0010042674,"forecast":0.0027759061,"baseline":0.0029556999,"qlike_diff":-0.0407513516},{"symbol":"COIN","date":"2026-04-15","realized":0.0017139273,"forecast":0.002010132,"baseline":0.0029199508,"qlike_diff":-0.1076935083},{"symbol":"COIN","date":"2026-04-29","realized":0.0016094545,"forecast":0.0016748832,"baseline":0.0030673116,"qlike_diff":-0.1688344327},{"symbol":"COIN","date":"2026-05-13","realized":0.0017041024,"forecast":0.0017773593,"baseline":0.0020405222,"qlike_diff":-0.0144242819},{"symbol":"COIN","date":"2026-05-28","realized":0.002181358,"forecast":0.0017297309,"baseline":0.0018984398,"qlike_diff":0.0190035011},{"symbol":"COIN","date":"2026-06-11","realized":0.0013614374,"forecast":0.0019138905,"baseline":0.0018303109,"qlike_diff":0.0121692509},{"symbol":"COIN","date":"2026-06-26","realized":0.0012707184,"forecast":0.0017320948,"baseline":0.0016157342,"qlike_diff":0.0167080514}] 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":"COHR","date":"2026-03-17","realized":0.0047691047,"forecast":0.0028481163,"baseline":0.0021418064,"qlike_diff":-0.2671889561},{"symbol":"COHR","date":"2026-03-31","realized":0.0020457555,"forecast":0.0036212276,"baseline":0.0028409957,"qlike_diff":0.0875087723},{"symbol":"COHR","date":"2026-04-15","realized":0.0013503887,"forecast":0.0031745765,"baseline":0.0027555018,"qlike_diff":0.0768807104},{"symbol":"COHR","date":"2026-04-29","realized":0.003401501,"forecast":0.0018928626,"baseline":0.0027987108,"qlike_diff":0.1905642429},{"symbol":"COHR","date":"2026-05-13","realized":0.0009882614,"forecast":0.0026031297,"baseline":0.0028878302,"qlike_diff":-0.0663633203},{"symbol":"COHR","date":"2026-05-28","realized":0.0060912743,"forecast":0.002078655,"baseline":0.0024658946,"qlike_diff":0.2893497992},{"symbol":"COHR","date":"2026-06-11","realized":0.0042099709,"forecast":0.0037430711,"baseline":0.0031170943,"qlike_diff":-0.0428652266},{"symbol":"COHR","date":"2026-06-26","realized":0.0024090237,"forecast":0.0047018695,"baseline":0.0030036178,"qlike_diff":0.1584564376},{"symbol":"COHR","date":"2026-07-13","realized":0.0032124389,"forecast":0.0033133504,"baseline":0.0031271879,"qlike_diff":0.0001084519},{"symbol":"COHR","date":"2026-07-27","realized":0.0098298876,"forecast":0.002976722,"baseline":0.0034389365,"qlike_diff":0.299503758},{"symbol":"COHR","date":"2026-08-10","realized":0.0044197632,"forecast":0.0066615976,"baseline":0.0045191189,"qlike_diff":0.0734968889},{"symbol":"COIN","date":"2026-01-02","realized":0.0012967496,"forecast":0.0007668255,"baseline":0.0014499186,"qlike_diff":0.1596985029}] 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":"CDNS","date":"2026-05-13","realized":0.0005243151,"forecast":0.0006016978,"baseline":0.0007321034,"qlike_diff":-0.0409499454},{"symbol":"CDNS","date":"2026-05-28","realized":0.0021065324,"forecast":0.0004823045,"baseline":0.0006049426,"qlike_diff":0.6588801095},{"symbol":"CDNS","date":"2026-06-11","realized":0.000267364,"forecast":0.0012894113,"baseline":0.0009269472,"qlike_diff":0.2489630155},{"symbol":"CDNS","date":"2026-06-26","realized":0.0001928844,"forecast":0.0010153239,"baseline":0.000899687,"qlike_diff":0.0964987719},{"symbol":"CDNS","date":"2026-07-13","realized":0.0014798103,"forecast":0.0003796233,"baseline":0.0007120554,"qlike_diff":1.1909020211},{"symbol":"CDNS","date":"2026-07-27","realized":0.0002939084,"forecast":0.0008931905,"baseline":0.0008187676,"qlike_diff":0.0570898027},{"symbol":"CDNS","date":"2026-08-10","realized":0.0001296313,"forecast":0.0007592644,"baseline":0.0008233149,"qlike_diff":-0.0677063599},{"symbol":"COHR","date":"2026-01-02","realized":0.0022380232,"forecast":0.0013755621,"baseline":0.0021227684,"qlike_diff":0.1388349346},{"symbol":"COHR","date":"2026-01-16","realized":0.0013108648,"forecast":0.0016829896,"baseline":0.0021888821,"qlike_diff":-0.0828027147},{"symbol":"COHR","date":"2026-02-02","realized":0.0024269283,"forecast":0.0017099018,"baseline":0.0021557521,"qlike_diff":0.0618421722},{"symbol":"COHR","date":"2026-02-17","realized":0.0039477854,"forecast":0.0018963772,"baseline":0.0016959611,"qlike_diff":-0.134310136},{"symbol":"COHR","date":"2026-03-03","realized":0.0021382528,"forecast":0.0031443641,"baseline":0.0020349133,"qlike_diff":0.0644023153}] 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":"BITO","date":"2026-07-13","realized":0.0002705535,"forecast":0.0005878524,"baseline":0.0005659069,"qlike_diff":0.0201985009},{"symbol":"BITO","date":"2026-07-27","realized":0.0002260707,"forecast":0.0004026569,"baseline":0.000541782,"qlike_diff":-0.1526039142},{"symbol":"BITO","date":"2026-08-10","realized":0.0011406714,"forecast":0.0002960089,"baseline":0.0005234231,"qlike_diff":1.1042497687},{"symbol":"CDNS","date":"2026-01-02","realized":0.0005571453,"forecast":0.000161526,"baseline":0.000297565,"qlike_diff":0.9659455399},{"symbol":"CDNS","date":"2026-01-16","realized":0.0006351083,"forecast":0.0003293693,"baseline":0.0003056225,"qlike_diff":-0.0749962811},{"symbol":"CDNS","date":"2026-02-02","realized":0.00153378,"forecast":0.0005558023,"baseline":0.000363557,"qlike_diff":-1.0347609998},{"symbol":"CDNS","date":"2026-02-17","realized":0.0012788371,"forecast":0.0010359655,"baseline":0.0005856675,"qlike_diff":-0.3787780758},{"symbol":"CDNS","date":"2026-03-03","realized":0.0001668679,"forecast":0.0012504593,"baseline":0.0007188101,"qlike_diff":0.454969706},{"symbol":"CDNS","date":"2026-03-17","realized":0.0003913606,"forecast":0.0006922685,"baseline":0.0007116639,"qlike_diff":-0.0122245459},{"symbol":"CDNS","date":"2026-03-31","realized":0.0013770572,"forecast":0.000401048,"baseline":0.0007699444,"qlike_diff":0.9928943781},{"symbol":"CDNS","date":"2026-04-15","realized":0.0009278072,"forecast":0.0009616202,"baseline":0.0009118533,"qlike_diff":0.00048179},{"symbol":"CDNS","date":"2026-04-29","realized":0.0002609412,"forecast":0.0010597533,"baseline":0.0009570733,"qlike_diff":0.0754947012}] 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":"BITO","date":"2026-01-16","realized":0.0013637456,"forecast":0.0005127921,"baseline":0.0008157591,"qlike_diff":0.523452258},{"symbol":"BITO","date":"2026-02-02","realized":0.0036660412,"forecast":0.0009889777,"baseline":0.0008501443,"qlike_diff":-0.4540920156},{"symbol":"BITO","date":"2026-02-17","realized":0.0012413371,"forecast":0.0021905068,"baseline":0.0013293629,"qlike_diff":0.1323391248},{"symbol":"BITO","date":"2026-03-03","realized":0.0009435016,"forecast":0.0021172402,"baseline":0.0012826717,"qlike_diff":0.211221041},{"symbol":"BITO","date":"2026-03-17","realized":0.0006152945,"forecast":0.0012088708,"baseline":0.0013644106,"qlike_diff":-0.0630128846},{"symbol":"BITO","date":"2026-03-31","realized":0.0003774333,"forecast":0.0008950631,"baseline":0.0014071571,"qlike_diff":-0.2989730343},{"symbol":"BITO","date":"2026-04-15","realized":0.000434417,"forecast":0.0006029295,"baseline":0.0013734814,"qlike_diff":-0.4190822356},{"symbol":"BITO","date":"2026-04-29","realized":0.0002910519,"forecast":0.0004774894,"baseline":0.0012330873,"qlike_diff":-0.5752231707},{"symbol":"BITO","date":"2026-05-13","realized":0.0003629597,"forecast":0.0004012182,"baseline":0.0006548349,"qlike_diff":-0.139510252},{"symbol":"BITO","date":"2026-05-28","realized":0.0011970461,"forecast":0.0003645393,"baseline":0.0005114589,"qlike_diff":0.6046361649},{"symbol":"BITO","date":"2026-06-11","realized":0.0006437733,"forecast":0.0007131911,"baseline":0.0005476579,"qlike_diff":-0.0087381099},{"symbol":"BITO","date":"2026-06-26","realized":0.0004729467,"forecast":0.0007726335,"baseline":0.0005554374,"qlike_diff":0.0906867474}] 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":"BE","date":"2026-03-03","realized":0.005097742,"forecast":0.004717567,"baseline":0.0044541877,"qlike_diff":-0.0064473952},{"symbol":"BE","date":"2026-03-17","realized":0.0062331294,"forecast":0.0045770011,"baseline":0.0039299157,"qlike_diff":-0.0718090171},{"symbol":"BE","date":"2026-03-31","realized":0.006640152,"forecast":0.0056927777,"baseline":0.0045874797,"qlike_diff":-0.0651665937},{"symbol":"BE","date":"2026-04-15","realized":0.006582345,"forecast":0.0065258624,"baseline":0.0050533783,"qlike_diff":-0.0381919581},{"symbol":"BE","date":"2026-04-29","realized":0.002060684,"forecast":0.0063976145,"baseline":0.0057219499,"qlike_diff":0.0735808084},{"symbol":"BE","date":"2026-05-13","realized":0.0030170425,"forecast":0.0046314586,"baseline":0.00507195,"qlike_diff":-0.0342783065},{"symbol":"BE","date":"2026-05-28","realized":0.0041698422,"forecast":0.0032987323,"baseline":0.0049067493,"qlike_diff":0.0171830596},{"symbol":"BE","date":"2026-06-11","realized":0.007858109,"forecast":0.0039137081,"baseline":0.0048098894,"qlike_diff":0.1679135232},{"symbol":"BE","date":"2026-06-26","realized":0.0046815799,"forecast":0.0063237177,"baseline":0.005031567,"qlike_diff":0.0384549057},{"symbol":"BE","date":"2026-07-13","realized":0.0079410039,"forecast":0.0060127051,"baseline":0.0048062241,"qlike_diff":-0.107566367},{"symbol":"BE","date":"2026-07-27","realized":0.0080233954,"forecast":0.0065498706,"baseline":0.0049875545,"qlike_diff":-0.1112136024},{"symbol":"BE","date":"2026-08-10","realized":0.0026034246,"forecast":0.0075718507,"baseline":0.0060205804,"qlike_diff":0.1406623454},{"symbol":"BITO","date":"2026-01-02","realized":0.0006124796,"forecast":0.0005252786,"baseline":0.0007906709,"qlike_diff":-0.0175768043}] 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":"AVGO","date":"2026-04-29","realized":0.0004916257,"forecast":0.0007075515,"baseline":0.0007353436,"qlike_diff":-0.012266641},{"symbol":"AVGO","date":"2026-05-13","realized":0.0005475735,"forecast":0.0005894156,"baseline":0.0006332334,"qlike_diff":-0.0074228516},{"symbol":"AVGO","date":"2026-05-28","realized":0.0034940382,"forecast":0.0005437003,"baseline":0.0006785963,"qlike_diff":1.0558561309},{"symbol":"AVGO","date":"2026-06-11","realized":0.0011490863,"forecast":0.001992886,"baseline":0.001173784,"qlike_diff":0.1269862911},{"symbol":"AVGO","date":"2026-06-26","realized":0.0007991061,"forecast":0.0019545002,"baseline":0.0012303669,"qlike_diff":0.2221905161},{"symbol":"AVGO","date":"2026-07-13","realized":0.0005530624,"forecast":0.0011195134,"baseline":0.0011938537,"qlike_diff":-0.0335301115},{"symbol":"AVGO","date":"2026-07-27","realized":0.0007613594,"forecast":0.0008008182,"baseline":0.0011914382,"qlike_diff":-0.0855810794},{"symbol":"AVGO","date":"2026-08-10","realized":0.0008139092,"forecast":0.000743268,"baseline":0.0012379412,"qlike_diff":-0.0725769168},{"symbol":"BE","date":"2026-01-02","realized":0.0038452158,"forecast":0.005353817,"baseline":0.0061137668,"qlike_diff":-0.0434576199},{"symbol":"BE","date":"2026-01-16","realized":0.0022267163,"forecast":0.0034903364,"baseline":0.0056969925,"qlike_diff":-0.2428323928},{"symbol":"BE","date":"2026-02-02","realized":0.0057265007,"forecast":0.0030764541,"baseline":0.0049068863,"qlike_diff":0.2275010142},{"symbol":"BE","date":"2026-02-17","realized":0.0041042168,"forecast":0.0042588413,"baseline":0.0047072013,"qlike_diff":-0.0083048017}] 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":"AMZN","date":"2026-06-26","realized":0.0001753368,"forecast":0.0005259462,"baseline":0.0003941312,"qlike_diff":0.1770200549},{"symbol":"AMZN","date":"2026-07-13","realized":0.000398468,"forecast":0.0004060839,"baseline":0.0003195497,"qlike_diff":-0.0260747333},{"symbol":"AMZN","date":"2026-07-27","realized":0.0025228797,"forecast":0.0003377063,"baseline":0.0003465286,"qlike_diff":0.1644070697},{"symbol":"AMZN","date":"2026-08-10","realized":0.0002294175,"forecast":0.0013782585,"baseline":0.0007570393,"qlike_diff":0.4625697752},{"symbol":"AVGO","date":"2026-01-02","realized":0.0005558521,"forecast":0.0011126531,"baseline":0.0011241484,"qlike_diff":-0.0051698835},{"symbol":"AVGO","date":"2026-01-16","realized":0.0004505906,"forecast":0.0005865488,"baseline":0.0009535987,"qlike_diff":-0.1902964874},{"symbol":"AVGO","date":"2026-02-02","realized":0.0010773104,"forecast":0.0005603936,"baseline":0.0009318928,"qlike_diff":0.2577935221},{"symbol":"AVGO","date":"2026-02-17","realized":0.0002073549,"forecast":0.0007901028,"baseline":0.0010499964,"qlike_diff":-0.2194200667},{"symbol":"AVGO","date":"2026-03-03","realized":0.0006749025,"forecast":0.0005968865,"baseline":0.0007859614,"qlike_diff":-0.0031725368},{"symbol":"AVGO","date":"2026-03-17","realized":0.0008256976,"forecast":0.0005191371,"baseline":0.0005348114,"qlike_diff":0.0168689693},{"symbol":"AVGO","date":"2026-03-31","realized":0.0010591752,"forecast":0.0007583521,"baseline":0.0006389902,"qlike_diff":-0.0896379333},{"symbol":"AVGO","date":"2026-04-15","realized":0.000563895,"forecast":0.0008816987,"baseline":0.0007237317,"qlike_diff":0.057835618}] 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":"AMZN","date":"2026-01-02","realized":0.0003258172,"forecast":0.0001781293,"baseline":0.0004444757,"qlike_diff":0.18168241},{"symbol":"AMZN","date":"2026-01-16","realized":0.0002867825,"forecast":0.0002387439,"baseline":0.000421351,"qlike_diff":-0.0474869354},{"symbol":"AMZN","date":"2026-02-02","realized":0.0007180463,"forecast":0.0002829094,"baseline":0.0002618589,"qlike_diff":-0.126711794},{"symbol":"AMZN","date":"2026-02-17","realized":0.0002186395,"forecast":0.0004430652,"baseline":0.0003033672,"qlike_diff":0.151534181},{"symbol":"AMZN","date":"2026-03-03","realized":0.0003260437,"forecast":0.0003792478,"baseline":0.000303613,"qlike_diff":0.0082682312},{"symbol":"AMZN","date":"2026-03-17","realized":0.0005466522,"forecast":0.0002933359,"baseline":0.0003398368,"qlike_diff":0.1078510934},{"symbol":"AMZN","date":"2026-03-31","realized":0.0006358166,"forecast":0.00044921,"baseline":0.0004085164,"qlike_diff":-0.0460351104},{"symbol":"AMZN","date":"2026-04-15","realized":0.000211938,"forecast":0.0005551824,"baseline":0.0004626294,"qlike_diff":0.1059990764},{"symbol":"AMZN","date":"2026-04-29","realized":0.0001268539,"forecast":0.0003491478,"baseline":0.0004485808,"qlike_diff":-0.1700584487},{"symbol":"AMZN","date":"2026-05-13","realized":0.0002075555,"forecast":0.0002172135,"baseline":0.0003256013,"qlike_diff":-0.0867089898},{"symbol":"AMZN","date":"2026-05-28","realized":0.0004480922,"forecast":0.0002084182,"baseline":0.0003273686,"qlike_diff":0.3296568256},{"symbol":"AMZN","date":"2026-06-11","realized":0.0007156054,"forecast":0.0003208798,"baseline":0.0003652093,"qlike_diff":0.1412924807}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"XLF","bars":672,"S":58.1,"asof":"2026-09-04T04:00:00Z","sigma":0.1240584425,"rv20":0.1206087234,"rv60":0.1283587328,"atr14":0.6686857143,"rsi14":55.5142981818,"ema20":57.7407316552,"ema60":56.3035655712,"ret20":0.0086805556,"holdout_n":16,"holdout_variance_ratio":1.0208482067,"holdout_qlike_diff":-0.0041020651},{"symbol":"XLI","bars":672,"S":175.27,"asof":"2026-09-04T04:00:00Z","sigma":0.1382586892,"rv20":0.1231044207,"rv60":0.1760241959,"atr14":2.4096428571,"rsi14":38.9237170684,"ema20":178.4719441682,"ema60":179.0607540542,"ret20":-0.0535154984,"holdout_n":16,"holdout_variance_ratio":1.0063846036,"holdout_qlike_diff":0.0189798633},{"symbol":"XLU","bars":672,"S":43.08,"asof":"2026-09-04T04:00:00Z","sigma":0.1392471179,"rv20":0.1409513088,"rv60":0.1436575049,"atr14":0.6307142857,"rsi14":44.0047001314,"ema20":43.3434869524,"ema60":44.1082482387,"ret20":-0.0121531759,"holdout_n":16,"holdout_variance_ratio":1.0479809994,"holdout_qlike_diff":0.0287896163},{"symbol":"XLV","bars":672,"S":171.45,"asof":"2026-09-04T04:00:00Z","sigma":0.1823632835,"rv20":0.1893490044,"rv60":0.1879339198,"atr14":2.7339214286,"rsi14":55.5297303219,"ema20":170.6605461112,"ema60":164.3504773677,"ret20":0.0348261709,"holdout_n":16,"holdout_variance_ratio":1.1273235136,"holdout_qlike_diff":0.001961581}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"TSEM","bars":672,"S":222.335,"asof":"2026-09-04T04:00:00Z","sigma":0.7523197933,"rv20":0.6550810864,"rv60":0.9760716887,"atr14":12.4467142857,"rsi14":49.2435283699,"ema20":220.9587157498,"ema60":229.1692165699,"ret20":-0.1194304725,"holdout_n":16,"holdout_variance_ratio":1.0915857225,"holdout_qlike_diff":0.1378615087},{"symbol":"TSLA","bars":672,"S":354.08,"asof":"2026-09-04T04:00:00Z","sigma":0.5370894188,"rv20":0.505585934,"rv60":0.5880150163,"atr14":15.3367785714,"rsi14":50.9267589089,"ema20":351.8284628377,"ema60":361.3567442896,"ret20":0.0776066711,"holdout_n":16,"holdout_variance_ratio":1.0314056999,"holdout_qlike_diff":0.0153973484},{"symbol":"TSM","bars":672,"S":428.91,"asof":"2026-09-04T04:00:00Z","sigma":0.2994848405,"rv20":0.2604854259,"rv60":0.4555543909,"atr14":10.6190071429,"rsi14":56.7756605713,"ema20":418.4389576309,"ema60":416.0598285885,"ret20":0.0211170365,"holdout_n":16,"holdout_variance_ratio":1.0086520801,"holdout_qlike_diff":-0.0217900252},{"symbol":"XBI","bars":672,"S":163.81,"asof":"2026-09-04T04:00:00Z","sigma":0.3098847964,"rv20":0.321341256,"rv60":0.2947432894,"atr14":4.3943285714,"rsi14":55.1484835942,"ema20":162.3984050446,"ema60":154.7154994912,"ret20":0.0409226663,"holdout_n":16,"holdout_variance_ratio":1.0700848414,"holdout_qlike_diff":0.079629059},{"symbol":"XLE","bars":672,"S":64.06,"asof":"2026-09-04T04:00:00Z","sigma":0.2079989225,"rv20":0.2131458331,"rv60":0.2227031321,"atr14":1.12925,"rsi14":63.1811014152,"ema20":62.6704551034,"ema60":59.8915619913,"ret20":0.1140869565,"holdout_n":16,"holdout_variance_ratio":1.0313630257,"holdout_qlike_diff":0.024923959}] 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

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"SLV","bars":672,"S":59.82,"asof":"2026-09-04T04:00:00Z","sigma":0.3892471821,"rv20":0.3868414645,"rv60":0.4256009496,"atr14":1.9453571429,"rsi14":52.9328692276,"ema20":59.3840098548,"ema60":58.9809899604,"ret20":0.0403478261,"holdout_n":16,"holdout_variance_ratio":0.908896979,"holdout_qlike_diff":-0.4521584238},{"symbol":"SMCI","bars":672,"S":39.59,"asof":"2026-09-04T04:00:00Z","sigma":0.8215351446,"rv20":0.8107155845,"rv60":0.939369911,"atr14":2.2295,"rsi14":62.655981485,"ema20":36.3137537288,"ema60":33.5823119066,"ret20":0.2717635721,"holdout_n":16,"holdout_variance_ratio":1.0654289856,"holdout_qlike_diff":0.3116492228},{"symbol":"SMTC","bars":672,"S":147.885,"asof":"2026-09-04T04:00:00Z","sigma":0.9666510353,"rv20":0.982521476,"rv60":0.9815509686,"atr14":11.0451142857,"rsi14":58.6770597711,"ema20":134.1229395316,"ema60":133.0552049467,"ret20":0.0607158227,"holdout_n":16,"holdout_variance_ratio":1.1527542727,"holdout_qlike_diff":-0.009879445},{"symbol":"SNDK","bars":392,"S":1740.0,"asof":"2026-09-04T04:00:00Z","sigma":0.9910889547,"rv20":0.8760133255,"rv60":1.3787348657,"atr14":109.8264357143,"rsi14":61.2426730289,"ema20":1534.8696853691,"ema60":1510.3474353121,"ret20":0.4353948573,"holdout_n":16,"holdout_variance_ratio":1.072379222,"holdout_qlike_diff":-0.0024931361},{"symbol":"SNPS","bars":672,"S":393.84,"asof":"2026-09-04T04:00:00Z","sigma":0.5983654807,"rv20":0.6045219631,"rv60":0.4559728134,"atr14":17.3946428571,"rsi14":42.5907382951,"ema20":414.0332279555,"ema60":422.3825895709,"ret20":-0.0532464723,"holdout_n":16,"holdout_variance_ratio":0.9675907747,"holdout_qlike_diff":0.0412606918}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all