Runway

Notes

32996 observations, newest first
QLV90802 metrics rows 91-93 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-19.181178983667646,"win_rate":36.58536585365854,"average_win":0.6653104562681852,"average_loss":1.1934735751558048,"mean_pct":-0.5134306368299547,"ci_low":-0.8014156428800449,"ci_high":-0.20465322758657803,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":23.05201838914449,"vectorbt_return":-19.18117898366809,"agreement_error":4.440892098500626e-13},{"sample":39,"return_pct":-18.784702314816514,"win_rate":41.02564102564102,"average_win":0.6683861785496154,"average_loss":1.3581319860171994,"mean_pct":-0.5267399185026087,"ci_low":-0.8515229800032045,"ci_high":-0.1993848090985954,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":19.17695879576521,"vectorbt_return":-18.784702314816826,"agreement_error":3.126388037344441e-13},{"sample":6,"return_pct":-3.51978423218563,"win_rate":50,"average_win":0.8719703900651687,"average_loss":2.034470966544144,"mean_pct":-0.5812502882394877,"ci_low":-1.9169751252305227,"ci_high":0.6549923858878464,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":4.700445298773637,"vectorbt_return":-3.519784232185699,"agreement_error":6.927791673660977e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 309/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. EFZ|22.64|257|5818.4800000000005|0.0|0.9362460989746024|2026-09-01T04:00:00Z;EJUL|31.79|100|3179.0|0.0|0.8726003490401313|2026-09-04T04:00:00Z;ELD|29.0|500|14500.0|0.10344827586207289|0.589663544918495|2026-09-04T04:00:00Z;DXJ|179.87|7432|1336793.84|0.667148496136092|-0.07222222222221797|2026-09-04T04:00:00Z;EET|110.46|300|33138.0|0.0|0.2541296060990961|2026-09-02T04:00:00Z;EFG|124.62|10517|1310628.54|0.5135612261274278|0.46759109964527035|2026-09-04T04:00:00Z;EUM|15.45|2218|34268.1|0.7119741100323703|-1.5296367112810683|2026-09-04T04:00:00Z;FDLS|43.39|205|8894.95|0.0|0.11536686663589091|2026-09-04T04:00:00Z;FDHY|48.91|974|47638.34|0.06133714986710517|0.12282497441145068|2026-09-03T04:00:00Z;EUDV|54.285|600|32571.0|0.0|3.400000000000003|2026-05-29T04:00:00Z;FCN|151.81|23196|3521384.76|1.9827415848758256|-0.8911375877264649|2026-09-04T04:00:00Z;EXPD|188.6|24524|4625226.399999999|0.6442205726404958|0.7828572955353108|2026-09-04T04:00:00Z;FDRR|70.29|402|28256.58|0.12804097311140047|-0.12787723785164795|2026-09-04T04:00:00Z;EUDG|39.68|1230|48806.4|0.15120967741936056|-1.9157088122605304|2026-09-01T04:00:00Z;EVC|8.42|37832|318545.44|3.3254156769596337|0.29779630732580387|2026-09-04T04:00:00Z;FBP|28.51|46698|1331359.98|0.7541213609259904|0.35198873636044237|2026-09-04T04:00:00Z;FBK|56.95|21433|1220609.35|0.8252853380158013|0.05270555165144408|2026-09-04T04:00:00Z;EVLN|48.835|569|27787.115|0.0921470256987851|0.0717213114754145|2026-09-04T04:00:00Z;FAPR|47.865|400|19146.0|0.08356836937219084|-0.16685785796224373|2026-09-04T04:00:00Z;ETY|14.46|1752|25333.92|0.5186721991701319|-0.13812154696132284|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
Sep8 US census measured rows batch 308/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. ECML|41.59|4266|177422.94|0.012022120702080913|2.9200692897797698|2026-08-17T04:00:00Z;EBS|6.205|51987|322579.335|2.4174053182916917|-0.5608974358974339|2026-09-04T04:00:00Z;EDZ|13.81|3996|55184.76|1.4482259232440209|-4.197016996184521|2026-09-04T04:00:00Z;EGG|2.735|100|273.5|0.0|-7.60135135135136|2026-09-04T04:00:00Z;ELAN|24.46|185768|4543885.28|2.7391659852820855|0.16380016380015405|2026-09-04T04:00:00Z;EFA|108.36|372295|40341886.2|0.6413805832410552|0.11548944426480467|2026-09-04T04:00:00Z;ECCU|25.74|100|2574.0|0.0|1.9002375296911955|2026-09-01T04:00:00Z;EIM|9.49|1559|14794.91|0.10537407797681546|-0.15781167806417917|2026-09-04T04:00:00Z;EALT|36.79|100|3679.0|0.0|0.5740841990158563|2026-09-04T04:00:00Z;EFAX|55.685|306|17039.61|0.0|0.7326338639652707|2026-09-03T04:00:00Z;EDGF|24.65|738|18191.7|0.020283975659225174|0.0|2026-09-02T04:00:00Z;EBND|21.155|6822|144319.41|0.16544552115339228|-0.07085498346717234|2026-09-04T04:00:00Z;EBF|21.445|4713|101070.285|0.9792492422476141|0.49203373945643225|2026-09-04T04:00:00Z;EDF|5.31|1602|8506.619999999999|0.5649717514124174|1.1428571428571344|2026-09-04T04:00:00Z;EES|68.25|230|15697.5|0.0|0.24970622796709474|2026-09-04T04:00:00Z;EGY|6.0|27829|166974.0|1.5833333333333293|-0.4975124378109541|2026-09-04T04:00:00Z;ECH|40.735|16152|657951.72|0.6137228427642077|-0.8036040423718416|2026-09-04T04:00:00Z;EHY|7.96|155|1233.8|0.0|-5.463182897862229|2026-09-03T04:00:00Z;EAI|19.44|218|4237.92|0.0|-0.5117707267144223|2026-09-04T04:00:00Z;EFO|76.77|115|8828.55|0.0|0.24810655523634928|2026-09-01T04:00:00Z;EAF|6.19|19981|123682.39|4.927302100161546|-1.5898251192368762|2026-09-04T04:00:00Z;EDEN|118.59|186|22057.74|0.0|-0.9024818250187971|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 88-90 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.261761403668977,"win_rate":43.90243902439025,"average_win":0.6056146115574578,"average_loss":0.8426001971486032,"mean_pct":-0.20679857381423505,"ci_low":-0.45004978909989135,"ci_high":0.041508702316101785,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":13.664505108187397,"vectorbt_return":-8.261761403669318,"agreement_error":3.410605131648481e-13},{"sample":39,"return_pct":-10.970766642714091,"win_rate":48.717948717948715,"average_win":0.528470357560395,"average_loss":1.0754750732076812,"mean_pct":-0.29406576078220825,"ci_low":-0.5546736866393522,"ci_high":-0.03435662434959878,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":11.382329847080841,"vectorbt_return":-10.970766642714565,"agreement_error":4.742872761198669e-13},{"sample":6,"return_pct":-2.189576872388199,"win_rate":50,"average_win":1.0290563118642813,"average_loss":1.7401325775218506,"mean_pct":-0.35553813282878466,"ci_low":-1.7056928765202188,"ci_high":0.8237497693418361,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":4.079491156836057,"vectorbt_return":-2.1895768723882014,"agreement_error":2.220446049250313e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 307/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. ELCV|31.82|1479|47061.78|0.2828409805153987|0.6643467257197111|2026-09-04T04:00:00Z;EFFI|27.58|283|7805.139999999999|0.0|-0.2892263195950928|2026-08-26T04:00:00Z;EBIT|39.3|127|4991.099999999999|0.0|0.02545176889794387|2026-09-01T04:00:00Z;ECO|71.705|8712|624693.96|1.1854124538037716|3.024425287356336|2026-09-04T04:00:00Z;EFFE|29.98|100|2998.0|0.0|16.381987577639755|2026-06-03T04:00:00Z;EDGE|51.88|100|5188.0|0.0|4.723455793298359|2026-08-19T04:00:00Z;DVND|38.44|100|3844.0|0.0|0.31315240083507057|2026-06-22T04:00:00Z;EFV|82.95|82597|6851421.15|0.47016274864376195|-0.13243438478208747|2026-09-04T04:00:00Z;ELC|19.35|357|6907.950000000001|0.15503875968991|-0.7183170856849497|2026-09-04T04:00:00Z;EEMO|22.1|100|2210.0|0.0|0.06791940230925775|2026-09-03T04:00:00Z;EAGL|35.935|698|25082.63|0.05565604563794635|-0.8416114790286922|2026-09-04T04:00:00Z;EDC|84.35|1417|119523.95|1.5589804386484858|6.9617042860765865|2026-09-04T04:00:00Z;EGUS|58.07|100|5807.0|0.0|-2.1237148154390706|2026-09-02T04:00:00Z;EARN|4.37|13405|58579.85|0.686498855835246|-0.22831050228310223|2026-09-04T04:00:00Z;ECAT|15.275|7149|109200.975|0.3273322422258639|-0.09810333551339978|2026-09-04T04:00:00Z;DZZ|1.95|301|586.9499999999999|4.102564102564095|-4.8780487804877986|2026-08-05T04:00:00Z;DV|13.36|55157|736897.52|0.14970059880239203|0.03743916136278447|2026-09-04T04:00:00Z;ELLA|25.195|201|5064.195|0.0|-1.0019646365422408|2026-09-03T04:00:00Z;EIS|126.035|426|53690.91|0.17058753520847655|0.5063795853269548|2026-09-04T04:00:00Z;EG|380.63|15496|5898242.48|1.0272443054935156|-1.4320488916511387|2026-09-04T04:00:00Z;EAGG|46.435|9468|439646.58|0.09690965866263508|-0.010766580534016246|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 85-87 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.603234720086306,"win_rate":36.58536585365854,"average_win":0.9677603649499316,"average_loss":0.8966084012552377,"mean_pct":-0.2145222672777367,"ci_low":-0.50783860847298,"ci_high":0.08346080507030425,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":14.533044674776852,"vectorbt_return":-8.60323472008669,"agreement_error":3.836930773104541e-13},{"sample":39,"return_pct":-8.704287191142967,"win_rate":41.02564102564102,"average_win":0.9708453282690099,"average_loss":1.0617615299206347,"mean_pct":-0.22787153681719072,"ci_low":-0.5513729968440669,"ci_high":0.10011411819836527,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":10.668049399975054,"vectorbt_return":-8.70428719114345,"agreement_error":4.831690603168681e-13},{"sample":6,"return_pct":-1.767413256778616,"win_rate":50,"average_win":1.1750412105368944,"average_loss":1.7401325775218506,"mean_pct":-0.2825456834924781,"ci_low":-1.6566030248146624,"ci_high":1.0163942121474756,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":3.6614818823781925,"vectorbt_return":-1.7674132567786245,"agreement_error":8.43769498715119e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 306/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. EDGU|32.045|400|12818.0|0.07801529099703099|-0.1713395638629267|2026-09-04T04:00:00Z;DXD|16.605|95974|1593648.27|1.1442336645588755|1.1266747868452942|2026-09-04T04:00:00Z;EDV|60.265|41953|2528297.545|0.6388451008047756|0.2995756012315942|2026-09-04T04:00:00Z;EEMX|53.025|165|8749.125|0.0|-0.14124293785311437|2026-08-28T04:00:00Z;DXYZ|32.635|12765|416585.775|4.22858893825647|1.2094898433865797|2026-09-04T04:00:00Z;EEV|10.35|1100|11385.0|0.579710144927541|-4.255319148936176|2026-09-04T04:00:00Z;EDGX|27.03|200|5406.0|0.03699593044765654|0.5954596203944895|2026-09-04T04:00:00Z;EEM|68.72|2089116|143564051.52|1.4551804423748544|1.8300363043639356|2026-09-04T04:00:00Z;EIDO|13.04|29736|387757.44|0.613496932515338|-1.4361300075585892|2026-09-04T04:00:00Z;EIIA|25.22|334|8423.48|0.0|0.0|2026-09-04T04:00:00Z;DYLD|22.16|617|13672.72|0.49638989169674835|-0.6723442402509994|2026-08-31T04:00:00Z;EAPR|33.58|500|16790.0|0.0|0.5088296917090673|2026-08-31T04:00:00Z;EDGQ|27.13|200|5426.0|0.0|-2.916443013061376|2026-08-24T04:00:00Z;ECG|117.165|15636|1831991.94|1.2631758630990517|1.8471835883171028|2026-09-04T04:00:00Z;ECCV|24.14|200|4828.0|0.0|-0.24793388429751317|2026-08-19T04:00:00Z;EEMS|77.31|687|53111.97|0.8343034536282448|1.5166436872168676|2026-09-04T04:00:00Z;DYNF|70.04|25128|1759965.12|0.4426042261564852|-0.3131226871619708|2026-09-04T04:00:00Z;EGLE|29.115|208|6055.92|0.0|2.3374340949033456|2026-04-21T04:00:00Z;EFOR|32.595|22212|724000.14|4.985427212762694|2.6937618147448106|2026-09-04T04:00:00Z;EDD|5.905|9800|57869.0|1.1007620660457305|0.6820119352088705|2026-09-04T04:00:00Z;EELV|29.25|202|5908.5|0.17094017094017336|0.034199726402195374|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 82-84 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-20.81168210104981,"win_rate":26.82926829268293,"average_win":0.4195941964868883,"average_loss":0.9257266447476631,"mean_pct":-0.5647869068554664,"ci_low":-0.7865168623009501,"ci_high":-0.3314689807870504,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":22.93439097333565,"vectorbt_return":-20.81168210105011,"agreement_error":2.984279490192421e-13},{"sample":39,"return_pct":-20.456488302620212,"win_rate":33.33333333333333,"average_win":0.3693519968580703,"average_loss":1.057350879818316,"mean_pct":-0.5817832542595207,"ci_low":-0.8327192968994805,"ci_high":-0.32455145830928706,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":20.100884722141053,"vectorbt_return":-20.45648830262067,"agreement_error":4.583000645652646e-13},{"sample":6,"return_pct":-3.632202447714361,"win_rate":50,"average_win":0.8316981222505238,"average_loss":2.034470966544144,"mean_pct":-0.6013864221468102,"ci_low":-1.9513977942055931,"ci_high":0.6093867945704379,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.002,"managed":true,"drawdown":5.2236605190550955,"vectorbt_return":-3.6322024477144192,"agreement_error":5.81756864903582e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 305/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. ECCC|24.95|200|4990.0|0.36072144288577096|-0.4786597526924674|2026-09-03T04:00:00Z;DXF|0.4741|200|94.82|0.7382408774520149|-4.396047590239959|2026-09-03T04:00:00Z;ELLO|20.21|100|2021.0|0.0|-1.173594132029332|2026-08-27T04:00:00Z;EJAN|37.24|100|3724.0|0.0|0.4585918532506117|2026-09-04T04:00:00Z;EIRL|83.81|159|13325.79|0.0|4.788697174293577|2026-08-21T04:00:00Z;EDN|24.74|1059|26199.66|2.0008084074373382|1.227495908346965|2026-09-04T04:00:00Z;EHC|121.855|17727|2160123.585|0.6729309425136376|-0.6643841199967415|2026-09-04T04:00:00Z;EDVA|0.2658|400|106.32|2.407825432656139|-0.07518796992482812|2026-09-04T04:00:00Z;EFT|10.63|2242|23832.460000000003|0.3292568203198508|-0.187793427230043|2026-09-04T04:00:00Z;EGGY|32.12|492|15803.04|2.864259028642585|0.784436774395969|2026-09-03T04:00:00Z;EHI|5.71|5283|30165.93|0.3502626970227596|0.0|2026-09-04T04:00:00Z;DVDN|15.71|102|1602.42|0.0|0.7051282051282026|2026-08-19T04:00:00Z;ECVT|10.21|52859|539690.39|0.8325171400587568|0.09803921568629637|2026-09-04T04:00:00Z;EFC|13.475|48115|648349.625|1.2615955473098326|1.0119940029984953|2026-09-04T04:00:00Z;EAT|229.69|53031|12180690.39|2.768949453611395|0.3736316559966646|2026-09-04T04:00:00Z;EETH|29.8|1028|30634.4|0.40268456375839257|-2.5028627515131685|2026-09-04T04:00:00Z;DYLG|28.86|307|8860.02|0.0|3.422325748073818|2026-08-05T04:00:00Z;EFIV|75.58|651|49202.58|0.707859222016402|1.1103678929765826|2026-09-03T04:00:00Z;EFU|6.72|400|2688.0|0.0|-0.29673590504452063|2026-08-26T04:00:00Z;ECON|36.26|2387|86552.62|0.7446221731935908|1.4833473271760544|2026-09-04T04:00:00Z;DWM|75.8|200|15160.0|0.0|0.10565240359217132|2026-09-02T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 79-81 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-23.231332493684896,"win_rate":24.390243902439025,"average_win":0.5993249637684128,"average_loss":1.0391007897594857,"mean_pct":-0.6394847523136569,"ci_low":-0.8809722808236585,"ci_high":-0.394694892373433,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":24.516505179706595,"vectorbt_return":-23.2313324936852,"agreement_error":3.055333763768431e-13},{"sample":39,"return_pct":-17.830184331930422,"win_rate":41.02564102564102,"average_win":0.6289453399242861,"average_loss":1.2809214985636779,"mean_pct":-0.49738638533784646,"ci_low":-0.8088670342589983,"ci_high":-0.18951225772881605,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":17.712417626641898,"vectorbt_return":-17.830184331930766,"agreement_error":3.446132268436486e-13},{"sample":6,"return_pct":-2.9120186192984843,"win_rate":50,"average_win":1.082521053412052,"average_loss":2.034470966544144,"mean_pct":-0.4759749565660461,"ci_low":-1.916111076577448,"ci_high":0.8189573244595479,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.002,"managed":false,"drawdown":4.700445298773637,"vectorbt_return":-2.91201861929855,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 304/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. EFAA|56.9|1460|83074.0|0.28119507908611|1.1285879321069947|2026-09-03T04:00:00Z;EE|40.0|15554|622160.0|2.087500000000002|0.6289308176100628|2026-09-04T04:00:00Z;ELME|1.69|35481|59962.89|1.183431952662723|0.29673590504450953|2026-09-04T04:00:00Z;EL|103.78|161354|16745318.12|3.31952206590866|2.925716552613311|2026-09-04T04:00:00Z;DVN|48.07|537460|25835702.2|2.0386935718743433|-1.4858079721282946|2026-09-04T04:00:00Z;ELF|109.66|56434|6188552.44|3.100492431150822|2.1042830540037194|2026-09-04T04:00:00Z;EIG|49.69|7075|351556.75|0.44274501911853265|-0.8579409417398209|2026-09-04T04:00:00Z;DWX|48.23|256|12346.88|0.13477088948788066|0.8573818485989149|2026-09-03T04:00:00Z;DY|300.23|28959|8694360.57|1.5171701695366908|1.6075538107486187|2026-09-04T04:00:00Z;DWMF|34.375|418|14368.75|0.0|0.1456664238892902|2026-09-03T04:00:00Z;EINC|121.795|205|24967.975|0.0|1.5339085490392312|2026-08-31T04:00:00Z;ELM|29.805|181|5394.705|0.0|0.6245779878460533|2026-09-03T04:00:00Z;EFXT|22.24|22790|506849.6|3.911870503597127|0.770276393294056|2026-09-04T04:00:00Z;DVYA|52.4|100|5240.0|0.0|0.808003078106978|2026-09-03T04:00:00Z;ELA|14.05|2930|41166.5|1.2099644128113873|2.4799416484317938|2026-09-04T04:00:00Z;EDGI|32.22|1004|32348.88|0.6517690875232801|1.3526266121421715|2026-09-03T04:00:00Z;DVYE|36.14|945|34152.3|0.37354731599335367|-0.027662517289073207|2026-09-04T04:00:00Z;EDOG|24.88|100|2488.0|0.0|0.7695423248278654|2026-08-19T04:00:00Z;EIPI|22.83|857|19565.31|0.043802014892691914|-0.1312335958005284|2026-09-04T04:00:00Z;EICA|24.85|100|2485.0|0.0|-0.20080321285139702|2026-03-31T04:00:00Z;DXC|11.67|119018|1388940.06|3.42759211653812|0.0|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 76-78 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-10.447145690742875,"win_rate":36.58536585365854,"average_win":0.5630365148200678,"average_loss":0.744342079567277,"mean_pct":-0.2660328377182485,"ci_low":-0.49215278921994454,"ci_high":-0.03999140098101825,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":14.402394631962457,"vectorbt_return":-10.447145690743284,"agreement_error":4.085620730620576e-13},{"sample":39,"return_pct":-10.583574687102537,"win_rate":46.15384615384615,"average_win":0.5448451081342915,"average_loss":0.9927305584841747,"mean_pct":-0.28308025081411325,"ci_low":-0.5385069774199644,"ci_high":-0.02106443009836543,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":11.623105753279816,"vectorbt_return":-10.583574687102953,"agreement_error":4.156675004196586e-13},{"sample":6,"return_pct":-1.881873325307215,"win_rate":50,"average_win":1.1346479443001969,"average_loss":1.7401325775218506,"mean_pct":-0.30274231661082673,"ci_low":-1.656809811025443,"ci_high":0.9143670005715032,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.0005,"managed":true,"drawdown":4.079491156836057,"vectorbt_return":-1.8818733253072393,"agreement_error":2.4202861936828413e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 303/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. EIPX|33.555|418|14025.99|0.0|-0.40071237756009737|2026-09-04T04:00:00Z;EFR|10.485|100|1048.5|0.0|-0.14285714285714457|2026-09-03T04:00:00Z;DWWN|0.0|0|0.0|||;DXUV|69.91|100|6991.0|0.0|0.22939068100358284|2026-09-04T04:00:00Z;EASG|39.4|1300|51220.0|0.31725888324873097|-0.10141987829613841|2026-08-17T04:00:00Z;EFNL|54.545|1046|57054.07|0.07333394444953552|0.045854732208350235|2026-09-01T04:00:00Z;EC|17.235|77218|1330852.23|2.9590948651000963|0.2617801047120283|2026-09-04T04:00:00Z;EDU|59.49|15257|907638.93|1.538073625819464|2.163833075734156|2026-09-04T04:00:00Z;EIC|10.005|4272|42741.36|0.3998000999500164|0.15015015015016342|2026-09-04T04:00:00Z;EHCC|19.45|100|1945.0|0.0|-3.1374501992031845|2026-08-14T04:00:00Z;EAD|6.37|9927|63234.99|0.4709576138147606|-0.6240249609984372|2026-09-04T04:00:00Z;ECL|279.465|47096|13161683.64|1.8606981196214358|0.20976764199656106|2026-09-04T04:00:00Z;DX|12.9|149024|1922409.6|1.6666666666666654|0.5064277366575665|2026-09-04T04:00:00Z;EFAV|94.79|32550|3085414.5|0.40088616942714994|-0.3783499737257001|2026-09-04T04:00:00Z;EGP|198.5|17998|3572603.0|1.0428211586901728|0.11600342966660016|2026-09-04T04:00:00Z;EEMV|76.9|5556|427256.4|0.37711313394019014|1.1442851505984564|2026-09-04T04:00:00Z;ED|107.28|105346|11301518.88|1.3702460850111846|-1.3834627935836674|2026-09-04T04:00:00Z;ELPC|12.27|17321|212528.67|0.977995110024458|-0.9285425918449719|2026-09-04T04:00:00Z;EFX|177.07|171869|30432843.83|5.4950019766194105|-6.366664904024121|2026-09-04T04:00:00Z;ECF|12.375|200|2475.0|0.0|1.1856091578086536|2026-09-04T04:00:00Z;DVA|183.79|21170|3890834.3|1.2133413134555842|1.0556991257491655|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 73-75 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-13.183491212913157,"win_rate":29.268292682926827,"average_win":0.7754790258392097,"average_loss":0.802927860929914,"mean_pct":-0.3409551135828534,"ci_low":-0.5774430191336885,"ci_high":-0.08624067019125689,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":16.159665990672366,"vectorbt_return":-13.183491212913651,"agreement_error":4.938272013532696e-13},{"sample":39,"return_pct":-7.631294760895968,"win_rate":41.02564102564102,"average_win":0.9312859892587275,"average_loss":0.9843190628032772,"mean_pct":-0.19842981067527532,"ci_low":-0.5044844978614033,"ci_high":0.12132196816937085,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":9.689204134355977,"vectorbt_return":-7.631294760896509,"agreement_error":5.409006575973763e-13},{"sample":6,"return_pct":-1.148608791921668,"win_rate":50,"average_win":1.3862244754087114,"average_loss":1.7401325775218506,"mean_pct":-0.17695405105656964,"ci_low":-1.640351519527966,"ci_high":1.1218688666577734,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.0005,"managed":false,"drawdown":3.6614818823781925,"vectorbt_return":-1.1486087919216885,"agreement_error":2.042810365310288e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 302/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DNL|46.18|406|18749.08|0.0|0.5443065534509017|2026-09-04T04:00:00Z;DIVS|34.87|143|4986.41|0.0|-0.3144654088050314|2026-08-27T04:00:00Z;DUSB|50.77|2619|132966.63|0.019696671262566703|0.05912495072921686|2026-09-04T04:00:00Z;DJAN|46.6|300|13980.0|0.0|0.04293688278231844|2026-09-04T04:00:00Z;DIVP|27.74|284|7878.16|0.0|0.8360596146855581|2026-09-03T04:00:00Z;DJP|51.73|101|5224.73|0.0|-0.36594761171033774|2026-09-04T04:00:00Z;DRKY|21.25|100|2125.0|0.0|0.04708097928438626|2026-09-03T04:00:00Z;EIX|56.73|178831|10145082.63|2.071214524942706|0.7906191702940379|2026-09-04T04:00:00Z;EDOW|46.69|1186|55374.34|0.492610837438417|0.559982769760925|2026-09-03T04:00:00Z;EBUF|32.065|100|3206.5|0.0|0.2031249999999929|2026-09-03T04:00:00Z;DXIV|75.51|548|41379.48|0.35756853396902427|1.0708071208673786|2026-09-04T04:00:00Z;E|53.5|18179|972576.5|1.1682242990654206|-2.9390420899854774|2026-09-04T04:00:00Z;EAFG|26.24|100|2624.0|0.0|0.8067614291202396|2026-08-21T04:00:00Z;DWLD|47.54|100|4754.0|0.0|0.42247570764679665|2026-09-04T04:00:00Z;EFAD|44.41|400|17764.0|0.0|-1.8021006080707669|2026-09-02T04:00:00Z;EEA|11.02|116|1278.32|0.0|0.1818181818181719|2026-09-03T04:00:00Z;ELMD|28.02|2980|83499.6|1.356174161313344|2.1137026239067103|2026-09-04T04:00:00Z;ECC|3.91|14153|55338.23|1.2787723785166194|1.033591731266159|2026-09-04T04:00:00Z;EGO|43.035|68921|2966015.235|2.230742418961296|-1.7353579175705125|2026-09-04T04:00:00Z;ECNS|29.11|546|15894.06|0.0|1.9257703081232425|2026-09-04T04:00:00Z;EDIV|42.15|241|10158.15|0.0|0.2616555661274944|2026-09-04T04:00:00Z;EDGH|34.93|6905|241191.65|0.08588605782994886|-0.6541524459613091|2026-09-04T04:00:00Z;EGGS|35.98|100|3597.9999999999995|0.0|4.018502457357598|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 70-72 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-16.61262620634545,"win_rate":37.77777777777778,"average_win":0.6448400450917624,"average_loss":1.0316355197171012,"mean_pct":-0.39830030634486385,"ci_low":-0.6743246474532633,"ci_high":-0.1164981866449527,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":19.265498262657488,"vectorbt_return":-16.612626206345908,"agreement_error":4.583000645652646e-13},{"sample":44,"return_pct":-23.14907772279525,"win_rate":29.545454545454547,"average_win":0.5746909984353779,"average_loss":1.081481056328239,"mean_pct":-0.5921574946935341,"ci_low":-0.8669594787644878,"ci_high":-0.314945671950011,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":23.894783602281933,"vectorbt_return":-23.14907772279564,"agreement_error":3.872457909892546e-13},{"sample":7,"return_pct":-4.382387792885245,"win_rate":14.285714285714285,"average_win":0.6658701632101582,"average_loss":0.8523370794316032,"mean_pct":-0.6354503304827801,"ci_low":-1.123752415554318,"ci_high":-0.06506484746157908,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":4.50528750249558,"vectorbt_return":-4.382387792885311,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 301/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DLUX|50.37|100|5037.0|0.0|0.29868578255674016|2026-05-07T04:00:00Z;DUTY|29.16|200|5832.0|0.0|14.803149606299225|2026-08-13T04:00:00Z;DJD|66.16|1556|102944.96|0.26451027811365957|-0.7724034495688037|2026-09-04T04:00:00Z;DKL|55.615|1271|70686.66500000001|0.4764901555335801|0.660633484162898|2026-09-04T04:00:00Z;DMBS|47.92|616|29518.72|0.1252086811352153|-0.08340283569641116|2026-09-04T04:00:00Z;DOLE|14.015|55855|782807.8250000001|1.748127006778446|0.754852624011515|2026-09-04T04:00:00Z;DUKZ|25.24|416|10499.84|0.1980982567353295|-0.35530990919857564|2026-08-11T04:00:00Z;DJUL|51.19|2209|113078.71|0.1367454580972852|0.36270953828054786|2026-09-02T04:00:00Z;DLY|13.83|574|7938.42|0.21691973969630773|-0.14440433212996595|2026-09-04T04:00:00Z;DOCS|26.34|93527|2463501.18|2.733485193621877|-2.786491972688687|2026-09-04T04:00:00Z;DRV|19.38|1639|31763.82|1.909184726522193|1.4659685863874117|2026-09-04T04:00:00Z;DOW|29.44|647748|19069701.12|4.585597826086949|-2.9823694183555682|2026-09-04T04:00:00Z;DINO|105.395|138492|14596364.34|3.2734000664168157|-0.7065806208488401|2026-09-04T04:00:00Z;DIVZ|38.33|100|3833.0|0.0|0.0|2026-09-03T04:00:00Z;DRD|28.605|7556|216139.38|1.5032337004020266|-3.6057287278854266|2026-09-04T04:00:00Z;DQJN|29.54|202|5967.08|0.06770480704129848|-0.033840947546537326|2026-08-31T04:00:00Z;DJIA|22.97|982|22556.54|0.17414018284720376|-0.23887079261671884|2026-09-04T04:00:00Z;DKS|139.13|126965|17664640.45|2.055631423848189|-0.4792560801144652|2026-09-04T04:00:00Z;DSPY|66.35|609|40407.15|0.14318010550112867|-1.4555175998811842|2026-09-01T04:00:00Z;DRUP|70.48|100|7048.0|0.0|1.0610840263837185|2026-08-28T04:00:00Z;DOL|77.6|104|8070.4|0.0|1.1865953840135557|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 67-69 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-13.594373632553204,"win_rate":44.44444444444444,"average_win":0.7910756128402742,"average_loss":1.2054944812784174,"mean_pct":-0.3181299950034434,"ci_low":-0.6392451539272994,"ci_high":0.010454960776443032,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":18.09940779464704,"vectorbt_return":-13.594373632553614,"agreement_error":4.1033842990145786e-13},{"sample":44,"return_pct":-17.917407445702928,"win_rate":43.18181818181818,"average_win":0.8113125794554027,"average_loss":1.392824557572259,"mean_pct":-0.4410380665830415,"ci_low":-0.7856341585403671,"ci_high":-0.09733555481079181,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":19.044908636449996,"vectorbt_return":-17.91740744570312,"agreement_error":1.9184653865522705e-13},{"sample":7,"return_pct":-2.5968873273313875,"win_rate":42.857142857142854,"average_win":0.7792762009411887,"average_loss":1.232174236167341,"mean_pct":-0.37012404883511396,"ci_low":-1.0178248762883186,"ci_high":0.37028577900450094,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":4.09717880674868,"vectorbt_return":-2.5968873273314017,"agreement_error":1.4210854715202004e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 300/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DHSB|27.16|1790|48616.4|0.05522827687776351|0.7792207792207906|2026-06-15T04:00:00Z;DTD|97.71|105|10259.55|0.0|0.9713754262684615|2026-09-03T04:00:00Z;DOCN|112.41|100507|11297991.87|3.35379414642825|2.676287906466923|2026-09-04T04:00:00Z;DJTU|11.56|300|3468.0|7.698961937716253|-9.546165884194046|2026-09-04T04:00:00Z;DIVO|48.37|16475|796895.75|0.44449038660325885|-0.6368118323746952|2026-09-04T04:00:00Z;DOCK|27.72|102|2827.44|0.0||2026-07-13T04:00:00Z;DTW|19.56|100|1956.0|0.0|0.0511508951406503|2026-09-04T04:00:00Z;DMAX|27.685|900|24916.5|0.05418096442115592|0.2353367125271566|2026-08-27T04:00:00Z;DIT|59.17|154|9112.18|0.0|-36.64882226980728|2026-07-23T04:00:00Z;DSTL|69.43|2076|144136.68000000002|0.3312689039320236|-1.0404789053591657|2026-09-04T04:00:00Z;DMB|10.42|712|7419.04|0.7677543186180429|0.09606147934677622|2026-09-04T04:00:00Z;DIVN|30.54|100|3054.0|0.0|0.13114754098360049|2026-09-04T04:00:00Z;DLAG|33.8|100|3379.9999999999995|0.0|0.32650638171562996|2026-09-04T04:00:00Z;DSS|0.8052|22400|18036.48|18.5171385991058|-2.0557109840652066|2026-09-04T04:00:00Z;DISV|44.86|2601|116680.86|0.3789567543468607|-0.15579790785666958|2026-09-04T04:00:00Z;DUSA|57.16|125|7145.0|0.0|-0.5394118670610792|2026-09-04T04:00:00Z;DTH|58.87|215|12657.05|0.0|-0.06790018672551135|2026-09-04T04:00:00Z;DUBS|42.95|275|11811.25|0.06984866123399566|-0.578703703703709|2026-08-31T04:00:00Z;DIPR|21.74|900|19566.0|0.0|0.2305209774089212|2026-09-02T04:00:00Z;DRMY|46.02|101|4648.02|0.0|-5.822163102425049|2026-09-03T04:00:00Z;DLS|89.87|839|75400.93000000001|0.011127183709792928|1.421961403904759|2026-09-03T04:00:00Z;DSMC|44.49|227|10099.23|0.0|0.3609293931874591|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 64-66 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-4.560060794971199,"win_rate":48.888888888888886,"average_win":0.7568311672668068,"average_loss":0.9177111685399426,"mean_pct":-0.0990460265899763,"ci_low":-0.3743395687581756,"ci_high":0.1906986448269037,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":9.978887694331373,"vectorbt_return":-4.560060794971534,"agreement_error":3.348432642269472e-13},{"sample":44,"return_pct":-12.304752988472533,"win_rate":47.72727272727273,"average_win":0.6078710339553597,"average_loss":1.116463512446807,"mean_pct":-0.2934856607548639,"ci_low":-0.5683617457169876,"ci_high":-0.00886265169526961,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":16.086658449679113,"vectorbt_return":-12.304752988472856,"agreement_error":3.232969447708456e-13},{"sample":7,"return_pct":-2.3531823006393116,"win_rate":42.857142857142854,"average_win":0.4611137876927425,"average_loss":0.9354253387808431,"mean_pct":-0.33690857029216353,"ci_low":-0.8272602984140074,"ci_high":0.22335615441048912,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":3.241901897072641,"vectorbt_return":-2.3531823006393893,"agreement_error":7.771561172376096e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 299/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DSI|147.58|343|50619.94|0.02371595067083955|-0.2197356411209772|2026-09-04T04:00:00Z;DUKU|50.005|2242|112111.21|0.19998000199980284|0.190342616710093|2026-09-03T04:00:00Z;DUNK|28.19|379|10684.01|0.0|-0.4590395480225995|2026-08-26T04:00:00Z;DK|71.82|69254|4973822.279999999|4.358117516012247|-0.8695652173913215|2026-09-04T04:00:00Z;DRLL|41.87|280|11723.6|0.0|0.6974506974506856|2026-09-02T04:00:00Z;DTAN|34.25|305|10446.25|0.0|0.11692487576731025|2026-08-28T04:00:00Z;DIS|105.3|254533|26802324.9|1.5337132003798757|-1.7219655606887874|2026-09-04T04:00:00Z;DRES|30.69|200|6138.0|0.0|-0.968054211035807|2026-08-27T04:00:00Z;DMAY|47.92|400|19168.0|0.14607679465776352|0.29300962745919534|2026-09-02T04:00:00Z;DOGG|22.32|100|2232.0|0.0|-0.8440693025322132|2026-09-04T04:00:00Z;DUG|14.56|1592|23179.52|0.9958791208791179|1.6759776536312776|2026-09-04T04:00:00Z;DHY|1.7|67812|115280.4|0.29411764705881727|-0.2932551319648202|2026-09-04T04:00:00Z;DTM|129.55|35823|4640869.65|1.7445001929756778|0.777907429015956|2026-09-04T04:00:00Z;DSX|3.0|182462|547386.0|2.666666666666654|1.0101010101009944|2026-09-04T04:00:00Z;DMC|32.11|13237|425040.07|2.3357209592027406|1.581777918380256|2026-09-04T04:00:00Z;DSTX|36.31|312|11328.72|0.11016248967226423|0.05511160099200829|2026-09-04T04:00:00Z;DUKQ|31.73|115|3648.95|0.0|15.718453683442736|2026-08-06T04:00:00Z;DIAL|17.85|1000|17850.0|0.0|-0.5016722408026753|2026-09-03T04:00:00Z;DIA|534.04|34476|18411563.04|0.617931241105548|-0.5243501504130665|2026-09-04T04:00:00Z;DRAM|59.74|1879075|112255940.5|5.055239370605965|6.545389691457104|2026-09-04T04:00:00Z;DTRE|42.685|100|4268.5|0.0|2.092800765367131|2026-08-06T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 61-63 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-1.1055588836750063,"win_rate":44.44444444444444,"average_win":1.0939033841635604,"average_loss":0.9086654243077282,"mean_pct":-0.018634842764933237,"ci_low":-0.3388476055106462,"ci_high":0.29982733198415906,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":8.505220291398196,"vectorbt_return":-1.1055588836754424,"agreement_error":4.360956040727615e-13},{"sample":44,"return_pct":-6.33484913256831,"win_rate":43.18181818181818,"average_win":1.1142011529425808,"average_loss":1.0965583356458541,"mean_pct":-0.14191219284630266,"ci_low":-0.48381849344192396,"ci_high":0.2076736487103229,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":13.215238946672015,"vectorbt_return":-6.3348491325687775,"agreement_error":4.671818487622659e-13},{"sample":7,"return_pct":-0.5297897849967925,"win_rate":42.857142857142854,"average_win":1.0820685208161596,"average_loss":0.9354253387808431,"mean_pct":-0.07078511323927053,"ci_low":-0.7240662693148016,"ci_high":0.6900034197810966,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":3.1524790922598966,"vectorbt_return":-0.5297897849969075,"agreement_error":1.1501910535116622e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 298/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DJUN|50.28|222|11162.16|0.0|0.09954210631097915|2026-09-04T04:00:00Z;DNA|6.955|19507|135671.185|2.5880661394680047|0.07194244604316058|2026-09-04T04:00:00Z;DRAI|33.84|120|4060.8|0.0|-0.20642878207016713|2026-08-11T04:00:00Z;DOCT|47.68|100|4768.0|0.0|0.18911536036980703|2026-09-02T04:00:00Z;DUST|32.28|31785|1026019.8|3.578066914498134|4.3984476067270295|2026-09-04T04:00:00Z;DMO|10.065|111|1117.215|0.0|-0.7885657959585957|2026-09-04T04:00:00Z;DNOV|52.56|100|5256.0|0.0|0.3149155453764596|2026-09-04T04:00:00Z;DSL|10.52|4267|44888.84|0.1901140684410606|-0.1897533206831059|2026-09-04T04:00:00Z;DMX|49.87|126|6283.62|0.0|-0.5285728532961054|2026-09-02T04:00:00Z;DPST|138.93|4092|568501.56|3.3686028935435157|1.1061785896222975|2026-09-04T04:00:00Z;DT|51.895|238695|12387077.025|2.158204065902298|-1.6394996209249335|2026-09-04T04:00:00Z;DIVY|31.24|200|6248.0|0.0|0.032020493115592075|2026-08-26T04:00:00Z;DIV|19.78|5949|117671.22|0.5055611729019283|0.10121457489877805|2026-09-04T04:00:00Z;DLR|188.38|73585|13861942.3|1.8844887992355785|0.3195228458834798|2026-09-04T04:00:00Z;DIVL|25.86|767|19834.62|0.0|2.213438735177853|2026-08-24T04:00:00Z;DRVR|25.69|100|2569.0|0.0|-0.9255688391824113|2026-09-03T04:00:00Z;DIVE|28.43|100|2843.0|0.0|3.2316630355845977|2026-09-03T04:00:00Z;DOJE|8.3|495|4108.5|0.0|7.792207792207795|2026-09-03T04:00:00Z;DRN|10.155|82955|842408.0249999999|2.511078286558336|-2.449567723342949|2026-09-04T04:00:00Z;DIG|70.02|497|34799.939999999995|0.5855469865752594|-1.726315789473687|2026-09-04T04:00:00Z;DSEP|48.67|461|22436.87|0.02054653790837295|0.2678203543469371|2026-09-04T04:00:00Z;DLMY|30.59|100|3059.0|0.0|0.06542361792607476|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
QLV90802 metrics rows 58-60 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-17.005109908922634,"win_rate":40,"average_win":0.5791648791325309,"average_loss":1.0677271582642731,"mean_pct":-0.4089703433055515,"ci_low":-0.6788684233304487,"ci_high":-0.12864708536108074,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":19.17522217997769,"vectorbt_return":-17.005109908923032,"agreement_error":3.979039320256561e-13},{"sample":44,"return_pct":-24.216547218195394,"win_rate":27.27272727272727,"average_win":0.5676336301679685,"average_loss":1.0707694468683366,"mean_pct":-0.6239322440402534,"ci_low":-0.8959332699691156,"ci_high":-0.35041918970926716,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":24.782843309978688,"vectorbt_return":-24.216547218195814,"agreement_error":4.192202140984591e-13},{"sample":7,"return_pct":-4.382387792885245,"win_rate":14.285714285714285,"average_win":0.6658701632101582,"average_loss":0.8523370794316032,"mean_pct":-0.6354503304827801,"ci_low":-1.1244001377417556,"ci_high":-0.07002384107280347,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":4.50528750249558,"vectorbt_return":-4.382387792885311,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 297/592
Options mispricing2026-09-08 02:13
CollectedSep8; IEX-only exploratory census, NOT consolidated or tested signal. Rows=symbol|closeUSD|IEXvolume|dollarvolUSD|rangePct|returnPct|barUTC. Empty=missing; stale dates retained. DOUG|1.81|9179|16613.99|1.933701657458559|-0.5494505494505475|2026-09-04T04:00:00Z;DNP|10.73|5283|56686.59|0.6989748369058812|-0.09310986964617962|2026-09-04T04:00:00Z;DTE|136.04|31865|4334914.6|1.4517788885621834|-0.7297139521307616|2026-09-04T04:00:00Z;DUHP|42.495|9538|405317.31|0.35298270384750813|0.0942174066658863|2026-09-04T04:00:00Z;DTG|15.74|100|1574.0|0.0|-0.3166561114629429|2026-09-04T04:00:00Z;DULL|53.92|200|10784.0|0.018545994065291387|2.743902439024404|2026-09-04T04:00:00Z;DSPC|4.78|300|1434.0|0.6276150627615115|-11.645101663585955|2022-12-27T05:00:00Z;DLB|61.9|33366|2065355.4|1.5993537964458837|0.008078196946437188|2026-09-04T04:00:00Z;DRMP|21.21|703|14910.63|0.33003300330033136|4.226044226044223|2026-09-04T04:00:00Z;DON|57.79|1480|85529.2|0.1297802387956443|-0.1554941257774778|2026-09-04T04:00:00Z;DINT|30.21|400|12084.0|0.03310162197948217|0.7335778592864273|2026-09-04T04:00:00Z;DUKB|21.95|531|11655.45|0.04555808656037159|-0.06829046209879674|2026-09-04T04:00:00Z;DSCO|24.73|1750|43277.5|0.10109179134655127|-0.04042037186741121|2026-09-04T04:00:00Z;DIPS|32.22|406|13081.32|0.03103662321538799|-0.647548566142464|2026-09-04T04:00:00Z;DLFE|32.46|100|3246.0|0.0|-0.061576354679793166|2026-09-04T04:00:00Z;DIM|89.09|160|14254.4|0.0|-0.8568884932116605|2026-09-02T04:00:00Z;DLNV|33.54|200|6708.0|0.0|1.26811594202898|2026-09-01T04:00:00Z;DLN|100.84|532|53646.880000000005|0.01983339944467496|-0.4442689307927794|2026-09-04T04:00:00Z;DHX|4.52|11035|49878.2|3.539823008849561|-1.310043668122285|2026-09-04T04:00:00Z;DIN|31.63|7485|236750.55|3.03509326588683|-1.556178026766275|2026-09-04T04:00:00Z;DISK|39.06|1784|69683.04000000001|3.2130056323604776|7.425742574257432|2026-09-04T04:00:00Z; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt
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