QLV90802 metrics rows 55-57 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-15.370158739807083,"win_rate":42.22222222222222,"average_win":0.7356432581422846,"average_loss":1.1688674547679923,"mean_pct":-0.36474070931698654,"ci_low":-0.6662889548813326,"ci_high":-0.049225972287422835,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":18.843406662568675,"vectorbt_return":-15.370158739807579,"agreement_error":4.956035581926699e-13},{"sample":44,"return_pct":-19.418189439917366,"win_rate":40.909090909090914,"average_win":0.7948103892954368,"average_loss":1.3676662881891475,"mean_pct":-0.48301673830909037,"ci_low":-0.8106548822783153,"ci_high":-0.14543511955090724,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":20.234245294050833,"vectorbt_return":-19.41818943991764,"agreement_error":2.7355895326763857e-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":-1.0146482384520004,"ci_high":0.422175339261434,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"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 296/592
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. DPC|44.9|49623|2228072.7|7.293986636971044|8.532753202803978|2026-09-04T04:00:00Z;DPG|14.13|2046|28909.980000000003|0.56617126680821|-0.5979599015124792|2026-09-04T04:00:00Z;DPRE|26.38|100|2638.0|0.0|1.2279355333844943|2026-06-29T04:00:00Z;DLX|24.28|37864|919337.92|1.2767710049423486|-0.45100451004509434|2026-09-04T04:00:00Z;DIVI|44.61|1018|45412.98|0.33624747814391076|0.07851934941109917|2026-09-04T04:00:00Z;DURA|38.17|200|7634.0|0.0|0.5267316302344005|2026-07-16T04:00:00Z;DQ|12.31|33223|408975.13|2.761982128350933|-1.7557861133280062|2026-09-04T04:00:00Z;DIVH|0.0|0|0.0|||;DHT|20.875|371927|7763976.125|3.3053892215568923|3.3415841584158557|2026-09-04T04:00:00Z;DMA|7.7|1821|14021.7|0.649350649350647|0.39113428943937656|2026-09-04T04:00:00Z;DUSL|84.2|1307|110049.4|1.5676959619952582|2.4330900243308973|2026-09-03T04:00:00Z;DOC|20.62|189291|3903180.42|2.5218234723569326|-1.9029495718363432|2026-09-04T04:00:00Z;DTB|15.79|2886|45569.94|0.6333122229259003|0.7015306122448939|2026-09-03T04:00:00Z;DSU|9.39|12745|119675.55|0.42598509052182265|-0.26553372278277365|2026-09-04T04:00:00Z;DRAL|10.58|2908|30766.64|0.0|3.219512195121954|2026-09-04T04:00:00Z;DNN|3.405|1106754|3768497.37|2.2026431718061725|0.0|2026-09-04T04:00:00Z;DTF|11.41|199|2270.59|0.0|-1.2548680225010767|2026-09-03T04:00:00Z;DIVG|37.41|100|3741.0|0.0|2.408978921434435|2026-07-20T04:00:00Z;DRIP|33.96|14636|497038.56|2.9740871613663074|1.6157989228007263|2026-09-04T04:00:00Z;DRSK|28.28|3365|95162.2|0.15912305516265257|-0.07067137809186885|2026-09-04T04:00:00Z;DIVB|69.005|1168|80597.84|0.1304253314977225|-0.8976016085020855|2026-09-04T04:00:00Z;DTEC|53.27|100|5327.0|0.0|-0.2994572337638002|2026-08-31T04:00:00Z;
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 52-54 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-5.009272935955778,"win_rate":48.888888888888886,"average_win":0.734940518012544,"average_loss":0.9177111685399426,"mean_pct":-0.10974812178094916,"ci_low":-0.3845203778368056,"ci_high":0.17154751356519604,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":9.878227466020661,"vectorbt_return":-5.009272935956105,"agreement_error":3.268496584496461e-13},{"sample":44,"return_pct":-13.522851591619101,"win_rate":45.45454545454545,"average_win":0.5901740103300013,"average_loss":1.0882974509600816,"mean_pct":-0.32535587764640744,"ci_low":-0.5983642918183074,"ci_high":-0.04836457334748698,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":16.086658449679202,"vectorbt_return":-13.522851591619428,"agreement_error":3.268496584496461e-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":-0.8341208925324972,"ci_high":0.22679103591195354,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"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 295/592
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. DFAU|53.27|12192|649467.8400000001|0.3191289656467086|-0.3181137724550753|2026-09-04T04:00:00Z;DDTS|23.06|1635|37703.1|0.13009540329575514|-0.08665511265164572|2026-09-04T04:00:00Z;DFEM|40.995|53071|2175645.645|1.170874496889857|1.3849387906516464|2026-09-04T04:00:00Z;DEO|89.16|62264|5551458.24|1.676760879318085|-1.5785406777790167|2026-09-04T04:00:00Z;DEW|72.18|2396|172943.28000000003|0.36021058464949446|-1.5682531024137303|2026-08-27T04:00:00Z;DBND|44.68|929|41507.72|0.11190689346463106|0.022386389075434998|2026-09-04T04:00:00Z;DRI|216.92|45182|9800879.44|1.2400885118937848|-0.536475766885236|2026-09-04T04:00:00Z;DMAR|45.66|100|4566.0|0.0|0.10962508221881162|2026-09-04T04:00:00Z;DUK|120.24|144272|17347265.279999997|1.1851297405189716|-0.9555189456342705|2026-09-04T04:00:00Z;DRAY|13.92|100|1392.0|0.0|-3.4004163775156138|2026-09-04T04:00:00Z;DNOW|16.11|155803|2509986.33|2.1104903786468023|1.9620253164556845|2026-09-04T04:00:00Z;DRGN|34.53|297|10255.41|0.34752389226758595|0.5825808330905957|2026-08-28T04:00:00Z;DTK|22.58|600|13547.999999999998|1.1071744906997343|-0.13268465280850128|2026-09-04T04:00:00Z;DIHP|35.305|8914|314708.77|0.4107066987678888|0.042504958911870894|2026-09-04T04:00:00Z;DOG|21.35|352575|7527476.250000001|0.5152224824355945|0.6126295947219695|2026-09-04T04:00:00Z;DOV|192.855|91207|17589725.985|1.3948303129294017|0.9817781966698025|2026-09-04T04:00:00Z;DLNG|3.625|1084|3929.5|1.517241379310337|-2.815013404825739|2026-09-04T04:00:00Z;DIEM|43.075|701|30195.575|0.16250725478816083|0.37283001281605|2026-09-02T04:00:00Z;DSM|5.73|600|3438.0000000000005|0.1745200698080242|-0.17421602787456303|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 49-51 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-3.138010740198116,"win_rate":44.44444444444444,"average_win":0.9887141816784595,"average_loss":0.9086654243077282,"mean_pct":-0.06538559942497808,"ci_low":-0.3666556730227141,"ci_high":0.23929495070702744,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":9.336374385537727,"vectorbt_return":-3.1380107401986095,"agreement_error":4.933831121434196e-13},{"sample":44,"return_pct":-8.047404347174048,"win_rate":40.909090909090914,"average_win":1.0976493817910684,"average_loss":1.0713244779966056,"mean_pct":-0.184016989901648,"ci_low":-0.5100070157266529,"ci_high":0.15117585874667214,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":13.215238946671981,"vectorbt_return":-8.047404347174464,"agreement_error":4.156675004196586e-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":-0.717164085104021,"ci_high":0.7238947461089091,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"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 294/592
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. DDL|2.26|7022|15869.72|1.7699115044247804|0.22172949002217113|2026-09-04T04:00:00Z;DDFM|20.12|100|2012.0|0.0|0.4995004995005159|2026-09-04T04:00:00Z;DFNM|47.26|2628|124199.28|0.07405840033856051|-0.021155066638467446|2026-09-04T04:00:00Z;DEEP|43.7|103|4501.1|0.0|0.4828696252011877|2026-09-04T04:00:00Z;DHI|142.73|92824|13248769.52|1.3942408743781831|-1.1701980335133588|2026-09-04T04:00:00Z;DHF|2.36|2453|5789.08|0.0|-0.42194092827004814|2026-09-04T04:00:00Z;DCBG|26.07|200|5214.0|0.07671653241273331|-1.1001517450682785|2026-07-07T04:00:00Z;DFLV|42.055|12080|508024.4|0.4517893235049286|-0.3908100426338157|2026-09-04T04:00:00Z;DHLX|13.71|369|5058.990000000001|0.07293946024800556|0.2926115581565636|2026-09-04T04:00:00Z;DDS|655.44|3809|2496570.9600000004|1.600451605028667|0.2861208439799867|2026-09-04T04:00:00Z;DFCA|49.05|180|8829.0|0.0|-0.10183299389002753|2026-09-04T04:00:00Z;DFP|20.2|2204|44520.8|0.5198019801980219|-0.5905511811023723|2026-09-04T04:00:00Z;DFUV|57.57|6910|397808.7|0.3213479242661024|-0.17340038148083714|2026-09-04T04:00:00Z;DEC|15.415|24293|374476.595|2.6921829386960816|-1.877784850413755|2026-09-04T04:00:00Z;DDDD|34.35|403|13843.05|0.8733624454148389|0.3798947983635337|2026-09-03T04:00:00Z;DGRO|79.1|51760|4094216.0|0.3476611883691422|-0.6156552330694898|2026-09-04T04:00:00Z;DD|131.635|85992|11319556.92|2.013142401337013|0.4770628196320903|2026-09-04T04:00:00Z;DDV|25.53|100|2553.0|0.0|0.2355712603062443|2026-08-26T04:00:00Z;DGAC.U|10.08|200|2016.0|0.0|-0.09910802775024985|2026-09-01T04:00:00Z;DCOM|41.26|9822|405255.72|0.5453223460979191|0.8678645642341998|2026-09-04T04:00:00Z;DDTJ|20.59|100|2059.0|0.0|0.5862237420615646|2026-09-03T04:00:00Z;
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 46-48 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-18.693312632499783,"win_rate":35.55555555555556,"average_win":0.5008058733654772,"average_loss":0.9827168780646797,"mean_pct":-0.4552421220006238,"ci_low":-0.6971256063610085,"ci_high":-0.20196773733100093,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":20.423443923310824,"vectorbt_return":-18.693312632500096,"agreement_error":3.126388037344441e-13},{"sample":44,"return_pct":-23.659041981049445,"win_rate":27.27272727272727,"average_win":0.43253445448533934,"average_loss":0.9980722467528597,"mean_pct":-0.6079067827788054,"ci_low":-0.8713338660187248,"ci_high":-0.3550782731535916,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":25.82178027214459,"vectorbt_return":-23.65904198104994,"agreement_error":4.938272013532696e-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":-1.1232265744901408,"ci_high":-0.07000932133087485,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"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
QLV90802 metrics rows 43-45 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-17.35066903733815,"win_rate":37.77777777777778,"average_win":0.6480769346691532,"average_loss":1.065519817088386,"mean_pct":-0.41816104420220446,"ci_low":-0.6830452449624522,"ci_high":-0.1322750458074167,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":19.99070493786288,"vectorbt_return":-17.35066903733845,"agreement_error":2.984279490192421e-13},{"sample":44,"return_pct":-19.238202305866704,"win_rate":34.090909090909086,"average_win":0.7478809552973937,"average_loss":1.1136577869614073,"mean_pct":-0.47904230664590686,"ci_low":-0.7773875955377986,"ci_high":-0.16539366420931695,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":21.279301392573956,"vectorbt_return":-19.23820230586702,"agreement_error":3.161915174132446e-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":-1.0145667861997871,"ci_high":0.4343244084324877,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"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 293/592
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. DDFN|20.44|1094|22361.36|0.0|0.0|2026-09-04T04:00:00Z;DECU|29.63|300|8889.0|0.0|-1.2662445851382986|2026-08-24T04:00:00Z;DBL|14.29|5477|78266.33|0.9097270818754429|0.8468595624558928|2026-09-03T04:00:00Z;DGS|64.51|280|18062.800000000003|0.0|0.26422132421510813|2026-09-03T04:00:00Z;DFAX|38.59|5122|197657.98|0.36278828712101724|0.4163413999479726|2026-09-04T04:00:00Z;DFCF|41.4|36269|1501536.6|0.13285024154589303|-0.012075836251668193|2026-09-04T04:00:00Z;DECW|36.45|118|4301.1|0.0|0.12360939431397266|2026-09-04T04:00:00Z;DFIV|58.93|39810|2346003.3|0.44968606821652907|-0.26233392570026437|2026-09-04T04:00:00Z;DBRG|15.93|141752|2258109.36|0.2197112366603901|-0.06273525721455231|2026-09-04T04:00:00Z;DDFG|19.5|4200|81900.0|0.15384615384615968|0.0|2026-09-04T04:00:00Z;DGT|192.36|200|38472.0|0.08837596173840065|0.43335247741869143|2026-09-04T04:00:00Z;DFIP|40.205|2206|88692.23|0.08705384902376245|-0.062142679592336325|2026-09-04T04:00:00Z;DEI|11.41|72010|821634.1|2.9798422436459235|1.2871726586773047|2026-09-04T04:00:00Z;DGJL|30.42|100|3042.0|0.0|0.6618133686300487|2026-09-04T04:00:00Z;DEM|57.075|16467|939854.025|0.657030223390276|0.8392226148409954|2026-09-04T04:00:00Z;DGJA|32.21|100|3221.0|0.0|1.4488188976377936|2026-09-04T04:00:00Z;DFSI|47.4|999|47352.6|0.26371308016877637|-0.042176296921137|2026-09-04T04:00:00Z;DFVE|36.98|102|3771.96|0.0|-0.8047210300429319|2026-08-31T04:00:00Z;DBI|5.255|61364|322467.82|2.8544243577545094|1.742497579864466|2026-09-04T04:00:00Z;DDTZ|19.79|300|5937.0|0.5053057099545117|-0.3022670025189078|2026-08-31T04:00:00Z;DCOR|84.79|1304|110566.16|0.14152612336360956|-0.2235820192986515|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 40-42 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-6.941483509017732,"win_rate":46.666666666666664,"average_win":0.6400109266992526,"average_loss":0.8528075442752475,"mean_pct":-0.15615892448714738,"ci_low":-0.3994771704198893,"ci_high":0.09425574569630382,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":11.19323295697231,"vectorbt_return":-6.941483509018226,"agreement_error":4.938272013532696e-13},{"sample":44,"return_pct":-12.886677580520246,"win_rate":47.72727272727273,"average_win":0.4929753586064305,"average_loss":1.0417783613416078,"mean_pct":-0.309282267730044,"ci_low":-0.5665533719077297,"ci_high":-0.0530349979716253,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":17.856250848475995,"vectorbt_return":-12.886677580520711,"agreement_error":4.654054919228656e-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":-0.8198171696301073,"ci_high":0.23758768656330803,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"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 292/592
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. DFH|13.78|21945|302402.1|2.177068214804069|-0.1810938065918144|2026-09-04T04:00:00Z;DFAC|45.7|42502|1942341.4|0.2625820568927889|-0.12020544202819838|2026-09-04T04:00:00Z;DDC|0.3125|28331|8853.4375|12.320000000000011|-6.85543964232489|2026-09-04T04:00:00Z;DFJ|115.31|792|91325.52|0.48998352267800876|0.08679802100513001|2026-09-04T04:00:00Z;DFIS|37.67|30761|1158766.87|0.477833820015927|0.11960132890365127|2026-09-04T04:00:00Z;DECT|40.43|164|6630.52|0.0|-0.12351778656125578|2026-09-04T04:00:00Z;DFAL|51.58|100|5158.0|0.0|-0.6548536209553202|2026-09-02T04:00:00Z;DDXX|28.02|925|25918.5|0.0|-0.5677785663591228|2026-06-04T04:00:00Z;DECK|85.805|126681|10869863.205|1.6432608822329826|1.6345869114598788|2026-09-04T04:00:00Z;DDTG|19.61|419|8216.59|0.0|0.770811921891057|2026-09-03T04:00:00Z;DEED|21.03|100|2103.0|0.0|0.3100405437634235|2026-09-03T04:00:00Z;DECM|34.12|1142|38965.03999999999|0.0|0.0|2026-09-02T04:00:00Z;DDFO|22.875|100|2287.5|0.0|0.2410166520596002|2026-09-04T04:00:00Z;DG|133.12|84487|11246909.44|1.7089843750000042|1.444084587540484|2026-09-04T04:00:00Z;DEHP|42.16|1108|46713.28|0.5929791271347249|1.737451737451745|2026-09-04T04:00:00Z;DGOC|32.72|100|3272.0|0.0|1.1437403400309076|2026-08-07T04:00:00Z;DFGR|28.82|7743|223153.26|0.6939625260235922|-0.4834254143646466|2026-09-04T04:00:00Z;DEPW|24.21|411|9950.31|0.12391573729864162|1.2123745819397902|2026-09-04T04:00:00Z;DCO|168.28|11011|1852931.08|0.6001901592583904|1.1723681837311206|2026-09-04T04:00:00Z;DGAC|10.0|100|1000.0|0.0|0.30090270812437314|2026-09-02T04:00:00Z;DBE|34.72|1465|50864.8|2.7073732718893946|0.6376811594202891|2026-09-04T04:00:00Z;DDSQ|21.56|1722|37126.32|0.09276437847866222|0.3724394785847185|2026-09-03T04:00:00Z;
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 37-39 = 3
Quant replication2026-09-08 02:13
[{"sample":45,"return_pct":-5.404778163033985,"win_rate":42.22222222222222,"average_win":0.8682281864242423,"average_loss":0.840377891243498,"mean_pct":-0.11896643622822994,"ci_low":-0.3940556365797628,"ci_high":0.16280329939392693,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":10.612089057796826,"vectorbt_return":-5.4047781630344645,"agreement_error":4.796163466380676e-13},{"sample":44,"return_pct":-7.8420194837037105,"win_rate":43.18181818181818,"average_win":0.8602440508327078,"average_loss":0.9706393645875382,"mean_pct":-0.18003061701970474,"ci_low":-0.4843210319656609,"ci_high":0.13637905860744085,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":13.215238946671926,"vectorbt_return":-7.842019483704206,"agreement_error":4.956035581926699e-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":-0.717164085104021,"ci_high":0.6602023926576099,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"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 291/592
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. DE|693.61|68277|47357609.97|1.3826213578235653|-0.11664410587252094|2026-09-04T04:00:00Z;DFE|76.82|365|28039.3|0.09112210361885889|-1.1325611325611495|2026-09-02T04:00:00Z;DDNQ|20.7|700|14490.0|0.09661835748792065|-0.19286403085824189|2026-09-02T04:00:00Z;DDEC|48.46|877|42499.42|0.0|0.12396694214875659|2026-09-04T04:00:00Z;DBEM|39.14|100|3914.0|0.0|0.15353121801433556|2026-09-03T04:00:00Z;DGAP|30.91|900|27819.0|0.03235198964736837|0.12957563977971098|2026-08-21T04:00:00Z;DFAW|85.71|320|27427.2|0.0|0.6104002817232113|2026-09-04T04:00:00Z;DBO|23.125|18036|417082.5|2.616216216216218|0.17327268789257833|2026-09-04T04:00:00Z;DDTM|20.42|302|6166.84|0.048971596474052706|0.2454590083456054|2026-08-19T04:00:00Z;DGP|166.65|1103|183814.95|1.6441644164416325|4.725695971846933|2026-09-03T04:00:00Z;DEXC|79.645|307|24451.015|0.0|0.1320090520492645|2026-09-03T04:00:00Z;DFEB|51.63|100|5163.0|0.0|0.3888780867198127|2026-09-03T04:00:00Z;DCMT|34.85|600|20910.0|0.4017216642754679|1.722124927028612|2026-08-25T04:00:00Z;DEUS|67.38|366|24661.08|0.34134758088452033|-0.044503782821536664|2026-09-04T04:00:00Z;DFEN|61.18|4294|262706.92|1.3239620791108242|-0.8749189889824982|2026-09-04T04:00:00Z;DDFS|22.33|2636|58861.88|0.08956560680698422|-0.08948545861299229|2026-09-04T04:00:00Z;DEEF|39.37|607|23897.59|0.17780035560071195|0.10170353419780565|2026-07-28T04:00:00Z;DBEZ|62.8|419|26313.2|0.23885350318471113|1.1190725384429667|2026-07-30T04:00:00Z;DHS|118.44|299|35413.56|0.0|0.6714832129196768|2026-09-04T04:00:00Z;DFAR|25.83|117397|3032364.51|0.9291521486643516|-0.6729475100942128|2026-09-04T04:00:00Z;DFAI|43.415|188948|8203177.42|0.4837037890130159|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 34-36 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-14.962705049846715,"win_rate":35,"average_win":0.47304595161183116,"average_loss":0.8723542837098811,"mean_pct":-0.4014642013472819,"ci_low":-0.6392132351341041,"ci_high":-0.16242436529950632,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":18.604174016306786,"vectorbt_return":-14.962705049847166,"agreement_error":4.511946372076636e-13},{"sample":42,"return_pct":-21.080382979107082,"win_rate":28.57142857142857,"average_win":0.5546213209800754,"average_loss":1.0022193968344835,"mean_pct":-0.557407763173181,"ci_low":-0.8503009828101731,"ci_high":-0.2679906184835846,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":21.540824780763003,"vectorbt_return":-21.080382979107455,"agreement_error":3.730349362740526e-13},{"sample":6,"return_pct":-2.5731272558448315,"win_rate":50,"average_win":0.8054136446265995,"average_loss":1.6568335396337064,"mean_pct":-0.42570994750355345,"ci_low":-1.3323036309538996,"ci_high":0.5107079530967451,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":3.4177876998276457,"vectorbt_return":-2.573127255844838,"agreement_error":6.661338147750939e-15}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 290/592
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. DDTD|20.86|100|2086.0|0.0|0.4333172845450095|2026-09-04T04:00:00Z;DFSD|47.2|10433|492437.6|0.0635593220339007|-0.052938062466911795|2026-09-04T04:00:00Z;DBEU|54.65|420|22953.0|0.21957913998169706|0.44109538687742145|2026-09-03T04:00:00Z;DBJP|116.68|100|11668.0|0.0|1.5580120114892626|2026-09-04T04:00:00Z;DFSB|50.63|677|34276.51|0.1382579498321159|-0.22662331264162727|2026-09-03T04:00:00Z;DDT|26.1|301|7856.1|0.0|0.03832886163281923|2026-09-04T04:00:00Z;DDFJ|20.12|300|6036.0|0.0|0.19920318725101804|2026-09-03T04:00:00Z;DFAT|71.79|2624|188376.96|0.5014625992478052|0.3284186989029436|2026-09-04T04:00:00Z;DCH|7.0|236565|1655955.0|4.2142857142857135|4.94752623688155|2026-09-04T04:00:00Z;DFSU|48.44|100|4844.0|0.0|-0.37021801727683545|2026-09-04T04:00:00Z;DFAS|82.19|7566|621849.54|0.5657622581822648|0.19505059124709234|2026-09-04T04:00:00Z;DDFL|21.66|2000|43320.0|0.09233610341643386|0.4638218923933346|2026-09-03T04:00:00Z;DDFZ|19.71|400|7884.0|0.40588533739219607|0.279827016026446|2026-08-31T04:00:00Z;DGX|236.86|27066|6410852.760000001|0.9837034535168506|-0.8788081687311711|2026-09-04T04:00:00Z;DDTY|20.75|100|2075.0|0.0|0.7281553398058138|2026-09-04T04:00:00Z;DDTL|22.385|700|15669.500000000002|0.0|-0.2895322939866274|2026-09-01T04:00:00Z;DDWM|47.625|905|43100.625|0.09448818897638153|1.0395672005940382|2026-09-03T04:00:00Z;DDFY|20.36|100|2036.0|0.0|-0.24497795198432648|2026-08-31T04:00:00Z;DDTN|20.92|300|6276.000000000001|0.047801147227540926|0.38387715930903177|2026-09-04T04:00:00Z;DDTO|23.36|153|3574.08|0.0|0.1285897985426443|2026-08-21T04:00:00Z;DDFA|20.58|200|4116.0|0.0|0.39024390243902474|2026-09-03T04:00:00Z;
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 31-33 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-13.130926704378965,"win_rate":42.5,"average_win":0.677229965669086,"average_loss":1.1040812504348532,"mean_pct":-0.3470239835906791,"ci_low":-0.6327717331365609,"ci_high":-0.05416092060541061,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":18.61693085070032,"vectorbt_return":-13.130926704379375,"agreement_error":4.1033842990145786e-13},{"sample":42,"return_pct":-25.012346142835142,"win_rate":35.714285714285715,"average_win":0.8015578352255718,"average_loss":1.49747020937392,"mean_pct":-0.6763887648741016,"ci_low":-1.0239662037968371,"ci_high":-0.3265565376497067,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":26.430020559365552,"vectorbt_return":-25.01234614283557,"agreement_error":4.263256414560601e-13},{"sample":6,"return_pct":-1.815219342560559,"win_rate":50,"average_win":1.0662468974915371,"average_loss":1.6568335396337064,"mean_pct":-0.29529332107108475,"ci_low":-1.2979573815228094,"ci_high":0.7602178915227242,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":2.979152775390248,"vectorbt_return":-1.8152193425605674,"agreement_error":8.43769498715119e-15}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 289/592
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. DGZ|4.88|248|1210.24|0.0|-4.313725490196074|2026-08-21T04:00:00Z;DFIC|39.465|172073|6790860.945|0.49410870391486195|-0.06330716637122924|2026-09-04T04:00:00Z;DCI|91.01|43894|3994792.94|1.0108779255026938|0.5024570702887754|2026-09-04T04:00:00Z;DDTF|20.59|200|4118.0|0.33997085964060364|-0.33881897386254245|2026-08-26T04:00:00Z;DHDG|37.74|979|36947.46|0.0|0.42575838211815764|2026-09-03T04:00:00Z;DFNL|52.405|1716|89926.98|0.16219826352447447|1.6783081102056618|2026-09-04T04:00:00Z;DEFR|26.665|961|25625.065|0.01875117194825636|-0.3922301083302271|2026-09-04T04:00:00Z;DFSV|40.435|22168|896363.0800000001|1.1994559169036711|0.5595622979358339|2026-09-04T04:00:00Z;DDM|67.74|2115|143270.09999999998|0.7750221434898225|-1.1239235148153726|2026-09-04T04:00:00Z;DES|40.42|859|34720.78|0.5937654626422612|0.4972650422675251|2026-09-04T04:00:00Z;DBP|102.45|950|97327.5|0.029282576866765383|1.9910403185664505|2026-09-04T04:00:00Z;DDFF|20.32|1400|28448.0|0.04921259842520454|0.39525691699606735|2026-09-03T04:00:00Z;DFUS|84.06|4895|411473.7|0.30930287889603275|-0.29652473016249514|2026-09-04T04:00:00Z;DFVX|85.72|100|8572.0|0.0|0.8292654237487485|2026-09-04T04:00:00Z;DGIN|38.06|267|10162.02|0.0|2.408179739001759|2026-08-25T04:00:00Z;DFSE|49.005|100|4900.5|0.0|0.1225865767698453|2026-09-03T04:00:00Z;DDX|25.47|100|2547.0|0.0|0.5527043031977819|2026-09-04T04:00:00Z;DECZ|43.88|427|18736.76|0.0|-1.658449125952477|2026-09-01T04:00:00Z;DFAE|40.57|52710|2138444.7|0.838057678087265|1.463048643241227|2026-09-04T04:00:00Z;DDD|3.455|88978|307418.99|5.93342981186685|4.06626506024097|2026-09-04T04:00:00Z;DC|5.95|85769|510325.55|1.8487394957983097|-2.777777777777779|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 28-30 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-4.1206975421746,"win_rate":52.5,"average_win":0.5651792072690272,"average_loss":0.8398705502359503,"mean_pct":-0.10221942754583713,"ci_low":-0.32978078833061414,"ci_high":0.13635807896009133,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":10.015490414566752,"vectorbt_return":-4.120697542174966,"agreement_error":3.659295089164516e-13},{"sample":42,"return_pct":-10.482865946901299,"win_rate":54.761904761904766,"average_win":0.5446155526518421,"average_loss":1.230983246879631,"mean_pct":-0.2586315233266813,"ci_low":-0.5536703540051925,"ci_high":0.028819908295653916,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":12.855314215561142,"vectorbt_return":-10.482865946901626,"agreement_error":3.268496584496461e-13},{"sample":6,"return_pct":-0.803562141765779,"win_rate":50,"average_win":1.108284494706472,"average_loss":1.3613605352730298,"mean_pct":-0.12653802028327887,"ci_low":-1.0446898279157144,"ci_high":0.8229027344714849,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":2.575154124516854,"vectorbt_return":-0.803562141765866,"agreement_error":8.704148513061227e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 288/592
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. CTJN|0.0|0|0.0|||;CQTM|23.07|154|3552.78|0.0|-2.71979759645794|2026-09-02T04:00:00Z;CTEV|38.38|2989|114717.82|2.2928608650338784|-0.4409857328145139|2026-09-04T04:00:00Z;CWEB|20.9|12922|270069.8|1.291866028708132|3.5678889990089058|2026-09-04T04:00:00Z;CRD.B|11.68|440|5139.2|2.910958904109588|-2.6666666666666727|2026-08-31T04:00:00Z;CRTC|40.555|300|12166.5|0.02465787202563928|0.2843719090009911|2026-09-02T04:00:00Z;DBMF|31.435|50576|1589856.5599999998|0.668045172578339|0.14335775724751976|2026-09-04T04:00:00Z;DHR|207.64|235890|48980199.6|1.5363128491620102|-1.5597591618072393|2026-09-04T04:00:00Z;DELL|523.65|402216|210620408.4|4.432349852000389|1.5032128630825925|2026-09-04T04:00:00Z;DFMC|60.0|552|33120.0|0.0|-0.7115671024325643|2026-09-03T04:00:00Z;DFII|13.73|320|4393.6|0.5098324836125294|-1.717967072297777|2026-09-04T04:00:00Z;DFEV|43.67|8233|359535.11|0.4694298145179718|1.3695450324976877|2026-09-04T04:00:00Z;DEA|24.3|9152|222393.6|1.419753086419763|0.08237232289949326|2026-09-04T04:00:00Z;DDLS|46.5|100|4650.0|0.0|0.8567400498861399|2026-09-04T04:00:00Z;DDFD|20.26|100|2026.0|0.0|0.04938271604939537|2026-09-02T04:00:00Z;DFTT|29.59|204|6036.36|0.0|-3.0154047853163|2026-08-25T04:00:00Z;DCRE|51.33|309|15860.97|0.0|0.048728194133129676|2026-09-04T04:00:00Z;DFIN|50.875|15805|804079.375|4.216216216216209|4.124027834629551|2026-09-04T04:00:00Z;DESK|42.185|274|11558.69|0.0|3.242780225159092|2026-08-25T04:00:00Z;DBEF|55.91|16641|930398.31|0.25934537649793604|0.23305844388668007|2026-09-04T04:00:00Z;DDTA|20.76|300|6228.000000000001|0.0|1.964636542239706|2026-08-19T04:00:00Z;DECP|33.38|180|6008.400000000001|0.0|0.5421686746987842|2026-08-27T04:00:00Z;
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 25-27 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-2.0553727911490904,"win_rate":42.5,"average_win":0.979715686633275,"average_loss":0.8069474964213686,"mean_pct":-0.047615643623145076,"ci_low":-0.3358925321282223,"ci_high":0.24498248964344296,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":10.028644294018886,"vectorbt_return":-2.0553727911494946,"agreement_error":4.04121180963557e-13},{"sample":42,"return_pct":-14.942822633286568,"win_rate":35.714285714285715,"average_win":1.104417100488419,"average_loss":1.2015183963306566,"mean_pct":-0.37797000460955815,"ci_low":-0.7170643990354348,"ci_high":-0.026817388130805784,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":18.16221012261169,"vectorbt_return":-14.94282263328705,"agreement_error":4.831690603168681e-13},{"sample":6,"return_pct":-0.031888340639085744,"win_rate":50,"average_win":1.3699014236277693,"average_loss":1.3613605352730298,"mean_pct":0.0042704441773696224,"ci_low":-1.0164012866691718,"ci_high":1.062952950520881,"quarter_kelly":0.0007793342104245454,"symbol":"SPLV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":2.3248889713949894,"vectorbt_return":-0.03188834063914214,"agreement_error":5.639932965095795e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 287/592
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. CVNA|74.56|187724|13996701.44|4.157725321888424|1.5527104331244823|2026-09-04T04:00:00Z;CTWO|20.5|284|5822.0|0.0|-5.747126436781613|2026-02-05T05:00:00Z;DAT|49.38|100|4938.0|0.0|0.48840048840048667|2026-08-24T04:00:00Z;DANA|25.09|250|6272.5|0.039856516540460594|0.319872051179515|2026-08-26T04:00:00Z;CRSH|19.96|129|2574.84|0.0|6.170212765957439|2026-09-04T04:00:00Z;CSPF|25.93|409|10605.37|0.07713073659853287|0.3094777562862694|2026-09-04T04:00:00Z;CWI|41.885|3118|130597.43|0.3700608809836484|0.5521546032889235|2026-09-04T04:00:00Z;CVSM|26.33|483|12717.39|0.0|0.4961832061068705|2026-09-03T04:00:00Z;CXRN|22.01|119|2619.19|0.0|2.324500232450033|2026-09-04T04:00:00Z;CRGY|13.76|359023|4940156.48|2.289244186046508|-1.4326647564469996|2026-09-04T04:00:00Z;CRH|94.24|196369|18505814.56|3.119694397283529|2.401390850809504|2026-09-04T04:00:00Z;CWB|102.97|14469|1489872.93|0.6992327862484208|0.527189300009745|2026-09-04T04:00:00Z;CRCD|1.71|163526|279629.46|9.356725146198839|3.6363636363636376|2026-09-04T04:00:00Z;CVNY|20.87|336|7012.320000000001|0.3833253473886049|-1.2304779933743348|2026-09-04T04:00:00Z;CRUX|29.335|780|22881.3|0.0511334583262334|0.10237160894046582|2026-09-04T04:00:00Z;CVSA|128.2|18158|2327855.6|1.3650546021840986|0.1719018596655575|2026-09-04T04:00:00Z;DBD|68.59|13285|911218.15|1.6328910919959243|0.897322741982931|2026-09-04T04:00:00Z;CURB|29.49|55978|1650791.22|1.3394370973211245|0.374404356705238|2026-09-04T04:00:00Z;CYH|2.885|156184|450590.84|1.5597920277296338|-0.3454231433506094|2026-09-04T04:00:00Z;CYD|37.365|3881|145013.565|1.7663588920112312|-0.4661694192860888|2026-09-04T04:00:00Z;CWK|13.655|92542|1263661.01|3.8081288905163047|1.4487369985141108|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 22-24 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-14.703254177493418,"win_rate":35,"average_win":0.4981585609261985,"average_loss":0.8741291138986622,"mean_pct":-0.393828427709961,"ci_low":-0.6248506521479948,"ci_high":-0.1520114723430271,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":18.355833355073912,"vectorbt_return":-14.703254177493932,"agreement_error":5.133671265866724e-13},{"sample":42,"return_pct":-23.55981510635008,"win_rate":23.809523809523807,"average_win":0.5841991945611502,"average_loss":1.0134119665051047,"mean_pct":-0.633028356727425,"ci_low":-0.9255630608282343,"ci_high":-0.34383430756942074,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":24.00579112321313,"vectorbt_return":-23.55981510635037,"agreement_error":2.913225216616411e-13},{"sample":6,"return_pct":-2.5731272558448315,"win_rate":50,"average_win":0.8054136446265995,"average_loss":1.6568335396337064,"mean_pct":-0.42570994750355345,"ci_low":-1.3411114224617917,"ci_high":0.48565524628758444,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":3.4177876998276457,"vectorbt_return":-2.573127255844838,"agreement_error":6.661338147750939e-15}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 286/592
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. CRWU|38.63|1596|61653.48|7.947191302096815|15.45128511655709|2026-09-04T04:00:00Z;CVGD|27.26|500|13630.0|0.0|0.739098300073926|2026-09-03T04:00:00Z;CRIB|25.84|500|12920.0|0.0|1.812450748620975|2026-08-04T04:00:00Z;CUZ|29.1|33483|974355.3|1.2886597938144329|-0.44474854601436187|2026-09-04T04:00:00Z;CSTM|27.155|72407|1966212.085|2.4120788068495584|2.587835285228568|2026-09-04T04:00:00Z;CTRE|39.015|72824|2841228.36|2.6912725874663517|-1.452386966405661|2026-09-04T04:00:00Z;DAMD|1.585|1195226|1894433.21|9.148264984227131|-9.42857142857143|2026-09-04T04:00:00Z;CVR|10.39|100|1039.0|0.0|4.160401002506275|2026-07-27T04:00:00Z;CVRT|46.85|200|9370.0|0.08537886872998751|-5.57291141791797|2026-09-03T04:00:00Z;CSSD|25.13|100|2513.0|0.0|0.27932960893854997|2026-09-04T04:00:00Z;CVE|32.375|446152|14444171.0|1.868725868725859|-1.2957317073170604|2026-09-04T04:00:00Z;CVSB|50.62|200|10124.0|0.03951007506914881|0.08897676717745107|2026-09-02T04:00:00Z;CRC|54.24|49366|2677611.8400000003|3.9362094395280196|1.601573475695428|2026-09-04T04:00:00Z;DAVA|3.06|4385|13418.1|2.7777777777777763|-1.1308562197092087|2026-09-04T04:00:00Z;DAC|153.89|2734|420735.26|0.8382610955877708|0.48318641854390165|2026-09-03T04:00:00Z;DABS|50.32|300|15096.0|0.23847376788552752|0.0994629003381764|2026-08-12T04:00:00Z;CSD|130.14|291|37870.74|0.0|0.5796429399489877|2026-09-02T04:00:00Z;CSM|88.27|100|8827.0|0.0|-0.07358351729211954|2026-08-26T04:00:00Z;CSHP|99.35|100|9935.0|0.0|-0.35105315947844273|2026-09-01T04:00:00Z;CRS|475.54|24919|11849981.26|3.1543087858014047|1.7350191472520038|2026-09-04T04:00:00Z;CTAP|29.575|509|15053.675|0.10143702451395144|-1.1530748663101664|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 19-21 = 3
Quant replication2026-09-08 02:13
[{"sample":40,"return_pct":-13.416943319529395,"win_rate":42.5,"average_win":0.6268155250192381,"average_loss":1.0815509697115566,"mean_pct":-0.3554952094509689,"ci_low":-0.6326823008616524,"ci_high":-0.07708366336674492,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":17.362838976474848,"vectorbt_return":-13.416943319529807,"agreement_error":4.121147867408581e-13},{"sample":42,"return_pct":-26.32094340442136,"win_rate":33.33333333333333,"average_win":0.760357633143649,"average_loss":1.4579083460642164,"mean_pct":-0.7184863529949279,"ci_low":-1.0371642650260622,"ci_high":-0.38370117560489436,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":27.502338505548774,"vectorbt_return":-26.320943404421797,"agreement_error":4.369837824924616e-13},{"sample":6,"return_pct":-1.815219342560559,"win_rate":50,"average_win":1.0662468974915371,"average_loss":1.6568335396337064,"mean_pct":-0.29529332107108475,"ci_low":-1.3129076869982845,"ci_high":0.7602178915227242,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":2.979152775390248,"vectorbt_return":-1.8152193425605674,"agreement_error":8.43769498715119e-15}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
Sep8 US census measured rows batch 285/592
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. DBC|31.905|32163|1026160.515|1.3477511361855499|-0.14084507042252392|2026-09-04T04:00:00Z;CRCA|28.47|15816|450281.52|9.55391640323148|-2.766393442622961|2026-09-04T04:00:00Z;CTGO|19.75|11475|226631.25|2.025316455696195|-2.130822596630322|2026-09-04T04:00:00Z;CXT|50.155|19340|969997.7|1.8841591067690167|0.6522175396347585|2026-09-04T04:00:00Z;DAL|80.155|150575|12069339.125|1.8464225562971792|1.8099834878699372|2026-09-04T04:00:00Z;CTJL|0.0|0|0.0|||;CVRD|18.52|100|1852.0|0.0|-1.331912626531695|2026-04-16T04:00:00Z;CRDT|23.34|231|5391.54|0.04284490145673335|-0.4266211604095571|2026-08-27T04:00:00Z;CVAR|31.64|550|17402.0|0.09481668773704531|9.10344827586207|2026-08-19T04:00:00Z;CRPT|15.585|800|12468.0|0.7378889958293244|2.062868369351678|2026-09-04T04:00:00Z;CTMA|25.59|100|2559.0|0.0||2026-06-04T04:00:00Z;CRWX|18.03|100|1803.0|0.0|2.326901248581148|2026-09-03T04:00:00Z;CSEX|11.63|468|5442.84|4.8151332760103225|-0.9369676320272524|2026-09-04T04:00:00Z;DARP|57.39|100|5739.0|0.0|0.7372301211163723|2026-09-03T04:00:00Z;CRBN|259.98|119|30937.620000000003|0.0|0.6582004026638|2026-08-27T04:00:00Z;DAR|65.23|62275|4062198.250000001|2.123256170473716|-0.707816424385399|2026-09-04T04:00:00Z;CVMC|76.41|121|9245.61|0.0|-2.1012171684817393|2026-09-03T04:00:00Z;CXM|5.91|296536|1752527.76|4.991539763113366|-5.136436597110761|2026-09-04T04:00:00Z;CRF|6.455|8880|57320.4|0.8520526723470134|-0.38580246913580973|2026-09-04T04:00:00Z;CTVA|87.885|251820|22131200.700000003|1.7522899243329422|-0.7733995709608088|2026-09-04T04:00:00Z;CSMD|33.82|100|3382.0|0.0|0.5948839976204656|2026-09-03T04:00:00Z;CRCL|102.055|365558|37307021.690000005|5.4284454460829865|-1.0711516091508222|2026-09-04T04:00:00Z;CTAU|0.0|0|0.0|||;
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