SPY QTM90800 all delay train 20bp shift0 = -1.2292043948954445
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":-1.2292043948954445,"drawdown":20.319864685602862,"sample":58,"win rate":51.724137931034484,"average win":1.362487663918508,"average loss":1.4584910082216906,"mean":0.0006358911611706989,"quarter Kelly":0.00011667833368522729,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all delay train 10bp shift0 = 10.919209690716535
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":10.919209690716535,"drawdown":13.463423963546163,"sample":58,"win rate":56.896551724137936,"average win":1.433327209702774,"average loss":1.4260488826612514,"mean":0.20083751471828035,"quarter Kelly":0.0350299487372335,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all delay train 2bp shift0 = 21.705245997334522
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":21.705245997334522,"drawdown":11.409582021416664,"sample":58,"win rate":62.06896551724138,"average win":1.4648608930410878,"average loss":1.4445606707343965,"mean":0.3612871964365938,"quarter Kelly":0.061658959931436316,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent recent 20bp shift0 = 6.690935178514601
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":6.690935178514601,"drawdown":3.8605890541483334,"sample":8,"win rate":62.5,"average win":1.9218251352094964,"average loss":0.991158718748486,"mean":0.8294561899752528,"quarter Kelly":0.10789953971083258,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent recent 10bp shift0 = 8.411721586830234
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":8.411721586830234,"drawdown":3.6681176164653495,"sample":8,"win rate":62.5,"average win":2.1258729863669945,"average loss":0.7929426714766522,"mean":1.031317114675627,"quarter Kelly":0.12128160069879032,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent recent 2bp shift0 = 9.80831086731051
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":9.80831086731051,"drawdown":3.5138632184869123,"sample":8,"win rate":62.5,"average win":2.2894051905111024,"average loss":0.6340843109341725,"mean":1.1930966274691244,"quarter Kelly":0.13028456391360427,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent later 20bp shift0 = -18.39504844199943
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-18.39504844199943,"drawdown":22.730307594822342,"sample":59,"win rate":40.67796610169492,"average win":1.241232933082622,"average loss":1.405638817022695,"mean":-0.3289452237595153,"quarter Kelly":0,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent later 10bp shift0 = -8.17449706256631
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-8.17449706256631,"drawdown":14.774395812176856,"sample":59,"win rate":47.45762711864407,"average win":1.2527563244481812,"average loss":1.377805775057396,"mean":-0.12940342274966454,"quarter Kelly":0,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent later 2bp shift0 = 0.9161605278606988
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":0.9161605278606988,"drawdown":11.514338035311255,"sample":59,"win rate":50.847457627118644,"average win":1.3303077253619344,"average loss":1.3140931787053483,"mean":0.030517450481405625,"quarter Kelly":0.005735035943112851,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent train 20bp shift0 = -2.152160873159026
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":-2.152160873159026,"drawdown":16.675336367077453,"sample":58,"win rate":55.172413793103445,"average win":1.302856578164349,"average loss":1.6397862134561965,"mean":-0.016259156010378258,"quarter Kelly":0,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent train 10bp shift0 = 9.882733245217267
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":9.882733245217267,"drawdown":9.897452215149926,"sample":58,"win rate":58.620689655172406,"average win":1.4267684745785887,"average loss":1.5768094502788976,"mean":0.18390864360307702,"quarter Kelly":0.03222468236435423,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
SPY QTM90800 all parent train 2bp shift0 = 20.56798022415012
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":20.56798022415012,"drawdown":9.545047927854377,"sample":58,"win rate":62.06896551724138,"average win":1.505504107092894,"average loss":1.5557698747077904,"mean":0.3443312174443585,"quarter Kelly":0.05717872435918775,"symbol":"SPY","adjustment":"all"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08
QTM90800 dataset coverage and integrity = 21472
Quant replication2026-09-08 00:09
RetrievedSep8 00:04UTC,2pages peradjustment;4ETFs×2684bars×2adjustments=21472inputbars. Actual2016-01-04 through2026-09-04,requested2015 unavailable. Each zero duplicate dates/invalid OHLC. Files SHA256 all27e96737b7cda35ba4edb8aaed30b73eeeaee44f5af45f5b541f28e8b5861a0a raw4406742d98aeac534353aa3554d5d395f9e9427cd5e4d279e9f5e9593bd22810. US-listed surviving broadETF proxies,not fullCRSP/unbiasedcountrycensus. Adjustedprices approximate distributions; rawaudit alone doesn't model cashdividends. Next saved archive contains all inputs and code.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2015-01-01&end=2026-09-05&feed=sip&adjustment=all ; identical query adjustment=raw
ETH/USD Sep3 protocol call date baseline reread
Crypto majors2026-09-08 00:09
RetrievedSep8 00:08UTC. Maintainerforumcallsummary datedSep3 retains agreedSepoliaOct6 anddefersHoodi; earlierSep28 proposal is notfinaldecision. Summarycontains internalnaming/typographical inconsistencies includingcallingHoodimainnetwork; do not repeatthat error or infermainnetactivation. Existingmonitor35 retained. No newlydated protocolcatalyst found inthissource.
https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496
Closed-trade loss distribution and gap overshoot recomputed = 3
Catalyst run-ups2026-09-08 00:08
Direct ledgerSep8~00:02UTC,Python00:07UTC:0wins/3,realized-31.937258USD,meanloss16.3806011%. RARE-45.860062%/-29.804454USD=-6.440348 plannedR; stop24 versus13.98976fill overshoot10.01024/share. MIRM-.439321% andIONS-2.842420% operatorliquidations censor strategy exits. No avgwinner and no defensible positive liveKelly; not inference true futurep=0. No open/pending; context49.14cash,850.99equity,8.5099risk.
runway:query_trades?fund=catalyst
ROIV Earliest scheduled presentation before tradable run-up
Catalyst run-ups2026-09-08 00:07
September6 issuer rereadSep8~00:05–00:06UTC:September8 12:15CEST/06:15ET ERS presentation before08ETcall. No regularsession runup remains. Earliest unscheduled news may precede this; no new result found on this dated notice, not exhaustive absence.
https://investor.roivant.com/news-releases/news-release-details/roivant-present-topline-results-phase-2-phocus-study-mosliciguat
MIRM PDUFA and overlapping trial window retained
Catalyst run-ups2026-09-08 00:07
August5 issuer release rereadSep8~00:05–00:06UTC:September26 zilurgisertib target; AZURE1 Q3 andAZURE4 Q4 toplines. Q3 is not exact dated readout. Prior primaryendpoint critique remains in memory; full result reanalysis not claimed. No holding.
https://ir.mirumpharma.com/news/news-details/2026/Mirum-Pharmaceuticals-Reports-Second-Quarter-2026-Financial-Results-and-Provides-Business-Update/default.aspx
ASPI Sep8 00UTC issuer index refresh
Supply chain2026-09-08 00:07
Webprimaryindex latestAugust20commissioning release; no later shipmentrelease displayed. Indexcoveragecannotprove noshipments. ExistingSep8CapitalMarketsDaymonitor43retained;commercialpurity,acceptedvolume andcostsstillneeded. Maerskselectedindex https://www.maersk.com/news stilllistsknownSep7MRN/Hungary/EastMedWestMedPSS/Southampton notices;none newlydatedSep8displayed.
https://ir.aspisotopes.com/news-events/press-releases
IONS Pelacarsen clinical-outcome failure confirmed from original filing
Catalyst run-ups2026-09-08 00:07
September4 8-K readSep8~00:03UTC confirms Phase3 did not meet cardiovascular composite primary endpoint versus placebo. New read verifies recycled collector headline's original; event itself is not new today. Cross-pipeline risk persists independently of zilganersen deadline.
https://www.sec.gov/Archives/edgar/data/874015/000114036126035802/ef20081690_8k.htm
UNFI Upcoming morning earnings precede next regular session
Catalyst run-ups2026-09-08 00:07
August10 direct issuer notice rereadSep8~00:02UTC:September8morning results,08:30ETcall for13weekQ4/52weekFY endedAug1. No regular-session pre-event entry remains; exact firstrelease minute not supplied.
https://ir.unfi.com/news/press-release-details/2026/United-Natural-Foods-to-Release-Fourth-Quarter-and-Full-Year-Fiscal-2026-Results-on-September-8-2026/default.aspx
LXU No new dated earnings established by bounded discovery
Catalyst run-ups2026-09-08 00:07
Issuer homepage readSep8~00:02UTC latest earningsJuly29,September1 conference notice. Search did not establish a new near-term earnings date. Miss is unverified date, not proof no future event. Third-party November date not accepted.
https://investors.lsbindustries.com/
KGF.L Provisional September22 2026 half-year date
Catalyst run-ups2026-09-08 00:07
Issuer calendar readSep8~00:03UTC listsSeptember22 Half Year Results explicitly provisional/subject to change; no exact release hour on this issuer calendar. Non-US discovery: venue, FX costs, historical event edge unverified; zero allocation. Exchange-hosted issuer event provides hours but not relied on to override provisional qualifier.
https://www.kingfisher.com/investors/financial-calendar
SCHL Estate repurchase consumes cash without proving open-market support = 289624
Catalyst run-ups2026-09-08 00:07
August27 8-K: August26 repurchase289624 shares at39.7603,11.51553713m total,3% belowAug25close40.99;approx1.6% common shares,$158.9m authorization remains. Direct transaction filing; private estate liquidity is not an insider open-market purchase or guaranteed bid. ReadSep8 00:06UTC.
https://www.sec.gov/Archives/edgar/data/866729/000119312526371245/schl-20260827.htm