Runway

Notes

32996 observations, newest first
EEM QIM90708 official-close diagnostic recent pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,5.5512706498,0.84854306756,64.556962025,79,0.17400443483,0.13267322349,0.06866737172,0.09383174055,8.338080731,7.2759576142e-12],[2,2.2679993798,0.88819571941,54.430379747,79,0.16218681062,0.13085689001,0.028647909064,0.044158814386,3.3802938032,1.0913936421e-11],[10,-9.8750717558,9.9641116523,16.455696203,79,0.22620985574,0.20168266976,-0.13126997569,0,-14.283535019,3.4560798667e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic recent rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.5832846713,0.65593272921,56.382978723,94,0.14674446473,0.093764074552,0.047826744909,0.071283445097,6.8685617353,1.8189894035e-11],[2,0.72396306969,1.0841156661,46.808510638,94,0.13249230655,0.10189987011,0.0078156168363,0.014747303145,1.0750402347,9.0949470177e-12],[10,-13.340753548,13.426369487,10.638297872,94,0.18148567276,0.1917778481,-0.1520689629,0,-19.123984577,6.3664629124e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic recent r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,5.3095425351,0.84854306756,58.333333333,96,0.17108392005,0.12176928992,0.054135469641,0.071692519692,7.970496882,1.0913936421e-11],[2,1.3423143507,1.374925192,48.958333333,96,0.15965413333,0.12547040168,0.014121818583,0.022113142781,1.9962104002,3.6379788071e-12],[10,-13.087312619,13.173178947,14.583333333,96,0.21233650799,0.20691346391,-0.14577284301,0,-18.773120204,6.0026650317e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic holdout pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-6.9321490714,7.7048030275,43.570057582,521,0.098154015859,0.12204380063,-0.013688280904,0,-1.4436172185,3.092281986e-11],[2,-24.439866736,24.816467422,31.669865643,521,0.085375606283,0.11812233131,-0.053674807887,0,-5.514476752,8.3673512563e-11],[10,-67.170459989,67.170459989,4.4145873321,521,0.11211574213,0.22849776221,-0.2134610816,0,-20.184482736,7.3214323493e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic holdout rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-9.6757495485,11.229184771,43.264659271,631,0.095154443533,0.12151466038,-0.016026451739,0,-2.0387365548,2.546585165e-11],[2,-29.824027679,30.12099325,32.963549921,631,0.076722802506,0.12128118785,-0.056012043641,0,-6.9177103726,2.9103830457e-11],[10,-74.430355825,74.430355825,4.2789223455,631,0.097352466948,0.22979287594,-0.21579458076,0,-24.121669391,7.8671291703e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic holdout r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-9.0769607112,10.170905457,43.349753695,609,0.099042226094,0.12446792335,-0.015518355319,0,-1.9076344197,1.2732925825e-11],[2,-28.734422575,29.193078047,32.019704433,609,0.085014887251,0.12169065367,-0.055504150418,0,-6.626969338,6.4574123826e-11],[10,-73.103038493,73.103038493,4.7619047619,609,0.10113139796,0.2311084444,-0.21528749952,0,-23.340420061,8.1399775809e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic train pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,2.7355273399,5.700003291,44.122965642,553,0.16034824822,0.14464115335,0.0050995353978,0,0.54687297531,4.3655745685e-11],[2,-17.651685444,19.197133418,37.974683544,553,0.14135891108,0.14280476008,-0.034894505208,0,-3.8487172098,2.9103830457e-11],[10,-66.006888602,66.006888602,11.934900542,553,0.15387454609,0.24195234972,-0.19471080338,0,-19.591653461,1.1368683772e-10]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic train rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,7.1792266855,6.027416852,46.569343066,685,0.15154105431,0.13895954569,0.010322060223,0,1.410962487,3.6379788071e-11],[2,-18.508196224,21.398668064,39.124087591,685,0.13457167813,0.13523248678,-0.029674068975,0,-4.0516615625,9.0949470177e-12],[10,-72.765015689,72.765015689,10.948905109,685,0.16321520337,0.23286517832,-0.18949871317,0,-23.113929823,9.4132701633e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QIM90708 official-close diagnostic train r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,4.6961805442,5.04161817,45.030120482,664,0.15759813158,0.14322156077,0.0071208725222,0,0.93173146166,6.3664629124e-11],[2,-19.724647082,20.776930148,38.855421687,664,0.1377756643,0.14131635901,-0.032873976457,0,-4.3428365943,8.185452316e-12],[10,-72.254809037,72.254809037,11.445783133,664,0.15482087223,0.23761032915,-0.19269350489,0,-22.825008945,1.0322764865e-10]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 annual main results and worst close discrepancies = 5
Quant replication2026-09-07 08:15
Sep7calculation. Columns=[year,oneway_bp,return,drawdown,win_rate,sample,average_win_pct,average_loss_pct,mean_trade_pct,quarter_kelly,annualized_pct,cash_reconcile_abs];rows=[["2021",10,-31.940489655,31.940489655,10.738255034,149,0.073344150353,0.29751632982,-0.25769238564,0,-32.044746228,5.7298166212e-11],["2022",10,-24.169157645,24.169157645,23.140495868,121,0.21040717996,0.35972926486,-0.2277968644,0,-24.336810014,4.638422979e-11],["2023",10,-22.780084846,22.823719014,15.492957746,142,0.12172653892,0.23731389155,-0.18168790936,0,-23.101387696,7.5488060247e-11],["2024",10,-26.717054116,26.717054116,8.5526315789,152,0.13170601642,0.23548857411,-0.2040837736,0,-26.990991883,5.8207660913e-11],["2025",10,-23.909575744,23.909575744,12.857142857,140,0.15778171738,0.24677494936,-0.19476052078,0,-24.329295206,6.2755134422e-11]];worst={"2020-03-12 00:00:00":{"close_discrep_bp":-279.4016506189823,"entry":228.78,"exit":226.14,"official_close":232.64},"2020-03-18 00:00:00":{"close_discrep_bp":225.7704124383197,"entry":211.31,"exit":219.67,"official_close":214.82},"2025-04-09 00:00:00":{"close_discrep_bp":-95.56730378202704,"entry":532.93,"exit":535.81,"official_close":540.98}} https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic recent pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,1.8495538789,0.72161981203,50.649350649,77,0.12728886792,0.082175103559,0.023917037837,0.046973938548,2.7538827066,9.0949470177e-12],[2,-1.23959529,1.4711305434,35.064935065,77,0.13621142964,0.098324345533,-0.016084528265,0,-1.832012453,9.0949470177e-12],[10,-12.687228228,12.687228228,9.0909090909,77,0.15343956552,0.20886794473,-0.17593089834,0,-18.218237323,4.0017766878e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic recent rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-0.086815645063,1.3747975486,45.348837209,86,0.096106625643,0.08324067356,-0.00094084399631,0,-0.12866447749,1.8189894035e-12],[2,-3.4653846459,3.4653846459,30.23255814,86,0.095946959407,0.10024688788,-0.040932468934,0,-5.0937301473,7.2759576142e-12],[10,-15.875180854,15.875180854,3.488372093,86,0.13538210219,0.21288807371,-0.20073911409,0,-22.605324546,3.6379788071e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic recent r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,1.3957801616,0.95690598699,48.387096774,93,0.1248425628,0.087944457061,0.015017004161,0.030071883787,2.0759871331,1.4551915228e-11],[2,-2.3068470299,2.3068470299,33.333333333,93,0.13330067676,0.10412184234,-0.02498100264,0,-3.4004601038,1.8189894035e-12],[10,-15.813762394,15.813762394,7.5268817204,93,0.15343956552,0.21234534749,-0.18481314974,0,-22.521549643,4.9112713896e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic holdout pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-9.4911329344,12.676319384,46.0456942,569,0.17202530592,0.18162998586,-0.017190906117,0,-1.9982418467,5.4569682106e-12],[2,-27.914866966,27.948764043,35.32513181,569,0.17725500498,0.18522124564,-0.05717603233,0,-6.4106134999,8.731149137e-11],[10,-70.995594574,70.995594574,13.708260105,569,0.18356181019,0.28058286836,-0.21695670856,0,-22.160950179,9.0494722826e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic holdout rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-3.678375616,6.0771111273,48.81305638,674,0.15872271377,0.16451005586,-0.0052657805686,0,-0.7557075492,3.092281986e-11],[2,-26.440629286,26.475219603,38.575667656,674,0.15517546371,0.1711303046,-0.045255675877,0,-6.0263172445,5.1841198001e-11],[10,-74.979568939,74.979568939,14.391691395,674,0.14562350146,0.26400836325,-0.20505540943,0,-24.454419025,9.6406438388e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic holdout r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-6.4084791425,12.231428112,48.153409091,704,0.16359515097,0.17234256412,-0.0091082732068,0,-1.3316214647,9.0949470177e-12],[2,-29.378135691,29.411344686,37.642045455,704,0.16288961129,0.17706099271,-0.049096631826,0,-6.7983000699,7.185008144e-11],[10,-77.104516297,77.104516297,14.204545455,704,0.15728417769,0.26951512583,-0.20889022476,0,-25.799438265,7.9580786405e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic train pdt = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-6.5081536976,8.492818411,47.202797203,572,0.17183768569,0.18272385301,-0.011208074098,0,-1.3507448627,3.6379788071e-12],[2,-25.628394209,25.924706887,36.713286713,572,0.17468564449,0.18223166994,-0.051195592964,0,-5.8081525416,7.7307049651e-11],[10,-70.218895005,70.218895005,9.965034965,572,0.31171491901,0.26883814619,-0.21098583025,0,-21.712698053,9.6406438388e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic train rod = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,3.614048323,8.0108632829,48.714285714,700,0.17340308307,0.16099559947,0.0055842295831,0.0027455252421,0.72003694843,3.6379788071e-11],[2,-21.690186964,24.218820056,38.571428571,700,0.17355324502,0.16499158037,-0.034410004862,0,-4.8208452351,9.5496943686e-11],[10,-74.449093243,74.461302606,11,700,0.29467493862,0.25465316951,-0.19422707762,0,-24.099313634,9.231371223e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 official-close diagnostic train r1 = 3
Quant replication2026-09-07 08:15
Post-result endpoint audit, not authorized auction execution. Uses official daily close instead of final30minbarclose; keeps entries/splits. Sep7calculation. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[0,-7.2470431972,9.5499394267,48.245614035,684,0.16202696375,0.17838920895,-0.010502095036,0,-1.5087995429,2.0008883439e-11],[2,-29.44873707,29.46750534,37.134502924,684,0.16404366993,0.17721437486,-0.050489896238,0,-6.8066141922,9.0039975476e-11],[10,-76.383645336,76.383645336,9.649122807,684,0.29069760949,0.26378385963,-0.21028126173,0,-25.297399792,9.0949470177e-11]] https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QIM90708 regressions recent = 170
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"TLT","split":"recent","N":170,"columns":["intercept","r1"],"beta":[-0.000035467817224784146,0.002881191988335393],"HAC5_t":[-0.43988466029270523,0.17845078982475207],"R2":0.0002058620007591161,"corr_r1_last":0.01434789185764772},{"symbol":"TLT","split":"recent","N":170,"columns":["intercept","r1","r12"],"beta":[-0.00003503362099835063,0.002779649248119993,-0.022034903656255284],"HAC5_t":[-0.4382212061073656,0.17218994894517625,-0.3039588866198136],"R2":0.0008390464066386771,"corr_r1_last":0.01434789185764772},{"symbol":"TLT","split":"recent","N":170,"columns":["intercept","rod"],"beta":[-0.00003448571699550978,0.008816427816437475],"HAC5_t":[-0.42999529499548744,0.6633577356506899],"R2":0.003025284165777631,"corr_r1_last":0.01434789185764772}] https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QIM90708 regressions holdout = 1245
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"TLT","split":"holdout","N":1245,"columns":["intercept","r1"],"beta":[0.000248959387413663,0.02359578057256328],"HAC5_t":[4.628045478418234,3.306330830166599],"R2":0.012466878925200042,"corr_r1_last":0.1116551786761366},{"symbol":"TLT","split":"holdout","N":1245,"columns":["intercept","r1","r12"],"beta":[0.0002476156188481961,0.02364430208445091,0.056441261545553505],"HAC5_t":[4.586398758528841,3.298463752957348,1.1046236516478027],"R2":0.014622877250393573,"corr_r1_last":0.1116551786761366},{"symbol":"TLT","split":"holdout","N":1245,"columns":["intercept","rod"],"beta":[0.00025177431556341044,0.02636233138984397],"HAC5_t":[4.682144620096881,4.479883138698519],"R2":0.024079154323103924,"corr_r1_last":0.1116551786761366}] https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QIM90708 regressions train = 1244
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"TLT","split":"train","N":1244,"columns":["intercept","r1"],"beta":[0.00004360245005053721,-0.013059649928567042],"HAC5_t":[0.8423265376344887,-0.5120607995475798],"R2":0.002468234035397643,"corr_r1_last":-0.04968132481524003},{"symbol":"TLT","split":"train","N":1244,"columns":["intercept","r1","r12"],"beta":[0.00004125964744352307,-0.014882731457980625,-0.05213426640036488],"HAC5_t":[0.7847925821060477,-0.6330631969103219,-0.4372889290961637],"R2":0.004993636529019296,"corr_r1_last":-0.04968132481524003},{"symbol":"TLT","split":"train","N":1244,"columns":["intercept","rod"],"beta":[0.000032547142905647357,0.02740994507041745],"HAC5_t":[0.5514953420360819,1.1908025231207757],"R2":0.016747267682585942,"corr_r1_last":-0.04968132481524003}] https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QIM90708 regressions recent = 170
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"EFA","split":"recent","N":170,"columns":["intercept","r1"],"beta":[0.00015170849876177867,0.03658996323586186],"HAC5_t":[1.1529085227867857,2.884724129409552],"R2":0.04861774586731127,"corr_r1_last":0.22049432162146704},{"symbol":"EFA","split":"recent","N":170,"columns":["intercept","r1","r12"],"beta":[0.00014556836680757729,0.03840888674023462,0.13304567227240102],"HAC5_t":[1.1250293504118587,3.0899130124802117,1.6004161865311206],"R2":0.07568781471580954,"corr_r1_last":0.22049432162146704},{"symbol":"EFA","split":"recent","N":170,"columns":["intercept","rod"],"beta":[0.0001564316243796275,0.025416704846470205],"HAC5_t":[1.2269028120568617,1.8060868682511708],"R2":0.0284113043429689,"corr_r1_last":0.22049432162146704}] https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QIM90708 regressions holdout = 1245
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"EFA","split":"holdout","N":1245,"columns":["intercept","r1"],"beta":[0.00006689610017491031,-0.001546302068832937],"HAC5_t":[1.503591315437261,-0.174465164833615],"R2":0.000057569478913999106,"corr_r1_last":-0.007587455364873097},{"symbol":"EFA","split":"holdout","N":1245,"columns":["intercept","r1","r12"],"beta":[0.00006647647062517855,-0.0011561300853593882,0.08983520315772228],"HAC5_t":[1.4936961304155791,-0.13156560478161847,1.6709349852506306],"R2":0.006664019267157539,"corr_r1_last":-0.007587455364873097},{"symbol":"EFA","split":"holdout","N":1245,"columns":["intercept","rod"],"beta":[0.00006422681531507994,0.006965383680357814],"HAC5_t":[1.4300355424297628,1.0343336252494053],"R2":0.001827527257958761,"corr_r1_last":-0.007587455364873097}] https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QIM90708 regressions train = 1247
Quant replication2026-09-07 08:15
Sep7 calculation; OLS last-halfhour return on first return and/or12threturn/rest-of-day. HAC5, descriptive association, not causation. Returns decimal. [{"symbol":"EFA","split":"train","N":1247,"columns":["intercept","r1"],"beta":[0.00006564872991631818,0.024224035523706743],"HAC5_t":[1.1669704765137179,1.4991421711960247],"R2":0.012101133557348542,"corr_r1_last":0.11000515241273141},{"symbol":"EFA","split":"train","N":1247,"columns":["intercept","r1","r12"],"beta":[0.00006390020005458628,0.02379356088473252,0.054938540214414966],"HAC5_t":[1.1388856980901652,1.515158307983134,0.5561713662900177],"R2":0.013414668404556296,"corr_r1_last":0.11000515241273141},{"symbol":"EFA","split":"train","N":1247,"columns":["intercept","rod"],"beta":[0.00006189093248617362,0.022569496216873777],"HAC5_t":[1.1003262009401087,1.8439993952355738],"R2":0.014810817198015358,"corr_r1_last":0.11000515241273141}] https://runway.adityaperswal.workers.dev/data/stock-bars
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