TLT QR290706 nextopen holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":0,"stop_count":0,"rsi_count":20,"timeout_count":0,"target_rate_pct":0,"target_Wilson95_pct":[-1.3877787807814457e-15,16.113012549493323],"same_day":0,"stop_overshoot_median_R":null,"stop_overshoot_max_R":null,"extended_exits":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-43.15874234998038,-18.032492138941166,3.4963432799949947],"loss_probability":0.91215,"drawdown_p95_pct":5.347101675364495,"pnl24_quantiles":[-4.575872318657752,0,1.867093042988188],"prob24_gain349":0,"prob24_loss":0.11135}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":16,"mean_pct":-0.5231457097038483,"win_pct":56.25},{"bucket":"lowvol","n":4,"mean_pct":-0.13013390788667312,"win_pct":50},{"bucket":"rsi_below10","n":9,"mean_pct":-0.750386241224056,"win_pct":55.55555555555556},{"bucket":"rsi_atleast10","n":11,"mean_pct":-0.1943082559810693,"win_pct":54.54545454545454}],"years":[{"year":2021,"n":7,"return_pct":0.004544791709082396,"mean_pct":0.006477822445391126},{"year":2023,"n":1,"return_pct":-0.28418962055751784,"mean_pct":-0.28418962055751784},{"year":2024,"n":7,"return_pct":-8.72410952510666,"mean_pct":-1.2678289504404083},{"year":2025,"n":5,"return_pct":0.20925858596791969,"mean_pct":0.04455610594287451}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":20,"mean_pct":-0.4445433493404133,"mean_CI_pct":[-1.4272118092283643,0.16554004260003177],"positive_bootstrap_fraction":0.0891,"vol_threshold":0.10678764595727254,"OLS_coef":{"const":-0.01889323076251298,"vol":0.02244417796955489,"rsi":0.0008728478391842147},"OLS_HAC_t":{"const":-1.223965734500883,"vol":0.24889342101062767,"rsi":2.143221021190519},"OLS_R2":0.14912557614907296}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":5,"stop_count":17,"rsi_count":1,"timeout_count":0,"target_rate_pct":21.73913043478261,"target_Wilson95_pct":[9.663835601719065,41.90388018273492],"same_day":1,"stop_overshoot_median_R":0.048749019809489834,"stop_overshoot_max_R":0.918038735177987,"extended_exits":8}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-28.416776917379213,-11.158424134816471,5.998278932258708],"loss_probability":0.8572,"drawdown_p95_pct":3.5511681695935624,"pnl24_quantiles":[-2.5227574432448345,0,0.7254880849067246],"prob24_gain349":0,"prob24_loss":0.1319}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":4,"mean_pct":-0.12264773698769105,"win_pct":25},{"bucket":"lowvol","n":19,"mean_pct":-0.25229961599868217,"win_pct":31.57894736842105},{"bucket":"rsi_below10","n":17,"mean_pct":0.0033125310830073957,"win_pct":41.17647058823529},{"bucket":"rsi_atleast10","n":6,"mean_pct":-0.8900994467228085,"win_pct":0}],"years":[{"year":2021,"n":4,"return_pct":0.7096726342354476,"mean_pct":0.19300446130169624},{"year":2023,"n":5,"return_pct":-2.597596452490758,"mean_pct":-0.5238710676978675},{"year":2024,"n":7,"return_pct":-4.392318990758937,"mean_pct":-0.6363757662023684},{"year":2025,"n":7,"return_pct":0.9834620731201449,"mean_pct":0.14538345782477227}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 swing holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":23,"mean_pct":-0.22975146312720546,"mean_CI_pct":[-0.665411822482381,0.20920510443481755],"positive_bootstrap_fraction":0.14465,"vol_threshold":0.16887184166767816,"OLS_coef":{"const":0.009348327863663818,"vol":-0.013545829864567677,"rsi":-0.0013639147962832623},"OLS_HAC_t":{"const":1.414813749473775,"vol":-0.3251685493331966,"rsi":-2.657044837998546},"OLS_R2":0.2943475794528686}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":0,"stop_count":0,"rsi_count":35,"timeout_count":0,"target_rate_pct":0,"target_Wilson95_pct":[0,9.890426758938869],"same_day":0,"stop_overshoot_median_R":null,"stop_overshoot_max_R":null,"extended_exits":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-43.16794889807794,1.8877395371699777,44.70285609623305],"loss_probability":0.47345,"drawdown_p95_pct":6.35024605440212,"pnl24_quantiles":[-4.190517702492113,0,4.19720779367646],"prob24_gain349":0,"prob24_loss":0.1591}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":12,"mean_pct":-0.7893155932672008,"win_pct":50},{"bucket":"lowvol","n":23,"mean_pct":0.4421821057929127,"win_pct":65.21739130434783},{"bucket":"rsi_below10","n":16,"mean_pct":0.5785148273264623,"win_pct":56.25},{"bucket":"rsi_atleast10","n":19,"mean_pct":-0.45041241701014806,"win_pct":63.1578947368421}],"years":[{"year":2021,"n":6,"return_pct":2.7686278434887246,"mean_pct":0.4597763868720091},{"year":2023,"n":9,"return_pct":-1.9407921559845054,"mean_pct":-0.18378208081441588},{"year":2024,"n":10,"return_pct":-4.185636168689277,"mean_pct":-0.4118083512055115},{"year":2025,"n":10,"return_pct":3.5367617735309276,"mean_pct":0.37118652321833867}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":35,"mean_pct":0.01995432325801667,"mean_CI_pct":[-0.8500547274244858,0.6150664042035977],"positive_bootstrap_fraction":0.5319,"vol_threshold":0.16887184166767816,"OLS_coef":{"const":0.010233630135110826,"vol":-0.08214509681760604,"rsi":0.00018906565475387827},"OLS_HAC_t":{"const":0.9017104884449741,"vol":-1.0344845772380196,"rsi":0.3912525319104773},"OLS_R2":0.02988576974415058}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":6,"stop_count":23,"rsi_count":6,"timeout_count":0,"target_rate_pct":17.142857142857142,"target_Wilson95_pct":[8.10252994485672,32.68260763958882],"same_day":8,"stop_overshoot_median_R":0.15646258503403615,"stop_overshoot_max_R":1.8290164505007167,"extended_exits":17}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-53.04605572668646,-29.97046824437888,-9.425178412383083],"loss_probability":0.99375,"drawdown_p95_pct":6.379963854917175,"pnl24_quantiles":[-3.776781274197929,0,2.557789659354471],"prob24_gain349":0,"prob24_loss":0.19275}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":16,"mean_pct":-0.35361100559067465,"win_pct":43.75},{"bucket":"lowvol","n":19,"mean_pct":-0.4667587219183314,"win_pct":21.052631578947366},{"bucket":"rsi_below10","n":23,"mean_pct":-0.31582221512157843,"win_pct":34.78260869565217},{"bucket":"rsi_atleast10","n":12,"mean_pct":-0.6051900715085656,"win_pct":25}],"years":[{"year":2021,"n":9,"return_pct":-4.1257351277353305,"mean_pct":-0.46122434421222747},{"year":2022,"n":1,"return_pct":0.6478528387737548,"mean_pct":0.6478528387737548},{"year":2023,"n":7,"return_pct":-2.132512584231072,"mean_pct":-0.3018679964152869},{"year":2024,"n":8,"return_pct":-1.6659408447952329,"mean_pct":-0.20440797376366227},{"year":2025,"n":10,"return_pct":-7.104710069281383,"mean_pct":-0.7274685781746493}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":35,"mean_pct":-0.4150340515971169,"mean_CI_pct":[-0.7320018622318439,-0.09901803554388251],"positive_bootstrap_fraction":0.0064,"vol_threshold":0.11832438027994344,"OLS_coef":{"const":-0.0037781664635392143,"vol":0.005533750541884458,"rsi":-0.00010073221152994208},"OLS_HAC_t":{"const":-0.33640951793310647,"vol":0.058458526366506065,"rsi":-0.6314986002767219},"OLS_R2":0.0049254611746821775}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":0,"stop_count":0,"rsi_count":35,"timeout_count":0,"target_rate_pct":0,"target_Wilson95_pct":[0,9.890426758938869],"same_day":0,"stop_overshoot_median_R":null,"stop_overshoot_max_R":null,"extended_exits":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-44.80197109429946,6.471997778621869,53.86410641604134],"loss_probability":0.41695,"drawdown_p95_pct":6.794152938183459,"pnl24_quantiles":[-6.020772254700299,0,4.072988496269778],"prob24_gain349":0,"prob24_loss":0.14285}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":18,"mean_pct":-0.18364434611268982,"win_pct":61.111111111111114},{"bucket":"lowvol","n":17,"mean_pct":0.34936032583803617,"win_pct":64.70588235294117},{"bucket":"rsi_below10","n":21,"mean_pct":0.46804230611565584,"win_pct":76.19047619047619},{"bucket":"rsi_atleast10","n":14,"mean_pct":-0.5139543656578982,"win_pct":42.857142857142854}],"years":[{"year":2021,"n":11,"return_pct":9.114809539516333,"mean_pct":0.8047261932559295},{"year":2022,"n":1,"return_pct":0.6478528387737548,"mean_pct":0.6478528387737548},{"year":2023,"n":7,"return_pct":1.669659230101006,"mean_pct":0.2484674586457133},{"year":2024,"n":8,"return_pct":-6.598026263836054,"mean_pct":-0.8362258473565809},{"year":2025,"n":8,"return_pct":-2.321892692673999,"mean_pct":-0.23947238587976594}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":35,"mean_pct":0.07524363740623422,"mean_CI_pct":[-0.8456935251601032,0.7495949283961985],"positive_bootstrap_fraction":0.5881,"vol_threshold":0.11832438027994344,"OLS_coef":{"const":0.017367187777731125,"vol":-0.09423304753595095,"rsi":-0.0004141020031927928},"OLS_HAC_t":{"const":0.6558313820458799,"vol":-0.4409216389128227,"rsi":-1.4511014491652028},"OLS_R2":0.03934245843859474}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":15,"stop_count":45,"rsi_count":12,"timeout_count":0,"target_rate_pct":20.833333333333336,"target_Wilson95_pct":[13.05194089904011,31.56948058995801],"same_day":14,"stop_overshoot_median_R":0.04869248542997408,"stop_overshoot_max_R":1.893138884792033,"extended_exits":23}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing holdout simulation
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-65.66058557908006,-14.15913360666866,34.50265408677815],"loss_probability":0.68635,"drawdown_p95_pct":8.902722009008052,"pnl24_quantiles":[-7.359772848402859,0,7.004584646958588],"prob24_gain349":0,"prob24_loss":0.2893}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing holdout regimes
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":61,"mean_pct":0.03202191920408363,"win_pct":40.98360655737705},{"bucket":"lowvol","n":11,"mean_pct":-0.8074980146908318,"win_pct":9.090909090909092},{"bucket":"rsi_below10","n":47,"mean_pct":-0.06175418551745143,"win_pct":34.04255319148936},{"bucket":"rsi_atleast10","n":25,"mean_pct":-0.16106777483319323,"win_pct":40}],"years":[{"year":2021,"n":23,"return_pct":0.8546844808311249,"mean_pct":0.06518880723911138},{"year":2023,"n":11,"return_pct":-4.949889171961697,"mean_pct":-0.4518456176766061},{"year":2024,"n":24,"return_pct":-10.912877219611538,"mean_pct":-0.46725177296642884},{"year":2025,"n":14,"return_pct":7.672630014557735,"mean_pct":0.553990049213382}]}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing holdout uncertainty
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":72,"mean_pct":-0.09623807069652844,"mean_CI_pct":[-0.5320343512997578,0.28883051587132874],"positive_bootstrap_fraction":0.3231,"vol_threshold":0.14820833126341326,"OLS_coef":{"const":-0.0012889519463446617,"vol":0.00806313504264442,"rsi":-0.00015284729404052913},"OLS_HAC_t":{"const":-0.14492817933609053,"vol":0.1810206155478317,"rsi":-0.3935799289233425},"OLS_R2":0.0024182089570201626}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen holdout exits
Quant replication2026-09-07 06:19
Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":0,"stop_count":0,"rsi_count":39,"timeout_count":0,"target_rate_pct":0,"target_Wilson95_pct":[0,8.966985360023902],"same_day":0,"stop_overshoot_median_R":null,"stop_overshoot_max_R":null,"extended_exits":0}
https://runway.adityaperswal.workers.dev/data/stock-bars