Notes

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-8.343347376402114,"rv60":-8.378841459329134,"ew94":-8.387123469275162,"ew97":-8.396610238373842,"har":-8.415911203742075},"selected":"har","har_coef":[-5.602011325881698,0.0004360956788655168,0.15615261010070577,0.2708435872680671],"smearing":1.322029791263331,"holdout_n":83,"holdout_qlike_difference":0.13470882820148258,"difference_ci95":[-0.07583984666591181,0.42617787667182044],"realized_forecast_ratio":2.047348993676569,"forecast_vol":0.19356145024310162,"rv20":0.265370365888006,"rv60":0.2560649828698628,"close":406.78,"atr14":8.509285714285719,"sma20":409.88800000000003,"sma50":388.8721,"regimes":[{"trend_up":false,"vol_rising":false,"n":20,"realized_forecast_ratio":1.836764333514505,"mean_qlike_difference":0.04214146562408083},{"trend_up":false,"vol_rising":true,"n":3,"realized_forecast_ratio":1.469569987640575,"mean_qlike_difference":-0.0241018476486697},{"trend_up":true,"vol_rising":false,"n":34,"realized_forecast_ratio":1.357860767967174,"mean_qlike_difference":-0.03930495374876658},{"trend_up":true,"vol_rising":true,"n":26,"realized_forecast_ratio":2.801459117644633,"mean_qlike_difference":0.4517952845632889}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2026-08-10 04:00:00+00:00","y":0.00007522087393320879,"pred":0.00018607686190160645,"base":0.00028336715603244296,"lossdiff":-0.28179110101291194,"trend":false,"rising":false},{"symbol":"EEM","date":"2026-08-17 04:00:00+00:00","y":0.0002668329884126157,"pred":0.0001476205661704788,"base":0.00025224365080200693,"lossdiff":0.21397119043046064,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-08-24 04:00:00+00:00","y":0.00007877247222763808,"pred":0.00019260205225207845,"base":0.00025874044968562525,"lossdiff":-0.19065436695135585,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2026-06-11 04:00:00+00:00","y":0.00046972457191221445,"pred":0.0003451824033048459,"base":0.0005599303472781749,"lossdiff":0.038163401626001736,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-06-18 04:00:00+00:00","y":0.0007475275217753692,"pred":0.0002755175593260817,"base":0.0005918257310906937,"lossdiff":0.685527525859932,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-06-26 04:00:00+00:00","y":0.0003937234021539903,"pred":0.00030109542567799934,"base":0.0007013465582097305,"lossdiff":-0.0993203848276405,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-07-06 04:00:00+00:00","y":0.00044975396361797844,"pred":0.00028304441762148664,"base":0.0007552704071168296,"lossdiff":0.012027885262848592,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-07-13 04:00:00+00:00","y":0.0001997148948549528,"pred":0.00027603163722842426,"base":0.0005151823648648882,"lossdiff":-0.28814234169926856,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-07-20 04:00:00+00:00","y":0.00024084579287814235,"pred":0.0002060290223358523,"base":0.0004476799456005727,"lossdiff":-0.14505844254843314,"trend":false,"rising":false},{"symbol":"EEM","date":"2026-07-27 04:00:00+00:00","y":0.0005125026541200436,"pred":0.00019014281791863242,"base":0.000321009513376266,"lossdiff":0.5751269054592685,"trend":false,"rising":false},{"symbol":"EEM","date":"2026-08-03 04:00:00+00:00","y":0.00018040528227663289,"pred":0.00022839187616656437,"base":0.00035070432636777934,"lossdiff":-0.1533954684070249,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2026-04-15 04:00:00+00:00","y":0.00019268512362870244,"pred":0.00016922497485959248,"base":0.00046076560156836047,"lossdiff":-0.28121221417750064,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-04-22 04:00:00+00:00","y":0.00017050776293676566,"pred":0.00020584221299741845,"base":0.0003704816715638124,"lossdiff":-0.21958464809756073,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-04-29 04:00:00+00:00","y":0.0003536571588322419,"pred":0.00017921572406694048,"base":0.0002695744793150317,"lossdiff":0.25319672670938154,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-05-06 04:00:00+00:00","y":0.0003985186381552927,"pred":0.00022179847325528,"base":0.00020249404447402904,"lossdiff":-0.08023237969548358,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-05-13 04:00:00+00:00","y":0.0003421430366621394,"pred":0.00021427535445871367,"base":0.00027884217088825077,"lossdiff":0.10634742142322118,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-05-20 04:00:00+00:00","y":0.00030944421329922195,"pred":0.000215838695211014,"base":0.0003162066491466099,"lossdiff":0.07320426860340756,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-05-28 04:00:00+00:00","y":0.00017802800652559424,"pred":0.00020122570820084047,"base":0.000350940761737224,"lossdiff":-0.1787601455112151,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-06-04 04:00:00+00:00","y":0.001410106132625744,"pred":0.0001931336419823519,"base":0.00030703347366056207,"lossdiff":2.244940507863191,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2026-02-17 05:00:00+00:00","y":0.00016560949626087654,"pred":0.00012191695782593654,"base":0.000139223132258959,"lossdiff":0.03611600841874196,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-02-24 05:00:00+00:00","y":0.0006114079331930262,"pred":0.0001510050791729348,"base":0.0001590825215769425,"lossdiff":0.1534751622284949,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-03-03 05:00:00+00:00","y":0.00022142470490502136,"pred":0.00023789708231770798,"base":0.0002641570574766872,"lossdiff":-0.012178566520377743,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-03-10 04:00:00+00:00","y":0.0003721796461842197,"pred":0.00018145415942782785,"base":0.00027034400581739545,"lossdiff":0.27571331054348835,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-03-17 04:00:00+00:00","y":0.0005538208436468943,"pred":0.00021088287257157922,"base":0.00034265544513578596,"lossdiff":0.5245170030456441,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-03-24 04:00:00+00:00","y":0.0005741365319318883,"pred":0.00025400476869953534,"base":0.0004397082819822905,"lossdiff":0.4058576983633513,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-03-31 04:00:00+00:00","y":0.0006219788981962526,"pred":0.0002817905754787469,"base":0.00043039043166700596,"lossdiff":0.33855910556343005,"trend":false,"rising":true},{"symbol":"EEM","date":"2026-04-08 04:00:00+00:00","y":0.00009312613249840602,"pred":0.0002868572193491761,"base":0.0005305289799898139,"lossdiff":-0.46578166752923345,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-12-17 05:00:00+00:00","y":0.00005665609560106397,"pred":0.00008460479894388062,"base":0.00004081369447581276,"lossdiff":0.010465272785301849,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-12-24 05:00:00+00:00","y":0.00017012858019983232,"pred":0.00007894988211479425,"base":0.00003880623250617403,"lossdiff":-1.5189272181816547,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-01-02 05:00:00+00:00","y":0.00005072831447315981,"pred":0.000126482588233441,"base":0.00007863926894470329,"lossdiff":0.23122690476814256,"trend":true,"rising":false},{"symbol":"EEM","date":"2026-01-09 05:00:00+00:00","y":0.00006391396940269741,"pred":0.00009768786324316353,"base":0.00008231918916252754,"lossdiff":0.04902392152665058,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-01-16 05:00:00+00:00","y":0.00008617193898894258,"pred":0.00010202397919326274,"base":0.00008535673991918838,"lossdiff":0.013442335632355196,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-01-26 05:00:00+00:00","y":0.0001911097895940475,"pred":0.00010522010088183483,"base":0.00009273570076615805,"lossdiff":-0.1182138467599314,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-02-02 05:00:00+00:00","y":0.00019667691154218823,"pred":0.00013871370867744745,"base":0.00009798100311471183,"lossdiff":-0.2417957122511094,"trend":true,"rising":true},{"symbol":"EEM","date":"2026-02-09 05:00:00+00:00","y":0.00008293388891065773,"pred":0.0001447300547730564,"base":0.00013446815238196894,"lossdiff":0.02981270192382368,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-10-21 04:00:00+00:00","y":0.00004945214244425125,"pred":0.00014431956859785458,"base":0.00017084623901594514,"lossdiff":-0.11553076475637347,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-10-28 04:00:00+00:00","y":0.00011286591761193157,"pred":0.00011021739185053884,"base":0.0001757372950858688,"lossdiff":-0.08474777696153524,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-11-04 05:00:00+00:00","y":0.00008705635584665846,"pred":0.00015023749750715145,"base":0.00019492469305801088,"lossdiff":-0.12755302473501118,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-11-11 05:00:00+00:00","y":0.00006355687980939316,"pred":0.00011787247634878813,"base":0.0000936566189859272,"lossdiff":0.09055257462415156,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-11-18 05:00:00+00:00","y":0.00006468594347961886,"pred":0.0001039380879007161,"base":0.00007823282392805863,"lossdiff":0.0796179090640372,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-11-25 05:00:00+00:00","y":0.000010796434445715312,"pred":0.00010113513375491421,"base":0.00008204127418690052,"lossdiff":0.1843900804062102,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-12-03 05:00:00+00:00","y":0.000036008633601862774,"pred":0.00006656044367414942,"base":0.00005652390339534645,"lossdiff":0.06738690266421621,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-12-10 05:00:00+00:00","y":0.00005176376637605403,"pred":0.00008402110306291244,"base":0.00004376197283414754,"lossdiff":0.08553519304259005,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-08-25 04:00:00+00:00","y":0.000018315823410686355,"pred":0.0001039302272554299,"base":0.0000675730385633107,"lossdiff":0.3356903965546074,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-09-02 04:00:00+00:00","y":0.00005785729636762352,"pred":0.00007088294177304616,"base":0.000059098622835317754,"lossdiff":0.019063743055330207,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-09-09 04:00:00+00:00","y":0.00006965576590488373,"pred":0.00009361683754500752,"base":0.00006812356595881627,"lossdiff":0.039447258137039753,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-09-16 04:00:00+00:00","y":0.000010717864055552653,"pred":0.00009531409507232377,"base":0.00006050786896475201,"lossdiff":0.38972038009415755,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-09-23 04:00:00+00:00","y":0.00002988791816455669,"pred":0.00006147274381162777,"base":0.00003913668743468657,"lossdiff":0.1740511245233165,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-09-30 04:00:00+00:00","y":0.00003611632572336325,"pred":0.00007135943175313003,"base":0.00004202971112315415,"lossdiff":0.17616657099878452,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-10-07 04:00:00+00:00","y":0.0004921286521349931,"pred":0.00007553281850302039,"base":0.000036594468462089076,"lossdiff":-6.208072221893762,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-10-14 04:00:00+00:00","y":0.00012525206004086745,"pred":0.00017743765921407736,"base":0.00014221269001961646,"lossdiff":0.04645132989441958,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-06-27 04:00:00+00:00","y":0.000049516167641480137,"pred":0.00012256327076690208,"base":0.00009603524726377378,"lossdiff":0.13231295181610925,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-07-07 04:00:00+00:00","y":0.000013527250483502608,"pred":0.00010329631886048485,"base":0.00008675578085529605,"lossdiff":0.14953713724658435,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-07-14 04:00:00+00:00","y":0.000030379431153137923,"pred":0.00007242989886220051,"base":0.00008323794461106461,"lossdiff":-0.08462287950852776,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-07-21 04:00:00+00:00","y":0.000041471809489338,"pred":0.00008155275415874632,"base":0.00006143001491603573,"lossdiff":0.11677232047734698,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-07-28 04:00:00+00:00","y":0.00005221348632265817,"pred":0.00007426008355784902,"base":0.000033723664691864675,"lossdiff":-0.05578417172972827,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-08-04 04:00:00+00:00","y":0.000021757523873629476,"pred":0.00008376062348438514,"base":0.00003439799436215918,"lossdiff":0.5172000937182677,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-08-11 04:00:00+00:00","y":0.00010011855388114077,"pred":0.0000638498468153297,"base":0.00003645556270969089,"lossdiff":-0.6178462556393907,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-08-18 04:00:00+00:00","y":0.00009620259017581443,"pred":0.00009835846182705733,"base":0.0000538903433916916,"lossdiff":-0.2054057639141611,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-04-30 04:00:00+00:00","y":0.00020716738616907747,"pred":0.00014745980548275576,"base":0.0005947298618036934,"lossdiff":-0.3379827901321235,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-05-07 04:00:00+00:00","y":0.00012071003639965818,"pred":0.00021009283985348127,"base":0.0003817398493797971,"lossdiff":-0.3388443432394812,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-05-14 04:00:00+00:00","y":0.0000027106847268262315,"pred":0.00012801378893375164,"base":0.00011809620846984686,"lossdiff":0.07886011908276558,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-05-21 04:00:00+00:00","y":0.000016839207455327106,"pred":0.00005817875797118975,"base":0.00009007546831983672,"lossdiff":-0.33463399349019696,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-05-29 04:00:00+00:00","y":0.0000866340332753911,"pred":0.00007882509305903916,"base":0.00008685682868772224,"lossdiff":0.0046020375432807015,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-06-05 04:00:00+00:00","y":0.000027598595460428333,"pred":0.00009895171803964144,"base":0.000056723490464300655,"lossdiff":0.348807188341306,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-06-12 04:00:00+00:00","y":0.00011761114993325342,"pred":0.00006508014795235152,"base":0.00003344563022949319,"lossdiff":-1.0436153854564285,"trend":true,"rising":false},{"symbol":"EEM","date":"2025-06-20 04:00:00+00:00","y":0.00015229721038602227,"pred":0.00010431783234336862,"base":0.0000621707465311,"lossdiff":-0.47216799320551406,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-03-04 05:00:00+00:00","y":0.00031223850677612015,"pred":0.00012784300070622811,"base":0.00009118735926562556,"lossdiff":-0.6438967412806047,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-03-11 04:00:00+00:00","y":0.0001378463319307946,"pred":0.00016369401550070403,"base":0.0001447317820643744,"lossdiff":0.012788104947071943,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-03-18 04:00:00+00:00","y":0.00002677495488378198,"pred":0.00014334924912855584,"base":0.00016916071445609535,"lossdiff":-0.13706517588774858,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-03-25 04:00:00+00:00","y":0.00008184155741211339,"pred":0.00010184115962834794,"base":0.00015923191191730845,"lossdiff":-0.15730481750944136,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-04-01 04:00:00+00:00","y":0.0010591274358646627,"pred":0.00012272791755702062,"base":0.0001396753377507025,"lossdiff":0.9177504912597216,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-04-08 04:00:00+00:00","y":0.001175284600039459,"pred":0.0002677214055150217,"base":0.0003263975700228382,"lossdiff":0.5910083301221016,"trend":false,"rising":true},{"symbol":"EEM","date":"2025-04-15 04:00:00+00:00","y":0.00011479364532686682,"pred":0.00028024084868554406,"base":0.0005857571370500043,"lossdiff":-0.5236057112977477,"trend":false,"rising":true},{"symbol":"EEM","date":"2025-04-23 04:00:00+00:00","y":0.00002971376598378502,"pred":0.00020321370370928783,"base":0.0006077618096607754,"lossdiff":-0.998196068475858,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"EEM","date":"2025-01-02 05:00:00+00:00","y":0.00009234116810464432,"pred":0.00007943362872905025,"base":0.000079468329769579,"lossdiff":0.00007086036335302026,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-01-10 05:00:00+00:00","y":0.00007831163306013593,"pred":0.00011865423841831576,"base":0.00006580167786455523,"lossdiff":0.05945093036823401,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-01-17 05:00:00+00:00","y":0.0000971910682813146,"pred":0.00010631947749587953,"base":0.00008121566319428977,"lossdiff":-0.013221420072499157,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-01-27 05:00:00+00:00","y":0.00010054786897351653,"pred":0.00011120232948167248,"base":0.00007285145338944893,"lossdiff":-0.05305920820424426,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-02-03 05:00:00+00:00","y":0.00009806081558112476,"pred":0.00011421115785470871,"base":0.00009209793460490285,"lossdiff":0.009043732452783004,"trend":false,"rising":false},{"symbol":"EEM","date":"2025-02-10 05:00:00+00:00","y":0.000040130602363910884,"pred":0.00012153725248924456,"base":0.00009352784647402296,"lossdiff":0.16307687620497013,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-02-18 05:00:00+00:00","y":0.00006649016503892957,"pred":0.00009451160692506602,"base":0.00008398258879996668,"lossdiff":0.029912684508216714,"trend":true,"rising":true},{"symbol":"EEM","date":"2025-02-25 05:00:00+00:00","y":0.00016006785407853704,"pred":0.00010051447155269413,"base":0.00007630736298937043,"lossdiff":-0.2296545295113468,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"10/50/calm=True","training_sweep":[["10/50/calm=False",-0.043517296701436864],["10/50/calm=True",-0.009519151752991275],["20/50/calm=False",-0.08499586228686494],["20/50/calm=True",-0.10859645603490153],["20/100/calm=False",-0.03571650185526523],["20/100/calm=True",-0.04018936254330183]],"holdout":{"0.0005":{"return":11.096397070611893,"drawdown":-5.98923575736433,"win_rate":68.18181818181817,"closed_trades":22,"open_trades":1,"avg_win_pct":0.975592591045462,"avg_loss_pct":-0.8035900258534787},"0.001":{"return":6.207952708261218,"drawdown":-7.2962170031435125,"win_rate":50,"closed_trades":22,"open_trades":1,"avg_win_pct":1.1008446594355243,"avg_loss_pct":-0.6830945506651069}},"buyhold":69.38624599457728} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.071902132066558,"pointwise95":[-0.2562541672486865,0.07523535758035745],"bonferroni_family95":[-0.33942905226471176,0.11992272965987326],"variance_ratio95":[1.0505563001164198,1.7412321242695608],"current_trend_up":true,"current_vol_rising":false} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-7.960931929676457,"rv60":-8.007462273422755,"ew94":-8.013757607823415,"ew97":-8.024947821420607,"har":-8.032191455495862},"selected":"har","har_coef":[-4.825347327129022,0.017988700798732216,0.18817955299187492,0.2836073173899286],"smearing":1.3763225980875562,"holdout_n":83,"holdout_qlike_difference":-0.071902132066558,"difference_ci95":[-0.25877335406602237,0.07303270288458438],"realized_forecast_ratio":1.3974367434074975,"forecast_vol":0.1785806662050117,"rv20":0.17927191046894814,"rv60":0.2921775949369921,"close":68.72,"atr14":0.9446428571428588,"sma20":66.76475,"sma50":65.8079,"regimes":[{"trend_up":false,"vol_rising":false,"n":12,"realized_forecast_ratio":0.9861522273869888,"mean_qlike_difference":0.022636670887839532},{"trend_up":false,"vol_rising":true,"n":9,"realized_forecast_ratio":1.7613451882317892,"mean_qlike_difference":0.03483697329386261},{"trend_up":true,"vol_rising":false,"n":29,"realized_forecast_ratio":1.502503431137323,"mean_qlike_difference":-0.194607061145718},{"trend_up":true,"vol_rising":true,"n":33,"realized_forecast_ratio":1.3068171454216644,"mean_qlike_difference":-0.027558939351434292}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2026-08-10 04:00:00+00:00","y":0.00009090970083084443,"pred":0.000260807031283415,"base":0.0002426677658930675,"lossdiff":0.04603205336993632,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-08-17 04:00:00+00:00","y":0.00007329350470484906,"pred":0.00023694681375283086,"base":0.00024881363246944787,"lossdiff":-0.03411564073890716,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-08-24 04:00:00+00:00","y":0.00015440874671718584,"pred":0.00021344290120413006,"base":0.00023291575831431774,"lossdiff":-0.026826198798197254,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2026-06-11 04:00:00+00:00","y":0.00036046594337123,"pred":0.00024087315195297848,"base":0.00024376868494557823,"lossdiff":0.005826380494474925,"trend":false,"rising":false},{"symbol":"XLE","date":"2026-06-18 04:00:00+00:00","y":0.0001251019457007013,"pred":0.00025718239038980973,"base":0.00025020367294287217,"lossdiff":0.013942591143969452,"trend":false,"rising":false},{"symbol":"XLE","date":"2026-06-26 04:00:00+00:00","y":0.000040185779192568726,"pred":0.00023830612001006222,"base":0.00022605388586029504,"lossdiff":0.04364278155211565,"trend":false,"rising":false},{"symbol":"XLE","date":"2026-07-06 04:00:00+00:00","y":0.00044034428614268876,"pred":0.00021027098712787345,"base":0.00019968708339620898,"lossdiff":-0.059350851115980596,"trend":false,"rising":false},{"symbol":"XLE","date":"2026-07-13 04:00:00+00:00","y":0.000066326234525323,"pred":0.00024277848378875187,"base":0.00024152448860179722,"lossdiff":0.003760131885305995,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-07-20 04:00:00+00:00","y":0.00013688500132536967,"pred":0.0002179189776309419,"base":0.00016798956139032044,"lossdiff":0.0735254925120099,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-07-27 04:00:00+00:00","y":0.0001704809579203368,"pred":0.00020697815716825361,"base":0.00017093532529648754,"lossdiff":0.017652541855905923,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-08-03 04:00:00+00:00","y":0.0005969788698012405,"pred":0.0002015362135699835,"base":0.00020350911997842955,"lossdiff":0.018974565032928048,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2026-04-15 04:00:00+00:00","y":0.0002774106093421852,"pred":0.0002085496943729781,"base":0.0002538605260470479,"lossdiff":0.040814025090113226,"trend":false,"rising":true},{"symbol":"XLE","date":"2026-04-22 04:00:00+00:00","y":0.00016974427171655244,"pred":0.00021761359921477724,"base":0.00028387798407259813,"lossdiff":-0.08374546968967511,"trend":false,"rising":true},{"symbol":"XLE","date":"2026-04-29 04:00:00+00:00","y":0.00043262824744390044,"pred":0.00021188284567437456,"base":0.0002876860097938584,"lossdiff":0.23217054385337565,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-05-06 04:00:00+00:00","y":0.0002188909612151959,"pred":0.0002458939253670405,"base":0.0002536907573638542,"lossdiff":-0.003857208868292439,"trend":false,"rising":true},{"symbol":"XLE","date":"2026-05-13 04:00:00+00:00","y":0.00033472599138205427,"pred":0.00024153271517821554,"base":0.0002746685224294585,"lossdiff":0.038626791270091054,"trend":false,"rising":true},{"symbol":"XLE","date":"2026-05-20 04:00:00+00:00","y":0.00022170109403100977,"pred":0.000255280591236111,"base":0.00028899736793942576,"lossdiff":-0.022732644735386387,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-05-28 04:00:00+00:00","y":0.00014565298904891302,"pred":0.0002504905532337955,"base":0.00030198657351804004,"lossdiff":-0.08780647215934145,"trend":false,"rising":true},{"symbol":"XLE","date":"2026-06-04 04:00:00+00:00","y":0.0002729946653203358,"pred":0.00023537326926873308,"base":0.0002302427589192932,"lossdiff":-0.003806298712462741,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2026-02-17 05:00:00+00:00","y":0.00009119078164474725,"pred":0.00020812184600425425,"base":0.00022767012014533798,"lossdiff":-0.05215257285828123,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-02-24 05:00:00+00:00","y":0.0001476895115833042,"pred":0.00019097275726721408,"base":0.00021941248095614605,"lossdiff":-0.038582365112632466,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-03-03 05:00:00+00:00","y":0.000050768158141668854,"pred":0.00018527318912971627,"base":0.00022079808227004144,"lossdiff":-0.13132960979313246,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-03-10 04:00:00+00:00","y":0.00016435011012589995,"pred":0.00016648325749921928,"base":0.00013165223727923362,"lossdiff":-0.02644760872154439,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-03-17 04:00:00+00:00","y":0.00015734077723998427,"pred":0.0001652804157153195,"base":0.00011349964037390506,"lossdiff":-0.05846027680923349,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-03-24 04:00:00+00:00","y":0.00015451216883151137,"pred":0.00016474281334360783,"base":0.00013003713927271432,"lossdiff":-0.01375093588181553,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-03-31 04:00:00+00:00","y":0.0005686092571639174,"pred":0.00016338213409267525,"base":0.00013174280358476607,"lossdiff":-0.6205739261803904,"trend":true,"rising":false},{"symbol":"XLE","date":"2026-04-08 04:00:00+00:00","y":0.0001349799009527786,"pred":0.00022053206701049696,"base":0.00026120307834032826,"lossdiff":-0.07395262582090023,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-12-17 05:00:00+00:00","y":0.00007619809046622414,"pred":0.00014792390121124322,"base":0.00015757580965379238,"lossdiff":-0.03165653224467846,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-12-24 05:00:00+00:00","y":0.00012560797859462164,"pred":0.00013744105647454856,"base":0.00015795196863445458,"lossdiff":-0.020420454237154217,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-01-02 05:00:00+00:00","y":0.0005121621674240971,"pred":0.0001364420712247532,"base":0.00014598743093663773,"lossdiff":0.17781434349647007,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-01-09 05:00:00+00:00","y":0.00017109969747520237,"pred":0.0001884515766830754,"base":0.0002584869546297838,"lossdiff":-0.07000798911785644,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-01-16 05:00:00+00:00","y":0.00012422133840151524,"pred":0.00018579134448380879,"base":0.00022126698349003634,"lossdiff":-0.06754838097850069,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-01-26 05:00:00+00:00","y":0.00014214710632772244,"pred":0.00017661356102192767,"base":0.0002332727954738591,"lossdiff":-0.08275627353246762,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-02-02 05:00:00+00:00","y":0.0004073515381049002,"pred":0.0001723078499245521,"base":0.00023740757740713428,"lossdiff":0.3277638043708988,"trend":true,"rising":true},{"symbol":"XLE","date":"2026-02-09 05:00:00+00:00","y":0.00023696049774721409,"pred":0.0002037665359063527,"base":0.00021120492007733506,"lossdiff":0.00510207156587672,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-10-21 04:00:00+00:00","y":0.00011631673635096305,"pred":0.00013113851882023145,"base":0.00012742393077275815,"lossdiff":0.0028779844925495013,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-10-28 04:00:00+00:00","y":0.00005300039059692942,"pred":0.00012879862056955146,"base":0.00011774684424518649,"lossdiff":0.05108975683013384,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-11-04 05:00:00+00:00","y":0.00011071749692895941,"pred":0.00011816731958762089,"base":0.0001224956640197976,"lossdiff":-0.0028670400509938077,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-11-11 05:00:00+00:00","y":0.00017867888720319487,"pred":0.00011737716674050655,"base":0.00008650293954466213,"lossdiff":-0.23810494150420958,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-11-18 05:00:00+00:00","y":0.0000746934545435754,"pred":0.00012608409923312635,"base":0.0001146783777700117,"lossdiff":0.035897547234162275,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-11-25 05:00:00+00:00","y":0.00017346612938588904,"pred":0.0001185061317869507,"base":0.00010427255731816477,"lossdiff":-0.07185378567872824,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-12-03 05:00:00+00:00","y":0.0000621640726515127,"pred":0.00012679614364030916,"base":0.0001343889920154047,"lossdiff":-0.030458231054558027,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-12-10 05:00:00+00:00","y":0.0003199795820341924,"pred":0.0001178502205340026,"base":0.00012225063594604302,"lossdiff":0.061072637226370574,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-08-25 04:00:00+00:00","y":0.00004271814229054284,"pred":0.0001524326820677452,"base":0.00007964080634113506,"lossdiff":0.39305403341668566,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-09-02 04:00:00+00:00","y":0.0001905344320270894,"pred":0.0001368463003320821,"base":0.000057205279390001604,"lossdiff":-1.0661775946283107,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-09-09 04:00:00+00:00","y":0.00012261394990287577,"pred":0.0001435858089455193,"base":0.00009469906927429426,"lossdiff":-0.024603968207726368,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-09-16 04:00:00+00:00","y":0.00009945544049810658,"pred":0.0001405983380134347,"base":0.00011550075957690521,"lossdiff":0.04292245346847956,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-09-23 04:00:00+00:00","y":0.00015502508246124962,"pred":0.00013528365603223191,"base":0.00011383049117965364,"lossdiff":-0.04330468909387797,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-09-30 04:00:00+00:00","y":0.00003400511149848506,"pred":0.00013821991951657887,"base":0.00014190722622233035,"lossdiff":-0.019934859630495794,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-10-07 04:00:00+00:00","y":0.0002546883948295012,"pred":0.00012342412062069143,"base":0.00010277489609017926,"lossdiff":-0.23151123755626113,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-10-14 04:00:00+00:00","y":0.00006597713430179665,"pred":0.00014188447809739343,"base":0.00013579350732183563,"lossdiff":0.023020105169978322,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-06-27 04:00:00+00:00","y":0.0000965162532399083,"pred":0.00029684796431209224,"base":0.0001604411475965404,"lossdiff":0.3388619420136312,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-07-07 04:00:00+00:00","y":0.0001918170328455427,"pred":0.0002685872117224297,"base":0.0001478127280989384,"lossdiff":0.013696854674885017,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-07-14 04:00:00+00:00","y":0.00009715718536323411,"pred":0.00025676573165014027,"base":0.00015273284073709327,"lossdiff":0.26173725968405837,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-07-21 04:00:00+00:00","y":0.0000918916942459404,"pred":0.0002340434325762384,"base":0.00014977656122179097,"lossdiff":0.2254635915263581,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-07-28 04:00:00+00:00","y":0.0001324602500950767,"pred":0.00021394677765549917,"base":0.00011934554142365639,"lossdiff":0.09294284491606586,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-08-04 04:00:00+00:00","y":0.00004055927248991875,"pred":0.0002024275596610867,"base":0.00012833154063744847,"lossdiff":0.34007870195834045,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-08-11 04:00:00+00:00","y":0.000039407188692432,"pred":0.00017961696631291343,"base":0.00009051710054854247,"lossdiff":0.46932723608364135,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-08-18 04:00:00+00:00","y":0.00010613651408711282,"pred":0.0001597155118807412,"base":0.00007607960138084195,"lossdiff":0.011076892259833215,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all