Runway

Notes

32996 observations, newest first
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-03-04 05:00:00+00:00","y":0.0028603728801730997,"pred":0.001243111497229747,"base":0.0006556442167018572,"lossdiff":-1.421957588865867,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-03-11 04:00:00+00:00","y":0.0010111369785700541,"pred":0.0011972561564513725,"base":0.001302506706567374,"lossdiff":-0.016013793951811017,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-03-18 04:00:00+00:00","y":0.0008522525527618456,"pred":0.001235007127059876,"base":0.001448173711632492,"lossdiff":-0.05764906051711893,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-03-25 04:00:00+00:00","y":0.0006256481200829089,"pred":0.00152363721435139,"base":0.0013112642593501038,"lossdiff":0.08360312601024944,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-01 04:00:00+00:00","y":0.002106353646143683,"pred":0.0012017914668469949,"base":0.0013373526328969772,"lossdiff":0.07078208640202366,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-08 04:00:00+00:00","y":0.001835509770300768,"pred":0.001305146008472538,"base":0.0011488478243896227,"lossdiff":-0.06377725373018528,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-15 04:00:00+00:00","y":0.000705646355230764,"pred":0.0013323147439147703,"base":0.0013549410223223013,"lossdiff":-0.00799559474381173,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-04-23 04:00:00+00:00","y":0.00012345914279403693,"pred":0.0012423616616894547,"base":0.001318289472939531,"lossdiff":-0.05359736052597519,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Dated nonoverlapping five-session outcomes
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-01-02 05:00:00+00:00","y":0.0012103590618733398,"pred":0.001165129824122647,"base":0.0011378014713747588,"lossdiff":-0.0012162863197406892,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-10 05:00:00+00:00","y":0.00081869127747672,"pred":0.0013208779492900435,"base":0.0011944516069254795,"lossdiff":0.0350060337797764,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-17 05:00:00+00:00","y":0.0003924578086597241,"pred":0.0011747257011810973,"base":0.0011679078430218552,"lossdiff":0.0038704196022827375,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-01-27 05:00:00+00:00","y":0.00040531391911779134,"pred":0.0011602436531281644,"base":0.0007723140176348769,"lossdiff":0.2315246953263621,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-02-03 05:00:00+00:00","y":0.00027292292071103225,"pred":0.00137545807734712,"base":0.0007067055167818938,"lossdiff":0.47816089161800335,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-02-10 05:00:00+00:00","y":0.0004284689583095823,"pred":0.0011607976765585638,"base":0.00047234648149131693,"lossdiff":0.3611585453663002,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-02-18 05:00:00+00:00","y":0.001399890361891399,"pred":0.0011145955465350903,"base":0.0003747909016995325,"lossdiff":-1.389282411429135,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-02-25 05:00:00+00:00","y":0.0005212946258954154,"pred":0.0011156511288150663,"base":0.0006266490400074511,"lossdiff":0.2121862692661356,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Costed underlying backtest
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"20/100/calm=False","training_sweep":[["10/50/calm=False",-0.07872055995341307],["10/50/calm=True",-0.14081645007040788],["20/50/calm=False",0.2024897138109416],["20/50/calm=True",-0.001425282997850445],["20/100/calm=False",0.3352331011127235],["20/100/calm=True",0.020964719620391405]],"holdout":{"0.0005":{"return":-9.745647759126095,"drawdown":-15.152058406624224,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":1,"avg_win_pct":1.9692888103112876,"avg_loss_pct":-2.532015586754256},"0.001":{"return":-12.325371970621582,"drawdown":-17.120894011513276,"win_rate":28.57142857142857,"closed_trades":14,"open_trades":1,"avg_win_pct":2.2126865088046297,"avg_loss_pct":-2.457304011436743}},"buyhold":-18.32385080827238} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Bootstrap uncertainty
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.01863676140788732,"pointwise95":[-0.18962215522266015,0.19067956682305806],"bonferroni_family95":[-0.28174273072196665,0.24398822097856862],"variance_ratio95":[0.4719975280983375,0.8003411530944631],"current_trend_up":true,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Data quality
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"missing_vs_SPY_after_first":0,"max_abs_log_return":0.15513444773739105,"max_move_date":"2024-08-05T04:00:00Z","min_volume":144025,"rows":665} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
IBIT Frozen forecast measurements
Options mispricing2026-09-07 06:10
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":665,"first":"2024-01-11 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":178,"train_qlike":{"rv20":-5.555777624286448,"rv60":-5.573014888345296,"ew94":-5.5932015768302366,"ew97":-5.617338949673699,"har":-5.67756681160873},"selected":"har","har_coef":[-6.687567538112613,-0.03429401925382984,0.020607986579499797,0.05975321444922843],"smearing":1.3205367549507865,"holdout_n":83,"holdout_qlike_difference":0.01863676140788732,"difference_ci95":[-0.1885017495110045,0.19647360740776104],"realized_forecast_ratio":0.6211105096645171,"forecast_vol":0.5499843280086842,"rv20":0.4712252893940526,"rv60":0.38214672953421525,"close":45.22,"atr14":1.6264285714285711,"sma20":41.1425,"sma50":38.0459,"regimes":[{"trend_up":false,"vol_rising":false,"n":18,"realized_forecast_ratio":0.6320895624302424,"mean_qlike_difference":-0.10331978842115867},{"trend_up":false,"vol_rising":true,"n":30,"realized_forecast_ratio":0.8430507914428855,"mean_qlike_difference":0.021495054873938102},{"trend_up":true,"vol_rising":false,"n":29,"realized_forecast_ratio":0.43978417706449263,"mean_qlike_difference":0.04400282091036408},{"trend_up":true,"vol_rising":true,"n":6,"realized_forecast_ratio":0.2828351644660788,"mean_qlike_difference":0.24761232263613397}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all
BTC/USD Raw regime sweep 1Day SMA20 lowvol=false = 10.823689378227936
Crypto majors2026-09-07 06:10
ComputedSep7 06:08 UTC; diagnostic only, provenance gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-15.16387603700301,"drawdown_pct":25.838556180717255,"n":13,"win_pct":15.384615384615385,"avg_win_pct":5.972883463190069,"avg_loss_pct":2.483513206394803,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":10.823689378227936,"drawdown_pct":17.601811353672268,"n":15,"win_pct":26.666666666666668,"avg_win_pct":10.117462768141763,"avg_loss_pct":2.416085124911042,"quarter_kelly":0.022886032161956824,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":1.2851141208341141,"drawdown_pct":22.37432429747701,"n":15,"win_pct":26.666666666666668,"avg_win_pct":9.480816696106602,"avg_loss_pct":3.0088229024183777,"quarter_kelly":0.00848417566496177,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT QR290706 daily sameclose recent = -0.9483239695373236
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":3,"return_pct":-0.9483239695373236,"drawdown":4.0335406747949225,"win_rate":66.66666666666666,"average_win":0.7703203209326492,"average_loss":2.45679009025932,"mean":-0.3053831494646738,"kelly":0,"median_days":5,"worst_trade":-2.45679009025932,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"sameclose","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 daily sameclose holdout = -9.978737627093048
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":20,"return_pct":-9.978737627093048,"drawdown":16.547027562090232,"win_rate":50,"average_win":0.9681886331527001,"average_loss":1.9753571100405931,"mean":-0.5035842384439465,"kelly":0,"median_days":7.5,"worst_trade":-5.721508546248333,"vbt_error":-1.5631940186722204e-13,"symbol":"TLT","mode":"sameclose","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 daily sameclose train = 5.657523762471417
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":31,"return_pct":5.657523762471417,"drawdown":6.3131524793855975,"win_rate":51.61290322580645,"average_win":1.2720784427088128,"average_loss":0.9723888258571097,"mean":0.18604589340272126,"kelly":0.03656336888441958,"median_days":7,"worst_trade":-2.3012994097463157,"vbt_error":1.4210854715202004e-14,"symbol":"TLT","mode":"sameclose","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 daily nextopen recent = -1.3317974452722758
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":3,"return_pct":-1.3317974452722758,"drawdown":4.02569101961231,"win_rate":33.33333333333333,"average_win":0.9141474341153977,"average_loss":1.1130221796852413,"mean":-0.4372989750850283,"kelly":0,"median_days":3,"worst_trade":-2.205882735475273,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"nextopen","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 daily nextopen holdout = -8.788901137772175
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":20,"return_pct":-8.788901137772175,"drawdown":13.211481425837446,"win_rate":55.00000000000001,"average_win":0.6820674218991574,"average_loss":1.8215120697443368,"mean":-0.44454334934041495,"kelly":0,"median_days":7.5,"worst_trade":-5.272528748719929,"vbt_error":-9.947598300641403e-14,"symbol":"TLT","mode":"nextopen","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 daily nextopen train = 8.272745881807708
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":31,"return_pct":8.272745881807708,"drawdown":7.084627160521794,"win_rate":54.83870967741935,"average_win":1.1059742643692994,"average_loss":0.7571669918562872,"mean":0.2645556325254861,"kelly":0.05980148929513142,"median_days":7,"worst_trade":-2.30449711384908,"vbt_error":-2.1316282072803006e-13,"symbol":"TLT","mode":"nextopen","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily sameclose recent = 10.807073273620116
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":8,"return_pct":10.807073273620116,"drawdown":6.89273825350144,"win_rate":87.5,"average_win":2.1571651883332876,"average_loss":4.522626720720002,"mean":1.3221911997016265,"kelly":0.15323249314105664,"median_days":4,"worst_trade":-4.522626720720002,"vbt_error":1.4210854715202004e-14,"symbol":"EEM","mode":"sameclose","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily sameclose holdout = -0.7758113090135743
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":-0.7758113090135743,"drawdown":20.54074853941482,"win_rate":60,"average_win":1.2078412708685102,"average_loss":1.8148938358696822,"mean":-0.0012527718267667837,"kelly":0,"median_days":8,"worst_trade":-6.103082674088278,"vbt_error":-7.105427357601002e-14,"symbol":"EEM","mode":"sameclose","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily sameclose train = -3.381951529388172
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":28,"return_pct":-3.381951529388172,"drawdown":17.434050262847688,"win_rate":71.42857142857143,"average_win":0.883798650656139,"average_loss":2.5704003197190723,"mean":-0.10311534087963567,"kelly":0,"median_days":9.520833333333332,"worst_trade":-6.314533769770325,"vbt_error":-1.1368683772161603e-13,"symbol":"EEM","mode":"sameclose","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily nextopen recent = 14.881041358072267
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":8,"return_pct":14.881041358072267,"drawdown":6.111749326732818,"win_rate":75,"average_win":2.5355802043526983,"average_loss":0.553393375884148,"mean":1.7633368092934865,"kelly":0.17385930114402004,"median_days":3.5,"worst_trade":-0.9457374891720383,"vbt_error":4.263256414560601e-14,"symbol":"EEM","mode":"nextopen","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily nextopen holdout = -0.028976901807054034
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":-0.028976901807054034,"drawdown":19.637581559121465,"win_rate":60,"average_win":1.2141872470492285,"average_loss":1.7713950624288137,"mean":0.01995432325801159,"kelly":0.0041085761908851715,"median_days":8,"worst_trade":-6.621975820217618,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"nextopen","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 daily nextopen train = 2.5984823755046405
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":28,"return_pct":2.5984823755046405,"drawdown":13.94711401289176,"win_rate":71.42857142857143,"average_win":0.9620336074380554,"average_loss":2.0255835063523437,"mean":0.10842871778365562,"kelly":0.028176956850916812,"median_days":9,"worst_trade":-5.963594231989811,"vbt_error":-1.1368683772161603e-13,"symbol":"EEM","mode":"nextopen","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily sameclose recent = -0.10849036800425482
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":5,"return_pct":-0.10849036800425482,"drawdown":7.685370741482966,"win_rate":80,"average_win":0.7766898376452613,"average_loss":3.147314425387615,"mean":-0.008111014961313945,"kelly":0,"median_days":6,"worst_trade":-3.147314425387615,"vbt_error":0,"symbol":"EFA","mode":"sameclose","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily sameclose holdout = 6.119824004443775
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":6.119824004443775,"drawdown":14.352642070741206,"win_rate":71.42857142857143,"average_win":0.9581667060336175,"average_loss":1.7498616344242157,"mean":0.18444432304566524,"kelly":0.04812427782248416,"median_days":7,"worst_trade":-6.238026077937542,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"sameclose","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily sameclose train = -2.2788427908205455
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":33,"return_pct":-2.2788427908205455,"drawdown":16.627913519227256,"win_rate":66.66666666666666,"average_win":0.8756676942488757,"average_loss":1.9111773868029134,"mean":-0.053280666101720574,"kelly":0,"median_days":6,"worst_trade":-6.531002084196902,"vbt_error":-1.1368683772161603e-13,"symbol":"EFA","mode":"sameclose","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily nextopen recent = -2.46854755570457
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":5,"return_pct":-2.46854755570457,"drawdown":7.685370741482966,"win_rate":20,"average_win":1.6828297293678185,"average_loss":1.0330433798259904,"mean":-0.4898687579872285,"kelly":0,"median_days":4,"worst_trade":-2.445854225070998,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"nextopen","split":"recent"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily nextopen holdout = 1.8668485560166426
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":1.8668485560166426,"drawdown":22.346224530298308,"win_rate":62.857142857142854,"average_win":1.2637608449810838,"average_loss":1.9360931754127522,"mean":0.07524363740623041,"kelly":0.014884864827283961,"median_days":7,"worst_trade":-8.519103138748662,"vbt_error":-2.1316282072803006e-13,"symbol":"EFA","mode":"nextopen","split":"holdout"} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 daily nextopen train = -4.004752871051565
Quant replication2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":33,"return_pct":-4.004752871051565,"drawdown":13.570696300723961,"win_rate":66.66666666666666,"average_win":0.8171151422713812,"average_loss":1.9406814085210753,"mean":-0.10215037465943766,"kelly":0,"median_days":6,"worst_trade":-8.944736735083858,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"nextopen","split":"train"} https://runway.adityaperswal.workers.dev/data/stock-bars
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