IWM QR290706 daily sameclose recent = 11.521834079927352
Quant replication 2026-09-07 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":6,"return_pct":11.521834079927352,"drawdown":4.323553866254892,"win_rate":100,"average_win":1.840477173344864,"average_loss":0,"mean":1.840477173344864,"kelly":0,"median_days":6.5,"worst_trade":0.34743328533966,"vbt_error":5.684341886080802e-14,"symbol":"IWM","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily sameclose holdout = 31.888196670586645
Quant replication 2026-09-07 06:09
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":39,"return_pct":31.888196670586645,"drawdown":13.620120100165378,"win_rate":74.35897435897436,"average_win":1.9719562578747714,"average_loss":2.804775015544516,"mean":0.7471533672544413,"kelly":0.09472235556326031,"median_days":7,"worst_trade":-5.862387833128713,"vbt_error":-2.8421709430404007e-13,"symbol":"IWM","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily sameclose train = -26.391959650735775
Quant replication 2026-09-07 06:09
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":39,"return_pct":-26.391959650735775,"drawdown":44.83377173471528,"win_rate":71.7948717948718,"average_win":1.09401991095922,"average_loss":4.9745039320101725,"mean":-0.61761501910907,"kelly":0,"median_days":7,"worst_trade":-30.396396335404553,"vbt_error":-8.526512829121202e-14,"symbol":"IWM","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen recent = 6.497396228912078
Quant replication 2026-09-07 06:09
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":6.497396228912078,"drawdown":4.323553866254892,"win_rate":80,"average_win":1.6048436349801187,"average_loss":0.05446169379021981,"mean":1.272982569226051,"kelly":0.19830320871756163,"median_days":8,"worst_trade":-0.05446169379021981,"vbt_error":-1.4210854715202004e-13,"symbol":"IWM","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen holdout = 41.68494105935536
Quant replication 2026-09-07 06:09
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":39,"return_pct":41.68494105935536,"drawdown":12.471983030240818,"win_rate":76.92307692307693,"average_win":2.0789929642088216,"average_loss":2.864550814689642,"mean":0.9381751690784071,"kelly":0.11281605869159804,"median_days":7,"worst_trade":-6.804647419897636,"vbt_error":1.7053025658242404e-13,"symbol":"IWM","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen train = -27.01536617309849
Quant replication 2026-09-07 06:09
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":39,"return_pct":-27.01536617309849,"drawdown":43.079469240294266,"win_rate":64.1025641025641,"average_win":1.168353573081502,"average_loss":3.8784652936945543,"mean":-0.6433249944791336,"kelly":0,"median_days":7,"worst_trade":-30.15412515129472,"vbt_error":-1.4210854715202004e-14,"symbol":"IWM","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose recent = 10.447392794260368
Quant replication 2026-09-07 06:09
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":10,"return_pct":10.447392794260368,"drawdown":6.566367746238777,"win_rate":90,"average_win":1.4817512993511257,"average_loss":3.202207513921651,"mean":1.013355418023848,"kelly":0.17097258805637744,"median_days":6,"worst_trade":-3.202207513921651,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose holdout = 32.64945181133827
Quant replication 2026-09-07 06:09
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":39,"return_pct":32.64945181133827,"drawdown":7.760070800058861,"win_rate":84.61538461538461,"average_win":1.2471508794639867,"average_loss":2.050440767675543,"mean":0.7398290875963667,"kelly":0.14830384594571627,"median_days":5,"worst_trade":-5.222701220481429,"vbt_error":5.684341886080802e-14,"symbol":"SPY","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose train = -13.624685379438583
Quant replication 2026-09-07 06:09
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":39,"return_pct":-13.624685379438583,"drawdown":32.2165606967374,"win_rate":69.23076923076923,"average_win":0.9476947230135924,"average_loss":3.057471841719108,"mean":-0.2846642199810846,"kelly":0,"median_days":6,"worst_trade":-23.163218939418762,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen recent = 10.032606705177717
Quant replication 2026-09-07 06:09
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":11,"return_pct":10.032606705177717,"drawdown":6.566367746238799,"win_rate":81.81818181818183,"average_win":1.2784729200714853,"average_loss":0.907865604726793,"mean":0.8809568246536165,"kelly":0.1722674001973304,"median_days":6,"worst_trade":-1.797301171955723,"vbt_error":-1.4210854715202004e-14,"symbol":"SPY","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen holdout = 31.367173180182164
Quant replication 2026-09-07 06:09
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":39,"return_pct":31.367173180182164,"drawdown":7.750782398584121,"win_rate":82.05128205128204,"average_win":1.3226378063135509,"average_loss":2.0555746684744975,"mean":0.7162919775054395,"kelly":0.1353908027742464,"median_days":5,"worst_trade":-5.606497085752837,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen train = -17.564454958991725
Quant replication 2026-09-07 06:09
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":39,"return_pct":-17.564454958991725,"drawdown":33.49776441879393,"win_rate":58.97435897435898,"average_win":1.0107960424883478,"average_loss":2.4455531915922784,"mean":-0.4071933868780629,"kelly":0,"median_days":6,"worst_trade":-22.67570559906531,"vbt_error":-1.5631940186722204e-13,"symbol":"SPY","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More CENX Regional unit economics and caveated valuation inputs = 12.150361167669633
Supply chain 2026-09-07 06:09
Q2vsQ1 weightedprimaryrevenue/t +12.15036%,shipments+6.32157%,adjEBITDA+41.27053%;Q3guidancemidpoint335m only+2.47782%sequential. USQ2USD6020.598/t vsIceland3406.887/t reflectsregion/productmix. June30commonshares98,993,295;debt480m,cash343.4m;balance-sheetrestrictedcash46.3m vsliquiditynarrative44.8m not reconciled,excludeallrestrictedcashfromEVproxy. CurrentJulynet-cashclaimdoesnotmatchJuneperiod,notcontradiction. Q1unitrevenueprecisely4733.65075 corrects observation8012rounding.
https://www.sec.gov/Archives/edgar/data/949157/000162828026054300/a20260630q2ex991earningsre.htm
More BTC/USD Own realized price outcome is operator interrupted = -0.080989
Crypto majors 2026-09-07 06:09
Queried06:02 UTC. Trade10 entry81614.80, exit81548.70, notional137.2644226836, held47.9278min Sep3 19:42:24.677 to20:30:20.345UTC. One losingprice outcome;0target/stop outcomes, winningpayoff unavailable; no actual fee/slippage estimate. Analysis551.
query_trades fund=crypto trade10
Book and saved collector coverage audit = 0
Catalyst run-ups 2026-09-07 06:08
0open/queued;3closed all losses,2operator exits/1stop. Jobs9last06:00:56,next10:00:56,output2000truncated;27last05:15:26,next13:15:26,1090charsRSS+SEC;33last05:15:26,next09:15:26,1552charsEND;30lastSep6 20:45:30,next08:45:30,1189charsEND;17last02:30:48,nextSep8 02:30,491chars.24/26 are historical replaced jobs; not activecoverage. Not exhaustive primarysurveillance.
query_trades fund=catalyst ; list_jobs fund=catalyst retrieved 2026-09-07T06:07Z
More GIS FY2026 cash and FY2027 guidance baseline = 3.1
Catalyst run-ups 2026-09-07 06:08
July1 issuer, FYendedMay31 2026: OCF2.2bn/capex540m/dividends1.3bn/buybacks500m. FY2027 adjustedEPS3.00–3.20 midpoint3.10; organicgrowth-1.5to+.5%; adjustedoperatingprofit-13to-8%; savings>=750mFY27,3bncumulativeFY30. Q4reportedgrowth+1%,organicflat includes1pointtradeexpense timing; no causal stockforecast. Directcompanyfinancialreport, nonGAAP adjustments/rounding apply.
https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-Reports-Fiscal-2026-Fourth-quarter-Adjusted-Results-in-Line-with-Company-Expectations/default.aspx
More GIS Earlier conference before earnings entry
Catalyst run-ups 2026-09-07 06:08
IssuerAug19 notice readSep7: CEO/C OO firesidechat Sep8 2026 15ET=19UTC, replayavailable. Conference may update information but no promised newguidance. Closest source issuer controls schedule; narrative promotional.
https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Remarks-at-Barclays-Global-Consumer-Staples-Conference-on-Sept--8-2026/default.aspx
GIS Upcoming earnings date verified
Catalyst run-ups 2026-09-07 06:08
Aug26 issuer notice, read Sep7: Sep23 2026 morning release/preparedremarks/slides; Q&A08CT=13UTC. Exact firstrelease minute unconfirmed. Fixed T-5/T-2 planned paper dates Sep16open/Sep21close assuming unchangedNYSEcalendar; no orders.
https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx
CENX Aluminum study valuation
Supply chain 2026-09-07 06:08
{"CENX_shares_June30":98993295,"CENX_mcap_proxy":4630411373.625,"CENX_EV_proxy":4767011373.625,"CENX_annualized_H1_simple_FCF_yield_pct":4.388378992791762,"CENX_EV_to_four_times_Q2_adj_EBITDA":3.6456189764645153} June30shares/debt/cash and Sep4close; crude EV omits leases/pensions/NCI/dilution, four timesQ2EBITDAandtwo timesH1FCF are unnormalized illustrations, not forecasts.
https://runway.adityaperswal.workers.dev/data/stock-bars; https://www.sec.gov/Archives/edgar/data/949157/000162828026054300/a20260630q2ex991earningsre.htm
More Aluminum study daily_correlations
Supply chain 2026-09-07 06:08
{"AA":{"AA":1,"CENX":0.6652120683283367,"XME":0.6859627308268011},"CENX":{"AA":0.6652120683283367,"CENX":1,"XME":0.6245992782093782},"XME":{"AA":0.6859627308268011,"CENX":0.6245992782093782,"XME":1}} Holdout2025–Sep4 2026; equalinitialsleevesno rebalancing forportfolio.
https://runway.adityaperswal.workers.dev/data/stock-bars
Aluminum study portfolio
Supply chain 2026-09-07 06:08
{"return_pct":10.377793904213583,"dd_pct":17.642602239233064,"daily_sleeve_corr":0.3841744414592884} Holdout2025–Sep4 2026; equalinitialsleevesno rebalancing forportfolio.
https://runway.adityaperswal.workers.dev/data/stock-bars
CENX Aluminum study regression
Supply chain 2026-09-07 06:08
Observed Sep7 on completed Sep4 bars. {"n":420,"beta_XME":1.190732026966769,"alpha_daily_pct":0.074179696576241,"alpha_HAC_p":0.6038763573592196,"r_squared":0.39012425833967745}
https://runway.adityaperswal.workers.dev/data/stock-bars
AA Aluminum study regression
Supply chain 2026-09-07 06:08
Observed Sep7 on completed Sep4 bars. {"n":420,"beta_XME":1.0600301997657646,"alpha_daily_pct":-0.0839676487733861,"alpha_HAC_p":0.5051109504412876,"r_squared":0.47054486808336227}
https://runway.adityaperswal.workers.dev/data/stock-bars
CENX Aluminum study simulation
Supply chain 2026-09-07 06:08
Observed Sep7 on completed Sep4 bars. {"paths":10000,"trades_per_path":20,"allocation":0.1,"end_percentiles_pct":[-5.21776794057704,0.8558443997642606,7.6124702810476235],"loss_probability_pct":41,"dd95_pct":6.398605713106464,"exit_counts":{"target":5,"stop":15,"timeout":6,"ambiguous":0},"historical_ADR_exit_mean_pct":-0.7745834648387464,"seed":90607,"exit_sample_n":26} Model-conditioned four-trade-block 10,000 resamples,20trades,10%allocation; not future probabilities. ADR stop/target historical paths descriptive only, not trade authorization.
https://runway.adityaperswal.workers.dev/data/stock-bars
More AA Aluminum study simulation
Supply chain 2026-09-07 06:08
Observed Sep7 on completed Sep4 bars. {"paths":10000,"trades_per_path":20,"allocation":0.1,"end_percentiles_pct":[-2.964123417071017,1.5115940807800654,7.659352259884376],"loss_probability_pct":31.869999999999997,"dd95_pct":3.7796826721784487,"exit_counts":{"target":6,"stop":11,"timeout":5,"ambiguous":0},"historical_ADR_exit_mean_pct":-0.07576898135537037,"seed":90607,"exit_sample_n":22} Model-conditioned four-trade-block 10,000 resamples,20trades,10%allocation; not future probabilities. ADR stop/target historical paths descriptive only, not trade authorization.
https://runway.adityaperswal.workers.dev/data/stock-bars
More