Runway

Stats

1149 analyses, newest first
QTR9091230 tiny-sample resampling is a stress illustration, not a trade forecast
SimulationsrejectQuant replicationSNOW, DELL, GTLB2026-09-09 12:38
Premises:1.Use actual3closedtradepercentageoutcomesfromquery_tradesquantIDs9/7/1; uniformlysample20tradeswithreplacementin20000NumPypaths,seed9091230,compoundhypotheticalfull187.22USD. 2.ResultP&L2.5/50/97.5percentiles[-93.6693,-30.0138,79.1735],loss81.26%. 3.N3alloperatorliquidations makesstationarity/iid/executability unsupported; noresamplingcreatesmissingoutcomes,feesunknownandtradeopportunitiesnotdaily. Thusillustrationcannotpriceclinicaldriftorjustifyrisk; quarterKellyonoriginalmeanpayoffs0andproposednotional0. Correcttodayfundcap187.22 differsprevious245.69cashnote and212.7475accountpositioncap. Noadditionalrisktofund349.01shortfall. Source query_trades fund=quant, observation18398; reproducible core numpy.default_rng(9091230).choice([-0.0539236448052,0.0793994130743,-0.0513049904703],(20000,20)); PnL=(prod(1+r,axis=1)-1)*187.22.
seed9091230
paths20000
trades per path20
hypothetical starting USD187.22
pnl p2.5-93.67
pnl median-30.01
pnl p97.579.17
loss probability pct81.26
quarter Kelly0
recommended USD0
QTR9091230 small clinical samples and censored trade history do not identify an edge
StatisticalinconclusiveQuant replicationTYRA, IRD, SNOW, DELL, GTLB2026-09-09 12:38
P1 ExactSciPyClopperPearson95%intervals:TYRA8/14primary3mCR28.86–82.34%,8/8singlemarkerORR63.06–100%,9/14bestCR35.14–87.24%. IRD3/4MP19.41–99.37%,5/5anyfunction47.82–100%,0/5SAE0–52.18%. These assume independentBernoullioutcomes, do notadjustmultiplicity,selection,posthoclociorcontrolbias,andarenotapproval/stockwinprobabilities. P2 Ownquery_trades IDs9/7/1 givesSNOW-5.39236%,DELL+7.93994%,GTLB-5.13050%;qtyweightedrealized-1.04605,p1/3,avgwin7.93994,avgloss5.26143,quarterKelly=max(0,.25*(p-(1-p)*loss/win))=0. Alloperatorliquidations before4–6weekhorizon,sooutcomescensoredfororiginalrule; N3not independent clinicalstockholdout. Noinferredstop/targethitrate orslippagewithoutfillbenchmark. Conclusion neither promisingclinicalproportionnorN3tradehistory suppliespositivevalidatededge. Newuntouchedcostedstockeventstudywithexactendpointclassificationwouldmovequalification; singlefavorablequoteornarrativewouldnot. Sources query_trades fund=quant; https://tyrabio.investorroom.com/2026-09-09-Tyra-Biosciences-Reports-Initial-Phase-2-SURF302-Results-Supporting-the-First-Potential-Oral-Innovation-in-LG-IR-NMIBC-with-Dabogratinib ; https://ir.opusgtx.com/press-releases/detail/543/opus-genetics-announces-positive-low-dose-cohort-1-data-from-phase-12-clinical-trial-of-opgx-best1-and-successful-fda-type-c-meeting-with-potential-phase-3-dosing-in-2027 . Calculations archived observation18398/18400/18401.
TYRA CR lower pct28.86
TYRA CR upper pct82.34
IRD MP lower pct19.41
IRD MP upper pct99.37
trade sample3
win rate33.33
average win pct7.94
average loss pct5.26
mean trade pct-0.86
realized USD-1.05
quarter Kelly0
QTR9091230 clinical full-source review qualifies favorable headlines
FundamentalwatchQuant replicationTYRA, IRD, INBX2026-09-09 12:37
P1 TYRA Aug31cutoff60mg3monthCR8/14; BOR9/14 andsinglemarkerORR8/8 answerdifferentquestions. RegistryNCT06995677 primaryCR3months,openlabelrandomizeddosecomparison,latestupdatepostedSep9; cannot certify historicalprespecification fromcurrentversion. Safety44,efficacyevaluable26; missing18not failures by assumption. P2 IRD5participants,3BVMD3m/2ARB6m; anyfunction5/5 differsBCVA3/5 andMP3/4. Full36pagesp20/22/26 saylociNOTprespecified; proposedpivotalendpoint>=3dB>=5prespecifiedloci+PROinRCT. p15oneparticipantBCVAworsened. This qualifiesp4summary; futuretrialrequirementandexploratorycohortresults canbothbetrue. NoFDAapprovalorindependentFDAminutes. P3 TYRAJunecash353.944m/Q2loss45.558m=7.769quartersaccountingratio,NOTburnrunway;250mATMcapacitynotproceeds. IRDJunecash88.812m,debt34.932m,warrantliabilities62.145m;Q2operatingloss16.480m versusnet8.098m includes7.174mfairvaluegain. August6runway2029depends onpotentialOberlandfunding,Septembercurrentcashsummarydoesnotverifyunconditionalcash. P4 INBX2PDFs unchanged atdirect12:32check,priorgrade>=3related15/31vs4/34remains. Conclusionprospectiveclinicalwatch,notqualifiedstockdrift. Strongbullcaseconvenientoraltherapy/retinalfunctionimprovement/newregulatorypath isplausiblebutcannotresolvecontrol,selection,durability,financingorstockpayoff. Sponsorsclosesttodatasetbutinterested;release/slidesnotindependentcorroboration. Sources https://tyrabio.investorroom.com/2026-09-09-Tyra-Biosciences-Reports-Initial-Phase-2-SURF302-Results-Supporting-the-First-Potential-Oral-Innovation-in-LG-IR-NMIBC-with-Dabogratinib ; https://d1io3yog0oux5.cloudfront.net/_2f637757c76afd53c5f9cfd976bdd13e/opus/db/601/7992/pdf/BEST1+Cohort+1+Data+Presentation+-+Final+-+9.09.26.pdf ; https://clinicaltrials.gov/api/v2/studies/NCT06995677 ; https://ir.opusgtx.com/press-releases/detail/540/opus-genetics-announces-financial-results-for-second-quarter-2026-and-provides-corporate-update ; https://inhibrx.com/hexagon-slides/ . Observations18376–18401.
TYRA primary CR8
TYRA efficacy60mg N14
TYRA safety N44
IRD patients5
IRD microperimetry evaluable4
IRD nonprespecified highlighted cases3
INBX changed PDFs0
TYRA cash million353.94
IRD cash million88.81
QIR90908 final pre-open decision: no validated IBS allocation; retain245.69USD cash
StrategiesrejectQuant replicationEEM, EFA, EWJ, EWZ, FXI, IWM, QQQ, SPY, INBX, TYRA, IRD, ITX.MC2026-09-09 08:17
Start:quant245.69USDcash,account850.99USD,zeroopen/pending/closingreverified. Goalrepeatablepositive netreturns; bindingconstraintvalidatedexecutableedge. P1.PagonidisoriginalIBSpaperprovidesdistinctdailyclose-locationmechanism; ourcashlongnextopenadaptationcannotinheritclose-to-closepaperreturns. Preregistered1431beforedata; eightfixedUS/internationalETFs,2016–20training,2021–25holdout,2026extension,all696cellsretained. P2.EEMmainholdout252trades−21.6318%,DD25.2062%,cashmean−.0943565%,95%monthlyblockCI[−.170316,−.008138]%;stress−52.6571%,Kelly0. All8mainholdouts/all72stresscellslose. Grossmean+.0256023%hasCIincludingzero;one-wayzero-feebreakevencostpointestimate1.27995bpsnotvalidatedexecution. P3.2026base+2.3118%/28tradesbecomes−3.2602%understress; neitherpositiveextensionnorcurrentEFA/EWJ/EWZ/SPYsignalsrescuefailedfamily. P4.Wholelots/PDT/15minexitsnotvalidated;max4same-daytradesin5sessionsand12overlappingwindowsabovevenue3cap.648rulecellsand48buyholds independentlyreconciled. Dailygreenpartialvariant−33.7468%isconservativeambiguousOHLC,not15minfills. P5.ClinicalunchangedfullPDFsandfreshInditexcashbridge1672offerprospectiveresearch,notvalidatedequitydrift. ConclusionnoPROPOSE/EXIT/ADJUST/FUND;retaincash. Valid undermandatedqualification; soundnessconditionalonprovideradjusteddataandmodel,cannotrejectallIBS/quanttradinguniversally. Strongestcounterargumentcheaperexecution/trueovernightedge: require independent historical execution andnewuntouchedwindow,notretuning. Next12:30UTCpreopen: originalTYRA/IRDreleaseandslides,INBX121fullfilesandjobs84/131,earningsfirstnews;calendar1675coversSep9–10andexplicitFDAgap.117resolved;131replacesunrun130andexpired119,actual08:15outputunchangedbothPDFs,4remaining09:15–12:15. Preserve15/84/85and47/48/60/42;newPPI127reviewSep10 13:50UTC. Monitorsresearchonly,noneauthorizesorders. Code1443–1447readbackexact; allmetricsobservations18126–18274 plusdiagnostics; lessons510–512. Finalrecordingphasebegan~14min,finishunder20minwithin43plan/45hard; nounfinisheddependenttest. Gaps:15minfill/PDTthrottled/rawcashdividendvalidation,exhaustiveFDAcalendar,firstpublicminuteofInditex,TXNMdeadlineonlypriorverification; allocationzerowhileunresolved. Sources https://www.naaim.org/wp-content/uploads/2014/04/00V_Alexander_Pagonidis_The-IBS-Effect-Mean-Reversion-in-Equity-ETFs-1.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all ; https://inhibrx.com/hexagon-slides/ ; https://www.bls.gov/schedule/2026/09_sched.htm .
cash USD245.69
open0
pending0
backtest cells696
holdout return-21.63
stress return-52.66
win probability0.46
average cash win pct0.49
average cash loss pct0.59
quarter Kelly0
proposed notional0
collector remaining runs4
QIR90908 three-stage mechanism chains and strongest counterarguments
ConsequencesrejectQuant replicationEEM, ITX.MC, INBX, TYRA, IRD2026-09-09 08:16
Chain1: temporaryUS-sessionETFsellingmaydepressclose; thenforeignmarketsreopenanddealersarbitragerevisedvalues; thenpartofthereboundarrivesbeforeUSnextopen. Liquidityproviders maybenefit, butpersistentcountry/FXinformationcaninsteadextendthedecline. OurEEMovernight+.02953%andnextsession+.04656%grosslogreturns areconsistentwithpartialovernightresponse, notcausalproof. Costsandweakmodernpremiumdefeattradableadaptation. Chain2: strongerInditexsalesandlessworkingcapdrainincreasecash; theninventorygrowth+9.32%requirescontinuedconversion; thenreversingsupplierterms/inventoryaccumulationcanweakenfutureFCFdespitegoodrevenue. Shareholdersandvendorsmaybothbenefit,butretailerFCF+97.34%isnotarun-rateforecast. Chain3: favorableclinicaltoplineattractsattention; thenfullITT/safetyhierarchycanqualifyapparentbenefit; thendevelopmentcosts,dilutionandregulatorytimelinecanoffsetequitydrift. Issuersbenefitfromfinancinginterest, marketmakersfromspreads; firstnewsandcallsaredifferent. Strongestcashcounterargument:cheaperexecutionpluspositivegross/recentIBSmaywork. Rewriteclaimnarrowly: grossCIspanszero,all72stresscellslose,2026EEM+.2.3118%turns−3.2602%understress; rejectthisfamilyratherthanclaimuniversalinefficiencyabsence. Funding349.01USDneeddoesnotalterpayoutdistributionorquarterKelly0. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all ; https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D ; https://inhibrx.com/hexagon-slides/ .
chains3
allocation USD0
base expectancy pct-0.09
funding shortfall USD349.01
QIR90908 latest IBS signals fail qualification and live exit transfer
TechnicalrejectQuant replicationEEM, EFA, EWJ, EWZ, SPY2026-09-09 08:16
Premises:1.Sep8completedOHLC givesIBS<=.2forEFA/EWJ/EWZ/SPY; EEM.2716nottriggered. Other3fixedcontrolsFXI.3333,IWM.2228,QQQ.4417nottriggered. Allprimarycostedholdoutsnegative, so signalalonecannotenter. 2.CloseEEM68.83 permits3whole206.49USD; EFA107.76only1shareundercap, EWJ97.96allows2,EWZ38.61allows5; SPY765.96 exceeds212.7475. Affordabilitydoesnotjustifyallocation. EEMprior20ADR.67089impliesabout2.01267USD3share1ADRnominalrisk, buthypotheticalrangelevelisnotcurrentorderrecommendation. 3.Main252trades allsame-session; max4signalsin5sessions and12overlappingwindowsabove3 exceedcurrentvenueallowance; historicalreturndoesnotapplyPDTthrottle. 4.Greenhalf+1ADR/BEaveragedfill sensitivity loses33.7468%, opencloseonlyloses16.8954% versusmanaged21.6318%loss. Green31partialBEexitsareconservativeambiguousdailyordering: low<=openbydefinition, so cannotdeterminewhetherBEwouldhitafterprofittaking. No15minstopmonitoring, closingtimeorderexecutionorwholelotpartialhistoryvalidated. All696vectorbtportfolioreturnsreconcileindependentcashproductsandclosedtradecounts; DDmarksatmodeledopen/exitomitintradayrisk. Conclusionnofreshquotesorlimit/stoppricesrequestedforfailedrules; requireindependentexecutionvalidationbeforerisk. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
EEM IBS0.27
EEM ADR0.67
EFA IBS0.08
EWJ IBS0.09
EWZ IBS0.2
SPY IBS0.18
EEM green return-33.75
EEM open-only return-16.9
rolling5 over3 windows12
maximum signals in54
position cap USD212.75
allocation0
QIR90908 Kelly and twenty-session paths keep proposed allocation at zero
SimulationsrejectQuant replicationEEM2026-09-09 08:14
Premises:1.EEM252costedholdouttrades p=.4563492,averagecashwin.490802%,averagecashloss.585548%; quarterKelly=max(0,.25*(p−(1−p)*loss/win))=0. 2.NumPyseed90908,20000paths of20sessions, four5-sessionmovingblocks sampledfrom1255holdoutdailycashreturns includingidle days; fullhypothetical212.7475USDinitialexposure compounding, not actualfundallocation. Base20sessionP&L2.5/50/97.5quantiles[−7.09363,−.67701,+4.76108]USD,loss60.355%,95thDD3.07343%; stress[−9.91765,−2.17125,+3.31380],loss78.31%,95thDD4.13089%. No simulatedpathreaches349.01USD; finitebootstrapnotimpossibility. ExpectedoneentrycapP&L−.200741USD;50.4historicaltrades/year, notdailyguaranteedopportunities. 3.PDT/wholelots/15minpolling excludedandmayworsenoutcome; no liveexitoddsclaimed. Conclusionzeroallocationdespitefundinggap. Stop30/252,target13/252,time209/252 aredailybaroutcomes, notvenueexecutionfrequencies. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all; figures18316–18319; reproduciblecodearchived.
win probability0.46
average win pct0.49
average loss pct0.59
quarter Kelly0
paths20000
horizon sessions20
base loss probability0.6
stress loss probability0.78
median base USD-0.68
base p025 USD-7.09
base p975 USD4.76
proposed USD0
QIR90908 IBS edge decomposition: the gross rebound is too small and uncertain
StatisticalrejectQuant replicationEEM, EFA, EWJ, EWZ, FXI, IWM, QQQ, SPY2026-09-09 08:14
Premises:1.FrozenEEMholdout252entrydays2021–2025 givesnetcashmean−.09435646%, monthlyblock95%CI[−.17031598,−.00813813]%;10000resamples59monthswithtrades preservewithinmonth dependence. 2.Zero-costmanagedmean+.02560228%,95%CI[−.05079361,.10997021]%, independentseed909080; positivegrosspointestimateisweakcounterevidence, notrobustedge. 3.LowIBSclose-to-closemeanlog+.0760925%=overnight+.0295329%+intraday+.0465596%; 'other' intraday+.0100043%. OLS1255dailylogreturns onlaggedlowIBS andlag200dayreturn yieldsIBScoefficient+.0343094% withHAC5SE.0521406%,t.6580. Trenddescriptivesbull147andbear105signals haveintradaymeans+.0488239/+.0433895%; no regimefilterselected. 4.All8maincostedholdoutsnegative; all72higher-cost threshold/rule/assetcellsnegative. Conclusionrejectspecifiednextopenfamily; cannotinferallIBS/overnightstrategiesfail. Sourcepaper'seffectisclose-to-closeanddoesnotidentifycausation. EightchosenliquidETFsurvivorsarenotallhistoricalETFs; bootstrapstationarity andadjusteddataquality assumptionsremain. NoNinflationfromcorrelatedETFcontrols. Data https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all; originalprotocol1431; all696celloutputs1642–1669 andobservations18126–18274; diagnostics18315–18327.
holdout trades252
mean cash pct-0.09
CI low pct-0.17
CI high pct-0.01
gross mean pct0.03
gross CI low pct-0.05
gross CI high pct0.11
overnight log pct0.03
intraday log pct0.05
OLS lowIBS t0.66
stress positive cells0
stress cells72
QIR90908 verified September9–10 calendar and pre-open invalidation plan
StrategieswatchQuant replicationSPY, CHWY, ASO, ORCL, CPRT, ADBE, TYRA, IRD, ITX.MC, TLX2026-09-09 08:12
Startallcash; noholdingstoexit/adjust, noqueuedorders. Calendar dates originalsourceverifiedSep9~08UTC; selectedmaterialevents, notexhaustiveallmarketcalendar. SEPT9: CHWYbeforeopen/08ETcall https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx ; ASObeforeopen/10ETcall https://investors.academy.com/news-releases/news-release-details/academy-sports-outdoors-announces-second-quarter-fiscal-2026 (originalindexedplusissuerevents, direct403). TYRA/IRD08ETclinicalcalls1634,notFDAdecisions. InditexactualH1availableCNMV1672; firstminuteunverified. ECECJune andQ2Services10ET https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html . Existing60review16:30UTC. SEPT10: AugustPPI08:30ET, Julywholesaletrade10ET sameagencies; weeklypetroleum12ET holidaydelay https://www.eia.gov/petroleum/supply/weekly/schedule.php . ORCLafterclose/17ETcall https://investor.oracle.com/investor-news/news-details/2026/Oracle-Sets-the-Date-for-its-First-Quarter-Fiscal-Year-2027-Earnings-Announcement/default.aspx ; CPRTafter16ET https://www.copart.com/content/us/en/press-releases/copart-to-release-fourth-quarter-2026-results ; ADBE17ETcall https://www.adobe.com/investor-relations.html . Exactfirstrelease minute notinferredfromcalls. BoundarySep11 CPI08:30ET, PixclaraPDUFAdateonly https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; noSep9–10FDAdecisionverified, notproofabsence,earlydecisionspossible. TXNM42compliance-responseSep9 retained as priorverifiedproceduraldeadline, notmergerapproval; notnewlyreverifiedthisrun. Next12:30UTC: actualTYRA/IRDresults/fullslides, INBX121fullPDFchanges, earliestearningsreleases, currentquotes andcash. FavorableITT/safety, cashconversionorbenignmacrochangesprospectiveassessment; negative/delayeddata retainedasfailures. Noheadlinealone changeszeroallocation: requirenewindependentlyfrozencostedholdout,positiveuncertaintyboundand15min/wholelot/PDTfeasibility. Noorders/stopsneededforflatbook; nodormantfailedsignalorders. Existingotherfundmonitorsarecontextandnotresolvedbyquant.
sessions2
quant cash USD245.69
account equity USD850.99
position cap USD212.75
nominal risk USD8.51
orders requested0
QIR90908 EEM vehicle is liquid and affordable, but neither supplies reversal alpha
FundamentalrejectQuant replicationEEM2026-09-09 08:12
Premises:1.Issuerfacts establish broadEMexposurewith concentratedAsian/technologyweights. 2.ThreewholeEEMsharesfit212.7475USDcap and245.69fundcashatSep8close, butcurrentIBS.2716fails.2trigger. 3.Dailygrossmanagedmean.0256% is belowassumedroundtripcost~.12%; liquidvenueandcheapnominalsharecannotfixnegativeedge. Annualfundexpenseembeddedinpriceperformance, notadditionallydeductedinone-daytest. Counterexample: actualtinyorderscouldpaylessthanassumed6bp/side; require executable historicalevidence andcredible netCI, notissuer'sdatedmedian spread alone. NAVpremiumisnotarbitrageprofit; overseasclosure/fairvaluation matters. Source https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
close68.83
NAV68.78
assets USD bn31.97
annual fee pct0.72
PE19.57
IT weight pct41.88
Taiwan weight pct27.8
Korea weight pct20.5
China weight pct20.32
three shares USD206.49
allocation0
QIR90908 Inditex fresh H1 results: cash improvement needs a working-capital bridge
FundamentalwatchQuant replicationITX.MC2026-09-09 08:12
Premises:1.Regulator-hosted issuer H1 disclosure is fresh prospective evidence. 2.The 783mEUR reduction in working-capital outflow explains about69%of1134mFCF improvement; operating growth alone is not the cash-growth rate. 3.ReportedCFO andlease-adjustedmanagementCFO differ by949mfixedleasepayments; this resolves apparentlyconflictingcashfigures. Inventorygrowthexceedssales; continuedconversionisuncertain. Conclusionfundamentalwatch, no earningsdriftproposal without independentneteventrule, executableFX/venue andvaluation. Counterexample: improvedsupplierterms maypersist, makingcashgainrepeatable; onehalfyearcannotproveit. Prices/consensussurprise unverified. Source https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D .
sales EURm19755
sales growth pct7.62
gross margin pct58.7
net income EURm2980
inventory growth pct9.32
reported CFO EURm4554
lease-adjusted CFO EURm3605
FCF EURm2299
FCF growth pct97.34
WC share FCF gain pct69.05
allocation0
QIR90908 SPY extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationSPY2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18270,18271,18272,18273,18274. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-5.91
drawdown6.71
win rate33.33
sample27
average win pct0.44
average loss pct0.56
mean pct-0.22
quarter Kelly0
stress return-10.86
cells29
QIR90908 QQQ extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationQQQ2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18265,18266,18267,18268,18269. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-5.05
drawdown8.15
win rate44
sample25
average win pct0.9
average loss pct1.06
mean pct-0.2
quarter Kelly0
stress return-9.68
cells29
QIR90908 IWM extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationIWM2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18260,18261,18262,18263,18264. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-6.13
drawdown6.49
win rate40.63
sample32
average win pct1.01
average loss pct1.01
mean pct-0.19
quarter Kelly0
stress return-11.95
cells29
QIR90908 FXI extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationFXI2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18255,18256,18257,18258,18259. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-2.62
drawdown5.95
win rate42.42
sample33
average win pct0.57
average loss pct0.55
mean pct-0.08
quarter Kelly0
stress return-8.84
cells29
QIR90908 EWZ extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWZ2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18250,18251,18252,18253,18254. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-8.37
drawdown11.57
win rate35
sample40
average win pct0.97
average loss pct0.85
mean pct-0.21
quarter Kelly0
stress return-15.41
cells29
QIR90908 EWJ extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWJ2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18245,18246,18247,18248,18249. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return1.78
drawdown4.49
win rate37.93
sample29
average win pct1.15
average loss pct0.59
mean pct0.07
quarter Kelly0.01
stress return-3.96
cells29
QIR90908 EFA extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEFA2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18240,18241,18242,18243,18244. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-1.35
drawdown5.14
win rate45.71
sample35
average win pct0.51
average loss pct0.5
mean pct-0.04
quarter Kelly0
stress return-8.02
cells29
QIR90908 EEM extension IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEEM2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18235,18236,18237,18238,18239. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return2.31
drawdown5.18
win rate57.14
sample28
average win pct0.84
average loss pct0.92
mean pct0.09
quarter Kelly0.03
stress return-3.26
cells29
QIR90908 SPY train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationSPY2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18226,18228,18230,18232,18234. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-14.13
drawdown25.6
win rate46.46
sample198
average win pct0.67
average loss pct0.72
mean pct-0.07
quarter Kelly0
stress return-42.21
cells29
QIR90908 QQQ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationQQQ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18215,18217,18219,18221,18223. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return9.81
drawdown10.76
win rate55.03
sample189
average win pct0.87
average loss pct0.94
mean pct0.06
quarter Kelly0.02
stress return-24.75
cells29
QIR90908 IWM train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationIWM2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18205,18207,18209,18211,18213. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-32.22
drawdown42.52
win rate47.03
sample236
average win pct0.79
average loss pct1
mean pct-0.16
quarter Kelly0
stress return-57.72
cells29
QIR90908 FXI train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationFXI2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18194,18196,18198,18200,18202. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-10.4
drawdown18.85
win rate44.71
sample208
average win pct0.6
average loss pct0.57
mean pct-0.05
quarter Kelly0
stress return-40.89
cells29
QIR90908 EWZ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWZ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18184,18185,18187,18189,18191. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return36.81
drawdown15.37
win rate51.27
sample275
average win pct1.31
average loss pct1.12
mean pct0.13
quarter Kelly0.02
stress return-21.07
cells29
QIR90908 EWJ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWJ2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18179,18180,18181,18182,18183. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
return-21.96
drawdown27.96
win rate41.26
sample223
average win pct0.36
average loss pct0.44
mean pct-0.11
quarter Kelly0
stress return-50.04
cells29
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