Runway

Stats

3882 analyses, newest first
Primary collector integrity restored: remote21-panel output complete; eligibility unchanged
IndicatorsadoptSupply chainSSL, FTK, AVAV2026-09-10 04:17
Premise1: formerjob162stored2000-charoutput hidlastpanels despiteexit0. Premise2: testedreplacement173 retained19sources,addedSSLnews/GCIS,correctedFTKroute https://ir.flotekind.com/presentations?cat=7 . Eachline82chars,sourceURLmapinscript;wrapper3027chars. Premise3: list_jobsfundsupply nowverifiesactualremote04:16:07.918UTCpayload,exit0,21attemptedandfooterwithin1016chars; next05:15:46UTC. https://www.sasol.com/media-centre/media-releases/natref-operational-update and https://investor.avinc.com/events-and-presentations readable; changedhashnotnewcash. Conclusion coverageintegrityimproved, nottradeconfirmation; allfundamental/pricegatesunchanged,0eligible. PersistentBombardierchallenge/CENTCOMHTTPErroranddatedACSArelaykeepgapsexplicit. Supersedesremote-pendingstatus2054/1790. Noorderorsocialmessage.
sources21
script_chars3027
output_chars1016
remote_exit0
approved_usd0
IPHA combined gates: improved financing does not produce an eligible run-up
IndicatorsrejectCatalyst run-upsIPHA2026-09-10 04:16
Start state: $49.14 fund cash, $850.99 equity, no open/pending/closing positions. Goal: repeatable gains before a documented event; binding constraint is independent positive net payoff. 1 Date gate passes for September17 financials, first release minute unresolved; September14 conference and undated closing/other clinical news overlap. 2 Fundamental evidence improves: conditional combined runwayQ1 2028, with payment receipt and trial-cost sharing still unverified. 3 Price context is weak: close1.95 below20/50SMA,20day-9.30%, median turnover56.6k. 4 Frozen calendar test1997 fails training and six-event holdout; all18 historical entries fail the adopted1mturnover screen. 5 QuarterKelly0 is binding before49.14fundcap,212.7475positioncap or8.5099equityriskcap. Conclusion no proposal. Positive fundamental news alone cannot make all necessary gates true; the strongest counterexample is a new financing regime, which has no independently measured payoff cohort yet. Do not lower liquidity or cost assumptions to rescue it. Sources https://www.innate-pharma.com/media/all-press-releases/innate-pharma-releases-its-2026-financial-calendar ; https://www.sec.gov/Archives/edgar/data/1598599/000162828026057935/exhibit993.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all .
cash49.14
equity850.99
holdout_return-10.46
holdout_N6
quarter_Kelly0
median_turnover56610.23
approved_notional0
04UTC operational handoff: compact jobs accepted, remote execution still unverified
StrategieswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-10 04:16
Premises: 1. Old job164 saved exactly2,000characters and lost its completion footer; exit0 did not mean the full record survived. 2. Local replacements produced1,441 and1,283characters with numeric output and footers. 3. At04:15:34UTC, jobs170/171 were accepted active but had no last run, output or exit code; a scheduled timestamp is not execution. Conclusion: keep remote coverage explicitly unverified and review actual output at06UTC monitor173. Old164/160cancelled; jobs14/25preserved. No order or money action depends on these collectors. Current quote depth and age are descriptive, not an executable historical stop model. This strengthens the earlier collector lesson rather than claiming a repair is remotely validated. Open and pending crypto trade queries both empty; final allocation remains zero per strategy2030. Sources https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; list_jobs fund=crypto.
old_saved_chars2000
local_quote_chars1441
local_funding_chars1283
remote_runs_verified0
open_positions0
pending_orders0
approved_notional0
04UTC decision: Natref deep dive improves economics map, leaves approved exposure zero
StrategiesrejectSupply chainSSL, FTK, AVAV2026-09-10 04:16
Premise1: SSL1988/1999 trace6.9mPraxbarrels to62.16%volumeincrease andFY26cash11889Rm, -5.33%; ownoutagehasnoverifiednetpricingpremium https://www.sasol.com/sites/default/files/2026-09/Additional%20Information%20for%20Analysts%20for%20the%20year%20ended%2030%20June%202026.pdf . Premise2: originalSSL1896freezeaudit2001 train-54.04%,N7meanCI[-4.16,44.15]%, so pointKelly1.492notcredibleallocation; https://runway.adityaperswal.workers.dev/data/stock-bars . Premise3: ownledgerN2operatorliquidationwins hasnoempiricalaverageloss. Conclusion0approved,278.67supplycash; noholdings toexit/adjust. Validity followsedgegate; soundnessnotclaimSSLcan'trise. Strongbullargumentpositivecash/cheapmultiple/positiveholdout, counteredbytemporarycapacity,macro/FX,maintenanceandsmallsample. Factsendatdateddisclosures; conditionalmodels1995/1999areNOTstockodds. BoundedhandoffFTK2039deck https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf stillH1FCF-7.819m; AVAV2003fundedbacklognotreceipts https://investor.avinc.com/static-files/f4f2cf5b-081f-4a73-848b-52666a7e9bcc . Job173acceptedreplacestruncated162, all21sourceslocaltested; remoteverificationpending. Monitor175armed,163resolved. Missingcurrentflows/jetnetbacks/repaircash/Praxtermsnamedratherthanfilledbynewsrepetition. NoFUNDcasenewmanageredgefound. Research~15minplusprotectedfinish,under44plan.
equity850.99
fund_cash278.67
position_cap212.75
risk_cap8.51
own_closed_sample2
SSL_closed_holdout7
SSL_ci_low-4.16
SSL_ci_high44.15
approved_usd0
new_proposals0
collector173
monitor175
QPAIR91004 2026 swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9904116127343765,-1.9254991703749558,85,49.411764705882355,1.046315050016964,1.3047338220121734,-0.14303908524483494],[60,2,16,-2.3871083914865365,-2.917901489156405,85,44.70588235294118,0.944269809591242,1.3829640925000688,-0.3425536421533652],[60,1.5,6,-0.54732687668817,-1.6100694499301182,129,52.71317829457365,1.018184632529663,1.23278146497626,-0.046225692647556445],[60,1.5,16,-2.658207096163989,-3.1848498740007836,129,47.286821705426355,0.9200076755636855,1.2918516665177053,-0.24593368305286162],[60,2.5,6,-0.6881866719859575,-0.9448239334113762,43,48.837209302325576,0.9037510090819894,1.2360192162949841,-0.19101515273878783],[60,2.5,16,-1.3980311234274234,-1.4883348339884361,43,41.86046511627907,0.8351060346293194,1.2728225726035887,-0.3904338532967899],[120,1.5,6,-0.6442127658688901,-1.5127051992297469,124,52.41935483870967,1.0792302716657671,1.3062371751761885,-0.055790529654195696],[120,1.5,16,-2.6677009075476543,-2.77565785719438,124,47.58064516129033,0.9758636361460251,1.3731600201284655,-0.2554794094817321],[120,2,6,-1.6049592322575523,-2.03166178394496,67,44.776119402985074,0.9268852120866781,1.282905285515851,-0.2934468537535245],[120,2,16,-2.69976468750015,-3.044013365974374,67,40.298507462686565,0.8138335777685848,1.3745446648137478,-0.4926608954148972],[120,2.5,6,-1.6728868975581346,-1.8445066282954614,36,36.11111111111111,1.0269130699009819,1.4621680548945095,-0.5633332042739154],[120,2.5,16,-2.256514492267103,-2.384243377579287,36,30.555555555555557,0.9883864741931562,1.5321815860167085,-0.7620080120636943]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-2.7
maximum return pct-0.55
actual size0
QPAIR91004 2026 partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.4131564952848636,-2.5210388928156524,85,55.294117647058826,2.7062532806392277,2.2792484256888024,0.4774407531043438],[60,2,16,1.9458284757132294,-2.57846801218814,85,52.94117647058824,2.6175583216331755,2.3567943518031274,0.2766864753102092],[60,1.5,6,6.018575168585616,-3.5201054452597247,129,55.03875968992248,2.6915395872429735,2.0073479865564328,0.5788614532866513],[60,1.5,16,3.7618661801841036,-3.712953955723697,129,52.71317829457365,2.6001286105058243,2.099328857306453,0.37790453657908846],[60,2.5,6,0.7120918786366781,-1.8582079570809262,43,55.81395348837209,1.8825944267432826,1.9242956125660584,0.20048022332752732],[60,2.5,16,-0.011390753006634835,-1.9562562535828332,43,51.162790697674424,1.8426251865026122,1.929797315073492,0.0002793136398636214],[120,1.5,6,2.9026855756213443,-4.567855756216687,124,49.193548387096776,2.629597506595963,1.947157319159152,0.30431078060747724],[120,1.5,16,0.8077353288156619,-4.732183913137355,124,45.16129032258064,2.64901687549503,1.9920741956895571,0.10390241710348201],[120,2,6,2.8827204039914234,-2.5134078512216496,67,46.26865671641791,3.4000299635638083,1.90512634439062,0.549498216006205],[120,2,16,1.744104386984624,-2.635554803993767,67,44.776119402985074,3.303395475428498,2.0471801746986076,0.3485999671493503],[120,2.5,6,0.53024381436102,-2.206907447828388,36,61.111111111111114,2.4130203278479314,3.3257235096204005,0.18128661327691348],[120,2.5,16,-0.06733158788386762,-2.2493833084077375,36,55.55555555555556,2.4432307376448184,3.09650930395529,-0.01887594751078556]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells10
minimum return pct-0.07
maximum return pct6.02
actual size0
QPAIR91004 2026 long frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.512769774118296,-1.9209740678267306,85,56.470588235294116,2.600690135441683,2.2455447329019464,0.4911526045156324],[60,2,16,2.0453287831024625,-2.036223298674822,85,52.94117647058824,2.562329390127019,2.265582336804676,0.2903709303944568],[60,1.5,6,5.427147443688796,-3.2798024339125598,129,56.58914728682171,2.475008445554035,2.0133388089883035,0.5265786296286785],[60,1.5,16,3.1847481720852056,-3.4738764997543026,129,54.263565891472865,2.372331641684975,2.102449804203684,0.32572617418551053],[60,2.5,6,0.7195658441347952,-1.3632517161076496,43,55.81395348837209,1.857964332231668,1.893049096365756,0.2005397940142015],[60,2.5,16,-0.0038246271938713328,-1.4617832418732046,43,51.162790697674424,1.81640032599299,1.9022019173223632,0.00033876530409656633],[120,1.5,6,2.9451813246295977,-4.21783386901623,124,51.61290322580645,2.3895905894547687,1.921037504965165,0.30380280183222014],[120,1.5,16,0.8537419840112914,-4.382766026048646,124,45.96774193548387,2.4629571032107096,1.9039928160795947,0.10339545327159368],[120,2,6,2.543986853296265,-2.3278006721283884,67,47.76119402985074,3.0763659725226664,1.8874376559100106,0.48333422632649187],[120,2,16,1.4122229071087178,-2.513995383717571,67,44.776119402985074,3.0661005251849964,1.9743499497553565,0.2825681733522643],[120,2.5,6,1.0989810447871395,-1.7732419035313973,36,63.888888888888886,2.405776228806232,3.2315907342508825,0.37006038103560723],[120,2.5,16,0.498610762455054,-1.8171440312573783,36,58.333333333333336,2.4198569172980964,2.980950125176942,0.16952064960016364]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells11
minimum return pct0
maximum return pct5.43
actual size0
QPAIR91004 holdout swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-7.482735811444297,-8.062771031087145,693,47.33044733044733,1.1622766582272532,1.298209026864466,-0.13365014560893357],[60,2,16,-17.443805966494452,-17.631252757542924,693,43.722943722943725,1.0497530757657871,1.4076187714913904,-0.3331834616516719],[60,1.5,6,-7.8068411097516055,-8.873407114089693,1250,49.519999999999996,1.0994328199664198,1.2265286468028567,-0.07471252845871092],[60,1.5,16,-24.69125611973888,-24.861128206134442,1250,44.96,0.9991524950386164,1.3146485534808583,-0.27436360206650245],[60,2.5,6,-4.243771265240226,-5.1274420243051395,360,46.94444444444444,1.189217616286065,1.3182609422859861,-0.14113906340077312],[60,2.5,16,-9.78589136108815,-10.152459356731248,360,44.72222222222222,1.042408216854915,1.4596200646989612,-0.34065741655958887],[120,1.5,6,-5.043380124532726,-7.610219931561602,1055,49.19431279620853,1.1907219652802217,1.2896328185144275,-0.06943932771876582],[120,1.5,16,-20.104018536924762,-20.88459186806456,1055,45.497630331753555,1.0776699739856686,1.3933618717551135,-0.26910093720006556],[120,2,6,-7.842212431169305,-8.45868935564571,559,45.61717352415027,1.2809050950233092,1.3840356299599672,-0.1683649951285978],[120,2,16,-15.915186580083873,-15.921001496177867,559,42.039355992844364,1.1796974666917164,1.4902632350584741,-0.36782895078066596],[120,2.5,6,-6.661227289891869,-7.077284549884622,281,40.569395017793596,1.4216952179424025,1.4541629622508832,-0.2874446969767387],[120,2.5,16,-10.884898793393315,-11.107289090757444,281,38.43416370106761,1.2927662346777546,1.597533114146235,-0.48667073096833174]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-24.69
maximum return pct-4.24
actual size0
QPAIR91004 holdout partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.598543619567375,-20.002464676330188,693,53.39105339105339,2.2177148914187086,2.6353141957989727,-0.04423084475922939],[60,2,16,-14.93264960223425,-20.514237421994743,693,47.90764790764791,2.2551265940507754,2.542255967016688,-0.24394282087758565],[60,1.5,6,5.480567624598809,-21.515903811671954,1250,51.839999999999996,2.1073023280423606,2.0772885847354488,0.09200334444856775],[60,1.5,16,-13.963491897248115,-22.807117116230003,1250,46.800000000000004,2.117775643252418,2.0659771223648438,-0.10798082805596541],[60,2.5,6,2.098693847069688,-14.54367849802537,360,53.61111111111111,2.380531469109165,2.515560986501444,0.10928857997868809],[60,2.5,16,-3.789744295602182,-14.95220946535154,360,48.888888888888886,2.3954974905073048,2.468860894481253,-0.090730128486847],[120,1.5,6,9.22262696687719,-23.150732699943287,1055,53.459715639810426,2.3785345074386623,2.4488239078030034,0.1318681738996502],[120,1.5,16,-8.540617475931523,-23.728343423393905,1055,48.72037914691943,2.395026495255244,2.408484339947669,-0.06819564867345364],[120,2,6,-0.5135012456327748,-21.483525776569035,559,53.66726296958855,2.487369472166405,2.742872502234084,0.06405521211322662],[120,2,16,-9.221677818496365,-21.938829267853844,559,50.268336314847936,2.4438436336592555,2.743428543512409,-0.13587311992522172],[120,2.5,6,-2.390585881067786,-15.234665787566204,281,54.804270462633454,2.795009722869588,3.413592409233579,-0.011013304806932253],[120,2.5,16,-6.780768181300911,-15.61003407704965,281,50.88967971530249,2.796939163016966,3.327498216472828,-0.21079164968620737]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-14.93
maximum return pct9.22
actual size0
QPAIR91004 holdout long frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.5294064926765465,-20.212738800453465,693,53.102453102453104,2.2451826766131653,2.6205777933793666,-0.03673962172388057],[60,2,16,-14.861662019676658,-20.72195772003711,693,48.484848484848484,2.2447589489002135,2.571737637550639,-0.23646656533204397],[60,1.5,6,5.563481618817923,-21.702520641457056,1250,53.04,2.0626455074090546,2.129281938111483,0.09411637899261034],[60,1.5,16,-13.878228509297996,-22.42257838767753,1250,48.24,2.0540532935797566,2.11890904981685,-0.10587201536232713],[60,2.5,6,2.4895584965292317,-14.837115504945187,360,52.77777777777778,2.449738731112198,2.473951005362381,0.12466302222142403],[60,2.5,16,-3.4157287246343815,-15.243644301267489,360,50.55555555555556,2.347371249385903,2.552588050473455,-0.07538640443344566],[120,1.5,6,9.726292519607394,-23.481944821444834,1055,53.17535545023697,2.4000321514853686,2.436585151131907,0.1353032913024926],[120,1.5,16,-8.098528620397827,-24.055724350870943,1055,49.00473933649289,2.3918951885588324,2.425537943936246,-0.06476739464718856],[120,2,6,-0.17590098973788715,-21.657446809396262,559,54.56171735241503,2.4504837287838,2.786989937298047,0.07066564079669971],[120,2,16,-8.891612928631144,-22.118667996111153,559,50.089445438282645,2.4565548593468005,2.724374867752562,-0.12927589890136076],[120,2.5,6,-3.7616785273474562,-15.607507779298569,281,54.092526690391466,2.7807216877482563,3.4113458402520473,-0.06190005998142037],[120,2.5,16,-8.087302084276416,-15.980610479627089,281,51.60142348754449,2.705433738537236,3.424933485630354,-0.2615767329460105]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-14.86
maximum return pct9.73
actual size0
QPAIR91004 train swing frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-3.9049073757491115,-4.78559410583509,327,47.09480122324159,0.7343180414451267,0.9406512971323767,-0.1518278165790571],[60,2,16,-8.991668540893727,-9.243124263749024,327,36.08562691131498,0.7219622563489604,0.9572955037660856,-0.35132481357166523],[60,1.5,6,-2.799399874620534,-4.329135444262455,671,49.92548435171386,0.775878687204791,0.8834266457181259,-0.055010421382541475],[60,1.5,16,-12.80070932705124,-13.042833422236944,671,40.38748137108793,0.7307616041580737,0.9223516792475618,-0.2547008598691307],[60,2.5,6,-1.5165060953130527,-2.008623277398003,159,45.28301886792453,0.9269833324920604,0.9736040688872069,-0.11296071731923675],[60,2.5,16,-4.085481259013113,-4.3364725999543445,159,38.36477987421384,0.8716144209496273,1.0496082005401668,-0.31253537091200684],[120,1.5,6,-4.93432438790764,-5.99111006057268,598,48.99665551839465,0.7093926925127068,0.8753895320837929,-0.09889924478149452],[120,1.5,16,-13.793694231032172,-13.807549164616372,598,38.62876254180602,0.6669547956375789,0.90618732902756,-0.2985019932455415],[120,2,6,-4.285327590394261,-4.892227469697163,301,45.51495016611295,0.684249818070603,0.8900853134464352,-0.17352746288884638],[120,2,16,-8.932926433984012,-9.145974164065962,301,35.880398671096344,0.6373041113335394,0.9383220533762738,-0.37298110391228767],[120,2.5,6,-1.6279159163836376,-2.6282618525675594,127,44.881889763779526,0.9068056448403871,1.0110642858482368,-0.15028801774389375],[120,2.5,16,-3.683963257668166,-3.7639869177171215,127,37.79527559055118,0.8502814161703837,1.0789442476733262,-0.34978809125995547]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells0
minimum return pct-13.79
maximum return pct-1.52
actual size0
QPAIR91004 train partner frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9391611440970005,-10.12132336890874,327,50.15290519877675,1.5011741013472737,1.6102003628691675,-0.04975567745174749],[60,2,16,-6.158502756154139,-11.754775397915829,327,41.284403669724774,1.5983907396226813,1.548724286108498,-0.24945661493507523],[60,1.5,6,6.066246065390435,-10.860721060559197,671,53.3532041728763,1.423354619519367,1.424737602227928,0.09481085587271511],[60,1.5,16,-4.747479608681204,-13.915089455058071,671,44.85842026825633,1.4712108163574595,1.3875932840615672,-0.10517892604945535],[60,2.5,6,0.14025238286567987,-4.7685325458104,159,54.088050314465406,1.5724896635607852,1.8746637745031116,-0.010165688506286779],[60,2.5,16,-2.4571109019963733,-5.695869956026167,159,48.42767295597484,1.5403063535608366,1.853475119578073,-0.2099457269258967],[120,1.5,6,4.387882917230401,-11.21593311288005,598,55.35117056856187,1.351291119219926,1.4497954781579332,0.10063874212981165],[120,1.5,16,-5.2295594356480235,-13.937288436380136,598,46.65551839464883,1.3809062413190731,1.3940179508396346,-0.09936268392946837],[120,2,6,-2.660748632315546,-8.49961904081823,301,51.162790697674424,1.3433968988402982,1.6402695194627386,-0.11374251474955696],[120,2,16,-7.3594097060821095,-10.3205718273348,301,43.18936877076412,1.370798072743794,1.5936359471081902,-0.31331560630833016],[120,2.5,6,-3.699079642984404,-6.779797348999761,127,48.031496062992126,1.7674807835845545,2.299358520973801,-0.34599476051663797],[120,2.5,16,-5.713462480878784,-7.6054744249348545,127,40.94488188976378,1.8545502374774374,2.208863951746147,-0.5451038112766479]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-7.36
maximum return pct6.07
actual size0
QPAIR91004 train long frozen parameter sweep, all12cells
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:15
Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.4634208794411232,-10.201644820705791,327,50.764525993883794,1.499011523847512,1.6188340908095418,-0.03607454330779597],[60,2,16,-5.7088403982822005,-11.835181107010495,327,42.813455657492355,1.55461152404842,1.5762199685314475,-0.23580281574495987],[60,1.5,6,6.81790981403807,-10.89996802003328,671,53.055141579731746,1.4532404169387751,1.4065824490143222,0.11070062144663562],[60,1.5,16,-4.0859997207189025,-13.96185904095153,671,45.30551415797318,1.4823796861740477,1.3912200382958961,-0.08932090828268759],[60,2.5,6,0.30032791461374053,-4.9051717651272035,159,54.088050314465406,1.6094990604729793,1.8893884525025633,0.003091585962195606],[60,2.5,16,-2.3005076520489776,-5.831026836499342,159,48.42767295597484,1.5813549773424238,1.8663659609869556,-0.19671494053813673],[120,1.5,6,4.817315067172112,-11.517683616735885,598,55.51839464882943,1.3639937206739663,1.4545766603171857,0.11024836725649735],[120,1.5,16,-4.846516247413135,-14.237138773158364,598,47.15719063545151,1.3842022661179492,1.4051545881264262,-0.08977225886737304],[120,2,6,-2.766007548088023,-8.826135955349812,301,51.49501661129568,1.3240860905491265,1.647682152182201,-0.11736960193849402],[120,2,16,-7.464710876653003,-10.589007914710235,301,43.85382059800664,1.336831376963703,1.6086349773673916,-0.3169354465643867],[120,2.5,6,-3.982463451270324,-6.905482085045678,127,46.45669291338583,1.8034615063978423,2.2592677951282956,-0.3718581196161529],[120,2.5,16,-5.990906530937701,-7.76872924166504,127,40.15748031496063,1.8671982305496355,2.2070181271106017,-0.570915495294286]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
cells12
positive return cells3
minimum return pct-7.46
maximum return pct6.82
actual size0
QPAIR91004 FINAL swing 2026 16bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":85,"win_rate":44.70588235294118,"avg_win_pct":0.944269809591242,"avg_loss_pct":1.3829640925000688,"mean_trade_pct":-0.3425536421533652,"return_pct":-2.3871083914865365,"drawdown_pct":-2.917901489156405,"annual_pct":-3.477892493775503,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706}
return-2.39
drawdown-2.92
win rate44.71
sample85
avg win pct0.94
avg loss pct1.38
mean trade pct-0.34
quarter Kelly0
mean holding sessions1.88
cost bp side16
actual size0
QPAIR91004 FINAL swing 2026 6bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":85,"win_rate":49.411764705882355,"avg_win_pct":1.046315050016964,"avg_loss_pct":1.3047338220121734,"mean_trade_pct":-0.14303908524483494,"return_pct":-0.9904116127343765,"drawdown_pct":-1.9254991703749558,"annual_pct":-1.4477200319909067,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706}
return-0.99
drawdown-1.93
win rate49.41
sample85
avg win pct1.05
avg loss pct1.3
mean trade pct-0.14
quarter Kelly0
mean holding sessions1.88
cost bp side6
actual size0
QPAIR91004 FINAL swing holdout 16bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":693,"win_rate":43.722943722943725,"avg_win_pct":1.0497530757657871,"avg_loss_pct":1.4076187714913904,"mean_trade_pct":-0.3331834616516719,"return_pct":-17.443805966494452,"drawdown_pct":-17.631252757542924,"annual_pct":-3.1525611975993906,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.168831168831169}
return-17.44
drawdown-17.63
win rate43.72
sample693
avg win pct1.05
avg loss pct1.41
mean trade pct-0.33
quarter Kelly0
mean holding sessions2.17
cost bp side16
actual size0
QPAIR91004 FINAL swing holdout 6bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":693,"win_rate":47.33044733044733,"avg_win_pct":1.1622766582272532,"avg_loss_pct":1.298209026864466,"mean_trade_pct":-0.13365014560893357,"return_pct":-7.482735811444297,"drawdown_pct":-8.062771031087145,"annual_pct":-1.2912775159435896,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.168831168831169}
return-7.48
drawdown-8.06
win rate47.33
sample693
avg win pct1.16
avg loss pct1.3
mean trade pct-0.13
quarter Kelly0
mean holding sessions2.17
cost bp side6
actual size0
QPAIR91004 FINAL swing train 16bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":36.08562691131498,"avg_win_pct":0.7219622563489604,"avg_loss_pct":0.9572955037660856,"mean_trade_pct":-0.35132481357166523,"return_pct":-8.991668540893727,"drawdown_pct":-9.243124263749024,"annual_pct":-3.099904585973068,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844}
return-8.99
drawdown-9.24
win rate36.09
sample327
avg win pct0.72
avg loss pct0.96
mean trade pct-0.35
quarter Kelly0
mean holding sessions2.07
cost bp side16
actual size0
Lake Street presentation delivered: Saudi capacity narrative still requires cash collection
FundamentalwatchSupply chainFTK2026-09-10 04:14
Premise1: correct https://ir.flotekind.com/presentations?cat=7 nowlists https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf , observed04UTCnotpromisedfirstminute. p7-8H2international>40m vs12.6mH1,expandingSaudioperationthroughmid2027; issuer'sprimarysupplierclaimuncorroboratedbycustomer. Premise2:p26visualcashtableH1CFO-6.580m/capex1.239m=>-7.819m; accountsreceivableuse24.570m+relatedAR19.486m,inventory16.585m,APsource26.233m. ThesearehistoricalH1, notnewSaudiH2receipts. Premise3: Sep9guidance360-370m/50-54m reiterated; no datednewcashacceptanceorPREPAapprovalidentified. Conclusionconference-deckpublicationconditionfulfilled, profitablegrowth/cashgatenotproven; preservefrozen1895holdout-63.62% andmonitor162preopenforanyfurtherchange. Tablewasembeddedimage,pdftextextractionalonewouldmissit. Noorder.
H1_CFO_m-6.58
H1_capex_m1.24
H1_FCF_m-7.82
AR_cash_use_m24.57
related_AR_cash_use_m19.49
inventory_use_m16.59
AP_source_m26.23
H1_international_m12.6
H2_expected_gt_m40
approved_usd0
Sobi financing changes bargaining power before it establishes shareholder cash
ConsequenceswatchCatalyst run-upsIPHA, SOBI.ST, AZN2026-09-10 04:14
Numbered premises:1 Aug10agreement exchanges conditionalcash for commercialrights and laterdevelopmentoption, withInnateconductingTELLOMAK3. 2 Aug14/19equityadds27.6mEURexpectednetand17.65mshares, fundingADCpriority. 3 ExistingPhase2 evidence and historicalrandomizeddesignare notcurrentPhase3results. Positive chain: firstclosingfunds trialstart/filing andimprovesfundingflexibility; secondpotentialacceleratedapprovalpermitsSobicommercializationwhileInnatekeepsmilestone/royaltyrights; thirdpaiduptake,ongoingPFSconfirmation,costsharingandnetdilutiondeterminepersharecash. Adversechain: firstclosingortrialdelayconsumescash; secondmilestonedeferral/expensescanrevivefinancingneed; thirdadditionaldilutionorprogramprioritizationcanreduceexistingholderupside. Who benefits: Sobigets stagedexposureandfutureoption, Innategets timeandresources, trialvendorsmaygetspend; vendorprofitorstockedgeunmeasured. Strongcounterargumentearlyroyaltiesandmilestonescouldbridgefuturecosts; thereforefundinggapnotassertedascertain. Fullcostschedule,optionconditionsandcurrentbudgetremainmissing. Historical2025deck326plannedparticipantsandlate2020stimelineillustratesdistinctiononly; notnewdatedcatalyst. Clinicalsourcesareissuerbiased, jointreleasescountonce. Nopeer/FUNDproposalwithoutpriceedge. Sources https://www.sobi.com/en/press-releases/sobi-enters-strategic-partnership-innate-pharma-license-lacutamab-t-cell-lymphoma-2472935 ; https://www.sec.gov/Archives/edgar/data/1598599/000162828026057935/a260819_6k1.htm ; https://s28.q4cdn.com/864950573/files/doc_downloads/2025/10/251028-Lacutamab-KOL-event-deck-final.pdf .
conditional_upfront_USDm75
equity_net_EURm27.6
new_ordinary_shares17647059
historical_trial_design_N326
approved_notional0
QPAIR91004 FINAL swing train 6bp holding-count correction
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, GLD, IAU2026-09-10 04:14
Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":47.09480122324159,"avg_win_pct":0.7343180414451267,"avg_loss_pct":0.9406512971323767,"mean_trade_pct":-0.1518278165790571,"return_pct":-3.9049073757491115,"drawdown_pct":-4.78559410583509,"annual_pct":-1.3224310717029675,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844}
return-3.9
drawdown-4.79
win rate47.09
sample327
avg win pct0.73
avg loss pct0.94
mean trade pct-0.15
quarter Kelly0
mean holding sessions2.07
cost bp side6
actual size0
QPAIR91004 hedged diagnostic 2026 16bp; unavailable venue
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:14
Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-2.4600638359964955,"drawdown_pct":-2.4600638359964955,"sample":85,"win_rate":7.0588235294117645,"avg_win_pct":0.3575082147542097,"avg_loss_pct":0.4056359352514467,"mean_trade_pct":-0.35176693642751805,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}
return-2.46
drawdown-2.46
sample85
win rate7.06
avg win pct0.36
avg loss pct0.41
mean trade pct-0.35
borrow annual pct3
cost bp side16
actual size0
QPAIR91004 hedged diagnostic 2026 6bp; unavailable venue
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:14
Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-1.0645528814551164,"drawdown_pct":-1.1186810970603478,"sample":85,"win_rate":14.117647058823529,"avg_win_pct":0.3272119619333195,"avg_loss_pct":0.22979880039870312,"mean_trade_pct":-0.1511619868930058,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}
return-1.06
drawdown-1.12
sample85
win rate14.12
avg win pct0.33
avg loss pct0.23
mean trade pct-0.15
borrow annual pct3
cost bp side6
actual size0
QPAIR91004 hedged diagnostic holdout 16bp; unavailable venue
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:14
Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-18.526144243475727,"drawdown_pct":-18.526144243475727,"sample":693,"win_rate":4.329004329004329,"avg_win_pct":0.17108738954442204,"avg_loss_pct":0.3789228104957214,"mean_trade_pct":-0.35511284512601815,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}
return-18.53
drawdown-18.53
sample693
win rate4.33
avg win pct0.17
avg loss pct0.38
mean trade pct-0.36
borrow annual pct3
cost bp side16
actual size0
QPAIR91004 hedged diagnostic holdout 6bp; unavailable venue
BacktestsrejectQuant replicationSPY, IVV, IWM, IJR, EFA, VEA, GLD, IAU2026-09-10 04:14
Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-8.56982548022306,"drawdown_pct":-8.56982548022306,"sample":693,"win_rate":15.151515151515152,"avg_win_pct":0.1638875388825972,"avg_loss_pct":0.21198345841403582,"mean_trade_pct":-0.15503330730848536,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}
return-8.57
drawdown-8.57
sample693
win rate15.15
avg win pct0.16
avg loss pct0.21
mean trade pct-0.16
borrow annual pct3
cost bp side6
actual size0
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