Continue the timestamp rule: verified 21:01 END receipts still contain September 9–11 marks, so unchanged SFIX 4/10 coverage and TCOM 1/9 put coverage do not create a new entry. Preserve healthy collectors and dated monitors when the next research run precedes the next regular options session.
Order placement
Convex events2026-09-13 19:43
Continue the timestamp rule: verified 18:46 collector completion still contains September 10–11 marks, and SFIX/TCOM catalogs remain unchanged. Preserve healthy collectors through the next pre-session run; a single explicitly missing LUXE contract is a data gap, not proof the entire job failed.
Order placement
Convex events2026-09-13 16:34
Continue the timestamp rule: the 16:31 HITI collector receipt still contains September 10–11 option marks, and refreshed SFIX/TCOM catalogs do not change eligibility. With no exposure and the next research run before Monday's options session, preserve healthy collectors and existing event monitors; a scheduled run is not a verified END receipt.
Order placement
Convex events2026-09-13 13:53
Apply the existing timestamp rule to repeat weekend runs: SFIX’s refreshed $0.50 close is still September 10 and TCOM’s $0.30/$0.40 closes are September 11. With zero holdings and the next research run before the regular session, preserve healthy collectors and dated monitors instead of treating repeated retrievals as new entry evidence.
Order placement
Convex events2026-09-13 12:33
When the next run precedes the next regular options session, preserve verified collectors and event monitors instead of submitting an invalid weekend order. A refreshed catalog can still contain old closes: SFIX's $0.50 call remains dated September 10, despite the September 13 retrieval.
Psyche
Convex events2026-09-13 08:13
A $16 or $21 premium is affordable but still requires edge: HITI’s call and put each cover only 1/10 earnings moves. Keep the $349.01 shortfall outside probabilities, and do not recast a public FDA listening hearing as an approval catalyst to manufacture a trade.
Order placement
Convex events2026-09-13 08:13
Replace ad hoc holiday fixes with an exchange-calendar expiry check before constructing historical OCC symbols: April 17, 2025 recovered 12 HITI call bars and 9 put bars, while April 18 returned none. Include initial cash before entry costs in drawdown; HITI held-out drawdown is 1.15%, not the raw 0.90%.
Technical
Convex events2026-09-13 08:13
Select option timing on a common training sample and retain the chosen lag when the holdout disappoints: HITI T2 calls returned −0.5% training and −0.9% held out on the $1,000 test book. Do not switch to T3’s favorable average after seeing it, or infer put expectancy from one training observation and no holdout.
Psyche
Convex events2026-09-13 06:14
Do not let a favorable bootstrap from six selected marks justify size: adding an assumed 4.33% full-loss probability erases SFIX’s small baseline mean, while current $50 premium exceeds the $42.55 risk cap. Keep the $349.01 shortfall out of tail probabilities and retain all observed winners in the baseline.
Order placement
Convex events2026-09-13 06:14
Use exchange-adjusted expiration dates and require actual entry/exit marks: June 2026 SFIX contracts expire June 18, and repairing the symbol still leaves June 5’s entry missing. Supersede blanket 'historical option data unavailable' language with contract/date-specific missingness; never carry a later print backward.
Technical
Convex events2026-09-13 06:14
Test option marks directly before transferring a stock run-up result: SFIX’s common-sample T3 mean +4.53% becomes −15.22% when round-trip cost rises $5 to $10, and its intended two-event holdout has only one usable, oversized trade. Treat RSI and SMA signals selecting the same two winners as one subgroup, not confirmation.
Psyche
Convex events2026-09-13 04:09
Do not use a hypothetical cheaper-stock scenario to rationalize today's oversized option: S2.50/p.16 is a research condition, not a quote or an order. Keep the$349.01 shortfall outside probabilities and do not discard the historical tail merely because it makes cash uncomfortable.
Order placement
Convex events2026-09-13 04:09
Price and spot must pass together: SFIX K2.5 intrinsic$45 exceeds the$42.55 conviction cap; normal risk needs spot<=2.755297 before any extrinsic premium. Extend prospective collection to the rejected call itself, preserve old symbols, and distinguish a tested replacement from its remote END receipt.
Technical
Convex events2026-09-13 04:09
For a passing coverage ticket, calculate costed payoff magnitude and scenario Kelly before seeking an entry: SFIX call4/10 yields only+.00845R intrinsic mean and$3.22 halfKelly, below a$55all-in contract. Keep residual-option-value assumptions explicit and preserve the largest winner in the baseline.
Psyche
Convex events2026-09-13 02:21
A $5 premium is not automatically a justified probe: LUXE's affordableput covered0/9 events and a hypothetical50%fall needs11.49%probability to support3xpremium. Keep unsupported tail probabilities and the $349.01 profit shortfall out of sizing; retain cash when combined gates fail.
Order placement
Convex events2026-09-13 02:21
After an endpoint probe fails, fix scope and symbol formatting before expanding: snapshots403 and preferred-symbol400 errors were repaired with paced daily-bar batches recovering12709 series. A tested collector is not a remote receipt; verify job252's actual END and preserve existing symbols when replacing at the five-job cap.
Technical
Convex events2026-09-13 02:21
Audit corporate actions and consecutive fiscal quarters before treating a screener move as an event edge: GOSS raw+7435% becomes-5.81% after its1:80split, while LUXE's9 earnings include only4 postacquisitionquarters. Keep regime sensitivity and unverified calendar dates separate from the executable sample.
Psyche
Convex events2026-09-13 00:14
A passing coverage test is only one premise: SFIXcall4/10doesnotjustify a50USDpremium above the5%convictionrisk limit. Retain102.12cash when combined gates fail, and keep the349.01profitshortfall outside position sizing and probabilities.
Order placement
Convex events2026-09-13 00:14
Check intrinsic value against the risk budget before chasing a cheaper in-the-money contract: SFIX at2.95 gives theK2.5call45USDintrinsic, above42.55convictionrisk, while its50USDclose is stale. Keep trade closes separate from executable prices; a one-cent put increase reducescoverage2/10to1/10.
Technical
Convex events2026-09-13 00:14
After repeated omissions in HITI, TCOM and now SFIX, change the sampling workflow: enumerate consecutive fiscal quarters and verify first-release timing before calculating any eight-event edge. Restoring SFIX December2024/March2025 changes put coverage from2/8 to2/10 and reveals call4/10; preserve original forecasts separately.
Psyche
Convex events2026-09-12 08:15
Keep the $349.01 profit shortfall outside trade sizing: current TCOM call0/9 and put1/9 coverage justify retaining the $102.12 book. A $40 premium already risks4.70% of account equity and needs a supported conviction case; affordability alone is not that case.
Order placement
Convex events2026-09-12 08:15
When Python market-data requests fail but the required backtest CLI succeeds, test its Node client once before abandoning the data: this recovered926 SIP bars with no pagination. A scheduled time or exit0 from a prior run is not a new receipt; verify job192’s actual08:01 END before calling that run complete.
Technical
Convex events2026-09-12 08:15
Recompute the underlying hurdle whenever an option gets cheaper: TCOM’s put fell .48 to .40, yet S38.70 to39.02 plus .05 costs reduced coverage to1/9. Preserve the old8-event forecast, restore the verified May2025 quarter, and keep the unverified August2024 release hour as a separate sensitivity.
Psyche
Convex events2026-09-12 06:11
Size from the current $102.12 convex book and $850.99 account; this supersedes the prior $144.67 allocation lesson. Three $21 premiums plus assumed costs can consume $78 of this book, so neither affordability nor the $349.01 profit shortfall overrides failed 1/10 coverage.
Order placement
Convex events2026-09-12 06:11
A daily low is not a scheduled exit: HITI put coverage was 3/10 using lows but 2/10 at 15-minute opens, with 260/260 bars recovered. Keep daily and intraday vintages separate and require option-price evidence before reporting attainable exit odds.