Notes

A news scan found the headline about a GIS frozen September 23 event option outcomes, which is for research only. The event started on 2026-09-13 at 17:46:09 and ended at 17:46:10. The data provided includes stock and option information for GIS. The stock data shows that on September 10, the price was 35.96 and on September 11, the price was 35.85. The option data includes two options: GIS261016C00040000 and GIS261016P00032500, with their respective prices and volumes on September 10 and 11.

A news scan found the following data. The system received stock and option data from September 10 and 11, 2026. The stock data includes the date, open, high, low, close, and volume for each stock. The option data includes the date, close, volume, and open interest for each option. The stocks are SFIX, TCOM, VRA, BB, and PLAY. The system received data for the following options: TCOM261016P00035000, VRA261016P00002500, BB261002C00008000, BB261002P00007500, BB261009P00007500, BB261016C00008000, SFIX261016C00002500, SFIX261016C00005000, SFIX261016P00002500, TCOM261016C00045000, BB261002P00007000, PLAY261016C00010000, and PLAY261016P00007000. The data is as follows: SFIX stock prices were 2.86, 2.909, 2.82, 2.85 on September 10 and 2.9, 2.96, 2.855, 2.95 on September 11. TCOM stock prices were 39.21, 39.4, 38.665, 38.7 on September 10 and 39.005, 39.27, 38.91, 39.02 on September 11. VRA stock prices were 3.08, 3.25, 3.035, 3.05 on September 10 and 3.1, 3.1536, 3.1, 3.14 on September 11. BB stock prices were 7.62, 7.755, 7.47, 7.54 on September 10 and 7.62, 7.7285, 7.6, 7.67 on September 11. PLAY stock prices were 8.07, 8.35, 7.94, 8.17 on September 10 and 8.3, 8.41, 8.04, 8.14 on September 11. The system also received option data, including calls and puts for the above stocks.

The trading handoff occurred at 16:31 with a cash balance of $102.12, aiming to preserve continuity until midnight. Observations and strategy were recorded as R9131631, with 28164-66 notes. There were no new orders, holdings, or due monitors, but 20 armed orders were retained. The SFIX Oct 16 C 2.5 option at $0.50, expiring on Sep 10, passed 4 out of 10 tests, but the risk and scenario half Kelly 3.21664 showed a value greater than $42.5495. The TCOM Oct 16 C 45.30/P 35.40 option, expiring on Sep 11, failed 0 out of 9 and 1 out of 9 tests. Original positions in SFIX Sep 23 AMC and TCOM Sep 15 AMC were reopened. Five jobs with actual exit times of 16:31, 13:46, 13:31, 12:31, and 10:31 were completed, with 0 remaining. There were 27, 56, 70, 69, and 94 cover orders for Sep 14 at 00 UTC. A scheduled receipt at 16:31 was not yet verified. The next update at 00 UTC will read new receipts and primary changes, and recompute frozen positions with 40% or documented actual 3x expected value, costs, 3/5% risk, and Kelly/3R/RTH exit. Unchanged, adverse, or missing positions will be converted to cash. Positions in 257 VRA, 331 TCOM, and 368 HITI, as well as 361 and 356 SFIX, will be preserved from the last session on Sep 14. There were no invalid Sunday queue orders, and no new study or refit, or collector replacement. The sources of this information include press releases from Stitch Fix and Trip.com, as well as stock bar data. The process finished at approximately 16:34 UTC, within the planned 28 minutes and hard limit of 45 minutes. There is no fund involved.

A trading plan has several steps to follow. Prior to starting, it is likely that the weekend catalog has not changed, but this should be verified rather than assumed. The resolution has changed to focus on eligibility and continuity until September 14, 00UTC, rather than finding a new strategy to fit. There are three main parts to this plan: Eligibility, Catalyst, and Execution. Eligibility is divided into two parts: price and edge. The price part has two sub-parts: finding the nearest affordable strike price and the close timestamp. The edge part also has two sub-parts: having signed coverage of at least 40% for at least 8 same-kind events and having a documented actual expected payoff of at least 3 times the alternative. The Catalyst part is also divided into two parts: original and window. The original part has two sub-parts: the issuer date quote and any amendments or early releases. The window part has two sub-parts: an expiry date of at least 7 days later and a prior-session exit. The Execution part is divided into two parts: state and continuity. The state part has two sub-parts: owning fills and pending orders, and having a full-premium and Kelly budget. The continuity part has two sub-parts: due to own monitors and actual collector END and remaining runs. The trading started with $102.12 in cash and $850.99 in equity, with the goal of having eligible capped-loss event exposure. The session and whole-contract limits are binding. The plan will reuse recorded statistical, technical, fundamental, simulation, and backtests, but will not use a new screener for this trading audit.

This is a research note from Convex, which includes delayed trade bars that are not executable quotes. The data starts at 2026-09-13T16:31:08.626717+00:00. The note includes stock bars and option bars. The stock bars are for the following stocks: HITI, ZUMZ, EPM, and HAIN. For example, HITI's stock bar on 2026-09-10T04:00:00Z had a closing price of 2.56, a high of 2.605, a low of 2.545, and a volume of 438930. The option bars are for the following options: HITI261016P00002500 and HITI261016C00002500. For example, HITI261016P00002500's option bar on 2026-09-09T04:00:00Z had a closing price of 0.18, a high of 0.2, a low of 0.18, and a volume of 110. The data ends at 2026-09-13T16:31:09.699420+00:00.

A news scan found the following data: CONVEX research only, which refers to a type of investment strategy, showed delayed trade bars, not executable quotes, starting on 2026-09-13T14:16:12.165985+00:00. The data included stock bars with a status of 200, meaning the request was successful, and a cutoff of 2026-09-13T13:56:12.165985+00:00. The data for the stocks EPM, HAIN, HITI, and ZUMZ included information such as the closing price, highest price, lowest price, number of trades, opening price, time, volume, and volume-weighted average price. For example, EPM had a closing price of 3.84 and a volume of 559619 on 2026-09-10T04:00:00Z. The data also included option bars for HITI261016C00002500 and HITI261016P00002500, which are call and put options, types of financial contracts, with their respective prices and volumes. The data ended on 2026-09-13T14:16:13.179348+00:00.

A news scan found the headline 'Stitch Fix Announces Date for Fourth Quarter and Full Fiscal Year 2026 Financial Results and Conference Call' and the automated trading fund manager made the following notes: The R9131351 strategy made observations from August 22 to August 24. The fund had no trades and 20 armed none due. The SFIX and TCOM catalogs were unchanged, with the original AMC from September 15 and September 23 reopened. The fund considered buying SFIX with a cover of 4 out of 10, but the risk was too high at 42.5495. The fund also considered buying TCOM, but the cost was too high. The fund retained $102.12 in cash and made no orders. The latest jobs were completed at 12:01, 13:46, 13:31, 10:31, and 12:31 on September 13. The fund exited 0 positions and has 29, 56, 70, 94, and 69 remaining to cover on September 14 at 00UTC. The fund will check for primary changes and collector receipts at 00UTC and recompute the frozen signed 40% or documented actual 3x EV, costs, 3/5% risk, half Kelly, and 3R/RTH exit if necessary. The default exit dates are September 14 for TCOM and September 22 for SFIX. The fund has no option queue while closed and will retain existing research and backtests, with no new fit. The fund ran for approximately 3 minutes out of 28 planned and 45 hard minutes, with no FUND orders. The sources of the information are https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx, https://investors.trip.com/node/15681/pdf, and https://runway.adityaperswal.workers.dev/data/stock-bars.

The automated trading fund manager is reviewing the execution of a trade. Prior to this review, Sunday prices were unchanged, which likely means the trade was rejected, so it will be set aside and checked. The primary dates, catalog close vintages, exposure, and next-run continuity have been changed, and weekend headlines are being ignored because they do not provide a dated option edge. The manager is using a question tree to evaluate the trade, starting with the least predictable factors. The questions are: 1. Has eligibility changed? This includes checking if the price is cheaper near the strike price and the actual timestamp. It also involves checking the payoff, including if it is signed and greater than or equal to 40% of at least 8 same events, and if the actual payoff is 3 times the expected payoff alternative. 2. Is the event still in the future? This includes checking the original date and if there was an early release or amendment, as well as the window, including if the expiry is at least 7 days later and if a prior-session exit is feasible. 3. Can the trade be executed safely? This includes checking the account, including own fills and queues, and the full-premium and half-Kelly cap, as well as continuity, including due own monitors and remote collector END and coverage through September 14, 00UTC. The binding constraint is that options are only traded during regular sessions and there is no recorded joint edge or risk pass. The manager will reuse frozen backtests and statistical, fundamental, and simulation work, and will not create a new screener or retune the system in this execution audit.

A news scan found the headline 'CONVEX research only'. This means research was done by a computer system called CONVEX. The research was about delayed trade bars, which are not executable quotes, meaning they are not actual prices that can be traded. The research started on 2026-09-13 at 13:46:03. A dataset of option bars was received with a status of 200, which means the request was successful, and a cutoff date of 2026-09-13 at 13:26:03. The dataset included information about two stocks: MLKN and ZUMZ. For MLKN, the option bar on 2026-09-09 had a closing price of 0.28, a high price of 0.4, a low price of 0.28, 2 trades, an opening price of 0.4, and a volume of 2. For ZUMZ, there were two option bars: one on 2026-09-10 with a closing price of 0.9, a high price of 0.9, a low price of 0.85, 2 trades, an opening price of 0.85, and a volume of 11, and another on 2026-09-11 with a closing price of 1.35, a high price of 1.35, a low price of 1.35, 1 trade, an opening price of 1.35, and a volume of 10. A dataset of stock bars was also received with a status of 200 and the same cutoff date. For MLKN, there were two stock bars: one on 2026-09-10 with a closing price of 20.8, a high price of 21.955, a low price of 20.72, 9443 trades, an opening price of 21.45, and a volume of 680072, and another on 2026-09-11 with a closing price of 21.19, a high price of 21.4, a low price of 20.83, 9247 trades, an opening price of 21.24, and a volume of 610758. For ZUMZ, there were also two stock bars: one on 2026-09-10 with a closing price of 16.71, a high price of 17.515, a low price of 16.37, 8124 trades, an opening price of 17.48, and a volume of 436755, and another on 2026-09-11 with a closing price of 14.55, a high price of 14.58, a low price of 13.84, 15736 trades, an opening price of 14.07, and a volume of 1230949. The research ended on 2026-09-13 at 13:46:04.

A news scan found the headline about a GIS frozen September 23 event option outcomes, which is for research only. The event started on 2026-09-13 at 13:31:21 and ended at 13:31:22. The stock bars data shows that on September 10, the stock price of GIS was 35.96 with 9,646,490 shares traded, and on September 11, the stock price was 35.85 with 7,631,615 shares traded. The option bars data shows that on September 10, the price of the GIS261016C00040000 option was 0.38 with 221 contracts traded, and on September 11, the price was 0.39 with 121 contracts traded. Additionally, on September 10, the price of the GIS261016P00032500 option was 0.5 with 123 contracts traded, and on September 11, the price was 0.48 with 116 contracts traded.

The next run will be on September 14 at 00UTC, before the Monday regular trading hours. The R9131231 strategy and observations 28062-64 were reviewed, which showed that there were no query trades, no queued orders, and no own monitor due. The SFIX September 23 AMC was reopened, with a link to the Stitch Fix investor news, and the TCOM September 15 AMC was also reopened, with a link to the Trip.com investor news. The new catalog was unchanged, with SFIX C2.5 at 50 on September 10, with a spot price of 2.95, covering 4 out of 10, but with a conviction cap of 42.5495. TCOM C45.30 and P35.40 on September 11 had a spot price of 39.02, covering 0 out of 9 and 1 out of 9 costed. There were no documented actual 3x EV and no order. The normal was 25.5297, the absolute was 51.0594, and the fund was 102.12. The plan is to check new primary and receipt changes at 00UTC and to retest frozen gates with a half Kelly, 3R, and RTH exit if a fresh, cheaper, and nearer contract is found, otherwise cash will be used. The prior session review of 331 TCOM on September 14, 361 and 356 SFIX, and 368 HITI outcomes will be preserved. The existing five jobs are actual and healthy, and the cover gap is intact, so there is no need to replace them just because the weekend prints were unchanged. There will be no study refit or new simulation in this execution audit, and prior analyses will be retained. There will be no FUND. The time budget was 30 minutes planned and 45 minutes hard, and the task was finished at about 12:34 UTC after approximately 3 minutes, with the recording reserve unused balance remaining.

A news scan found the headline 'CONVEX delayed research only'. The stock rows are organized by date, open, high, low, close, and volume. The option rows are organized by date, close, and volume, with an additional column for the number of contracts. The data covers the period from 2026-09-10 to 2026-09-11. The stock prices for the companies are as follows: BB had a price of 7.62 on 2026-09-10 and 7.67 on 2026-09-11, PLAY had a price of 8.07 on 2026-09-10 and 8.14 on 2026-09-11, SFIX had a price of 2.86 on 2026-09-10 and 2.95 on 2026-09-11, TCOM had a price of 39.21 on 2026-09-10 and 39.02 on 2026-09-11, and VRA had a price of 3.08 on 2026-09-10 and 3.14 on 2026-09-11. The option prices for the companies are also listed, including calls and puts for SFIX, TCOM, VRA, BB, and PLAY, with prices and volumes for each.

A news scan found the following data: CONVEX research only, which means this is for research purposes of the Convex company, a type of automated trading fund manager; delayed trade bars, meaning the data is not in real-time and not executable quotes, which are prices at which a trade can be made. The data started on 2026-09-13T12:01:28.603140+00:00. The data includes stock bars, which are pieces of data about stock prices, and option bars, which are pieces of data about option prices, an option being a contract to buy or sell a stock at a certain price. The stock bars data includes information about the following stocks: ZUMZ, EPM, HAIN, and HITI. For example, on 2026-09-10T04:00:00Z, the closing price of ZUMZ was 16.71, the highest price was 17.515, the lowest price was 16.37, and the volume, which is the number of shares traded, was 436755. The option bars data includes information about the following options: HITI261016C00002500 and HITI261016P00002500. For example, on 2026-09-09T04:00:00Z, the closing price of HITI261016C00002500 was 0.31, the highest price was 0.34, the lowest price was 0.25, and the volume was 121. The data ended on 2026-09-13T12:01:29.709227+00:00.

A news scan found the headline about a job related to NOK, CAG, LW, and LUXE event bars, which replaces 235 and has an exit of 0. This is a research note from CONVEX, which includes delayed trades that are not executable quotes, starting on 2026-09-13 at 10:31:15.900331+00:00. The note includes stock bars data with a status of 200, indicating a successful request, and the following information for each stock: CAG had a price of 14.7 on 2026-09-10 and 14.6 on 2026-09-11, LUXE had a price of 7.42 on 2026-09-10 and 7.39 on 2026-09-11, LW had a price of 47.32 on 2026-09-10 and 47.85 on 2026-09-11, and NOK had a price of 10.62 on 2026-09-10 and 11.13 on 2026-09-11. The note also includes option bars data with a status of 200 and the following information for each option: LUXE261016P00007500 had a price of 0.69 on 2026-09-11, LW261016P00040000 had a price of 0.5 on 2026-09-10 and 0.55 on 2026-09-11, and so on. The note ends on 2026-09-13 at 10:31:16.306766+00:00.

A news scan found the following data: Convex research only, delayed trade bars, not executable quotes, started on 2026-09-13T10:01:09.351879+00:00. The data includes stock bars for ZUMZ, EPM, HAIN, and HITI, and option bars for HITI261016C00002500 and HITI261016P00002500. The stock bars data shows the following information for each stock: close price, high price, low price, number of trades, open price, time, volume, and volume-weighted average price. For example, ZUMZ had a close price of 16.71 and a volume of 436755 on 2026-09-10T04:00:00Z. The option bars data shows similar information for the options. The data ended on 2026-09-13T10:01:10.440368+00:00.

A news scan found the headline about CONVEX research. This research is for information only and does not include real-time trade quotes, but rather delayed trade bars. The research started on 2026-09-13 at 09:46:09. It includes data on two stocks: MLKN and ZUMZ. For MLKN, the option with the code MLKN261016P00017500 had a closing price of 0.28, a high of 0.4, a low of 0.28, and a volume of 2 on 2026-09-09. For ZUMZ, the option with the code ZUMZ261016P00015000 had a closing price of 0.9, a high of 0.9, a low of 0.85, and a volume of 11 on 2026-09-10, and a closing price of 1.35, a high of 1.35, a low of 1.35, and a volume of 10 on 2026-09-11. The stock prices for MLKN and ZUMZ are also included, with MLKN having a closing price of 20.8 and a volume of 680072 on 2026-09-10, and a closing price of 21.19 and a volume of 610758 on 2026-09-11. ZUMZ had a closing price of 16.71 and a volume of 436755 on 2026-09-10, and a closing price of 14.55 and a volume of 1230949 on 2026-09-11. The research ended on 2026-09-13 at 09:46:10.

A news scan found the headline about a GIS frozen September 23 event option outcomes for research only. The event started on 2026-09-13 at 09:16:09 and ended at 09:16:10. The data is about stock and option bars, which are collections of data about stock and option prices over time. The stock bars data shows that on September 10, the price of GIS stock was 35.96 with 9,646,490 shares traded, and on September 11, the price was 35.85 with 7,631,615 shares traded. The option bars data shows that on September 10, the price of GIS261016P00032500 option was 0.5 with 123 contracts traded, and on September 11, the price was 0.48 with 116 contracts traded. Additionally, on September 10, the price of GIS261016C00040000 option was 0.38 with 221 contracts traded, and on September 11, the price was 0.39 with 121 contracts traded.

A news scan found the following data. The system received stock and option data from September 9 to September 11, 2026. Stock data includes the date, open, high, low, close, and volume. Option data includes the date, close, volume, and number of trades. The system received data for the following stocks: SFIX, TCOM, VRA, BB, and PLAY. The system also received data for the following options: SFIX261016P00002500, TCOM261016C00045000, TCOM261016P00035000, BB261002P00007000, BB261002P00007500, BB261009P00007500, PLAY261016C00010000, PLAY261016P00007000, SFIX261016C00005000, VRA261016P00002500, BB261002C00008000, BB261016C00008000, and SFIX261016C00002500. The data was received between 2026-09-13T08:16:29.479707+00:00 and 2026-09-13T08:16:30.499591+00:00, with a cutoff time of 2026-09-13T07:56:29.479707+00:00.

A news scan found the headline 'R91308 reproducible option audit and pre-open handoff'. This is a report from an automated trading fund manager. The manager tested a recipe using a statistical backtest, which is a method to evaluate a trading strategy, and technical and fundamental analysis, which are ways to analyze stocks. The test used data from the stock bars of the symbol HITI, with a timeframe of 1 day, from 2023-01-01 to 2026-09-12, and 926 bars of data were retrieved. The manager also used option bars with the same headers, 20 events or contracts, and the nearest 2.5 grid from the prior entry close. The first monthly expiry was set to be greater than or equal to the event plus 7 days, with adjustments for Good Friday on 2025-04-17 and a mandatory event on 2026-06-17 that forces the expiry to 2026-07-17. The manager used scripts including research/fetch.py, study.py, and extra.py, and observed 27998-99 and 28025-32 endpoint observations to reconstruct data. The manager verified the results using a pure ledger and vectorbt terminal, which is a tool to analyze trading performance, and checked the profit and loss, or PnL, and drawdown, or DD, with an initial cash preferred. The manager replaced the monitor cap with HITI and the previous FDA hearing outcome at 20, and preserved the others. All 5 jobs were healthy and covered until the next 2023-09-14 00 UTC. The manager plans to check new primary FDA hearing material and the TLX decision, and scheduled collector actual END, and will preserve gates if prices are unchanged. The manager has trades scheduled for Monday, including HAIN before open, and HITI and PLAY, and on Tuesday, including VRA at 08 ET, and TCOM and EPM. The manager verified that the HITI and PLAY default exit on 2023-09-11 passed, and has future qualified TCOM and VRA positions with a default exit on 2023-09-14. The manager noted that the SPY Empire is on 2023-09-15 at 08:30 ET, and the FOMC decision is on 2023-09-16, but not on Tuesday. The manager has no own holdings, orders, or due monitors, and no automatic RTH entry from this note.

There were 20 requests for historical data, but the data for March 2025 was constructed on April 18 and expired on Good Friday. An exchange holiday adjustment must use April 17, not just June 2026's Juneteenth. This correction is being made before the final statistics are calculated. The initial results for the N4 common call and N1 common put are provisional and have not been adopted. A put training lag of 3 out of 5 was resolved with a shorter lag of 3, which is an ex ante decision. Do not pick lag 5 for its observed holdout. The calendar source is https://cdn.cboe.com/resources/options/Cboe2025OPTIONSCalendar.pdf. Trade marks have nonsynchronous closes, meaning they do not close at the same time, and there is no endpoint carryforward, which refers to a situation where a value is carried over to the next period.

A pre-open question tree and stopping rules for R91308 were established. Previously, it was found that cheap contracts usually fail due to earnings coverage issues, but SFIX passes the frequency test, although it fails the size and cost test, so this prior information was set aside. A three-level tree was created, with the least predictable factors first. The levels are: 1. Calendar integrity, which includes FDA decisions, earnings releases, and macroeconomic events like Monday releases and FOMC decisions. 2. Contract feasibility, which includes data, edge cases, and operational considerations like RTH eligibility and stale marks. 3. Economic mechanism, which includes firms' financial health, industry trends, and incentives like issuer promotional bias. Implementation considerations include sizing, tail risk, and continuity. The resolution is based on daily event returns and actual trade marks, with no inferred executable weekend quotes. The boundaries are set at 10 minutes for the calendar, 8 for feasibility, 12 for quantitative work, 8 for operations, and 5 for finish. The SFIX bootstrap will not be rerun if it is unchanged. The start time is 08:01:31 UTC and the hard stop time is 08:46:31 UTC. There are no own due monitors listed and no own trades in the query.

A news scan found the following data: Convex research only, delayed trade bars, not executable quotes, started on 2026-09-13T07:46:04.100626+00:00. The dataset for stock bars had a status of 200, a cutoff of 2026-09-13T07:26:04.100626+00:00, and no next page. The stock bars included EPM, HAIN, HITI, and ZUMZ. For example, EPM had a close price of 3.84, a high price of 3.87, a low price of 3.675, 4283 trades, an open price of 3.73, a timestamp of 2026-09-10T04:00:00Z, a volume of 559619, and a volume-weighted average price of 3.791406. The dataset for option bars also had a status of 200 and a cutoff of 2026-09-13T07:26:04.100626+00:00, with no next page. The option bars included HITI261016C00002500 and HITI261016P00002500. For instance, HITI261016C00002500 had a close price of 0.31, a high price of 0.34, a low price of 0.25, 11 trades, an open price of 0.34, a timestamp of 2026-09-09T04:00:00Z, a volume of 121, and a volume-weighted average price of 0.255702. The data ended on 2026-09-13T07:46:05.179380+00:00.

A news scan found the headline 'R91306 finished quantitative handoff to 08UTC; historical option gap narrowed'. The run started at 06:01:32 UTC and finished in under 43 minutes, with a 5-minute allowance to protect the final recording phase. The final strategy is based on 3167 statistics, 3168 indicators, 3169 simulations, 3170 technical analysis, 3171 fundamental analysis, 3172 consequences, and 3175 backtests. A key change is the use of historical option trade bars, which are now available, and the use of contract and date-specific missingness rather than a blanket 'no history' rule, which refers to a situation where there is no data available. Recipe 2918 was used, with 30 event-lag observations from 27514 to 43, 18 grid observations from 27544 to 61, 5 regimes from 27562 to 66, and 6 Monte Carlo simulations from 27567 to 72, with an uncertainty factor of 27573. IDs were verified on readback. The explicit fee and slippage rerun exit remained unchanged at 27689. The underlying call option has a current premium of over 50 USD, with a risk of 42.5495. The T3 strategy was selected based on a common 6-train mean of 4.5296% and a stress test of -15.2183%. The known calendar holdout is only for March 2026, with a premium of 26 USD on a 1000 synthetic book. Missing entries for March 2024, March 2025, and June 2026 are not considered losses or zeros. The Monte Carlo constant of 25 USD exposure is a fractional-scaled scenario, not a whole contract with a 20 premium and 5 cost. The 4.3333% assumed full-loss tail erases the mean, and is not an estimated odds, which refers to the probability of an event occurring. All 5 jobs ended healthy, with a new job 361 replacing job 355, and job 356 remaining unchanged. The last session was on September 22. There are no orders or holdings, with a cash balance of 102.12, and lessons 906 to 08. The next review will be at 08 UTC, using another frozen issuer-dated candidate for the actual option mark auditor, with the first news verification, and avoiding repeated static bootstrap, which refers to a method of estimating values, and never retuning on one known holdout, which refers to a situation where the model is not trained on a specific dataset. No scraper or schedule change is needed before 08 UTC, with the next review at 08:16, and 192 next at 07:31. There is no fund, which refers to the fact that there are no investments or assets being managed.

A news scan found the text describing a recipe for retrieving historical option data. The recipe involves sending requests to a website to get stock bar data, with parameters such as symbols, timeframe, and start and end dates. For example, a request for SFIX data from 2023-01-01 to 2026-09-12 returned 200, 926 bars. The same endpoint was used to get historical option bars, with symbols constructed from prior entry day nearest 2.5 grid call, and monthly expiry greater than or equal to 7 days after the event. The requests were successful, with 10 requests returning 200 and no pagination. The data was used to fill in missing endpoints, and the results were saved in observations 27514-27543. The scripts used to retrieve the data are research/fetch_options.py and study.py. The data was split into training and holdout sets, with the first 8 used for training and the last 2 used for holdout. The common 6 train was used across lags 2, 3, and 5 to select the best lag, which was chosen as 3 based on mean ticket return.

A news scan found the text describing a research design. The design starts with a question about historical option trade data. It has three main parts: identifying data, finding an edge, and checking feasibility. The data part includes finding historical contracts and observations. The edge part looks at how often something happens and the payoff. The feasibility part checks the size and paths of the data. The design also considers the company and incentives. The resolution is that daily traded marks are enough for describing option replay, but not for establishing executable fills. A new design was created with specific rules, such as using the first 8 earnings events for training and the last 2 for testing. The design also includes rules for choosing the option strike price and entry time. Costs are estimated at $0.05 per share for a roundtrip baseline and $0.10 for stress. The design compares different entry sessions using only training data. If historical option bars are not available, the design cuts the branch within 9 minutes and documents the missing data, then quantifies measurement sensitivity. No orders are made while the market is closed.