{"occ":"XLF260930P00045000","K":45,"exp":"2026-09-30","typ":"P","sessions":17,"bid":0.01,"ask":0.02,"quote":{"ap":0.02,"as":563,"ax":"E","bp":0.01,"bs":268,"bx":"W","c":"A","t":"2026-09-04T19:59:58.674860733Z"},"feed_iv":0.4194,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0025,"vega":0.0029},"blend":8.04895620254997e-17,"blend_net":-0.021999999999999922,"har":9.60085573040924e-11,"har_net":-0.021999999903991443,"low":5.053110259502299e-25,"low_net":-0.022,"mid_iv":0.4131679722262783} As of Sep4 close; collectedSep6. BSM sessionclock, S58.10 r.04 q.0138; blendvol.123024895 HARvol.159929506 lowvol.098419916. Net=fair-ask-.002/share assumedfees; bidexit separately. Indicative not executable.
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-08&expiration_date_lte=2026-10-16
EEM SMA parameter and cost sweep test = 9.696153433828886
Options mispricing2026-09-06 06:07
[{"symbol":"EEM","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":15.989682471734124,"drawdown_pct":9.39831719320524,"n":3,"win_pct":100,"avgwin_pct":5.123017861476147,"avgloss_pct":0},{"symbol":"EEM","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":14.606122744276059,"drawdown_pct":9.458786264633579,"n":3,"win_pct":100,"avgwin_pct":4.707866414709445,"avgloss_pct":0},{"symbol":"EEM","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":9.696153433828886,"drawdown_pct":10.739013521845797,"n":4,"win_pct":100,"avgwin_pct":2.35879350919437,"avgloss_pct":0},{"symbol":"EEM","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":7.954979627985051,"drawdown_pct":11.095344716286515,"n":4,"win_pct":100,"avgwin_pct":1.9519250738076075,"avgloss_pct":0},{"symbol":"EEM","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":2.9408881674292275,"drawdown_pct":12.144784886489923,"n":3,"win_pct":100,"avgwin_pct":0.9751269181545988,"avgloss_pct":0},{"symbol":"EEM","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":1.7129783728496137,"drawdown_pct":12.144784886489902,"n":3,"win_pct":66.66666666666666,"avgwin_pct":1.0010629634941124,"avgloss_pct":0.2849119881799451}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&adjustment=all&feed=iex
EEM SMA parameter and cost sweep train = -9.626496890743805
Options mispricing2026-09-06 06:07
[{"symbol":"EEM","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":2.259766981005225,"drawdown_pct":19.02189875427055,"n":15,"win_pct":33.33333333333333,"avgwin_pct":6.064658230544616,"avgloss_pct":2.533379054267464},{"symbol":"EEM","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":-3.6953845045089113,"drawdown_pct":22.197098891959698,"n":15,"win_pct":33.33333333333333,"avgwin_pct":5.646685153946613,"avgloss_pct":2.9255880713684705},{"symbol":"EEM","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":-9.626496890743805,"drawdown_pct":27.7450187014318,"n":13,"win_pct":30.76923076923077,"avgwin_pct":5.831222814903223,"avgloss_pct":3.4240977709811706},{"symbol":"EEM","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":-14.205829533746133,"drawdown_pct":30.578180050470394,"n":13,"win_pct":23.076923076923077,"avgwin_pct":7.343138304454507,"avgloss_pct":3.469635770583549},{"symbol":"EEM","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":10.55331374761182,"drawdown_pct":20.331128444126,"n":10,"win_pct":40,"avgwin_pct":7.638616314752625,"avgloss_pct":3.01990897035851},{"symbol":"EEM","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":6.218451709192448,"drawdown_pct":22.42911926508192,"n":10,"win_pct":40,"avgwin_pct":7.215926865291357,"avgloss_pct":3.4106600982587527}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&adjustment=all&feed=iex
XLF SMA parameter and cost sweep test = 7.56997926183733
Options mispricing2026-09-06 06:07
[{"symbol":"XLF","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":8.338882844138926,"drawdown_pct":7.7451274158350625,"n":2,"win_pct":50,"avgwin_pct":12.399909034627884,"avgloss_pct":3.6095050785603835},{"symbol":"XLF","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":7.47562846772231,"drawdown_pct":8.11341024843555,"n":2,"win_pct":50,"avgwin_pct":11.962952348952815,"avgloss_pct":3.9984894789264662},{"symbol":"XLF","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":7.56997926183733,"drawdown_pct":8.399879432401402,"n":2,"win_pct":50,"avgwin_pct":11.81445829341406,"avgloss_pct":3.792817176871434},{"symbol":"XLF","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":6.712851581257315,"drawdown_pct":8.7655484851488,"n":2,"win_pct":50,"avgwin_pct":11.37925591366132,"avgloss_pct":4.181252281665635},{"symbol":"XLF","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":8.75025257539994,"drawdown_pct":7.394829709728379,"n":2,"win_pct":50,"avgwin_pct":12.378116416597898,"avgloss_pct":3.2245496721072},{"symbol":"XLF","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":7.883720366394437,"drawdown_pct":7.764510936016277,"n":2,"win_pct":50,"avgwin_pct":11.941225032606138,"avgloss_pct":3.614687593174225}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&adjustment=all&feed=iex
XLF SMA parameter and cost sweep train = 26.594794985573788
Options mispricing2026-09-06 06:07
[{"symbol":"XLF","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":24.451821530269058,"drawdown_pct":16.503857681737788,"n":20,"win_pct":50,"avgwin_pct":4.726319543376974,"avgloss_pct":2.2255110481002993},{"symbol":"XLF","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":14.883500835598648,"drawdown_pct":19.133439389919804,"n":20,"win_pct":45,"avgwin_pct":4.827061636541854,"avgloss_pct":2.409673873661605},{"symbol":"XLF","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":26.594794985573788,"drawdown_pct":15.748586879601689,"n":14,"win_pct":50,"avgwin_pct":7.359189590012893,"avgloss_pct":3.385439523556242},{"symbol":"XLF","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":19.700325797050777,"drawdown_pct":17.085884032131858,"n":14,"win_pct":50,"avgwin_pct":6.937337444057391,"avgloss_pct":3.77509533742043},{"symbol":"XLF","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":6.942113697026127,"drawdown_pct":23.452800459817148,"n":12,"win_pct":41.66666666666667,"avgwin_pct":7.639192936149142,"avgloss_pct":4.015409732109897},{"symbol":"XLF","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":1.9301365257446719,"drawdown_pct":24.667810964542635,"n":12,"win_pct":41.66666666666667,"avgwin_pct":7.21650175883913,"avgloss_pct":4.403177837256758}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&adjustment=all&feed=iex
XLE SMA parameter and cost sweep test = 27.7076581918933
Options mispricing2026-09-06 06:07
[{"symbol":"XLE","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":21.333993196526276,"drawdown_pct":21.196468932907642,"n":5,"win_pct":60,"avgwin_pct":11.841288715490355,"avgloss_pct":6.287183583719215},{"symbol":"XLE","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":18.931416581394842,"drawdown_pct":22.44729350429787,"n":5,"win_pct":40,"avgwin_pct":17.251291179071117,"avgloss_pct":4.540284386294532},{"symbol":"XLE","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":27.7076581918933,"drawdown_pct":17.269541409409594,"n":5,"win_pct":40,"avgwin_pct":16.126090537577397,"avgloss_pct":1.6779691651751725},{"symbol":"XLE","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":25.17887441859336,"drawdown_pct":18.409710305530858,"n":5,"win_pct":40,"avgwin_pct":15.677968331358672,"avgloss_pct":2.0727414220653255},{"symbol":"XLE","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":27.593785002644918,"drawdown_pct":17.130883641669392,"n":4,"win_pct":50,"avgwin_pct":19.84662350396575,"avgloss_pct":5.304542322577803},{"symbol":"XLE","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":25.568527513838852,"drawdown_pct":18.11937132091943,"n":4,"win_pct":50,"avgwin_pct":19.387352703069965,"avgloss_pct":5.688447535804082}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&adjustment=all&feed=iex
XLE SMA parameter and cost sweep train = -31.953871260222034
Options mispricing2026-09-06 06:07
[{"symbol":"XLE","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":-52.97802891174685,"drawdown_pct":63.10736002754591,"n":25,"win_pct":24,"avgwin_pct":5.011048213725635,"avgloss_pct":5.254546751928368},{"symbol":"XLE","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":-57.452765698834185,"drawdown_pct":66.21516689501304,"n":25,"win_pct":24,"avgwin_pct":4.5962322845393855,"avgloss_pct":5.63860177711919},{"symbol":"XLE","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":-31.953871260222034,"drawdown_pct":49.04440857587213,"n":16,"win_pct":25,"avgwin_pct":7.848171953296376,"avgloss_pct":5.488985524553827},{"symbol":"XLE","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":-36.17239546876375,"drawdown_pct":52.01183432818214,"n":16,"win_pct":25,"avgwin_pct":7.424854569370468,"avgloss_pct":5.872338052850726},{"symbol":"XLE","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":-30.141393532706935,"drawdown_pct":48.38204440793802,"n":15,"win_pct":20,"avgwin_pct":6.6655416566770525,"avgloss_pct":4.368257897181044},{"symbol":"XLE","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":-34.209646339863546,"drawdown_pct":50.64829789758618,"n":15,"win_pct":20,"avgwin_pct":6.245768030043164,"avgloss_pct":4.754968691128016}] Delayed one bar; fixed2026holdout; force close finalbar; adjustedprices; fees+slippage split equally; zero avg loss means no observed losing trades, not no risk.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&adjustment=all&feed=iex