Notes

[{"symbol":"TLT","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":-3.0085793539670247,"drawdown_pct":5.89558700017172,"n":3,"win_pct":0,"avgwin_pct":0,"avgloss_pct":1.0118647451015805},{"symbol":"TLT","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":-4.165522115212229,"drawdown_pct":6.780712971931568,"n":3,"win_pct":0,"avgwin_pct":0,"avgloss_pct":1.4086329870452374},{"symbol":"TLT","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":-3.9108242082088283,"drawdown_pct":5.157894555855758,"n":2,"win_pct":0,"avgwin_pct":0,"avgloss_pct":1.9752327964291077},{"symbol":"TLT","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":-4.676471770292926,"drawdown_pct":5.53650566076943,"n":2,"win_pct":0,"avgwin_pct":0,"avgloss_pct":2.3691143014385343},{"symbol":"TLT","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":-6.310218587757402,"drawdown_pct":8.3810864176305,"n":2,"win_pct":0,"avgwin_pct":0,"avgloss_pct":3.205796913534181},{"symbol":"TLT","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":-7.05674755045668,"drawdown_pct":8.746830492374158,"n":2,"win_pct":0,"avgwin_pct":0,"avgloss_pct":3.5959910273311984}] 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=TLT&timeframe=1Day&adjustment=all&feed=iex

[{"symbol":"TLT","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":-11.71322975870603,"drawdown_pct":19.44157062574714,"n":18,"win_pct":33.33333333333333,"avgwin_pct":2.0392878583736564,"avgloss_pct":2.0153421557979954},{"symbol":"TLT","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":-17.84643900707787,"drawdown_pct":24.132933265443768,"n":18,"win_pct":16.666666666666664,"avgwin_pct":3.4609375332925505,"avgloss_pct":1.966119555722116},{"symbol":"TLT","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":-2.9980825466494365,"drawdown_pct":13.82121333271441,"n":12,"win_pct":33.33333333333333,"avgwin_pct":3.635622647402317,"avgloss_pct":2.1195069287842565},{"symbol":"TLT","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":-7.544199871617206,"drawdown_pct":14.902033142378567,"n":12,"win_pct":25,"avgwin_pct":4.335537065128559,"avgloss_pct":2.2456163745521054},{"symbol":"TLT","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":-6.775682392652209,"drawdown_pct":15.66948075615987,"n":9,"win_pct":33.33333333333333,"avgwin_pct":5.225016719875306,"avgloss_pct":3.632840846304301},{"symbol":"TLT","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":-10.072070410678611,"drawdown_pct":18.297577653491736,"n":9,"win_pct":33.33333333333333,"avgwin_pct":4.8095596330457,"avgloss_pct":4.021755320931675}] 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=TLT&timeframe=1Day&adjustment=all&feed=iex

[{"symbol":"IWM","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":9.46349472815649,"drawdown_pct":7.001675041876066,"n":3,"win_pct":66.66666666666666,"avgwin_pct":5.832117863292656,"avgloss_pct":2.11849289019296},{"symbol":"IWM","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":8.157781325849282,"drawdown_pct":7.001675041875988,"n":3,"win_pct":66.66666666666666,"avgwin_pct":5.414841595007848,"avgloss_pct":2.511945115652058},{"symbol":"IWM","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":11.401279414640214,"drawdown_pct":7.001675041876066,"n":2,"win_pct":100,"avgwin_pct":5.624661773141211,"avgloss_pct":0},{"symbol":"IWM","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":10.51362357521782,"drawdown_pct":7.001675041875988,"n":2,"win_pct":100,"avgwin_pct":5.208007148014337,"avgloss_pct":0},{"symbol":"IWM","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":5.896785656384111,"drawdown_pct":10.246494547054407,"n":2,"win_pct":50,"avgwin_pct":7.076009930432125,"avgloss_pct":1.0985791591833614},{"symbol":"IWM","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":5.052990139331973,"drawdown_pct":10.604791884616372,"n":2,"win_pct":50,"avgwin_pct":6.655006333669457,"avgloss_pct":1.4950875609740009}] 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=IWM&timeframe=1Day&adjustment=all&feed=iex

[{"symbol":"IWM","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":2.7118238429814028,"drawdown_pct":24.620032558831472,"n":13,"win_pct":38.46153846153847,"avgwin_pct":7.381589258598228,"avgloss_pct":3.856794030272772},{"symbol":"IWM","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":-2.492706152695007,"drawdown_pct":25.519187423180046,"n":13,"win_pct":30.76923076923077,"avgwin_pct":8.718707886505188,"avgloss_pct":3.7818645568168607},{"symbol":"IWM","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":7.763242958011107,"drawdown_pct":17.333153286915394,"n":13,"win_pct":38.46153846153847,"avgwin_pct":6.60573409618851,"avgloss_pct":2.9414965176713834},{"symbol":"IWM","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":2.3027515615801804,"drawdown_pct":19.293540981638913,"n":13,"win_pct":38.46153846153847,"avgwin_pct":6.186139683193244,"avgloss_pct":3.3324826088579527},{"symbol":"IWM","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":-10.493958792610636,"drawdown_pct":25.168264592312383,"n":11,"win_pct":36.36363636363637,"avgwin_pct":6.948813759737109,"avgloss_pct":5.18229001885458},{"symbol":"IWM","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":-14.346843731649539,"drawdown_pct":26.208463017611127,"n":11,"win_pct":36.36363636363637,"avgwin_pct":6.5281913069031,"avgloss_pct":5.566561561688699}] 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=IWM&timeframe=1Day&adjustment=all&feed=iex

[{"symbol":"GLD","fast":5,"slow":50,"cost":0.001,"window":"test","return_pct":4.468430921317565,"drawdown_pct":17.999720550280106,"n":2,"win_pct":100,"avgwin_pct":2.2201252349779947,"avgloss_pct":0},{"symbol":"GLD","fast":5,"slow":50,"cost":0.003,"window":"test","return_pct":3.636016668717695,"drawdown_pct":18.32706689355573,"n":2,"win_pct":100,"avgwin_pct":1.8136723197324778,"avgloss_pct":0},{"symbol":"GLD","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":1.5192051340824604,"drawdown_pct":20.314652789434117,"n":2,"win_pct":100,"avgwin_pct":0.7582119864399353,"avgloss_pct":0},{"symbol":"GLD","fast":10,"slow":50,"cost":0.003,"window":"test","return_pct":0.7102905890763623,"drawdown_pct":20.632757888551858,"n":2,"win_pct":50,"avgwin_pct":0.824447006923937,"avgloss_pct":0.11216760457142935},{"symbol":"GLD","fast":20,"slow":50,"cost":0.001,"window":"test","return_pct":4.041136725548461,"drawdown_pct":19.2046302458305,"n":2,"win_pct":100,"avgwin_pct":2.0191308983215133,"avgloss_pct":0},{"symbol":"GLD","fast":20,"slow":50,"cost":0.003,"window":"test","return_pct":3.212127193163826,"drawdown_pct":19.204630245830558,"n":2,"win_pct":50,"avgwin_pct":3.501567793754564,"avgloss_pct":0.2750072666367016}] 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=GLD&timeframe=1Day&adjustment=all&feed=iex

[{"symbol":"GLD","fast":5,"slow":50,"cost":0.001,"window":"train","return_pct":80.08052520897635,"drawdown_pct":10.2304352860928,"n":15,"win_pct":46.666666666666664,"avgwin_pct":11.462141173072052,"avgloss_pct":1.8181761207533307},{"symbol":"GLD","fast":5,"slow":50,"cost":0.003,"window":"train","return_pct":69.59344080744816,"drawdown_pct":10.945727594578013,"n":15,"win_pct":46.666666666666664,"avgwin_pct":11.027994513241158,"avgloss_pct":2.2125282468362024},{"symbol":"GLD","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":77.71279328532353,"drawdown_pct":12.12802180040049,"n":12,"win_pct":58.333333333333336,"avgwin_pct":10.580961872550269,"avgloss_pct":2.022247524487106},{"symbol":"GLD","fast":10,"slow":50,"cost":0.003,"window":"train","return_pct":69.38405886817804,"drawdown_pct":13.176185116466833,"n":12,"win_pct":58.333333333333336,"avgwin_pct":10.149455670672058,"avgloss_pct":2.4159881496409663},{"symbol":"GLD","fast":20,"slow":50,"cost":0.001,"window":"train","return_pct":73.23052866396182,"drawdown_pct":10.624877479521654,"n":11,"win_pct":63.63636363636363,"avgwin_pct":9.864161538748052,"avgloss_pct":2.1033993831651125},{"symbol":"GLD","fast":20,"slow":50,"cost":0.003,"window":"train","return_pct":65.77363205823823,"drawdown_pct":11.690970751965168,"n":11,"win_pct":63.63636363636363,"avgwin_pct":9.434803232469253,"avgloss_pct":2.4968968363896074}] 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=GLD&timeframe=1Day&adjustment=all&feed=iex

{"symbol":"EEM","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-4.588276340220764,0.022526090426509493,0.19915464621184492,0.29549474498882666],"smear":1.483964483663026,"blend_qlike":0.29858091226321415,"har_qlike":0.3305766718910381,"delta":0.03199575962782395,"delta_ci":[-0.08824599821719811,0.1910040692849056],"blend_logmse":0.5634618951940086,"har_logmse":0.4990027257421593,"S":68.72,"atr14":0.9446428571428588,"sma10":67.241,"sma50":65.8079,"blend_vol":0.23366317671775422,"har_vol":0.18453483585320993,"max_abs_logreturn":0.07782841226762471,"regimes":[{"regime":"highvol","n":29,"har_minus_blend_qlike":0.03933852997029254},{"regime":"lowvol","n":4,"har_minus_blend_qlike":-0.02123932535507328},{"regime":"uptrend","n":23,"har_minus_blend_qlike":0.04131108220084427},{"regime":"downtrend","n":10,"har_minus_blend_qlike":0.010570517709877224}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

{"symbol":"XLF","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-4.0129593955619525,0.01709535731943307,0.22607333714275,0.33838599246178985],"smear":1.5415883247064948,"blend_qlike":0.321392253647893,"har_qlike":0.3470893180557964,"delta":0.02569706440790338,"delta_ci":[-0.033302930876803916,0.08614861756210339],"blend_logmse":0.7726597991677927,"har_logmse":0.9594733758019405,"S":58.1,"atr14":0.65857142857143,"sma10":57.99399999999999,"sma50":56.8555,"blend_vol":0.12302489502955381,"har_vol":0.15992950601610423,"max_abs_logreturn":0.0757214333773164,"regimes":[{"regime":"highvol","n":12,"har_minus_blend_qlike":-0.049163931141576744},{"regime":"lowvol","n":21,"har_minus_blend_qlike":0.06847477615046345},{"regime":"uptrend","n":24,"har_minus_blend_qlike":0.04651048187220799},{"regime":"downtrend","n":9,"har_minus_blend_qlike":-0.029805382163575582}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

{"symbol":"XLE","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-2.8998202930679806,0.010760719029085264,0.09195547302742704,0.5765641611157669],"smear":1.4227661083707805,"blend_qlike":0.2715751367718709,"har_qlike":0.2551619303657209,"delta":-0.01641320640615011,"delta_ci":[-0.058541868893723,0.019909034809939267],"blend_logmse":0.5685923399992796,"har_logmse":0.6106075934447389,"S":64.07,"atr14":1.1217857142857162,"sma10":63.50450000000001,"sma50":59.20259999999999,"blend_vol":0.2177089353023683,"har_vol":0.2416873175278525,"max_abs_logreturn":0.0930845797088864,"regimes":[{"regime":"highvol","n":28,"har_minus_blend_qlike":0.020187706883302976},{"regime":"lowvol","n":5,"har_minus_blend_qlike":-0.22137832082708736},{"regime":"uptrend","n":24,"har_minus_blend_qlike":-0.030748077230141363},{"regime":"downtrend","n":9,"har_minus_blend_qlike":0.021813115791159902}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

{"symbol":"TLT","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-2.5173267862649094,-0.012484887110364884,0.052214258318392576,0.7083331973273468],"smear":1.2911684714317253,"blend_qlike":0.2957285554734079,"har_qlike":0.2999641401876082,"delta":0.004235584714200312,"delta_ci":[-0.05911681863624917,0.06882190783233623],"blend_logmse":0.6790844228253796,"har_logmse":0.8849010192561286,"S":82.22,"atr14":0.6435714285714269,"sma10":82.404,"sma50":82.9294,"blend_vol":0.09551217762637049,"har_vol":0.11164482190985002,"max_abs_logreturn":0.03856161580824935,"regimes":[{"regime":"highvol","n":0,"har_minus_blend_qlike":null},{"regime":"lowvol","n":33,"har_minus_blend_qlike":0.004235584714200312},{"regime":"uptrend","n":12,"har_minus_blend_qlike":0.012421328285396807},{"regime":"downtrend","n":21,"har_minus_blend_qlike":-0.00044198304076911325}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

{"symbol":"IWM","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-4.67170717162462,-0.02821120240663963,0.162499398888617,0.34735245031707923],"smear":1.3641719623520623,"blend_qlike":0.3105021665977091,"har_qlike":0.3164608522190059,"delta":0.00595868562129685,"delta_ci":[-0.04100563436333454,0.04989365365632867],"blend_logmse":0.7796752904641282,"har_logmse":0.9056378222102222,"S":295.94,"atr14":3.0964285714285813,"sma10":296.1315,"sma50":296.9629,"blend_vol":0.13526203693986932,"har_vol":0.17798485856337343,"max_abs_logreturn":0.08169052869225535,"regimes":[{"regime":"highvol","n":6,"har_minus_blend_qlike":0.019045162969858736},{"regime":"lowvol","n":27,"har_minus_blend_qlike":0.003050579543838653},{"regime":"uptrend","n":28,"har_minus_blend_qlike":0.023246153494274027},{"regime":"downtrend","n":5,"har_minus_blend_qlike":-0.09085113446737533}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

{"symbol":"GLD","bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","train_n":976,"test_n":33,"beta":[-4.682199315249843,0.007790380913664852,0.2222378103623973,0.28380910461716163],"smear":1.3705385698626487,"blend_qlike":0.6520316014790106,"har_qlike":0.8377482839307,"delta":0.1857166824516893,"delta_ci":[-0.025611418605925345,0.3959172024910351],"blend_logmse":1.160466941746643,"har_logmse":0.9971319924696058,"S":406.78,"atr14":8.509285714285719,"sma10":413.264,"sma50":388.8721,"blend_vol":0.26898726090769765,"har_vol":0.21855325446379079,"max_abs_logreturn":0.10591637132001264,"regimes":[{"regime":"highvol","n":33,"har_minus_blend_qlike":0.1857166824516893},{"regime":"lowvol","n":0,"har_minus_blend_qlike":null},{"regime":"uptrend","n":14,"har_minus_blend_qlike":0.2895508275924944},{"regime":"downtrend","n":19,"har_minus_blend_qlike":0.10920731234793814}]} Measured Sep6; dates reflect daily bars, not real-time quotes. IEX-only coverage; six ETFs selected before results. HAR-like daily squared-return model, not intraday realized volatility. All intervals use 5000 circular block4 weekly resamples; zero lies inside every interval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

Analysis348 includes an unnecessary arithmetic illustration of $881.39 annually on hypothetical $1.1m at .08%; correct value is $880. Discard that illustration. Relevant unchanged inputs: .08% expense; $127.65*.0008=$.10212 annual at constant balance; one cent option spread=$1 per100-share contract. No proposal or model relies on erroneous illustration. https://www.ssga.com/us/en/intermediary/etfs/state-street-financial-select-sector-spdr-etf-xlf

ReadSep6; issuer Sep3 characteristics:76holdings,P/B2.48,forwardP/E16.32,NAV58.54,AUM55427.37million,shares946.85million,distributionyield1.38%,indexdividendyield1.51%; expense0.08% annual, quarterlydistributions. Sep3closing58.56 and0.01%premium are NOT Sep4 price comparisons. Closestissuer, marketingbias; forwardearnings metrics originateFactSet, not independent realizedearnings. Subsequent q=.0138 iscontinuousyield approximation not confirmedfuturecashdividend. https://www.ssga.com/us/en/intermediary/etfs/state-street-financial-select-sector-spdr-etf-xlf

Read Sep6 2026; provider states indicative quotes are derivatives, not actual OPRA, derived trades15min delayed, history sinceFeb2024, OPRA subscription required. Own query_trades fundmispricing returned[] today: no measuredwinrate/slippage/exitfrequency. Prior recorded403 retained without retry; no claim current entitlement newlytested. https://docs.alpaca.markets/us/docs/historical-option-data

IssuerMar13noticeconfirmsApr16results~13:01Pacific; Jun15notice https://ir.netflix.net/investor-news-and-events/financial-releases/press-release-details/2026/Netflix-to-Announce-Second-Quarter-2026-Financial-Results/default.aspx confirmsJul16~13:01Pacific; https://about.netflix.com/en/news/netflix-declines-to-raise-offer-for-warner-bros datedFeb26. NextsessionApr17,Jul17,Feb27 are3large2026returns. Classificationposthoc, sourceclosestissuer, notindependentmarketcausality; nofutureeventdateinferred. https://ir.netflix.net/investor-news-and-events/financial-releases/press-release-details/2026/Netflix-to-Announce-First-Quarter-2026-Financial-Results/default.aspx

ProviderdocreadSep6: indicativequotesderivednotactualOPRA,tradesalsoderivedand15mindelayed; OPRArequiresubscription. LocalchainSep6 04UTC NFLX260911P00072000 IV.3575vspriorobservation3672.3267,delta-.0204both; quotetSep4 19:59:59.890329665Z andbid.02ask.03unchanged. Difference.0308=3.08percentagepoints notpricediscovery; unprovidedIVasof/model mayexplain, notclaimedcause. Chainsource https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative . PriorOPRA/history403notretriedwithoutentitlementchange. https://docs.alpaca.markets/us/docs/historical-option-data

Sep6 exactcommand: node /app/agent/dist/backtest.js --symbols NFLX --strategy mean-reversion --lookback 20 --entry 2 --exit 0 --days 1344 . 922bars,N26,return25.6830069%,DD11.6045527%,win61.5384615%,buyhold-73.4646817%; readsourcebars.tsfetchomitsadjustment; strategies.tsreturnsz<=-entry?long:flat anddoesnotreadexit. Therefore diagnosticnotregisteredmeanreversionholduntilz>=0; ownvectorbtanalysis300rejectsaftercosts. Primarylocalcodeandactualtooloutput, noassumedversionbehavior. backtest CLI; /app/agent/src/backtest/bars.ts; /app/agent/src/backtest/strategies.ts:130

{"cheap":"NFLX260918P00242000","cheap_quote":{"ap":162.56,"as":12,"ax":"T","bp":160.19,"bs":12,"bx":"T","c":"A","t":"2026-09-04T19:59:59.500494368Z"},"expensive":"NFLX260918P00241000","expensive_quote":{"ap":163.93,"as":6,"ax":"C","bp":163.22,"bs":7,"bx":"C","c":" ","t":"2026-09-04T19:59:58.735490833Z"},"gap":0.6599999999999966,"cheap_model":null}; indicative derivatives, not executable arbitrage; cheaplegmodelindependent, shortlegforbidden. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"cheap":"NFLX260918P00056000","cheap_quote":{"ap":0.02,"as":115,"ax":"P","bp":0.01,"bs":1,"bx":"Z","c":" ","t":"2026-09-04T19:59:59.964449299Z"},"expensive":"NFLX260918P00055000","expensive_quote":{"ap":0.04,"as":10,"ax":"C","bp":0.03,"bs":1,"bx":"U","c":"B","t":"2026-09-04T19:59:59.960348159Z"},"gap":0.009999999999999998,"cheap_model":{"occ":"NFLX260918P00056000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.964449299Z","K":56,"sessions":9,"feed_iv":0.7284,"greeks":{"delta":-0.0045,"gamma":0.0013,"rho":-0.0001,"theta":-0.0056,"vega":0.0019},"base":0.0000013816809745348645,"winsor":3.171287458233155e-7,"low":1.1276669095431463e-9,"base_net":-0.021998618319025463,"winsor_net":-0.02199968287125418,"low_net":-0.021999998872333087}}; indicative derivatives, not executable arbitrage; cheaplegmodelindependent, shortlegforbidden. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"cheap":"NFLX260918C00099000","cheap_quote":{"ap":0.02,"as":97,"ax":"U","bp":0.01,"bs":20,"bx":"P","c":" ","t":"2026-09-04T19:59:59.94411502Z"},"expensive":"NFLX260918C00100000","expensive_quote":{"ap":0.05,"as":125,"ax":"P","bp":0.04,"bs":50,"bx":"N","c":" ","t":"2026-09-04T19:59:59.943823804Z"},"gap":0.02,"cheap_model":{"occ":"NFLX260918C00099000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.94411502Z","K":99,"sessions":9,"feed_iv":0.5089,"greeks":{"delta":0.0066,"gamma":0.0026,"rho":0.0002,"theta":-0.0056,"vega":0.0026},"base":0.0009608539520797876,"winsor":0.00043776437406961577,"low":0.000022596525013796054,"base_net":-0.02103914604792021,"winsor_net":-0.021562235625930383,"low_net":-0.021977403474986203}}; indicative derivatives, not executable arbitrage; cheaplegmodelindependent, shortlegforbidden. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"cheap":"NFLX260911P00071000","cheap_quote":{"ap":0.02,"as":302,"ax":"D","bp":0.01,"bs":270,"bx":"W","c":"A","t":"2026-09-04T19:59:59.714951598Z"},"expensive":"NFLX260911P00070000","expensive_quote":{"ap":0.05,"as":580,"ax":"Q","bp":0.04,"bs":274,"bx":"W","c":" ","t":"2026-09-04T19:59:59.713980758Z"},"gap":0.02,"cheap_model":{"occ":"NFLX260911P00071000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.714951598Z","K":71,"sessions":4,"feed_iv":0.3788,"greeks":{"delta":-0.0123,"gamma":0.0092,"rho":-0.0001,"theta":-0.011,"vega":0.0029},"base":0.027024236670139867,"winsor":0.018365449198102457,"low":0.004468821069252837,"base_net":0.005024236670139867,"winsor_net":-0.0036345508018975434,"low_net":-0.01753117893074716}}; indicative derivatives, not executable arbitrage; cheaplegmodelindependent, shortlegforbidden. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"cheap":"NFLX260911C00089000","cheap_quote":{"ap":0.02,"as":680,"ax":"Q","bp":0.01,"bs":365,"bx":"W","c":" ","t":"2026-09-04T19:59:59.713909124Z"},"expensive":"NFLX260911C00090000","expensive_quote":{"ap":0.05,"as":268,"ax":"H","bp":0.03,"bs":359,"bx":"W","c":"B","t":"2026-09-04T19:59:59.715076682Z"},"gap":0.009999999999999998,"cheap_model":{"occ":"NFLX260911C00089000","bid":0.01,"ask":0.02,"timestamp":"2026-09-04T19:59:59.713909124Z","K":89,"sessions":4,"feed_iv":0.4656,"greeks":{"delta":0.0105,"gamma":0.0065,"rho":0.0001,"theta":-0.0119,"vega":0.0025},"base":0.004619988321422852,"winsor":0.0026019947520694586,"low":0.0003062003429761262,"base_net":-0.017380011678577147,"winsor_net":-0.01939800524793054,"low_net":-0.021693799657023873}}; indicative derivatives, not executable arbitrage; cheaplegmodelindependent, shortlegforbidden. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"win_pct":11.074,"avgwin":6.8777624801319,"avgloss":2.4117704206070156,"mean":-1.3830475471791879,"stop_pct":88.397,"target_pct":10.631,"time_exit_pct":0.972,"quarterKelly":0,"fullpremium_RR_at_target":1.8124999999999998}; conditional GBM fixedIV andspread, continuoussessionclock, noexplicitovernightjumps, hypothetical fills at modeled bid; notvalidatedmarketexecution. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"win_pct":15.161,"avgwin":7.284288243566552,"avgloss":2.4478008998124143,"mean":-0.9723188647847291,"stop_pct":84.662,"target_pct":14.987,"time_exit_pct":0.35100000000000003,"quarterKelly":0,"fullpremium_RR_at_target":1.8124999999999998}; conditional GBM fixedIV andspread, continuoussessionclock, noexplicitovernightjumps, hypothetical fills at modeled bid; notvalidatedmarketexecution. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative