Runway

Notes

3327 observations, newest first
EEM 06UTC American-priced affordable legs part 3/7 = 3
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["EEM261016P00045500",0.01,0.07,0.5667,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.10474180546049129,[1.7981195234020307e-11,3.035984036229634e-11,1.3670527776187252e-09,2.1095203237302518e-09,2.2079860300638312e-17,4.954286984542043e-17],-0.07199999999999998,{"ap":0.07,"as":14,"ax":"S","bp":0.01,"bs":11,"bx":"T","c":" ","t":"2026-09-04T19:59:59.959025504Z"},{"delta":-0.009,"gamma":0.0019,"rho":-0.0007,"theta":-0.0039,"vega":0.0054}],["EEM260918P00056000",0.01,0.05,0.5685,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.028081983420792454,[8.684666904499162e-11,1.1285143807571905e-10,4.689968902554318e-09,5.814546876458197e-09,4.064889643758067e-16,6.072974403722407e-16],-0.051999999999999595,{"ap":0.05,"as":12,"ax":"B","bp":0.01,"bs":3,"bx":"U","c":" ","t":"2026-09-04T19:59:59.514867804Z"},{"delta":-0.0129,"gamma":0.0051,"rho":-0.0003,"theta":-0.0107,"vega":0.0038}],["EEM261016P00050500",0.01,0.08,0.4455,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.10474180546049129,[4.89648720073785e-07,7.319568750648964e-07,5.580392496804439e-06,7.784460821460355e-06,2.742150295069261e-10,5.087170633794764e-10],-0.08199999972578498,{"ap":0.08,"as":20,"ax":"S","bp":0.01,"bs":11,"bx":"T","c":" ","t":"2026-09-04T19:59:59.563393429Z"},{"delta":-0.0125,"gamma":0.0033,"rho":-0.0009,"theta":-0.0041,"vega":0.0072}]] https://runway.adityaperswal.workers.dev/data/option-chain/EEM?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
EEM 06UTC American-priced affordable legs part 2/7 = 3
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["EEM260911C00071000",0.02,0.07,0.2408,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.008917027910867747,[0.02340734888388471,0.02210490170935375,0.03850273852897632,0.03666295656907044,0.006136236757925586,0.005655607200836605],-0.0663443927991634,{"ap":0.07,"as":45,"ax":"W","bp":0.02,"bs":51,"bx":"W","c":"A","t":"2026-09-04T19:59:59.856255031Z"},{"delta":0.0687,"gamma":0.0882,"rho":0.0004,"theta":-0.0335,"vega":0.0082}],["EEM260911P00063000",0.01,0.06,0.5087,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.008917027910867747,[4.910668102761229e-07,5.502853180717206e-07,4.503224607599478e-06,4.951127632842763e-06,4.78697936149024e-10,5.69646207684612e-10],-0.061999999521302064,{"ap":0.06,"as":124,"ax":"W","bp":0.01,"bs":80,"bx":"W","c":"A","t":"2026-09-04T19:59:58.999558374Z"},{"delta":-0.0283,"gamma":0.0205,"rho":-0.0002,"theta":-0.0341,"vega":0.004}],["EEM260911P00065500",0.03,0.08,0.3423,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.008917027910867747,[0.0023196805756751067,0.002490007531563617,0.005407459842000443,0.00574110767605586,0.00021192485306795595,0.0002353064977147514],-0.08178807514693205,{"ap":0.08,"as":82,"ax":"W","bp":0.03,"bs":75,"bx":"W","c":"A","t":"2026-09-04T19:59:58.106425292Z"},{"delta":-0.0593,"gamma":0.0554,"rho":-0.0003,"theta":-0.0416,"vega":0.0074}]] https://runway.adityaperswal.workers.dev/data/option-chain/EEM?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
EEM 06UTC American-priced affordable legs part 1/7 = 3
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["EEM260911P00062000",0.03,0.08,0.6341,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.008917027910867747,[3.989978870531247e-09,4.558957578947741e-09,9.629713705618891e-08,1.0741311125601755e-07,2.949910409615486e-13,3.6143324929013713e-13],-0.08199999999970502,{"ap":0.08,"as":31,"ax":"P","bp":0.03,"bs":22,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.521281703Z"},{"delta":-0.0345,"gamma":0.0193,"rho":-0.0002,"theta":-0.0501,"vega":0.0048}],["EEM260918P00052500",0.01,0.04,0.7061,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.028081983420792454,[1.2664996276514548e-17,1.7762483078674896e-17,1.526454435832231e-14,2.013994264521275e-14,9.7317657321868e-28,1.64029216609828e-27],-0.042,{"ap":0.04,"as":19,"ax":"B","bp":0.01,"bs":5,"bx":"C","c":"B","t":"2026-09-04T19:59:59.07540763Z"},{"delta":-0.009,"gamma":0.003,"rho":-0.0002,"theta":-0.0097,"vega":0.0028}],["EEM260918C00073500",0.03,0.07,0.236,68.7,0.20166026441613863,0.223102634151732,0.9553571428571408,0.028081983420792454,[0.02224746110376864,0.019921694266338517,0.040143776997562344,0.03653797807866671,0.004294693233411475,0.003661536069233483],-0.06833846393076652,{"ap":0.07,"as":12,"ax":"T","bp":0.03,"bs":40,"bx":"E","c":" ","t":"2026-09-04T19:59:59.814667432Z"},{"delta":0.0459,"gamma":0.0359,"rho":0.0008,"theta":-0.0132,"vega":0.0109}]] https://runway.adityaperswal.workers.dev/data/option-chain/EEM?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
EEM 06UTC hold20 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-03-04 05:00:00+00:00","2026-04-01 04:00:00+00:00","58.29823999999999","56.853089999999995","0.4997501249374636","0.48736186256368486","-0.025776518553561716","-25.763636735194122","Closed"],["2026-07-06 04:00:00+00:00","2026-08-03 04:00:00+00:00","67.31224499999999","63.67626","0.48687474426026256","0.4605753797537231","-0.05498968653474541","-53.546179137113484","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold10 test realized trade audit part 1/1 = 4
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-03-04 05:00:00+00:00","2026-03-18 04:00:00+00:00","58.29823999999999","58.02192","0.4997501249374636","0.4973814264224006","-0.005737395845912164","-5.734528581621355","Closed"],["2026-03-23 04:00:00+00:00","2026-04-07 04:00:00+00:00","56.646589999999996","56.813129999999994","0.4968842935624025","0.4983451248366275","0.0019385128036832396","1.9264331300396595","Closed"],["2026-07-06 04:00:00+00:00","2026-07-20 04:00:00+00:00","67.31224499999999","63.970965","0.4978470287597929","0.47313464069054656","-0.050613697478073774","-50.39575780801579","Closed"],["2026-07-22 04:00:00+00:00","2026-08-05 04:00:00+00:00","64.70464","65.88405","0.4726617424988717","0.4812772295138042","0.017218481626665515","16.277035057691823","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold5 test realized trade audit part 1/1 = 6
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-03-04 05:00:00+00:00","2026-03-11 04:00:00+00:00","58.29823999999999","58.3416","0.4997501249374636","0.5001218199564083","-0.00025661014809354426","-0.2564819071399743","Closed"],["2026-03-13 04:00:00+00:00","2026-03-20 04:00:00+00:00","57.37732","56.603339999999996","0.4996219480723312","0.492882396706644","-0.014482557393757619","-14.471607076278868","Closed"],["2026-03-24 04:00:00+00:00","2026-03-31 04:00:00+00:00","55.89584","54.595349999999996","0.4923897606279297","0.48093366729797077","-0.024254677897317632","-23.885510087937813","Closed"],["2026-04-02 04:00:00+00:00","2026-04-10 04:00:00+00:00","55.33528","60.3396","0.48045297397732156","0.5239033807835198","0.08939111828836865","85.8964572576126","Closed"],["2026-07-06 04:00:00+00:00","2026-07-13 04:00:00+00:00","67.31224499999999","65.12481","0.523379739223401","0.5063715535677209","-0.033480587781613655","-35.046122604382006","Closed"],["2026-07-15 04:00:00+00:00","2026-07-22 04:00:00+00:00","65.93587","64.57536","0.5058654350733605","0.495427490096384","-0.021623520171948688","-21.877182879202543","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold20 train realized trade audit part 2/2 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-10-19 04:00:00+00:00","2023-11-16 05:00:00+00:00","34.81478","36.50346","0.42199245273661745","0.4424610644897196","0.04748043445915794","40.07276998884677","Closed"],["2024-01-17 05:00:00+00:00","2024-02-14 05:00:00+00:00","35.615579999999994","37.54242","0.44201882454513","0.4659325036678412","0.05307399177550966","46.91940691706502","Closed"],["2024-07-29 04:00:00+00:00","2024-08-26 04:00:00+00:00","40.47042999999999","41.618339999999996","0.46546680401399954","0.4786693817725196","0.027349984050083136","25.46101933125216","Closed"],["2024-09-04 04:00:00+00:00","2024-10-02 04:00:00+00:00","40.540499999999994","44.94501","0.4781909516058249","0.5301438586557534","0.10759036630036668","102.89747928958442","Closed"],["2025-01-06 05:00:00+00:00","2025-02-05 05:00:00+00:00","41.42138","41.73822","0.5296139797364958","0.5336650976215658","0.006645365267888337","7.0389566926588705","Closed"],["2025-03-04 05:00:00+00:00","2025-04-01 04:00:00+00:00","41.79174999999999","42.3576","0.5331316992230768","0.540350171098703","0.012532983782684437","13.363461880797308","Closed"],["2025-04-04 04:00:00+00:00","2025-05-05 04:00:00+00:00","40.21017","44.11584","0.5398100909676486","0.5922425994099295","0.09608283165676748","103.73296419414191","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold20 train realized trade audit part 1/2 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-05-02 04:00:00+00:00","41.56152","38.09187","0.4997501249374636","0.4580298504868013","-0.08444052804132272","-84.39832887688429","Closed"],["2022-06-13 04:00:00+00:00","2022-07-13 04:00:00+00:00","36.48645","34.81515","0.4575720495367932","0.43661248327614105","-0.046783142783142675","-42.81331705410971","Closed"],["2022-09-15 04:00:00+00:00","2022-10-13 04:00:00+00:00","34.85482","30.67929","0.4361760889900097","0.3839231625694886","-0.12073787943819528","-105.32595209259824","Closed"],["2022-10-17 04:00:00+00:00","2022-11-14 05:00:00+00:00","31.801769999999994","34.495470000000005","0.3835394312725384","0.41602630750678093","0.08366048116189795","64.17418672964739","Closed"],["2023-03-10 05:00:00+00:00","2023-04-10 04:00:00+00:00","35.16513","36.24372","0.4156104891084169","0.4283581546921783","0.029656809885247288","24.651362523609265","Closed"],["2023-05-31 04:00:00+00:00","2023-06-29 04:00:00+00:00","35.36532999999999","36.42354","0.4279300106094297","0.44073463639775323","0.028907281934030197","24.740586929444287","Closed"],["2023-08-09 04:00:00+00:00","2023-09-07 04:00:00+00:00","37.51747999999999","35.993970000000004","0.4402941220184857","0.42241465629119695","-0.041587700586499604","-36.62164023300595","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold10 train realized trade audit part 3/3 = 3
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-01-06 05:00:00+00:00","2025-01-22 05:00:00+00:00","41.42138","41.338620000000006","0.47835660182727224","0.47740084438110597","-0.002997002997002781","-2.867272338625054","Closed"],["2025-03-04 05:00:00+00:00","2025-03-18 04:00:00+00:00","41.79174999999999","43.91604","0.4769236821177856","0.5011658880241932","0.04980495205393449","47.50632224253147","Closed"],["2025-04-01 04:00:00+00:00","2025-04-15 04:00:00+00:00","42.44239999999999","40.94901","0.5006649725938814","0.4830484366905899","-0.036168682850168415","-36.21678521587291","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold10 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-05-31 04:00:00+00:00","2023-06-14 04:00:00+00:00","35.36532999999999","37.53243","0.44057082545020876","0.4675679165514134","0.06024688925566377","53.086043460353466","Closed"],["2023-08-09 04:00:00+00:00","2023-08-23 04:00:00+00:00","37.51747999999999","35.993970000000004","0.4671005823018959","0.4481325597124393","-0.041587700586499424","-38.85127832110911","Closed"],["2023-10-19 04:00:00+00:00","2023-11-02 04:00:00+00:00","34.81478","34.965","0.4476846511070107","0.44961633610659874","0.003312676685017248","2.966069011924676","Closed"],["2024-01-17 05:00:00+00:00","2024-01-31 05:00:00+00:00","35.615579999999994","36.45351","0.44916694446624206","0.4597345235363895","0.022515299624490486","20.2262566721518","Closed"],["2024-02-02 05:00:00+00:00","2024-02-16 05:00:00+00:00","36.646609999999995","37.962","0.4592750187651973","0.475760193435791","0.03487595974088757","32.03531412890369","Closed"],["2024-07-29 04:00:00+00:00","2024-08-12 04:00:00+00:00","40.47042999999999","40.22973","0.4752846710034646","0.47245789055398","-0.006944578547843119","-6.601303460740152","Closed"],["2024-09-04 04:00:00+00:00","2024-09-18 04:00:00+00:00","40.540499999999994","41.12883","0.47198566877420944","0.4788351977270915","0.013504898434898705","12.748237039049757","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold10 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-04-18 04:00:00+00:00","41.56152","39.6603","0.4997501249374636","0.4768891965467089","-0.04672184535118049","-46.69849610312893","Closed"],["2022-06-13 04:00:00+00:00","2022-06-28 04:00:00+00:00","36.48645","37.30266","0.4764125456755437","0.48707000026232466","0.021359037259037403","20.351426627515902","Closed"],["2022-07-05 04:00:00+00:00","2022-07-19 04:00:00+00:00","35.55552","35.774190000000004","0.48658317367528525","0.48957570880316703","0.005147024850150033","5.008911373143852","Closed"],["2022-09-15 04:00:00+00:00","2022-09-29 04:00:00+00:00","34.85482","31.97799","0.48908637775980424","0.4487184067265831","-0.08349623968793977","-81.67374685109132","Closed"],["2022-10-03 04:00:00+00:00","2022-10-17 04:00:00+00:00","31.99196","31.738229999999998","0.44826991256684323","0.444714659155904","-0.008927089650024499","-8.00349139378737","Closed"],["2022-10-20 04:00:00+00:00","2022-11-03 04:00:00+00:00","31.671639999999996","31.17879","0.4442701667428537","0.4373567719304579","-0.01655345965665162","-14.708416563666779","Closed"],["2023-03-10 05:00:00+00:00","2023-03-24 04:00:00+00:00","35.16513","35.49447","0.436919633727598","0.44101161667129657","0.008360844962040532","7.306034636936481","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold5 train realized trade audit part 4/4 = 5
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-09-04 04:00:00+00:00","2024-09-11 04:00:00+00:00","40.540499999999994","39.98997","0.5034357518745765","0.49659921842089894","-0.014572963702963525","-14.673101877685214","Closed"],["2025-01-06 05:00:00+00:00","2025-01-14 05:00:00+00:00","41.42138","40.119839999999996","0.49610286737799925","0.4805143542476508","-0.032406226204921305","-32.153643482323055","Closed"],["2025-03-04 05:00:00+00:00","2025-03-11 04:00:00+00:00","41.79174999999999","42.43752","0.4800340800304639","0.4874516111906404","0.014444366770953787","13.86757662903619","Closed"],["2025-04-01 04:00:00+00:00","2025-04-08 04:00:00+00:00","42.44239999999999","39.03093","0.48696440318337864","0.4478227794174021","-0.08133862988426657","-79.21803471470335","Closed"],["2025-04-10 04:00:00+00:00","2025-04-17 04:00:00+00:00","39.699659999999994","40.81914","0.4473751804374615","0.4599905924333494","0.0271846308003647","24.323458218878578","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold5 train realized trade audit part 3/4 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-08-18 04:00:00+00:00","2023-08-25 04:00:00+00:00","35.65561999999999","36.1638","0.48489604389123997","0.49180700131072846","0.013245325421350424","12.845211793730375","Closed"],["2023-10-19 04:00:00+00:00","2023-10-26 04:00:00+00:00","34.81478","33.92604","0.49131544008992023","0.4787733047031146","-0.026514899993623248","-26.054359518620178","Closed"],["2023-10-30 04:00:00+00:00","2023-11-06 05:00:00+00:00","34.57453999999999","36.24372","0.4782947706653431","0.5013857522171539","0.04725358226024168","45.20228258056468","Closed"],["2024-01-17 05:00:00+00:00","2024-01-24 05:00:00+00:00","35.615579999999994","37.03293","0.5008846170325114","0.5208177140634087","0.03877588810851902","38.84449173066349","Closed"],["2024-02-02 05:00:00+00:00","2024-02-09 05:00:00+00:00","36.646609999999995","37.40256","0.5202971566279757","0.5310298993170317","0.019617787702600725","20.414158321992275","Closed"],["2024-07-29 04:00:00+00:00","2024-08-05 04:00:00+00:00","40.47042999999999","37.61235","0.5304991347998111","0.49303452255866265","-0.07158612819285562","-75.95275813997976","Closed"],["2024-08-07 04:00:00+00:00","2024-08-14 04:00:00+00:00","39.7397","40.6593","0.4925417344301195","0.5039394394702662","0.02212901707863929","21.79892890629562","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold5 train realized trade audit part 2/4 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-10-11 04:00:00+00:00","2022-10-18 04:00:00+00:00","31.661629999999995","32.2677","0.44731997061114726","0.455882612982724","0.018132526183901647","16.22208215938073","Closed"],["2022-10-20 04:00:00+00:00","2022-10-27 04:00:00+00:00","31.671639999999996","31.38858","0.45542695819710843","0.4513566557187251","-0.009932864543799862","-9.04738857073387","Closed"],["2022-10-31 04:00:00+00:00","2022-11-07 05:00:00+00:00","30.900869999999998","33.11685","0.4509055246285243","0.48324110691042177","0.0706766877437433","63.73701793220177","Closed"],["2023-03-10 05:00:00+00:00","2023-03-17 04:00:00+00:00","35.16513","34.89507","0.4827581073033116","0.4790506375894724","-0.008675926976524816","-8.376748172577782","Closed"],["2023-03-21 04:00:00+00:00","2023-03-28 04:00:00+00:00","35.17514","35.81415","0.4785718263574381","0.48726581258642954","0.017157440027246514","16.422134818917243","Closed"],["2023-05-31 04:00:00+00:00","2023-06-07 04:00:00+00:00","35.36532999999999","36.793169999999996","0.4867787902849159","0.5064319994568164","0.03935381770790798","38.31320755390323","Closed"],["2023-08-09 04:00:00+00:00","2023-08-16 04:00:00+00:00","37.51747999999999","35.993970000000004","0.5059258205467358","0.48538118250446016","-0.04158770058649959","-42.0805830877601","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC hold5 train realized trade audit part 1/4 = 7
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-04-08 04:00:00+00:00","41.56152","40.57938","0.4997501249374636","0.48794053309136814","-0.02461917778753027","-24.606874350355092","Closed"],["2022-04-12 04:00:00+00:00","2022-04-20 04:00:00+00:00","40.40035999999999","39.58038","0.4874528364065327","0.477559321180599","-0.02128620561796957","-20.75204260962756","Closed"],["2022-06-13 04:00:00+00:00","2022-06-21 04:00:00+00:00","36.48645","36.58338","0.4770820005196583","0.47834941782974694","0.0016552743552744025","1.579403201646699","Closed"],["2022-06-23 04:00:00+00:00","2022-06-30 04:00:00+00:00","36.17614","36.13383","0.47787130746701223","0.4773124104974681","-0.0021689706253897618","-2.0729776572254717","Closed"],["2022-07-05 04:00:00+00:00","2022-07-12 04:00:00+00:00","35.55552","35.32464","0.4768353366238216","0.4737390032692067","-0.007490259740259722","-7.143241049294493","Closed"],["2022-09-15 04:00:00+00:00","2022-09-22 04:00:00+00:00","34.85482","33.67629","0.47326550101706744","0.4572631922714256","-0.034795633860682594","-32.9351461845645","Closed"],["2022-09-26 04:00:00+00:00","2022-10-03 04:00:00+00:00","32.57254","31.92804","0.4568061575964748","0.4477675143537191","-0.020776712224468766","-18.981860157495266","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-8.04788057257348,"dd":19.0418298012341,"n":26,"p":0.46153846153846156,"W":2.7468862013395285,"L":2.8410878567268227},{"period":"train","hold":10,"ret":-3.438617505551065,"dd":15.595172168610748,"n":17,"p":0.5294117647058824,"W":2.434750920734669,"L":3.0424574915913767},{"period":"train","hold":20,"ret":18.389295622044905,"dd":26.518679658901647,"n":14,"p":0.7142857142857143,"W":4.929805302736331,"L":7.338731271229007},{"period":"test","hold":5,"ret":-0.9640447297328819,"dd":7.578798411770493,"n":6,"p":0.16666666666666666,"W":8.939111828836865,"L":1.8819590678546227},{"period":"test","hold":10,"ret":-3.7926818201905688,"dd":11.404525868136561,"n":4,"p":0.5,"W":0.9578497215174376,"L":2.817554666199297},{"period":"test","hold":20,"ret":-7.930981587230769,"dd":12.27574639859178,"n":2,"p":0.0,"W":null,"L":4.0383102544153555}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 8/8 = 12
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-03-03","test",3,0.069533783,0.075405306,0.076735942,0.003376377,0.000152107,-0.00322427],["2026-03-17","test",1,0.081100302,0.140578794,0.088014616,0.183312754,0.128955759,-0.054356995],["2026-03-31","test",1,0.10708062,0.090099945,0.116209921,0.01408404,0.02979926,0.01571522],["2026-04-15","test",0,0.106519806,0.04643829,0.130376434,0.26616581,0.388487803,0.122321993],["2026-04-29","test",2,0.070871231,0.095499238,0.086690838,0.049249902,0.004836982,-0.04441292],["2026-05-13","test",2,0.078376198,0.08040563,0.095871036,0.000329559,0.014605029,0.01427547],["2026-05-28","test",0,0.085236766,0.198178432,0.104326754,0.48129969,0.25795362,-0.22334607],["2026-06-11","test",2,0.140989904,0.152439722,0.172461135,0.003129231,0.007310336,0.004181105],["2026-06-26","test",2,0.161395848,0.105930436,0.197422016,0.077416703,0.159129541,0.081712838],["2026-07-13","test",3,0.129931157,0.056409959,0.143389146,0.268511698,0.326321179,0.057809481],["2026-07-27","test",1,0.088431916,0.087836486,0.095971297,2.277e-05,0.003809227,0.003786457],["2026-08-10","test",1,0.07982048,0.044290708,0.086625681,0.143884204,0.182109838,0.038225634]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 7/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-08-06","train",0,0.010372095,0.015877394,0.012695074,0.10500253,0.026991323,-0.078011207],["2025-08-20","train",2,0.013233196,0.01351406,0.01618706,0.000222095,0.015349636,0.01512754],["2025-09-04","train",2,0.013758117,0.016264225,0.016829152,0.014815934,0.000576352,-0.014239582],["2025-09-18","train",0,0.014332306,0.006562807,0.01754223,0.23900077,0.357307408,0.118306638],["2025-10-02","train",0,0.011046065,0.072607971,0.013519989,3.690197217,2.689510937,-1.00068628],["2025-10-16","train",0,0.040259528,0.017416612,0.049276223,0.270530683,0.393465807,0.122935123],["2025-10-30","train",0,0.037473549,0.024555881,0.045866284,0.077969655,0.1601587,0.082189045],["2025-11-13","train",0,0.024177221,0.013775452,0.029592054,0.132292612,0.230129574,0.097836962],["2025-11-28","train",0,0.020015395,0.008809739,0.024498128,0.260792046,0.382347533,0.121555488],["2025-12-12","train",3,0.01366085,0.011144918,0.015075811,0.019379487,0.041366193,0.021986707],["2026-01-02","test",0,0.021462622,0.014308135,0.026269482,0.072138286,0.152247195,0.080108909],["2026-01-16","test",0,0.020020662,0.036388161,0.024504575,0.220051704,0.089570127,-0.130481577],["2026-02-02","test",0,0.026308584,0.0343925,0.032200766,0.039329704,0.002216379,-0.037113326],["2026-02-17","test",0,0.032551316,0.100852664,0.039841647,0.967424002,0.602589827,-0.364834175]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 6/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-01-14","train",3,0.018702653,0.019606694,0.020639833,0.00113193,0.001296221,0.000164291],["2025-01-29","train",2,0.019249879,0.02489581,0.023546764,0.036102218,0.001581089,-0.03452113],["2025-02-12","train",0,0.021567295,0.024026533,0.026397598,0.006045549,0.004293017,-0.001752532],["2025-02-27","train",2,0.024115418,0.049886013,0.02949837,0.341746371,0.165739083,-0.176007288],["2025-03-13","train",2,0.035805321,0.02126991,0.043797649,0.114846391,0.207927197,0.093080806],["2025-03-27","train",2,0.031263429,0.264885429,0.038241933,5.335844379,3.991205325,-1.344639055],["2025-04-10","train",3,0.146708703,0.04355252,0.161904475,0.511345354,0.582040263,0.070694909],["2025-04-25","train",0,0.126414536,0.026761918,0.154726872,0.764286269,0.927643868,0.163357599],["2025-05-09","train",2,0.050294239,0.014033648,0.061520729,0.555463575,0.706028787,0.150565212],["2025-05-23","train",2,0.030380542,0.012684664,0.037161972,0.290934573,0.416226799,0.125292226],["2025-06-09","train",0,0.020562878,0.03499461,0.025168228,0.1701276,0.060816402,-0.109311198],["2025-06-24","train",0,0.028484908,0.008800336,0.034864509,0.483531797,0.629094762,0.145562965],["2025-07-09","train",2,0.022065498,0.006982249,0.026990874,0.467077055,0.61081705,0.143739995],["2025-07-23","train",0,0.011698807,0.009122147,0.014318922,0.028531864,0.087946061,0.059414197]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 5/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-06-24","train",0,0.015818833,0.007067513,0.019361686,0.252470937,0.372813202,0.120342265],["2024-07-09","train",0,0.009303972,0.020898244,0.011387729,0.436939881,0.228025849,-0.208914032],["2024-07-23","train",3,0.015072626,0.055814496,0.016633817,1.393883824,1.14488757,-0.248996254],["2024-08-06","train",3,0.037460872,0.028994433,0.041340988,0.030185599,0.056098937,0.025913338],["2024-08-20","train",0,0.037409654,0.024461081,0.045788079,0.078716289,0.161164233,0.082447944],["2024-09-04","train",3,0.027750034,0.01513384,0.030624322,0.151666696,0.199038381,0.047371685],["2024-09-18","train",0,0.020684158,0.093964823,0.02531667,2.029287731,1.400121688,-0.629166043],["2024-10-02","train",0,0.054421858,0.038753885,0.066610409,0.051636338,0.123429085,0.071792746],["2024-10-16","train",2,0.056716571,0.007945304,0.069376629,1.105573261,1.281493223,0.175919962],["2024-10-30","train",2,0.026203619,0.049796218,0.032052691,0.258315007,0.113015807,-0.145299199],["2024-11-13","train",3,0.034439659,0.004721134,0.038006844,1.12424392,1.209935175,0.085691255],["2024-11-27","train",3,0.025354426,0.019965782,0.027980582,0.026400724,0.051049362,0.024648638],["2024-12-12","train",1,0.017537367,0.017393114,0.019032538,3.4015e-05,0.003937699,0.003903684],["2024-12-27","train",1,0.019172017,0.01803839,0.020806553,0.001820253,0.009722877,0.007902623]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 4/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-11-30","train",0,0.023868738,0.014486183,0.029214482,0.106284575,0.197325481,0.091040906],["2023-12-14","train",0,0.015457519,0.023991157,0.018919451,0.112480599,0.030573596,-0.081907003],["2023-12-29","train",0,0.0198839,0.025971906,0.024337183,0.039072609,0.002159702,-0.036912906],["2024-01-16","train",3,0.024853439,0.018678885,0.027427705,0.037163771,0.065182411,0.02801864],["2024-01-30","train",1,0.021674012,0.028003873,0.023521859,0.035819539,0.016134098,-0.019685441],["2024-02-13","train",2,0.024228397,0.013865024,0.029636568,0.130419318,0.227474583,0.097055265],["2024-02-28","train",2,0.020411917,0.015298332,0.024968187,0.037855507,0.10257167,0.064716163],["2024-03-13","train",0,0.016075186,0.006875837,0.019675453,0.276993326,0.400821148,0.123827823],["2024-03-27","train",2,0.011757317,0.008971355,0.014381741,0.033483471,0.095724444,0.062240973],["2024-04-11","train",0,0.009707116,0.024801107,0.011881163,0.616911712,0.351496806,-0.265414906],["2024-04-25","train",0,0.016389521,0.030058247,0.020060187,0.227496923,0.094003169,-0.133493754],["2024-05-09","train",0,0.024318004,0.00861607,0.029764368,0.391896177,0.529158874,0.137262697],["2024-05-23","train",2,0.017346202,0.026663153,0.021218155,0.107208635,0.02819437,-0.079014265],["2024-06-07","train",0,0.019443693,0.007346629,0.023798385,0.351122411,0.484078985,0.132956574]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 3/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-05-11","train",0,0.016089052,0.024299862,0.019692424,0.098003598,0.023733397,-0.074270201],["2023-05-25","train",3,0.018433546,0.03283578,0.020342853,0.20395905,0.135329598,-0.068629451],["2023-06-09","train",0,0.026244545,0.022735662,0.032122384,0.009823931,0.053400922,0.043576992],["2023-06-26","train",2,0.025705008,0.025989694,0.031442782,6.088e-05,0.017040449,0.016979569],["2023-07-11","train",2,0.024747861,0.02651581,0.030271984,0.002436359,0.008400642,0.005964283],["2023-07-25","train",0,0.025436673,0.042265035,0.031133578,0.153810545,0.051865402,-0.101945143],["2023-08-08","train",3,0.033114082,0.013424345,0.036543968,0.308285642,0.36879404,0.060508397],["2023-08-22","train",3,0.025401747,0.023267599,0.028032805,0.003740363,0.016326871,0.012586507],["2023-09-06","train",3,0.020567311,0.010667098,0.022697629,0.175182249,0.225061746,0.049879498],["2023-09-20","train",3,0.016811107,0.022334779,0.018552365,0.044467506,0.018329936,-0.02613757],["2023-10-04","train",3,0.01740826,0.023038185,0.01921137,0.043197123,0.017544548,-0.025652575],["2023-10-18","train",3,0.021659304,0.019222413,0.023902728,0.006848041,0.022108923,0.015260882],["2023-11-01","train",1,0.020486681,0.043328775,0.022233301,0.365930879,0.281597559,-0.08433332],["2023-11-15","train",0,0.03101248,0.010289025,0.037958167,0.435082353,0.576469078,0.141386724]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 2/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-10-19","train",3,0.05862,0.065428463,0.064691733,0.006264294,6.4359e-05,-0.006199935],["2022-11-02","train",3,0.05919636,0.123997357,0.065327791,0.355278554,0.257237032,-0.098041522],["2022-11-16","train",0,0.090777598,0.039860178,0.111108534,0.262131838,0.383879655,0.121747817],["2022-12-01","train",0,0.074796941,0.024310954,0.091548782,0.448875992,0.591496829,0.142620838],["2022-12-15","train",2,0.040630031,0.026923164,0.049699313,0.074162418,0.154725123,0.080562705],["2022-12-30","train",0,0.03316174,0.040624708,0.040588784,0.022067888,3.91e-07,-0.022067496],["2023-01-17","train",0,0.035927263,0.023226017,0.043973686,0.08269668,0.166498241,0.083801562],["2023-01-31","train",2,0.031801399,0.023388889,0.038899987,0.042716498,0.109989816,0.067273318],["2023-02-14","train",0,0.025068111,0.036765394,0.030682471,0.083659591,0.017388506,-0.066271085],["2023-03-01","train",1,0.031555249,0.031251222,0.034245534,4.6715e-05,0.004061113,0.004014398],["2023-03-15","train",3,0.033391116,0.020563774,0.036849695,0.100604546,0.141360974,0.040756429],["2023-03-29","train",1,0.026393891,0.011543784,0.028644137,0.264351204,0.311808525,0.047457322],["2023-04-13","train",0,0.018186093,0.020727727,0.022259127,0.008941921,0.00248111,-0.006460811],["2023-04-27","train",2,0.018885861,0.010746705,0.023101491,0.132848795,0.230493295,0.0976445]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC variance forecast windows part 1/8 = 14
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-03-30","train",1,0.122058632,0.043542863,0.132464903,0.38749298,0.441284373,0.053791392],["2022-04-13","train",3,0.054686901,0.039762301,0.060351252,0.045794996,0.076110429,0.030315433],["2022-04-28","train",3,0.049961469,0.069171389,0.05513637,0.059159466,0.027773263,-0.031386203],["2022-05-12","train",3,0.058946783,0.071037592,0.065052364,0.018539827,0.003989655,-0.014550173],["2022-05-26","train",1,0.067209777,0.042537731,0.072939836,0.090337122,0.122432752,0.03209563],["2022-06-10","train",3,0.055789205,0.094303816,0.061567731,0.165418295,0.105324718,-0.060093577],["2022-06-27","train",1,0.068753414,0.034121756,0.074615078,0.196883018,0.239711187,0.042828169],["2022-07-12","train",3,0.059601067,0.019027932,0.065774417,0.461020349,0.529613721,0.068593373],["2022-07-26","train",3,0.032530919,0.015085427,0.035900401,0.232187617,0.287221468,0.055033851],["2022-08-09","train",1,0.021844745,0.016263025,0.023707148,0.039548518,0.062879166,0.023330648],["2022-08-23","train",3,0.018725273,0.031206595,0.020664796,0.155794203,0.097935346,-0.057858856],["2022-09-07","train",3,0.024550458,0.050397534,0.027093341,0.333602694,0.239490406,-0.094112289],["2022-09-21","train",3,0.038366151,0.068032124,0.042340035,0.200428541,0.132556766,-0.067871775],["2022-10-05","train",1,0.055637839,0.056539216,0.060381317,0.000129833,0.002114624,0.001984791]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
EEM 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:09
Retrieved Sep8 06UTC; [{"s":"EEM","date":"2026-09-04 04:00:00+00:00","S":68.7,"sigma":0.20166026441613863,"rv20":0.18073895070009077,"rv60":0.2924132082263218,"atr":0.9553571428571408,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.223102634151732,"sha256":"087c2a8d49b5b649c3b836b03d03655467bd324e82c3f2c8cb43402dabd90c26","bars_truncated":false,"chain_truncated":false,"first":"2022-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
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