XLE 06UTC hold5 test realized trade audit part 1/1 = 4
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-04-15 04:00:00+00:00","2026-04-22 04:00:00+00:00","55.255199999999995","55.90404","0.4997501249374636","0.5056184933637512","0.010736733918255859","10.731368234138788","Closed"],["2026-05-07 04:00:00+00:00","2026-05-14 04:00:00+00:00","55.52546999999999","57.18276","0.5051131275532725","0.5201894328085711","0.028832459860312985","29.127307950194925","Closed"],["2026-05-27 04:00:00+00:00","2026-06-03 04:00:00+00:00","56.6566","57.76218","0.5196695033405376","0.5298101790870677","0.018503944994934383","19.231871810714832","Closed"],["2026-06-16 04:00:00+00:00","2026-06-24 04:00:00+00:00","54.664609999999996","53.4465","0.5292806336806279","0.5174864942421554","-0.02327219667349665","-24.63504600497962","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold20 train realized trade audit part 3/3 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-04-04 04:00:00+00:00","2025-05-05 04:00:00+00:00","40.27022999999999","38.90106","0.8019544286723885","0.774688332970984","-0.0349825577107452","-56.10883416485308","Closed"],["2025-05-07 04:00:00+00:00","2025-06-05 04:00:00+00:00","38.84881","39.67029","0.7739140317885358","0.7902788805145678","0.02013499126485474","31.16550453962412","Closed"],["2025-10-13 04:00:00+00:00","2025-11-10 05:00:00+00:00","42.03199","43.8561","0.789488996575983","0.8237513470748756","0.042376436495155184","66.91146065405522","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold20 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-01-10 05:00:00+00:00","2024-02-08 05:00:00+00:00","38.15812","38.62134","0.6794477093353635","0.6876958559400345","0.011133417212378474","15.129149644051097","Closed"],["2024-05-02 04:00:00+00:00","2024-05-31 04:00:00+00:00","43.183139999999995","42.37758","0.6870085037601257","0.6741927017993022","-0.01964517540873566","-26.99280512732371","Closed"],["2024-06-04 04:00:00+00:00","2024-07-03 04:00:00+00:00","41.871829999999996","42.76719","0.6735188460252175","0.6879209353053974","0.02037265841975395","27.442738778684248","Closed"],["2024-08-05 04:00:00+00:00","2024-09-03 04:00:00+00:00","40.6406","42.10785","0.6872333581586645","0.7120445849800779","0.035085007972323154","48.22317569968638","Closed"],["2024-09-05 04:00:00+00:00","2024-10-03 04:00:00+00:00","41.54149999999999","43.046910000000004","0.7113328962393553","0.7371106764189964","0.035220581707449586","50.107116786397896","Closed"],["2024-12-23 05:00:00+00:00","2025-01-24 05:00:00+00:00","39.79975999999999","44.01594","0.7363739341135442","0.8143815666605503","0.10488184225231546","154.46450959286634","Closed"],["2025-02-07 05:00:00+00:00","2025-03-10 04:00:00+00:00","42.472429999999996","41.90805","0.8135675920811991","0.8027567842790646","-0.014281505437762666","-23.237939980589683","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold20 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-05-10 04:00:00+00:00","2022-06-08 04:00:00+00:00","33.35332","39.88008","0.4997501249374636","0.5975439615162371","0.19458762426049347","194.490379070958","Closed"],["2022-06-21 04:00:00+00:00","2022-07-20 04:00:00+00:00","32.58254999999999","31.1688","0.5969467161773991","0.5710453235609197","-0.04436809503860172","-52.97077727267932","Closed"],["2022-09-26 04:00:00+00:00","2022-10-24 04:00:00+00:00","30.92089","38.28168","0.5704745636173811","0.7062773643494187","0.2369333067385836","270.32884953620925","Closed"],["2023-01-04 05:00:00+00:00","2023-02-02 05:00:00+00:00","37.08704999999999","39.09087","0.7055714399471071","0.7436935920945872","0.05300316525579735","74.79503926259213","Closed"],["2023-02-21 05:00:00+00:00","2023-03-21 04:00:00+00:00","37.51747999999999","35.664300000000004","0.7429502701634192","0.7062521608644993","-0.050370411072384984","-74.84542102894574","Closed"],["2023-10-04 04:00:00+00:00","2023-11-01 04:00:00+00:00","39.939899999999994","39.18078","0.7055462616531258","0.6921362561663412","-0.019997054073745624","-28.217693491617858","Closed"],["2023-11-08 05:00:00+00:00","2023-12-07 05:00:00+00:00","38.2382","37.61235","0.6914444658052616","0.6801274969385082","-0.017358957142334035","-24.005509696438434","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold10 train realized trade audit part 4/4 = 5
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-03-04 05:00:00+00:00","2025-03-18 04:00:00+00:00","41.34129999999999","43.71624","0.8475092901883272","0.8961962863313452","0.05641842975426541","95.63028670917426","Closed"],["2025-04-04 04:00:00+00:00","2025-04-21 04:00:00+00:00","40.27022999999999","38.541419999999995","0.8953005379191836","0.8568650851552272","-0.04390875902620861","-78.62307115105995","Closed"],["2025-05-01 04:00:00+00:00","2025-05-15 04:00:00+00:00","38.438399999999994","40.439519999999995","0.8560086482884799","0.9005728347859426","0.05103440934065947","87.37179151180035","Closed"],["2025-10-13 04:00:00+00:00","2025-10-27 04:00:00+00:00","42.03199","43.16679","0.8996727120124888","0.9239625111296406","0.025984984532019587","46.75596301105211","Closed"],["2025-10-31 04:00:00+00:00","2025-11-14 05:00:00+00:00","42.93288999999999","44.43552","0.9230390103687114","0.9553449210157314","0.033982007617004366","62.73343736229568","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold10 train realized trade audit part 3/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-07-02 04:00:00+00:00","2024-07-17 04:00:00+00:00","43.26322","43.376580000000004","0.6850292711592374","0.686824211946782","0.0016189294278143632","2.2180280919878217","Closed"],["2024-08-05 04:00:00+00:00","2024-08-19 04:00:00+00:00","40.6406","42.49746","0.6861377309751333","0.7174872117196711","0.0446669333129924","61.295336546005174","Closed"],["2024-08-21 04:00:00+00:00","2024-09-05 04:00:00+00:00","41.931889999999996","41.4585","0.716770083072106","0.708678108452825","-0.01228385353009332","-17.6093974304253","Closed"],["2024-09-11 04:00:00+00:00","2024-09-25 04:00:00+00:00","39.999959999999994","41.92803","0.7079697845063038","0.7420952011920909","0.04717769730269737","66.80076838579251","Closed"],["2024-09-27 04:00:00+00:00","2024-10-11 04:00:00+00:00","40.70065999999999","43.59636","0.7413534768529644","0.7940980088317497","0.07011069329096907","103.95361247167804","Closed"],["2024-12-23 05:00:00+00:00","2025-01-08 05:00:00+00:00","39.79975999999999","41.66829","0.7933043076734521","0.8305485749257913","0.04592479891838562","72.86468162198895","Closed"],["2025-02-07 05:00:00+00:00","2025-02-24 05:00:00+00:00","42.472429999999996","43.42653","0.8297184414175263","0.8483572234453151","0.02145275229131006","35.5994883905281","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold10 train realized trade audit part 2/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-10-04 04:00:00+00:00","2023-10-18 04:00:00+00:00","39.939899999999994","41.81814","0.6878911086143944","0.7202403282130527","0.04600314422419711","63.29030776027166","Closed"],["2023-10-24 04:00:00+00:00","2023-11-07 05:00:00+00:00","40.77072999999999","38.661300000000004","0.7195204478250616","0.6822932993718284","-0.05271296381006645","-75.85611065360762","Closed"],["2023-11-09 05:00:00+00:00","2023-11-24 05:00:00+00:00","38.17814","38.64132","0.6816113470486016","0.6898807059992108","0.011126007448241469","15.167225848137651","Closed"],["2024-01-10 05:00:00+00:00","2024-01-25 05:00:00+00:00","38.15812","38.01195","0.6891911700611217","0.686551127173118","-0.00482872413525608","-6.655828073359601","Closed"],["2024-05-02 04:00:00+00:00","2024-05-16 04:00:00+00:00","43.183139999999995","43.58637","0.6858649191499353","0.6922693008449615","0.008333003227648772","11.430629170015303","Closed"],["2024-05-23 04:00:00+00:00","2024-06-07 04:00:00+00:00","43.133089999999996","41.948010000000004","0.6915773775056095","0.6725763154781284","-0.028461224317571143","-39.366277748299524","Closed"],["2024-06-11 04:00:00+00:00","2024-06-26 04:00:00+00:00","42.08203999999999","42.94701","0.6719040752827823","0.685714643116373","0.01954409707799357","26.263516948851045","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold10 train realized trade audit part 1/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-05-10 04:00:00+00:00","2022-05-24 04:00:00+00:00","33.35332","35.774190000000004","0.4997501249374636","0.5360232781036186","0.07154628819559819","71.51053292913363","Closed"],["2022-06-21 04:00:00+00:00","2022-07-06 04:00:00+00:00","32.58254999999999","30.049919999999997","0.5354875227030789","0.493864268396114","-0.07869077880644677","-84.27586040530171","Closed"],["2022-07-08 04:00:00+00:00","2022-07-22 04:00:00+00:00","31.371339999999996","31.38858","0.49337065093641286","0.49364178089207433","-0.00045072859495306957","-0.4447525205753329","Closed"],["2022-09-26 04:00:00+00:00","2022-10-10 04:00:00+00:00","30.920889999999996","36.18378","0.4931483858086949","0.5770847055003265","0.1691198948348513","166.80240629189615","Closed"],["2023-01-04 05:00:00+00:00","2023-01-19 05:00:00+00:00","37.08704999999999","39.1608","0.5765079091929692","0.6087437779581945","0.05488778630276635","63.286485843277816","Closed"],["2023-02-21 05:00:00+00:00","2023-03-07 05:00:00+00:00","37.51747999999999","38.63133","0.6081353383999613","0.6261901636888371","0.028673983300584408","34.87532507555458","Closed"],["2023-03-16 04:00:00+00:00","2023-03-30 04:00:00+00:00","33.74371","37.14282","0.6255642864637139","0.6885793438407307","0.09968277747171254","124.71597112363543","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold5 train realized trade audit part 5/5 = 5
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-04-17 04:00:00+00:00","2025-04-25 04:00:00+00:00","38.688649999999996","39.30066","0.6127718267921409","0.6224651731797847","0.014810941839532027","18.15145577504834","Closed"],["2025-05-01 04:00:00+00:00","2025-05-08 04:00:00+00:00","38.438399999999994","39.060900000000004","0.6218430190835988","0.6319136068131","0.01518664538586438","18.88741883299747","Closed"],["2025-10-13 04:00:00+00:00","2025-10-20 04:00:00+00:00","42.03199","42.07788","0.63128200900519","0.6319712347923414","9.124157576178162e-05","0.11519833050339368","Closed"],["2025-10-31 04:00:00+00:00","2025-11-07 05:00:00+00:00","42.93288999999999","43.27668","0.6313395793852123","0.6363951028777745","0.007003609936344876","8.8433123027807","Closed"],["2025-12-17 05:00:00+00:00","2025-12-24 05:00:00+00:00","43.20315999999999","43.76619","0.6357590258132859","0.6440443318952929","0.012025632500030439","15.290808806019323","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold5 train realized trade audit part 4/5 = 7
Options mispricing2026-09-08 06:08
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","41.861819999999994","39.92004","0.599208180339474","0.5714136300686427","-0.047362272591110186","-56.75972235212513","Closed"],["2024-09-13 04:00:00+00:00","2024-09-20 04:00:00+00:00","40.190149999999996","41.538419999999995","0.5708425020025061","0.58999271219528","0.03253050100584354","37.1395851711481","Closed"],["2024-09-27 04:00:00+00:00","2024-10-04 04:00:00+00:00","40.70065999999999","44.01594","0.5894030143319924","0.6374129489462131","0.0804144625664549","94.79305326511522","Closed"],["2024-12-23 05:00:00+00:00","2024-12-31 05:00:00+00:00","39.79975999999999","40.40955","0.6367758545443394","0.6465321834354631","0.014313788449981006","18.22934974401078","Closed"],["2025-02-07 05:00:00+00:00","2025-02-14 05:00:00+00:00","42.472429999999996","42.93702","0.6458859743565881","0.6529510790568708","0.00993315604970096","12.831372347193868","Closed"],["2025-03-04 05:00:00+00:00","2025-03-11 04:00:00+00:00","41.34129999999999","42.167790000000004","0.6522984542900758","0.6653391218426524","0.018981876597978713","24.763697528777566","Closed"],["2025-04-04 04:00:00+00:00","2025-04-11 04:00:00+00:00","40.27022999999999","37.162800000000004","0.6646741152239883","0.6133849051582497","-0.07812586406881665","-103.85647915212101","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold5 train realized trade audit part 3/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-05-17 04:00:00+00:00","2024-05-24 04:00:00+00:00","43.733689999999996","42.77718","0.6207385022269136","0.6071621818944944","-0.022860303692644853","-28.380541349256276","Closed"],["2024-05-29 04:00:00+00:00","2024-06-05 04:00:00+00:00","42.90286","41.868089999999995","0.6065553231419472","0.5919258729904567","-0.025106845441073132","-30.457381499171532","Closed"],["2024-06-07 04:00:00+00:00","2024-06-14 04:00:00+00:00","42.03199","41.21874","0.591334242932362","0.5798928961615037","-0.020338684059450725","-24.05392068107701","Closed"],["2024-06-18 04:00:00+00:00","2024-06-26 04:00:00+00:00","41.41136999999999","42.94701","0.579313293066889","0.6007957184337692","0.03606402806765406","41.784741722258815","Closed"],["2024-07-02 04:00:00+00:00","2024-07-10 04:00:00+00:00","43.26322","41.578379999999996","0.600195222963066","0.5768212595951777","-0.03992446239554061","-47.92494321834447","Closed"],["2024-08-05 04:00:00+00:00","2024-08-12 04:00:00+00:00","40.6406","42.167790000000004","0.576244726601999","0.5978988159614743","0.03655915033242646","42.13403517622679","Closed"],["2024-08-21 04:00:00+00:00","2024-08-28 04:00:00+00:00","41.931889999999996","42.10785","0.5973012159454356","0.5998076882738078","0.0031942306917242726","3.81583575235482","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold5 train realized trade audit part 2/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-03-16 04:00:00+00:00","2023-03-23 04:00:00+00:00","33.74371","35.584379999999996","0.6417953628522355","0.6768043606933923","0.05352126233303909","68.69939595868924","Closed"],["2023-10-04 04:00:00+00:00","2023-10-11 04:00:00+00:00","39.939899999999994","40.12983","0.6761278945657523","0.6793431497620671","0.0037530172834686665","5.075039348281175","Closed"],["2023-10-24 04:00:00+00:00","2023-10-31 04:00:00+00:00","40.77072999999999","38.8611","0.678664146113988","0.6468766992535034","-0.047814839592030624","-64.90043456661904","Closed"],["2023-11-02 04:00:00+00:00","2023-11-09 05:00:00+00:00","39.01897999999999","38.10186","0.6462301458309412","0.631040856122607","-0.024492706370079005","-31.655850418662137","Closed"],["2023-11-13 05:00:00+00:00","2023-11-20 05:00:00+00:00","38.258219999999994","38.871089999999995","0.6304101306291159","0.6405088612225189","0.015011292867258485","18.92654219472413","Closed"],["2024-01-10 05:00:00+00:00","2024-01-18 05:00:00+00:00","38.15812","36.94302","0.6398686724555773","0.6194928147378234","-0.032827890105696936","-42.0110769229065","Closed"],["2024-05-02 04:00:00+00:00","2024-05-09 04:00:00+00:00","43.183139999999995","43.3566","0.6188736315145889","0.6213595512538023","0.0030148370405673874","3.7316062954419222","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC hold5 train realized trade audit part 1/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-05-10 04:00:00+00:00","2022-05-17 04:00:00+00:00","33.35332","36.21375","0.4997501249374636","0.5426094339920741","0.08471859667943112","84.67625855015605","Closed"],["2022-06-21 04:00:00+00:00","2022-06-28 04:00:00+00:00","32.58254999999999","32.877089999999995","0.5420670957271341","0.546967278259751","0.008035288214090358","8.711330691086152","Closed"],["2022-06-30 04:00:00+00:00","2022-07-08 04:00:00+00:00","31.21118","31.30866","0.5464205843284162","0.548127186852307","0.0021216781935191704","2.31865727651938","Closed"],["2022-07-12 04:00:00+00:00","2022-07-19 04:00:00+00:00","29.879849999999998","30.53943","0.5475793335920116","0.5596668232163857","0.021063370800054333","23.06773309179346","Closed"],["2022-09-26 04:00:00+00:00","2022-10-03 04:00:00+00:00","30.92089","32.877089999999995","0.559107436086606","0.5944791852981208","0.06223304083420629","69.58991180138824","Closed"],["2023-01-04 05:00:00+00:00","2023-01-11 05:00:00+00:00","37.08704999999999","39.4605","0.5938850032036953","0.6318917026004042","0.06296473364692053","74.78762208726442","Closed"],["2023-02-21 05:00:00+00:00","2023-02-28 05:00:00+00:00","37.51747999999999","38.181779999999996","0.6312601266856745","0.6424374792733378","0.016697559910740425","21.081007569194174","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":28.744461945869084,"dd":17.088594303863335,"n":33,"p":0.7272727272727273,"W":2.559349761677472,"L":3.765042981293808},{"period":"train","hold":10,"ret":90.97344971104472,"dd":15.526998968204675,"n":26,"p":0.7307692307692307,"W":4.775203251956376,"L":3.1619576031513636},{"period":"train","hold":20,"ret":64.66789428026767,"dd":16.73720672369915,"n":17,"p":0.5882352941176471,"W":7.53729031579105,"L":2.871482226918713},{"period":"test","hold":5,"ret":3.4455501990069024,"dd":2.8566229985444114,"n":4,"p":0.75,"W":1.9357712924501076,"L":2.327219667349665},{"period":"test","hold":10,"ret":10.696243283290562,"dd":4.6281784033169515,"n":4,"p":0.75,"W":4.594270670367002,"L":3.15831994868343},{"period":"test","hold":20,"ret":-3.421129237329626,"dd":9.842062442158294,"n":2,"p":0.5,"W":3.0614511032446132,"L":6.291767772863162}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 8/8 = 12
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-03-03","test",0,0.051422823,0.026876859,0.062939697,0.171480461,0.277936978,0.106456517],["2026-03-17","test",0,0.033274724,0.039125926,0.040727073,0.013858001,0.000793668,-0.013064332],["2026-03-31","test",0,0.035918379,0.088399116,0.043962812,0.560498102,0.31225242,-0.248245682],["2026-04-15","test",3,0.060744025,0.055425249,0.06703576,0.004072995,0.016992194,0.012919198],["2026-04-29","test",0,0.06411842,0.081439597,0.078478653,0.031013623,0.000694339,-0.030319285],["2026-05-13","test",1,0.067946844,0.072271839,0.073739743,0.001943768,0.000200805,-0.001742963],["2026-05-28","test",3,0.072948721,0.052390529,0.080504593,0.049213882,0.080365301,0.03115142],["2026-06-11","test",3,0.062317609,0.059219418,0.068772333,0.001278399,0.010645664,0.009367265],["2026-06-26","test",1,0.057000661,0.060182581,0.061860328,0.001502416,0.000374577,-0.001127839],["2026-07-13","test",0,0.061165833,0.025929354,0.074864792,0.282131989,0.406657146,0.124525157],["2026-07-27","test",0,0.04501956,0.09331846,0.055102332,0.343921674,0.166722382,-0.177199292],["2026-08-10","test",0,0.067358901,0.021406554,0.082444887,0.464136372,0.608079738,0.143943365]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 7/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-08-06","train",3,0.028165846,0.009777153,0.031083203,0.405189752,0.471167058,0.065977306],["2025-08-20","train",1,0.019394142,0.031095742,0.021047615,0.131257605,0.087116131,-0.044141474],["2025-09-04","train",2,0.023388335,0.026191192,0.028608991,0.006654175,0.003786009,-0.002868167],["2025-09-18","train",0,0.026960839,0.03457335,0.032999102,0.033656639,0.001102978,-0.032553661],["2025-10-02","train",2,0.029765315,0.037285383,0.036409415,0.027387752,0.000284853,-0.027102898],["2025-10-16","train",3,0.034697442,0.020965576,0.038291329,0.108023933,0.149869647,0.041845714],["2025-10-30","train",3,0.028265352,0.023431979,0.031193017,0.016535109,0.037285633,0.020750524],["2025-11-13","train",0,0.024148808,0.032602326,0.029557278,0.049910809,0.004968308,-0.044942501],["2025-11-28","train",0,0.027950525,0.026156609,0.034210443,0.002152254,0.033008717,0.030856464],["2025-12-12","train",2,0.027879947,0.049576925,0.034103203,0.202610987,0.079598024,-0.123012963],["2026-01-02","test",0,0.036386465,0.08512409,0.044535732,0.489530609,0.263547903,-0.225982706],["2026-01-16","test",0,0.054955313,0.034187787,0.067263339,0.096753474,0.18501464,0.088261166],["2026-02-02","test",0,0.052668822,0.082036671,0.064464754,0.114451884,0.031534042,-0.082917842],["2026-02-17","test",0,0.058682759,0.030627975,0.071825599,0.172156753,0.27874857,0.106591817]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 6/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-01-14","train",0,0.033785998,0.025383153,0.041352853,0.037252859,0.101874399,0.06462154],["2025-01-29","train",3,0.02734934,0.069830356,0.030182126,0.61589745,0.474813843,-0.141083607],["2025-02-12","train",2,0.047793167,0.02807839,0.058461376,0.11938044,0.213655646,0.094275206],["2025-02-27","train",2,0.043863716,0.058067954,0.053654809,0.043300114,0.003207845,-0.040092269],["2025-03-13","train",1,0.043494343,0.042813767,0.047202511,0.000123714,0.004610463,0.004486749],["2025-03-27","train",0,0.045497225,0.676082282,0.055686977,11.16119414,8.644192695,-2.517001445],["2025-04-10","train",3,0.361037815,0.069623836,0.398433334,0.838719339,0.919177219,0.080457881],["2025-04-25","train",1,0.29977666,0.0410998,0.325334519,1.124135879,1.195181581,0.071045702],["2025-05-09","train",1,0.097819335,0.038753821,0.106159052,0.322070406,0.372763423,0.050693017],["2025-05-23","train",3,0.065820695,0.036010999,0.072638261,0.150217427,0.197425369,0.047207942],["2025-06-09","train",0,0.051886621,0.047634844,0.063507369,0.003552853,0.037659416,0.034106563],["2025-06-24","train",2,0.050161523,0.037022251,0.061358387,0.041789891,0.108589949,0.066800058],["2025-07-09","train",0,0.046198633,0.024238778,0.056545474,0.16966085,0.275751328,0.106090478],["2025-07-23","train",0,0.034602223,0.024371121,0.042351884,0.054841469,0.128057647,0.073216178]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 5/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2024-06-24","train",1,0.038282453,0.012878885,0.041546275,0.425819954,0.481207646,0.055387692],["2024-07-09","train",3,0.02459746,0.02332024,0.027145211,0.001396657,0.010971222,0.009574565],["2024-07-23","train",3,0.021690917,0.06465919,0.023937616,0.88869724,0.707475002,-0.181222238],["2024-08-06","train",3,0.044888839,0.038387427,0.049538328,0.011625606,0.029920252,0.018294646],["2024-08-20","train",3,0.047680992,0.036588044,0.052619686,0.03216204,0.058698751,0.026536711],["2024-09-04","train",3,0.03997191,0.027347809,0.044112115,0.063716237,0.098059459,0.034343222],["2024-09-18","train",1,0.033573819,0.054485547,0.0364362,0.138669269,0.092995843,-0.045673426],["2024-10-02","train",0,0.043154518,0.058720248,0.052819587,0.052700087,0.005810982,-0.046889105],["2024-10-16","train",2,0.054537413,0.009158071,0.066711047,0.952174109,1.123014684,0.170840575],["2024-10-30","train",3,0.03350259,0.049617691,0.036972716,0.088285908,0.04784107,-0.040444837],["2024-11-13","train",0,0.034470482,0.020325141,0.042190637,0.117883788,0.21208504,0.094201252],["2024-11-27","train",2,0.032946142,0.02903566,0.040300255,0.007656268,0.048316346,0.040660078],["2024-12-12","train",3,0.027025079,0.04420132,0.029824279,0.143577348,0.088626432,-0.054950916],["2024-12-27","train",1,0.035256732,0.027466024,0.038262592,0.028735946,0.04935263,0.020616684]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 4/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-11-30","train",1,0.035280985,0.049801331,0.038288913,0.066865375,0.03779103,-0.029074345],["2023-12-14","train",1,0.040265001,0.016980263,0.043697847,0.285143674,0.333830679,0.048687005],["2023-12-29","train",3,0.032370843,0.047828327,0.035723746,0.087152578,0.047036057,-0.040116521],["2024-01-16","train",3,0.036120443,0.024181471,0.039861721,0.070740049,0.106463706,0.035723657],["2024-01-30","train",0,0.034666454,0.023720946,0.0424305,0.063676277,0.140563116,0.076886839],["2024-02-13","train",2,0.026484407,0.031717721,0.032396156,0.017280415,0.000222391,-0.017058025],["2024-02-28","train",2,0.02800413,0.019774076,0.034255106,0.054093056,0.126723062,0.072630006],["2024-03-13","train",0,0.025269627,0.013452004,0.03092912,0.162813904,0.267500092,0.104686188],["2024-03-27","train",0,0.018138999,0.01449381,0.022201487,0.023383943,0.079268203,0.05588426],["2024-04-11","train",0,0.015225543,0.017275119,0.01863552,0.008321536,0.002801746,-0.005519789],["2024-04-25","train",0,0.015884436,0.040012066,0.019441981,0.595106577,0.33627774,-0.258828837],["2024-05-09","train",0,0.026995268,0.01945616,0.033041243,0.048222696,0.118437516,0.070214819],["2024-05-23","train",3,0.026809002,0.047247198,0.029585821,0.195707552,0.128855975,-0.066851577],["2024-06-07","train",3,0.033589512,0.033655087,0.037068641,1.903e-06,0.004519758,0.004517855]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 3/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-05-11","train",1,0.066408926,0.040068502,0.072070707,0.108601124,0.14301814,0.034417015],["2023-05-25","train",1,0.062397103,0.058868915,0.067716852,0.001661556,0.009361093,0.007699537],["2023-06-09","train",1,0.053504528,0.037178907,0.058066128,0.058898732,0.086126538,0.027227806],["2023-06-26","train",3,0.048597046,0.045808298,0.053630623,0.001712358,0.011799406,0.010087047],["2023-07-11","train",0,0.045816337,0.036834116,0.056077559,0.022167819,0.077153588,0.054985769],["2023-07-25","train",0,0.042343844,0.01833619,0.051827351,0.269977176,0.39283501,0.122857834],["2023-08-08","train",0,0.029535839,0.031992049,0.03615081,0.003277331,0.007172733,0.003895402],["2023-08-22","train",2,0.028185203,0.016535226,0.034476597,0.119967464,0.214394974,0.09442751],["2023-09-06","train",0,0.024561145,0.036684564,0.030061963,0.092411193,0.021202969,-0.071208224],["2023-09-20","train",2,0.028287407,0.071728818,0.034601614,0.605239705,0.343998255,-0.26124145],["2023-10-04","train",3,0.053456363,0.051111213,0.058993257,0.000991408,0.009810008,0.0088186],["2023-10-18","train",0,0.056111559,0.036113539,0.068678542,0.084276485,0.168603355,0.08432687],["2023-11-01","train",3,0.043421599,0.051184477,0.047919115,0.014299871,0.002221387,-0.012078484],["2023-11-15","train",1,0.043597249,0.024358197,0.047314191,0.140835131,0.178759848,0.037924717]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 2/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-10-19","train",0,0.199094715,0.045629509,0.243684813,0.702410962,0.862569064,0.160158101],["2022-11-02","train",0,0.099731709,0.129155028,0.122068047,0.036494933,0.001622827,-0.034872106],["2022-11-16","train",0,0.103608585,0.059584759,0.126813204,0.128315178,0.225177768,0.09686259],["2022-12-01","train",2,0.092950169,0.085486038,0.113698153,0.003407968,0.037062402,0.033654434],["2022-12-15","train",1,0.079621515,0.076690913,0.086409754,0.000694459,0.006843447,0.006148988],["2022-12-30","train",1,0.081596024,0.059778351,0.088552602,0.043750491,0.068013531,0.02426304],["2023-01-17","train",0,0.067966112,0.065602086,0.08318809,0.000619311,0.026096193,0.025476882],["2023-01-31","train",2,0.065572089,0.090739995,0.080208842,0.058972323,0.007932199,-0.051040124],["2023-02-14","train",0,0.078265312,0.065668831,0.095793943,0.014534191,0.063096803,0.048562611],["2023-03-01","train",1,0.074540317,0.116439093,0.080895351,0.116067303,0.075167315,-0.040899988],["2023-03-15","train",3,0.096862491,0.086657177,0.106895299,0.005973733,0.020563415,0.014589683],["2023-03-29","train",1,0.097825635,0.076080779,0.10616589,0.029109223,0.049828896,0.020719673],["2023-04-13","train",0,0.081633445,0.026930533,0.099916418,0.438874176,0.580603929,0.141729753],["2023-04-27","train",2,0.054487893,0.096293309,0.066650473,0.197821988,0.076813876,-0.121008113]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC variance forecast windows part 1/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-03-30","train",0,0.116574369,0.07210389,0.14268286,0.098944106,0.18786015,0.088916043],["2022-04-13","train",0,0.092448082,0.105371245,0.113153147,0.00894576,0.002479221,-0.006466538],["2022-04-28","train",2,0.095938243,0.307141757,0.117353213,1.037848102,0.655120903,-0.382727199],["2022-05-12","train",2,0.202580135,0.097266654,0.247799304,0.213818472,0.327684846,0.113866374],["2022-05-26","train",0,0.175182037,0.067284893,0.21441655,0.340975483,0.472789453,0.131813969],["2022-06-10","train",2,0.09709066,0.416489531,0.118762868,1.833481045,1.252167711,-0.581313334],["2022-06-27","train",1,0.243515514,0.158630705,0.264276754,0.080021061,0.110662614,0.030641554],["2022-07-12","train",3,0.24426429,0.099018142,0.269564658,0.308320684,0.368831324,0.060510639],["2022-07-26","train",1,0.142178748,0.147008832,0.154300386,0.000564301,0.001153016,0.000588715],["2022-08-09","train",3,0.136219225,0.092252402,0.150328519,0.066972036,0.101966701,0.034994666],["2022-08-23","train",0,0.12213677,0.076016112,0.14949104,0.096581314,0.18479059,0.088209276],["2022-09-07","train",2,0.093215537,0.095078354,0.114022755,0.000197059,0.015550911,0.015353853],["2022-09-21","train",3,0.091321522,0.329082088,0.100780409,1.321633823,1.081974648,-0.239659175],["2022-10-05","train",0,0.206431206,0.127347,0.252664416,0.099949581,0.189162909,0.089213328]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLE 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"s":"XLE","date":"2026-09-04 04:00:00+00:00","S":64.06,"sigma":0.21401945770079178,"rv20":0.22475030400137094,"rv60":0.2224922977878737,"atr":1.1292500000000005,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.23677597027364897,"sha256":"f8398f26ef0db6bb8bf8790f991ee0d4fbb7be211b57b7a840d5061c2ea9c699","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=XLE&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC indicative American calendar flags part 1/1 = 5
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"s":"XLF","near":"XLF260930C00042000","far":"XLF261016C00042000","gap":0.06099999999999994},{"s":"XLF","near":"XLF260917C00046000","far":"XLF260918C00046000","gap":0.15000000000000036},{"s":"XLF","near":"XLF260915C00048000","far":"XLF260916C00048000","gap":0.0600000000000005},{"s":"XLF","near":"XLF260925P00047000","far":"XLF260930P00047000","gap":0.009999999999999998},{"s":"XLF","near":"XLF260918P00049000","far":"XLF260925P00049000","gap":0.009999999999999998}]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC indicative vertical flags part 1/1 = 9
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"s":"XLF","a":"XLF260925C00046000","b":"XLF260925C00047000","monotone_gap":-1.5599999999999987,"width_gap":0.16999999999999993},{"s":"XLF","a":"XLF260925C00048000","b":"XLF260925C00049000","monotone_gap":-1.42,"width_gap":0.02999999999999936},{"s":"XLF","a":"XLF261016C00039000","b":"XLF261016C00040000","monotone_gap":-1.8299999999999983,"width_gap":0.240000000000002},{"s":"XLF","a":"XLF260917C00046000","b":"XLF260917C00047000","monotone_gap":-1.5099999999999998,"width_gap":0.15000000000000036},{"s":"XLF","a":"XLF260911C00051000","b":"XLF260911C00051500","monotone_gap":-0.8700000000000001,"width_gap":0.0600000000000005},{"s":"XLF","a":"XLF260930P00046000","b":"XLF260930P00047000","monotone_gap":0.009999999999999998,"width_gap":-1.05},{"s":"XLF","a":"XLF260925P00048000","b":"XLF260925P00049000","monotone_gap":0.009999999999999998,"width_gap":-1.05},{"s":"XLF","a":"XLF260918P00054000","b":"XLF260918P00054500","monotone_gap":0.010000000000000002,"width_gap":-0.55},{"s":"XLF","a":"XLF261016P00047000","b":"XLF261016P00048000","monotone_gap":0.009999999999999995,"width_gap":-1.07}]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000