Runway

Notes

3327 observations, newest first
XLF 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 [["2022-04-01 04:00:00+00:00","2022-05-02 04:00:00+00:00","35.87584","32.17779","0.4997501249374636","0.4482363220683794","-0.1040275799814023","-103.97559218530965","Closed"],["2022-05-06 04:00:00+00:00","2022-06-06 04:00:00+00:00","32.41238","32.62734","0.4477883097524682","0.4507580569621582","0.00562871779239892","5.040948052663921","Closed"],["2022-06-08 04:00:00+00:00","2022-07-08 04:00:00+00:00","32.52249","30.07989","0.4503075241715351","0.41648719988087657","-0.07606739797598513","-68.50744330548197","Closed"],["2022-09-15 04:00:00+00:00","2022-10-13 04:00:00+00:00","31.121089999999995","27.84213","0.4160709208205162","0.3722331276541018","-0.10630866753060364","-88.4638903813228","Closed"],["2022-10-21 04:00:00+00:00","2022-11-18 05:00:00+00:00","29.459429999999998","33.34662","0.37186108054993383","0.42092838000905775","0.130884642880056","97.3418094575569","Closed"],["2023-03-08 05:00:00+00:00","2023-04-05 04:00:00+00:00","33.14310999999999","30.039930000000002","0.4205076619880401","0.3811356487241228","-0.0945829018459641","-79.5456698385849","Closed"],["2023-04-11 04:00:00+00:00","2023-05-09 04:00:00+00:00","30.540509999999998","30.479490000000002","0.38075470354795016","0.3799939548895493","-0.0029970029970027975","-2.282245975312456","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 train realized trade audit part 4/4 = 2
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 [["2025-10-17 04:00:00+00:00","2025-10-31 04:00:00+00:00","51.32127","51.32862","0.5419622494925989","0.5420398668730871","-0.0008568561339186402","-0.928767355660388","Closed"],["2025-11-04 05:00:00+00:00","2025-11-18 05:00:00+00:00","51.37131999999999","50.609339999999996","0.5414980978905533","0.5334661703359772","-0.01582537357420433","-17.138819377682957","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2024-05-29 04:00:00+00:00","2024-06-12 04:00:00+00:00","39.47944","39.840120000000006","0.4788375203066835","0.4832121293899366","0.008131326584166557","7.78716851673288","Closed"],["2024-06-14 04:00:00+00:00","2024-07-01 04:00:00+00:00","39.169129999999996","40.009949999999996","0.4827291587457694","0.49309161334357615","0.02045566138436062","19.749088423325507","Closed"],["2024-08-06 04:00:00+00:00","2024-08-20 04:00:00+00:00","39.829789999999996","42.60735","0.4925987681527886","0.5269505092609424","0.06870087514897776","67.68393293881535","Closed"],["2025-03-05 05:00:00+00:00","2025-03-19 04:00:00+00:00","48.87882999999999","47.92203","0.5264238220952393","0.5161191091350575","-0.020565149165804243","-21.65196885164381","Closed"],["2025-03-31 04:00:00+00:00","2025-04-14 04:00:00+00:00","47.85780999999999","46.42353","0.5156032479565056","0.5001508186355907","-0.030954627259375124","-31.92061270843398","Closed"],["2025-04-17 04:00:00+00:00","2025-05-02 04:00:00+00:00","45.67563","48.52143","0.49965091776732606","0.5307814480257008","0.06127340706630664","61.23062815082991","Closed"],["2025-08-08 04:00:00+00:00","2025-08-22 04:00:00+00:00","50.930879999999995","52.107839999999996","0.5302509318357806","0.5425044828589103","0.022097412021940373","23.43434663158566","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2022-10-21 04:00:00+00:00","2022-11-04 04:00:00+00:00","29.459429999999998","31.67829","0.4573535418657002","0.49180103388801977","0.07428151664848934","67.94582946869899","Closed"],["2023-03-08 05:00:00+00:00","2023-03-22 04:00:00+00:00","33.14310999999999","30.30966","0.49130947863170604","0.44930675643009693","-0.08644862793503665","-84.94606063838769","Closed"],["2023-03-24 04:00:00+00:00","2023-04-10 04:00:00+00:00","29.109079999999995","30.229740000000003","0.4488576742147643","0.4661380843543438","0.03747939096666785","33.64582452056952","Closed"],["2023-09-27 04:00:00+00:00","2023-10-11 04:00:00+00:00","32.011979999999994","31.968","0.46567217922245163","0.465032410534639","-0.0023731737305843427","-2.210241965589865","Closed"],["2023-10-19 04:00:00+00:00","2023-11-02 04:00:00+00:00","31.72169","31.458509999999997","0.46456761052411366","0.4607133107141772","-0.009292383224223","-8.633880541103203","Closed"],["2024-04-15 04:00:00+00:00","2024-04-29 04:00:00+00:00","39.24921","39.39057","0.46025282764492204","0.46191047475982866","0.002599800352669633","2.3931309272573213","Closed"],["2024-05-01 04:00:00+00:00","2024-05-15 04:00:00+00:00","39.00897","40.51944","0.46144879512485204","0.47931659736555793","0.03770173360127187","34.79483908885269","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2022-04-01 04:00:00+00:00","2022-04-18 04:00:00+00:00","35.87584","34.025940000000006","0.4997501249374636","0.47398103476091286","-0.05253816746869168","-52.511911512935214","Closed"],["2022-05-06 04:00:00+00:00","2022-05-20 04:00:00+00:00","32.41238","30.81915","0.47350729059814967","0.45023204760158136","-0.05013040588194989","-47.47422533150367","Closed"],["2022-05-25 04:00:00+00:00","2022-06-09 04:00:00+00:00","31.471439999999998","32.09787","0.44978204055746573","0.4587348232603727","0.01889476125020029","16.997048541923803","Closed"],["2022-06-13 04:00:00+00:00","2022-06-28 04:00:00+00:00","29.489459999999998","30.37959","0.4582763176898652","0.47210924303560786","0.02916959059270682","26.735465130695115","Closed"],["2022-07-05 04:00:00+00:00","2022-07-19 04:00:00+00:00","29.339309999999994","29.93004","0.4716373697291374","0.4811335147789949","0.019124353128959444","18.03951921503063","Closed"],["2022-09-15 04:00:00+00:00","2022-09-29 04:00:00+00:00","31.121089999999995","28.79118","0.4806526217106466","0.44466810607038876","-0.07582851805640456","-72.8943520085036","Closed"],["2022-10-03 04:00:00+00:00","2022-10-17 04:00:00+00:00","28.818789999999996","29.70027","0.44422366018716275","0.45781112419882564","0.029571695064227355","26.272893238745212","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 5/5 = 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 [["2025-08-08 04:00:00+00:00","2025-08-15 04:00:00+00:00","50.930879999999995","52.26768","0.4167569293605311","0.4276956891693726","0.02523421389930837","21.03306699900882","Closed"],["2025-10-17 04:00:00+00:00","2025-10-24 04:00:00+00:00","51.32127","52.15779","0.42726820722111825","0.4342325399569935","0.015291524742080776","13.067164724454258","Closed"],["2025-10-30 04:00:00+00:00","2025-11-06 05:00:00+00:00","51.44139","51.828120000000006","0.4337985244247875","0.43705976801388147","0.006514117231280283","5.651628885719134","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2024-06-12 04:00:00+00:00","2024-06-20 04:00:00+00:00","39.91988","39.750209999999996","0.4159835981932929","0.4142155583819095","-0.005248138145705856","-4.366278779332345","Closed"],["2024-08-06 04:00:00+00:00","2024-08-13 04:00:00+00:00","39.829789999999996","41.11884","0.41380154982778095","0.4271938094356392","0.0313477847862116","25.943523856405672","Closed"],["2025-03-05 05:00:00+00:00","2025-03-12 04:00:00+00:00","48.878829999999994","47.00295","0.4267668291163318","0.410388299609769","-0.03935897995103388","-33.594214141914485","Closed"],["2025-03-14 04:00:00+00:00","2025-03-21 04:00:00+00:00","46.856809999999996","48.24171","0.4099781164017031","0.42209543069193384","0.028541224637357972","23.402555033247246","Closed"],["2025-03-31 04:00:00+00:00","2025-04-07 04:00:00+00:00","47.85780999999999","41.99796","0.42167354620346487","0.3700426059301954","-0.1233816985148295","-104.0535966987151","Closed"],["2025-04-09 04:00:00+00:00","2025-04-16 04:00:00+00:00","42.472429999999996","46.24371","0.36967274825303775","0.4024973227366445","0.08774920413077403","64.87697889609169","Closed"],["2025-04-22 04:00:00+00:00","2025-04-29 04:00:00+00:00","45.525479999999995","47.23272","0.40209502656193763","0.41717389477266986","0.03648200743847201","29.33846750001462","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2023-09-27 04:00:00+00:00","2023-10-04 04:00:00+00:00","32.011979999999994","30.988979999999998","0.400224171687114","0.38743429340923224","-0.03294080778508528","-26.367415020984485","Closed"],["2023-10-06 04:00:00+00:00","2023-10-13 04:00:00+00:00","31.28125","31.91805","0.3870470527360794","0.39492626354718496","0.01934706413586429","14.976448305767454","Closed"],["2023-10-19 04:00:00+00:00","2023-10-26 04:00:00+00:00","31.72169","30.63933","0.3945315346480811","0.3810699204704788","-0.03510344215582447","-27.69882981033558","Closed"],["2023-10-30 04:00:00+00:00","2023-11-06 05:00:00+00:00","30.37033999999999","32.417550000000006","0.38068904098975054","0.4063506045943915","0.06637449745376615","50.5360875637015","Closed"],["2024-04-15 04:00:00+00:00","2024-04-22 04:00:00+00:00","39.24921","39.19076999999999","0.4059444570634696","0.40534002721463575","-0.0024882026924873697","-2.0201441821317596","Closed"],["2024-05-01 04:00:00+00:00","2024-05-08 04:00:00+00:00","39.00897","39.74022","0.4049348897560776","0.4125256730589186","0.017736315647401267","14.364106042721435","Closed"],["2024-05-29 04:00:00+00:00","2024-06-05 04:00:00+00:00","39.47944","39.89007","0.4121133535455783","0.4163997898873284","0.00939590949111765","7.74435953999116","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2022-09-26 04:00:00+00:00","2022-10-03 04:00:00+00:00","28.968939999999996","28.76121","0.4012101622828368","0.39833317102916427","-0.00816719821298238","-6.553525840855129","Closed"],["2022-10-11 04:00:00+00:00","2022-10-18 04:00:00+00:00","28.708679999999998","30.59937","0.3979350369251051","0.4241421559903647","0.06482485349378675","51.59216093743974","Closed"],["2022-10-21 04:00:00+00:00","2022-10-28 04:00:00+00:00","29.459429999999998","31.37859","0.42371822579946183","0.45132171541978194","0.06411329037934554","54.33193929940502","Closed"],["2023-03-08 05:00:00+00:00","2023-03-15 04:00:00+00:00","33.14310999999999","29.59038","0.45087061925244143","0.4025401645927371","-0.1081400250308433","-97.51432010326262","Closed"],["2023-03-17 04:00:00+00:00","2023-03-24 04:00:00+00:00","29.98996","29.050919999999998","0.402137825597606","0.38954616146240434","-0.03229615644702422","-25.97501225753517","Closed"],["2023-03-29 04:00:00+00:00","2023-04-05 04:00:00+00:00","30.17014","30.039930000000002","0.38915680997661184","0.38747726496207563","-0.0053136987431942045","-4.135724104157152","Closed"],["2023-04-11 04:00:00+00:00","2023-04-18 04:00:00+00:00","30.540509999999998","31.60836","0.38708998133893147","0.40062459607105544","0.0339475524475526","26.28151488685063","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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 [["2022-04-01 04:00:00+00:00","2022-04-08 04:00:00+00:00","35.87584","34.95501","0.4997501249374636","0.4869229714117539","-0.02665430063797789","-26.640980147903942","Closed"],["2022-05-06 04:00:00+00:00","2022-05-13 04:00:00+00:00","32.41238","31.04892","0.48643629178013725","0.4659738503799716","-0.043044992376369676","-41.87729294253287","Closed"],["2022-05-17 04:00:00+00:00","2022-05-24 04:00:00+00:00","31.521489999999996","31.358610000000002","0.46550810940004794","0.4631027040445897","-0.006164684791232668","-5.7394215244283115","Closed"],["2022-06-06 04:00:00+00:00","2022-06-13 04:00:00+00:00","32.69266","29.43054","0.46263983277617626","0.4164769738562925","-0.10073152811670862","-93.20483464640616","Closed"],["2022-06-15 04:00:00+00:00","2022-06-23 04:00:00+00:00","29.409379999999995","29.23074","0.4160607050167755","0.4135334472390922","-0.007071215374142286","-5.884109707783341","Closed"],["2022-07-05 04:00:00+00:00","2022-07-12 04:00:00+00:00","29.339309999999998","29.46051","0.4131201204552326","0.4148267099626049","0.003128911007109672","2.5852321843017796","Closed"],["2022-09-15 04:00:00+00:00","2022-09-22 04:00:00+00:00","31.121089999999995","30.15981","0.41441209056233674","0.40161157315065255","-0.031872934077822955","-26.417058487092667","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-12.631752374025087,"dd":26.028483074553975,"n":31,"p":0.4838709677419355,"W":3.4001898061428593,"L":3.7998625190829034},{"period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242},{"period":"train","hold":20,"ret":0.3736530913380648,"dd":28.498943492138718,"n":16,"p":0.5625,"W":5.351890201644434,"L":6.235918385512589},{"period":"test","hold":5,"ret":-7.460626034008272,"dd":9.769433309137431,"n":6,"p":0.3333333333333333,"W":0.8393908103091665,"L":2.316370743870734},{"period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0.0,"W":null,"L":1.6448197783722456},{"period":"test","hold":20,"ret":-5.588785312956509,"dd":7.275713674932749,"n":2,"p":0.0,"W":null,"L":2.835697430891199}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",1,0.043886265,0.018101152,0.047627847,0.2980818,0.347496004,0.049414204],["2026-03-17","test",3,0.033899113,0.037407931,0.03741031,0.00501377,2e-09,-0.005013768],["2026-03-31","test",1,0.031959598,0.030890065,0.034684356,0.000572774,0.006459259,0.005886485],["2026-04-15","test",0,0.034134746,0.007581559,0.041779709,0.72670379,0.88815707,0.16145328],["2026-04-29","test",2,0.020520762,0.009169924,0.025101329,0.252368948,0.372308056,0.119939109],["2026-05-13","test",2,0.012418598,0.014616362,0.01519063,0.014027203,0.000733111,-0.013294092],["2026-05-28","test",2,0.013532244,0.026432529,0.01655286,0.283779662,0.128819208,-0.154960454],["2026-06-11","test",0,0.020344128,0.015397346,0.024900485,0.035441892,0.099047398,0.063605505],["2026-06-26","test",0,0.018972547,0.033634006,0.023221719,0.200227732,0.077936085,-0.122291646],["2026-07-13","test",2,0.024353901,0.008668275,0.029790087,0.388951889,0.525484395,0.136532506],["2026-07-27","test",0,0.019256652,0.015784034,0.023569454,0.018524216,0.070634413,0.052110197],["2026-08-10","test",0,0.013896282,0.01352038,0.017008553,0.000372601,0.024434685,0.024062084]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",2,0.018374471,0.014038099,0.022475951,0.03318744,0.095253996,0.062066556],["2025-08-20","train",0,0.015732696,0.013815025,0.019256257,0.008093516,0.049509717,0.041416201],["2025-09-04","train",0,0.014336578,0.018832819,0.017547459,0.040833378,0.002558607,-0.038274771],["2025-09-18","train",0,0.016014662,0.0055728,0.019601374,0.403588143,0.542008598,0.138420455],["2025-10-02","train",2,0.01172195,0.03968801,0.014338479,1.16619971,0.749834886,-0.416364824],["2025-10-16","train",3,0.024984684,0.017907752,0.027572544,0.049778486,0.081064473,0.031285987],["2025-10-30","train",3,0.026063593,0.010072953,0.028763204,0.337161536,0.399445779,0.062284243],["2025-11-13","train",1,0.015946818,0.02458426,0.017306385,0.108793378,0.069500309,-0.039293069],["2025-11-28","train",0,0.018853559,0.018573133,0.023076082,0.000111726,0.021945697,0.021833971],["2025-12-12","train",0,0.020837014,0.00730701,0.02550376,0.398571322,0.536498937,0.137927615],["2026-01-02","test",2,0.01178059,0.029957077,0.014410208,0.609605953,0.347050126,-0.262555827],["2026-01-16","test",2,0.019152901,0.028613526,0.023428139,0.092527227,0.021389854,-0.071137372],["2026-02-02","test",0,0.025783924,0.036991718,0.031558601,0.073738611,0.013311742,-0.060426869],["2026-02-17","test",3,0.031034478,0.056576328,0.034248962,0.222523403,0.149979237,-0.072544166]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",3,0.029216199,0.025371009,0.03224235,0.009504594,0.02655827,0.017053675],["2025-01-29","train",0,0.024992931,0.01107204,0.030590454,0.257176901,0.378209298,0.121032397],["2025-02-12","train",2,0.01825668,0.013793914,0.022331867,0.035857911,0.099465684,0.063607773],["2025-02-27","train",2,0.014228675,0.068993829,0.017404745,2.270170942,1.586807337,-0.683363605],["2025-03-13","train",3,0.039321407,0.028869107,0.043394234,0.043179976,0.072829694,0.029649717],["2025-03-27","train",1,0.040335354,0.378295925,0.043774198,6.140319594,5.48535193,-0.654967664],["2025-04-10","train",3,0.204929505,0.061787321,0.226155662,0.500473114,0.570732405,0.070259291],["2025-04-25","train",1,0.179992303,0.018066996,0.195337786,1.399203725,1.473134488,0.073930763],["2025-05-09","train",0,0.061699041,0.024667614,0.075517421,0.316582647,0.445520147,0.1289375],["2025-05-23","train",2,0.038601756,0.015058047,0.047218293,0.33147233,0.461771674,0.130299345],["2025-06-09","train",0,0.028181989,0.024574347,0.034493747,0.008967663,0.051504,0.042536338],["2025-06-24","train",0,0.025713289,0.012009121,0.031472147,0.228380954,0.345015794,0.11663484],["2025-07-09","train",2,0.020552674,0.018791859,0.025140364,0.003894029,0.038528537,0.034634508],["2025-07-23","train",0,0.017920403,0.01658069,0.021933933,0.002942042,0.035733961,0.03279192]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",0,0.012494443,0.008094608,0.015292752,0.081942498,0.165490938,0.08354844],["2024-07-09","train",0,0.009939185,0.019460844,0.012165207,0.286072488,0.129888877,-0.156183611],["2024-07-23","train",2,0.014141831,0.063715476,0.017298517,2.000171212,1.379484543,-0.62068667],["2024-08-06","train",3,0.041043825,0.017461996,0.045295056,0.280061134,0.338687644,0.058626511],["2024-08-20","train",0,0.035023109,0.009425871,0.042867033,0.581682846,0.734531161,0.152848314],["2024-09-04","train",0,0.016893029,0.022824963,0.020676463,0.050193109,0.005051617,-0.045141492],["2024-09-18","train",0,0.018301405,0.007724191,0.022400265,0.284675255,0.409541558,0.124866304],["2024-10-02","train",0,0.014764722,0.028937598,0.018071492,0.287013788,0.130478321,-0.156535467],["2024-10-16","train",0,0.019593668,0.010538453,0.02398195,0.158025628,0.261703384,0.103677756],["2024-10-30","train",0,0.018126378,0.110142736,0.022186039,3.271969603,2.362192618,-0.909776984],["2024-11-13","train",0,0.058936252,0.01070822,0.072135866,0.887136277,1.055984841,0.168848564],["2024-11-27","train",0,0.048222075,0.009969142,0.059022095,0.783056377,0.947322612,0.164266235],["2024-12-12","train",2,0.017111846,0.035746109,0.020931487,0.352298169,0.172580457,-0.179717712],["2024-12-27","train",1,0.025734042,0.024775599,0.027928032,0.000711281,0.00689464,0.006183359]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",0,0.018625461,0.015092161,0.022796899,0.020651364,0.074475976,0.053824611],["2023-12-14","train",0,0.014263139,0.01447716,0.017457573,0.000111463,0.016478086,0.016366622],["2023-12-29","train",0,0.01517465,0.006873657,0.018573229,0.244899757,0.364109127,0.11920937],["2024-01-16","train",2,0.011069949,0.01266901,0.013540941,0.009525906,0.002166707,-0.007359199],["2024-01-30","train",0,0.010963801,0.012638402,0.0134193,0.010598171,0.001761855,-0.008836315],["2024-02-13","train",2,0.01260676,0.015627079,0.015420794,0.02480725,8.8683e-05,-0.024718567],["2024-02-28","train",0,0.013625727,0.002755035,0.016677402,0.800723243,0.965820292,0.165097049],["2024-03-13","train",0,0.008866598,0.015834076,0.010852399,0.205938727,0.081261077,-0.124677651],["2024-03-27","train",0,0.010771331,0.016047042,0.013183724,0.09115546,0.02064433,-0.07051113],["2024-04-11","train",2,0.015258699,0.016907111,0.018664688,0.005446431,0.0047332,-0.000713231],["2024-04-25","train",0,0.015899827,0.009114025,0.019460819,0.129709123,0.226915612,0.09720649],["2024-05-09","train",0,0.012840489,0.015563282,0.015716299,0.019736414,4.7707e-05,-0.019688707],["2024-05-23","train",2,0.013585055,0.014127645,0.01661746,0.000776988,0.01248917,0.011712182],["2024-06-07","train",2,0.014394067,0.010702489,0.017607056,0.039874509,0.105675645,0.065801137]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",1,0.034587287,0.023743709,0.037536072,0.062655171,0.090541882,0.027886711],["2023-05-25","train",3,0.031588571,0.024253574,0.034860448,0.032027253,0.058522186,0.026494933],["2023-06-09","train",0,0.025576078,0.009461945,0.031304205,0.364332412,0.498732408,0.134399996],["2023-06-26","train",2,0.01785383,0.017642881,0.021839095,7.0356e-05,0.02122705,0.021156694],["2023-07-11","train",0,0.015813022,0.013422588,0.019354573,0.01272612,0.059499679,0.046773558],["2023-07-25","train",0,0.015750886,0.014579551,0.019278521,0.002910396,0.035630445,0.032720049],["2023-08-08","train",2,0.01482002,0.013291323,0.018128089,0.005716745,0.043540602,0.037823857],["2023-08-22","train",3,0.014240723,0.011040956,0.015715747,0.029802718,0.055592525,0.025789807],["2023-09-06","train",3,0.012527352,0.006238922,0.013824908,0.195131016,0.246945764,0.051814748],["2023-09-20","train",3,0.009279908,0.026385103,0.010241101,0.798302522,0.630002755,-0.168299767],["2023-10-04","train",3,0.016843709,0.015655964,0.018588344,0.002609658,0.013929088,0.011319431],["2023-10-18","train",3,0.019297206,0.033359976,0.021295969,0.181349909,0.117653474,-0.063696435],["2023-11-01","train",1,0.02470536,0.031518798,0.026811649,0.032223935,0.013815906,-0.01840803],["2023-11-15","train",0,0.029728549,0.006780136,0.036386681,0.706178827,0.866541274,0.160362447]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",1,0.091768564,0.058564283,0.099592415,0.087318478,0.119000589,0.031682111],["2022-11-02","train",0,0.076280896,0.089953853,0.093365089,0.014370574,0.000684175,-0.013686399],["2022-11-16","train",0,0.077066393,0.022319101,0.094326509,0.528833173,0.677934764,0.149101592],["2022-12-01","train",0,0.055132401,0.037416726,0.067480087,0.066290108,0.144200166,0.077910058],["2022-12-15","train",2,0.038271386,0.016358644,0.046814179,0.27738405,0.400867493,0.123483442],["2022-12-30","train",1,0.029792317,0.025779126,0.0323323,0.009979875,0.023819673,0.013839798],["2023-01-17","train",0,0.024818104,0.029369259,0.030376472,0.015005319,0.000562177,-0.014443141],["2023-01-31","train",0,0.027622026,0.012074691,0.033808372,0.264641838,0.386747776,0.122105938],["2023-02-14","train",2,0.020847832,0.014102377,0.025501405,0.067349926,0.145394115,0.078044188],["2023-03-01","train",0,0.015087649,0.14629406,0.018466743,6.424536933,4.852380858,-1.572156075],["2023-03-15","train",3,0.08125171,0.079812009,0.089667587,0.000158861,0.006522993,0.006364131],["2023-03-29","train",1,0.095204816,0.009711344,0.103321629,1.384740618,1.458543467,0.073802849],["2023-04-13","train",1,0.045454644,0.02304444,0.04932994,0.186267045,0.228255831,0.041988786],["2023-04-27","train",3,0.026431833,0.041019614,0.029169585,0.11242072,0.065322272,-0.047098448]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 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",0,0.065750628,0.023027661,0.080476418,0.399400326,0.537409784,0.138009458],["2022-04-13","train",3,0.034177245,0.06009744,0.037717251,0.193997863,0.127517783,-0.06648008],["2022-04-28","train",3,0.046815548,0.101184644,0.051664601,0.390615371,0.286316606,-0.104298765],["2022-05-12","train",3,0.075510835,0.087092864,0.083332085,0.01068355,0.000988722,-0.009694828],["2022-05-26","train",1,0.086085787,0.085218608,0.093425145,5.108e-05,0.00409994,0.00404886],["2022-06-10","train",3,0.086398171,0.088125548,0.095347107,0.00019724,0.003021835,0.002824595],["2022-06-27","train",1,0.086808299,0.018393874,0.094209256,0.763575286,0.828745635,0.065170349],["2022-07-12","train",3,0.054174278,0.06972806,0.059785533,0.034709801,0.012464114,-0.022245686],["2022-07-26","train",3,0.05158021,0.024874284,0.056922777,0.211548288,0.264844021,0.053295733],["2022-08-09","train",0,0.044753942,0.047050302,0.054777225,0.001273033,0.010996351,0.009723319],["2022-08-23","train",2,0.040094776,0.044821356,0.04904458,0.006446511,0.003935056,-0.002511454],["2022-09-07","train",0,0.044770759,0.069906854,0.054797808,0.115831527,0.03221004,-0.083621487],["2022-09-21","train",3,0.05629097,0.08929808,0.062121467,0.124920132,0.074587016,-0.050333115],["2022-10-05","train",1,0.076691728,0.102046272,0.083230183,0.044970874,0.022256604,-0.022714269]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC bar audit and current indicators part 1/1 = 1
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"s":"XLF","date":"2026-09-04 04:00:00+00:00","S":58.1,"sigma":0.12267993731593207,"rv20":0.11775484665719067,"rv60":0.13056707990928815,"atr":0.668685714285715,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.1357243939553389,"sha256":"941dbed872567ebfeb76d3e6bf9023e7dfac34275edcc421778e525a9b72e017","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=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
TLT 06UTC issuer TLT cash-distribution and duration context = 15.06
Options mispricing2026-09-08 06:07
Issuer primary page retrievedSep8: Sep4 closingprice82.21 agrees venuebar, NAV82.17,premium0.05%,effective duration15.06years,maturity26.11years; Sep3SECyield5.17%,trailing12myield4.74%; expense0.15% and monthlydistributions. Yield is not exact upcoming dividend schedule or riskfree rate. Firstorder duration approximation10bp parallel yieldrise ->-1.506%price beforeconvexity/carry,about-$1.23808/share at82.21; comparable to2ATR1.29751. This is a sensitivity, not yieldforecast. Issuer sells fund; independent of venue source but holdingsvaluation may use vendors. https://www.ishares.com/us/products/239454/ishares-20-year-treasury-bond-etf
06UTC ledger cap and collector audit = 8.5099
Options mispricing2026-09-08 06:04
Sep8 06:01 own query_trades empty; no own holdings/orders. User equity850.99,cash850.99,new mispricing cap42.55 replaces prior127.65; 25% cap212.7475; fullpremium1% ceiling8.5099. Assumed$.20roundtrip fee implies centquoted onecontract ask<=.08; fee unverified. Job74 last04:45:23.949UTC,next06:45:23.949,14runs; last exit0 closed-session skip. Nominal postopen14:45 subject drift, supersedes14:30 estimate; manual13:50monitor71 remains earlier. Job22 last02:00:34.115,next06:00:34.115,5runs at query, due not yet reported; do not infer execution. Both collectors research/noorders; no action needed before08UTC. runway:query_trades/list_jobs?fund=mispricing
06UTC primary option data definition and entitlement = 403
Options mispricing2026-09-08 06:04
Retrieved Sep8 2026 06UTC. Provider documentation says indicative quotes are derived, not actual OPRA quotes; derivative trades delayed15min; historical options startFeb2024. Direct venue /data/option-chain/XLF?feed=opra&limit=1 returned403 message OPRA agreement is not signed. Distinguish entitlement failure from market closure. Exact subscription fee not reverified this run; prior $99 claim not used as a new fact. https://docs.alpaca.markets/us/docs/historical-option-data
04UTC budget and funding arithmetic = 8.5099
Options mispricing2026-09-08 04:11
Equity850.99,cash850.99,fundcash127.65,positioncap212.7475,1%equityfullpremiumrisk8.5099. Atcentquotedpremiums onecontract<=.08 beforefees;2contracts at.04 cost8 beforefees. Need349.01over23stateddays=15.1743478261/day,41.0122328%currentequitytotal. These are requirements not predictedreturns; zeroallocation whileempiricaloptionedgeunknown. user:account-context/2026-09-08T04:00:29.563Z
04UTC own ledger and actual collector cadence = 0
Options mispricing2026-09-08 04:11
Sep8read: owntradehistoryempty, no own pending/open/closed records. Job74 first scheduledexecution actually Sep8 02:30:50.830UTC exit0, outside-session skip;15runsleft,next04:30:50.830. Thus nominal postopen14:30 now, subjectfuture schedulerdrift, not earlier14:18. Job22last02:00:34.115 exit0holidaySkip,next06:00:34.115,5runsleft. Existing13:50manualmonitors30/71 precedecollectors; neither includesCHWY and56/51 remain separate. No new job necessary for frozen10session forecast; dated outcome monitor added. Before06UTCnextresearch both collectors only closed-market skips expected, not orders. runway:query_trades/list_jobs?fund=mispricing
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