A news scan found the headline 'DirectSep8 02:22UTC: own trades empty'. This is a log entry from a trading system. It reports on the status of various jobs and trades. The system checked its own trades and found them empty at 02:22 UTC on September 8. There are 5 remaining jobs in job 22, with the next one scheduled for 06:00:34, and the last one was at 02:00, which was skipped due to a holiday. The system is tracking a group of stocks, including QQQ, SPY, SOFI, and IBIT. A new job, number 74, has 16 remaining tasks, with the first one scheduled to run at 02:18:44, but it has not been executed yet. The previous nominal run was at 14:18, but it was conditional only. The system also performed a manual check using HTTP, which returned a successful response, 200, with 2007 contracts and 1419 bytes of data, but this was not a scheduled execution. Additionally, 71 new monitors were added, with 5 existing ones already armed, but none are due before 04:00 for research. There were no orders or changes to capital.
runway:query_trades/list_jobs?fund=mispricing
Sep8 census unsupported_syntax symbols 280 = 104
Options mispricing2026-09-08 02:23
A news scan found the headline about a Sep8 retrieval of a Sep4 directory. The directory had missing items, specifically those with no liquidity or options, including PSA$M, PSA$N, PSA$O, PSA$P, PSA$Q, PSA$R, PSA$S, PSA$T, PSA$U, PSEC$A, PW$A, QXO$B, RC$C, RC$E, REXR$B, REXR$C, RF$C, RF$E, RF$F, RITM$A, RITM$B, RITM$C, RITM$D, RITM$E, RITM$F, RIV$A, RLJ$A, RNR$F, RNR$G, RPT$C, RWT$A, SACH$A, SB$C, SB$D, SCE$G, SCE$L, SCE$M, SCE$N, SCHW$D, SCHW$J, SEAL$A, SEAL$B, SF$B, SF$C, SF$D, SHO$H, SHO$I, SLG$I, SNUS$H, SNUS$I, SPE$C, SPG$J, SRG$A, STT$G, SYF$A, SYF$B, T$A, T$C, TDS$U, TDS$V, TEN$E, TEN$F, TFC$I, TFC$O, TFC$R, TFIN$, TRTN$A, TRTN$B, TRTN$C, TRTN$D, TRTN$E, TRTN$F, TRTN$G, TRTX$C, TWO$A, TWO$B, TWO$C, TY$, UMH$D, USB$A, USB$H, USB$P, USB$Q, USB$R, USB$S, VNO$L, VNO$M, VNO$N, VNO$O, VOYA$B, WAL$A, WFC$A, WFC$C, WFC$D, WFC$L, WFC$Y, WFC$Z, WHR$A, WRB$E, WRB$F, WRB$G, WRB$H, XRN$A, XRN$B.
https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
Sep8 census unsupported_syntax symbols 140 = 140
Options mispricing2026-09-08 02:23
A news scan found the headline about a Sep8 retrieval of a Sep4 directory. The directory was missing items that are not zero liquidity or no options. The list of affected items includes FLG$A, FLG$U, FOUR$A, FRT$C, GAB$G, GAB$H, GAB$K, GAM$B, GDV$H, GDV$K, GGN$B, GGT$E, GGT$G, GL$D, GLOP$A, GLOP$B, GLOP$C, GLU$A, GLU$B, GNL$A, GNL$B, GNL$D, GNL$E, GNT$A, GPMT$A, GPUS$D, GRBK$A, GS$A, GS$C, GS$D, GSL$B, GUT$C, HFRO$A, HFRO$B, HIG$G, HL$B, HPE$C, HPP$C, ICR$A, IIPR$A, INN$E, INN$F, IVR$C, JPM$C, JPM$D, JPM$J, JPM$K, JPM$L, JPM$M, JXN$A, KEY$I, KEY$J, KEY$K, KEY$L, KIM$L, KIM$M, KIM$N, KKR$D, KREF$A, LFT$A, LNC$D, LOB$A, LXP$C, MAA$I, MER$K, MET$A, MET$E, MET$F, MFA$B, MFA$C, MITT$A, MITT$B, MITT$C, MS$A, MS$E, MS$F, MS$I, MS$K, MS$L, MS$O, MS$P, MS$Q, MTB$H, MTB$J, MTB$K, MTB$L, NCV$A, NCZ$A, NEE$N, NEE$S, NEE$T, NEE$U, NEE$V, NEE$W, NGL$B, NGL$C, NLY$F, NLY$G, NLY$I, NLY$J, NREF$A, NXDT$A, OAK$A, OAK$B, OPP$A, OPP$B, OPP$C, ORCL$D, PBI$B, PCG$A, PCG$B, PCG$C, PCG$D, PCG$E, PCG$G, PCG$H, PCG$I, PCG$X, PEB$E, PEB$F, PEB$G, PEB$H, PHXE$, PINE$A, PMT$A, PMT$B, PMT$C, PNFP$A, PNFP$B, PNFP$C, PRIF$D, PRIF$K, PRIF$L, PSA$F, PSA$G, PSA$H, PSA$I, PSA$J, PSA$K, PSA$L.
https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
A news scan found the headline 'Sep8 census not_returned symbols 0'. A Sep8 retrieval of a Sep4 directory found that the following symbols were missing due to not zero liquidity or no options: HQDG, HWGV, OSPRW, SVA, VLOSU, VLOSW, AAC.W, ABR$D, ABR$E, ABR$F, ACHR.W, ACP$A, ACR$C, ACR$D, ADC$A, AGM$D, AGM$E, AGM$F, AGM$G, AGM$H, AGM$I, AHL$D, AHL$E, AHL$F, AHRT$A, AHT$D, AHT$F, AHT$G, AHT$H, AHT$I, AIIA.R, AIQD, ALB$A, ALL$B, ALL$H, ALL$I, ALL$J, ALTG$A, ALUB.W, AMH$G, AMH$H, AMPX.W, ANG$D, ARES$B, ARR$C, ASB$E, ASB$F, ATH$A, ATH$B, ATH$D, ATH$E, AUB$A, AXS$E, BA$A, BAC$B, BAC$E, BAC$K, BAC$L, BAC$M, BAC$N, BAC$O, BAC$P, BAC$Q, BAC$S, BANC$F, BBAI.W, BC$C, BCSS.W, BCV$A, BEBE.W, BEP$A, BESS.W, BFH$A, BFH$B, BFS$D, BFS$E, BHR$B, BHR$D, BIII.W, BIP$A, BIP$B, BKKT.W, BML$G, BML$H, BML$J, BML$L, BNY$K, BOH$A, BOH$B, BW$A, BWIV.W, C$N, C$R, CDPI, CDR$B, CDR$C, CELG.R, CFG$E, CFG$H, CFG$I, CFR$B, CFTR$A, CHMI$A, CHMI$B, CIM$A, CIM$B, CIM$C, CIM$D, CJUL, CLBR.W, CLDT$A, CMRE$B, CMRE$C, CMRE$D, CMS$B, CMS$C, CNO$A, CODI$A, CODI$B, CODI$C, COF$I, COF$J, COF$K, COF$L, COF$N, COPL.W, COPR.W, CTA$A, CTA$B, CTO$A, DBRG$H, DBRG$I, DBRG$J, DCOM$, DGAC.R, DLNG$A, DLR$J, DLR$K, DLR$L, DSX$B.
https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 exclude_last = -1.7656574447237559
Options mispricing2026-09-08 02:21
A news scan found the following data line: Sep 8, using a NumPy seed of 20260908, with 20,000 paths and 4 or 5 daily checks. The simulation was frozen on Sep 4, with a hypothetical entry on Sep 8, using a geometric Brownian motion model with physical drift of 0, and quoted implied volatility exit with European value and half spread, including fees of 0.20 USD. Each positive overshoot was capped at 100 times the difference between the target and the ask, minus 0.20 USD. The results include a capped mean profit and loss of -1.7656574447237559 USD, for the option PATH260911C00018000, with a scenario of exclude last, 20,000 paths, 4 observations per path, a proportional volatility of 0.5850790140390076, an exit implied volatility of 0.8365, a stop of 0.01, a target of 0.055, a target probability of 0.0526, a stop probability of 0.94735, a win probability of 0.05265, an average win of 8.220559514677698 USD, an average loss of 2.0471175099339343 USD, a mean profit and loss of -1.5065243145881322 USD, a quarter Kelly conditional of -0.04581574745302473, an actual option holdout of 0, and an allocation of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 lower_vol_crush = -1.9636900228368486
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo target-overshoot stress test for PATH260911C00018000 with a lower_vol_crush scenario. The test started on September 8, using a NumPy seed of 20260908, with 20,000 paths and 4 or 5 daily checks. The test assumed a hypothetical entry on September 8, with a frozen price from September 4, and used a geometric Brownian motion model with a physical drift of 0. The test also considered fees of $0.20 and quoted implied volatility at exit, with a European value and half spread. The test capped each positive overshoot at 100 times the difference between the target and the ask price, minus $0.20. The results included a capped mean profit and loss in US dollars of -1.9636900228368486, with an occurrence of PATH260911C00018000, and a scenario of lower_vol_crush. Other results included 20,000 paths, 4 observations per path, a proportional volatility of 0.7109165969619561, an exit implied volatility of 0.6692, a stop of 0.01, a target of 0.055, a target probability of 0.0337, a stop probability of 0.9663, a win probability of 0.0337, an average win in US dollars of 11.95218213848602, an average loss in US dollars of 2.1472627784713327, a mean profit and loss in US dollars of -1.67211148476987, a quarter Kelly conditional of -0.03497502517522871, an actual option holdout of 0, and an allocation of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 frozen = -1.281398091230042
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 frozen'. This is a report from a computer program that manages investments. It used a method called Monte Carlo, which is a way of making predictions using random numbers, to test a plan called PATH260911C00018000. The test started on September 8 and used 20,000 random scenarios, checking each one 4 or 5 times a day. The plan was to buy an option, which is a contract to buy or sell something at a set price, on September 8 if certain conditions were met. The option is for a stock with the ticker PATH260911C00018000. The program assumed that the price of the stock would move according to a pattern called geometric Brownian motion, which is a way of describing how stock prices change over time. The program also took into account fees of $0.20 per trade. If the investment made more money than expected, the profit was capped at $100 times the difference between the target price and the actual price, minus $0.20. The results of the test were: the average profit per trade was -$1.28, the option being tested was PATH260911C00018000, the test was run with the plan frozen, 20,000 random scenarios were used, each scenario was checked 4 times, the volatility, or risk, of the stock was 0.8886, the volatility used to exit the trade was 0.8365, the stop-loss, or maximum loss allowed, was $0.01, the target profit was $0.055, the probability of reaching the target was 14.83%, the probability of stopping the trade due to a loss was 85.165%, the average profit when the trade was successful was $13.95, and the average loss when the trade failed was $2.08. The overall average profit per trade was $0.30. The quarter Kelly criterion, which is a measure of how well the investment plan is working, was 0.0053. The actual number of options held was 0, and the allocation, or amount of money invested, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 exclude_last = -3.2775085073039882
Options mispricing2026-09-08 02:21
A news scan found the following trading data: on September 8, a conditional Monte Carlo simulation was run for RIOT260911P00019000 with the following parameters: 20,000 paths, 4 or 5 daily checks, and a frozen September 4 stock ask price as the hypothetical September 8 entry point. The simulation used a geometric Brownian motion model with physical drift of 0 and quoted implied volatility exit European value, with half spread and fees of $0.20. The simulation capped each positive overshoot at 100 times the difference between the target and ask prices, minus $0.20. The results of the simulation were: capped mean profit and loss in US dollars was -3.2775, the target price was $0.205, the target probability was 20.03%, the stop probability was 79.9%, the win probability was 20.07%, the average win in US dollars was $36.72, the average loss in US dollars was $7.19, and the mean profit and loss in US dollars was $1.63. The quarter Kelly conditional value was 0.0111, the actual option holdout was 0, and the allocation was 0. The implied volatility at exit was 0.9056, the stop price was $0.04, and the pvol was 0.9613.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 lower_vol_crush = -6.19370262888606
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo target-overshoot stress test for RIOT260911P00019000 with a lower_vol_crush scenario. The test started on September 8 with a NumPy seed of 20260908, running 20,000 paths with 4 or 5 daily checks. The test was based on a hypothetical entry on September 8, with a frozen stock ask price from September 4. It used a geometric Brownian motion model with zero physical drift and quoted implied volatility to calculate the European exit value, considering half of the spread as fees of 0.20 USD. The test capped each positive overshoot at 100 times the difference between the target and the ask price, minus 0.20 USD. The results included a capped mean profit and loss in USD of -6.19370262888606, with details on the scenario, number of paths, observations per path, and probabilities of reaching the target and stop-loss. The test also calculated the average win and loss in USD, mean profit and loss in USD, and a quarter Kelly conditional value.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 frozen = -3.3627548276088826
Options mispricing2026-09-08 02:21
A news scan found the headline 'RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 frozen'. This refers to a stress test of a trading strategy for the option RIOT260911P00019000. The test used a method called Monte Carlo, which is a way of simulating different outcomes, and it was run on September 8. The test used a random number generator with a seed, which is a starting point, of 20260908, and it ran 20,000 simulations, with 4 or 5 daily checks. The test assumed a hypothetical entry on September 8 and used a model called GBM, which stands for Geometric Brownian Motion, a way of modeling stock prices. The test also took into account fees of $0.20 and a cap on positive overshoots, which is when the price goes above a target, of 100 times the difference between the target and the ask price, minus $0.20. The results of the test included a mean profit and loss of $1.39, an average win of $36.63, and an average loss of $7.16. The test also calculated the probability of reaching the target, which was 19.45%, and the probability of stopping, which was 80.46%.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 exclude_last = -2.3754981313011654
Options mispricing2026-09-08 02:21
A news scan found the headline is not available, but a data line was found with the following information: On September 8, a simulation was run with a NumPy seed of 20260908, 20,000 paths, and 4 or 5 daily checks. The simulation was frozen on September 4 and had a hypothetical entry on September 8. It used a geometric Brownian motion model with physical drift of 0 and quoted implied volatility exit for European value, with half spread and fees of $0.20. Each positive overshoot was capped at 100 times the difference between the target and the ask, minus $0.20. The results included the following metrics: capped mean profit and loss in USD was -2.3754981313011654, the scenario was exclude last for the PATH261016P00011000 option, 20,000 paths were used, with 5 observations per path, and a proportional volatility of 0.5850790140390076. The exit implied volatility was 0.6237, the stop was 0.03, the target was 0.18000000000000005, the target probability was 0.06475, the stop probability was 0.6286, and the win probability was 0.20655. The average win in USD was 7.154116513094608, the average loss in USD was 4.532849691353772, the mean profit and loss in USD was -2.1189068218249596, and the quarter Kelly conditional was -0.07404502072151736. The actual option holdout was 0 and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 lower_vol_crush = -5.98696745277244
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 lower_vol_crush'. This is a trading scenario summary. On September 8, a trading simulation started with a hypothetical entry based on the ask price on September 4. The simulation used a geometric Brownian motion model with no physical drift and European exit values based on half of the spread, including fees of 0.20 USD. The simulation had 20,000 paths with 4 or 5 daily checks. Each positive overshoot was capped at 100 times the difference between the target and the ask price, minus 0.20 USD. The results included a capped mean profit and loss of -5.98696745277244 USD for the option PATH261016P00011000, with a scenario of lower volatility crush. The simulation had the following parameters: volatility of 0.7109165969619561, exit volatility of 0.49896000000000007, stop loss of 0.03, target of 0.18000000000000005, target probability of 0.014, stop probability of 0.96585, and win probability of 0.02375. The average win was 12.015438997521638 USD and the average loss was 6.32698107972301 USD, resulting in a mean profit and loss of -5.891348602888449 USD. The quarter Kelly conditional value was -0.1225787215120402. The actual option holdout was 0 and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 frozen = -1.3030207307048867
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 frozen'. This refers to a stress test of an investment strategy. The test used 20,000 paths, which is a way to simulate different possible outcomes, and 4 or 5 daily checks, which is a way to monitor the investment's performance. The test started on September 8, with a hypothetical entry price, and used a model called GBM, or Geometric Brownian Motion, which is a way to predict stock prices. The test also included fees of $0.20. The results of the test are as follows: the average profit and loss in US dollars was -1.30, the target price was $0.18, and the probability of reaching the target was 19.15%. The test also calculated the average win and loss in US dollars, which were $13.27 and $5.16 respectively. The overall profit and loss in US dollars was -$0.05. The test used a method called quarter Kelly criterion, which is a way to determine the optimal amount to invest, and the result was -0.0009. The allocation, or amount invested, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 exclude_last = -5.617151897796834
Options mispricing2026-09-08 02:21
A news scan found the headline is not available, but a data line was found with the following information: On September 8, a simulation was run with a NumPy seed of 20260908, using 20000 paths and 4 or 5 daily checks. The simulation was frozen on September 4 and used a hypothetical entry on September 8. It used a geometric Brownian motion model with a physical drift of 0 and quoted implied volatility to calculate the European exit value, with half spread and fees of 0.20 USD. Each positive overshoot was capped at 100 times the difference between the target and the ask, minus 0.20 USD. The results included a capped mean profit and loss of -5.617151897796834 USD for the option PATH261002P00012000, with a scenario of exclude last, 20000 paths, and 5 observations per path. The probability of volatility was 0.5850790140390076, the exit implied volatility was 0.5529, the stop was 0.03, the target was 0.18000000000000005, the target probability was 0.0324, the stop probability was 0.93265, and the win probability was 0.0506. The average win was 12.481896756038966 USD and the average loss was 6.365936457806022 USD, with a mean profit and loss of -5.412236097185466 USD and a quarter Kelly conditional of -0.10840171576020545.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 lower_vol_crush = -6.900353387056496
Options mispricing2026-09-08 02:21
A news scan found the headline about a conditional Monte Carlo simulation for PATH261002P00012000 with a lower_vol_crush scenario. The simulation started on September 8 with a NumPy seed of 20260908, running 20,000 paths with 4 or 5 daily checks. The simulation used a frozen stock ask price from September 4 as the hypothetical entry point on September 8. It assumed a geometric Brownian motion physical drift of 0, with quoted implied volatility exit and European value, considering half of the spread and fees of 0.20 USD. The simulation capped each positive overshoot at 100 times the difference between the target and the ask price, minus 0.20 USD. The results showed a capped mean profit and loss in USD of -6.900353387056496, with an occurrence of PATH261002P00012000, and a scenario of lower_vol_crush. The simulation ran 20,000 paths with 5 observations per path, a historical volatility of 0.7109165969619561, an exit implied volatility of 0.44232, a stop loss of 0.03, a target of 0.18000000000000005, a target probability of 0.0083, a stop probability of 0.9898, and a win probability of 0.0094. The average win in USD was 19.182502159242492, the average loss in USD was 7.061350817384814, the mean profit and loss in USD was -6.814658599404516, and the quarter Kelly conditional was -0.08881347363906181. The actual option holdout was 0, and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 frozen = -4.504421125575187
Options mispricing2026-09-08 02:21
A news scan found the headline 'PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 frozen'. This is a report from a trading simulation. The simulation started on September 8, using a random number generator with a seed from September 8, 2026, and ran 20,000 paths with 4 or 5 daily checks. The simulation was frozen as of September 4, with a hypothetical entry on September 8. It used a geometric Brownian motion model with no physical drift, and exit values were based on European options with half-spread quotes, including fees of $0.20. The simulation capped each positive overshoot at 100 times the difference between the target and the ask price, minus $0.20. The results include the following metrics: capped mean profit and loss in US dollars was -4.50, the scenario was frozen, and the simulation used 20,000 paths with 5 observations per path. The implied volatility was 0.89, the exit volatility was 0.55, the stop loss was 0.03, the target was 0.18, and the probability of reaching the target was 0.11. The probability of stopping the trade was 0.87, and the probability of winning was 0.12. The average win was $19.85, and the average loss was $6.52. The mean profit and loss was -3.33, and the quarter Kelly conditional metric was -0.04. The actual option holdout was 0, and the allocation was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative