Notes

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"DELL","kind":"calendar_monotonicity","cheap":{"occ":"DELL261016C00060000","exp":"2026-10-16","cp":"C","K":60.0,"ask":463.08,"bid":463.01,"qt":"2026-09-04T19:59:59.965915564Z","bs":5,"as":6},"dear":{"occ":"DELL260918C00060000","exp":"2026-09-18","cp":"C","K":60.0,"ask":474.65,"bid":464.21,"qt":"2026-09-04T19:59:58.343904199Z","bs":6,"as":7},"gap":1.13},{"symbol":"DELL","kind":"calendar_monotonicity","cheap":{"occ":"DELL261016C00090000","exp":"2026-10-16","cp":"C","K":90.0,"ask":429.85,"bid":428.63,"qt":"2026-09-04T19:59:59.481662234Z","bs":2,"as":1},"dear":{"occ":"DELL260918C00090000","exp":"2026-09-18","cp":"C","K":90.0,"ask":444.26,"bid":430.91,"qt":"2026-09-04T19:59:58.351397167Z","bs":2,"as":4},"gap":1.06},{"symbol":"DELL","kind":"calendar_monotonicity","cheap":{"occ":"DELL261016C00115000","exp":"2026-10-16","cp":"C","K":115.0,"ask":409.93,"bid":409.45,"qt":"2026-09-04T19:59:59.481662234Z","bs":2,"as":1},"dear":{"occ":"DELL260918C00115000","exp":"2026-09-18","cp":"C","K":115.0,"ask":417.16,"bid":413.99,"qt":"2026-09-04T19:59:58.351397167Z","bs":7,"as":6},"gap":4.06},{"symbol":"DELL","kind":"calendar_monotonicity","cheap":{"occ":"DELL261016C00165000","exp":"2026-10-16","cp":"C","K":165.0,"ask":359.09,"bid":353.84,"qt":"2026-09-04T19:59:59.48170174Z","bs":1,"as":1},"dear":{"occ":"DELL260918C00165000","exp":"2026-09-18","cp":"C","K":165.0,"ask":366.37,"bid":363.48,"qt":"2026-09-04T19:59:58.35324198Z","bs":7,"as":6},"gap":4.39}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"COIN","kind":"calendar_monotonicity","cheap":{"occ":"COIN260918C00040000","exp":"2026-09-18","cp":"C","K":40.0,"ask":143.26,"bid":143.16,"qt":"2026-09-04T19:59:59.106144547Z","bs":2,"as":5},"dear":{"occ":"COIN260911C00040000","exp":"2026-09-11","cp":"C","K":40.0,"ask":149.58,"bid":143.29,"qt":"2026-09-04T19:59:39.228307714Z","bs":4,"as":2},"gap":0.03},{"symbol":"DELL","kind":"vertical_monotonicity","cheap":{"occ":"DELL261016C00060000","exp":"2026-10-16","cp":"C","K":60.0,"ask":463.08,"bid":463.01,"qt":"2026-09-04T19:59:59.965915564Z","bs":5,"as":6},"dear":{"occ":"DELL261016C00065000","exp":"2026-10-16","cp":"C","K":65.0,"ask":467.71,"bid":463.81,"qt":"2026-09-04T19:59:59.695185063Z","bs":2,"as":1},"gap":0.73},{"symbol":"DELL","kind":"vertical_monotonicity","cheap":{"occ":"DELL261016C00090000","exp":"2026-10-16","cp":"C","K":90.0,"ask":429.85,"bid":428.63,"qt":"2026-09-04T19:59:59.481662234Z","bs":2,"as":1},"dear":{"occ":"DELL261016C00095000","exp":"2026-10-16","cp":"C","K":95.0,"ask":436.31,"bid":432.51,"qt":"2026-09-04T19:59:58.648224846Z","bs":2,"as":2},"gap":2.66},{"symbol":"DELL","kind":"vertical_monotonicity","cheap":{"occ":"DELL261016C00115000","exp":"2026-10-16","cp":"C","K":115.0,"ask":409.93,"bid":409.45,"qt":"2026-09-04T19:59:59.481662234Z","bs":2,"as":1},"dear":{"occ":"DELL261016C00120000","exp":"2026-10-16","cp":"C","K":120.0,"ask":413.86,"bid":410.21,"qt":"2026-09-04T19:59:59.481662234Z","bs":1,"as":1},"gap":0.28}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"CDNS","kind":"calendar_monotonicity","cheap":{"occ":"CDNS261009P00465000","exp":"2026-10-09","cp":"P","K":465.0,"ask":170.79,"bid":167.02,"qt":"2026-09-04T19:57:37.061658173Z","bs":1,"as":1},"dear":{"occ":"CDNS261002P00465000","exp":"2026-10-02","cp":"P","K":465.0,"ask":176.43,"bid":172.82,"qt":"2026-09-04T19:58:55.127933203Z","bs":1,"as":1},"gap":2.03},{"symbol":"CDNS","kind":"calendar_monotonicity","cheap":{"occ":"CDNS260918P00500000","exp":"2026-09-18","cp":"P","K":500.0,"ask":205.25,"bid":204.07,"qt":"2026-09-04T19:59:30.156145208Z","bs":3,"as":3},"dear":{"occ":"CDNS260911P00500000","exp":"2026-09-11","cp":"P","K":500.0,"ask":212.0,"bid":208.36,"qt":"2026-09-04T19:59:59.507404121Z","bs":1,"as":3},"gap":3.11},{"symbol":"COHR","kind":"calendar_monotonicity","cheap":{"occ":"COHR261016P00630000","exp":"2026-10-16","cp":"P","K":630.0,"ask":350.3,"bid":349.74,"qt":"2026-09-04T19:59:56.873147094Z","bs":13,"as":13},"dear":{"occ":"COHR260918P00630000","exp":"2026-09-18","cp":"P","K":630.0,"ask":355.22,"bid":351.31,"qt":"2026-09-04T19:59:50.432525373Z","bs":17,"as":17},"gap":1.01},{"symbol":"COIN","kind":"vertical_monotonicity","cheap":{"occ":"COIN260918C00600000","exp":"2026-09-18","cp":"C","K":600.0,"ask":0.01,"bid":0.0,"qt":"2026-09-04T19:39:04.30977322Z","bs":0,"as":206},"dear":{"occ":"COIN260918C00610000","exp":"2026-09-18","cp":"C","K":610.0,"ask":0.06,"bid":0.04,"qt":"2026-09-04T19:44:55.084326868Z","bs":25,"as":10},"gap":0.03}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261016P00640000","exp":"2026-10-16","cp":"P","K":640.0,"ask":281.34,"bid":276.96,"qt":"2026-09-04T19:59:59.716050216Z","bs":6,"as":6},"dear":{"occ":"AVGO260918P00640000","exp":"2026-09-18","cp":"P","K":640.0,"ask":287.17,"bid":282.47,"qt":"2026-09-04T19:59:59.934241937Z","bs":9,"as":9},"gap":1.13},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261016P00700000","exp":"2026-10-16","cp":"P","K":700.0,"ask":343.3,"bid":339.4,"qt":"2026-09-04T19:59:59.225815169Z","bs":6,"as":5},"dear":{"occ":"AVGO260918P00700000","exp":"2026-09-18","cp":"P","K":700.0,"ask":350.39,"bid":346.84,"qt":"2026-09-04T19:59:59.985879627Z","bs":4,"as":16},"gap":3.54},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261016P00730000","exp":"2026-10-16","cp":"P","K":730.0,"ask":369.17,"bid":367.65,"qt":"2026-09-04T19:59:59.447654231Z","bs":6,"as":6},"dear":{"occ":"AVGO260918P00730000","exp":"2026-09-18","cp":"P","K":730.0,"ask":379.32,"bid":376.77,"qt":"2026-09-04T19:59:59.732018332Z","bs":6,"as":6},"gap":7.6},{"symbol":"CDNS","kind":"calendar_monotonicity","cheap":{"occ":"CDNS260918P00440000","exp":"2026-09-18","cp":"P","K":440.0,"ask":147.6,"bid":144.72,"qt":"2026-09-04T19:59:30.164270237Z","bs":3,"as":3},"dear":{"occ":"CDNS260911P00440000","exp":"2026-09-11","cp":"P","K":440.0,"ask":150.0,"bid":147.99,"qt":"2026-09-04T19:59:19.371716863Z","bs":3,"as":1},"gap":0.39}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00475000","exp":"2026-09-25","cp":"P","K":475.0,"ask":116.87,"bid":114.69,"qt":"2026-09-04T19:59:59.926088174Z","bs":5,"as":4},"dear":{"occ":"AVGO260911P00475000","exp":"2026-09-11","cp":"P","K":475.0,"ask":119.35,"bid":117.49,"qt":"2026-09-04T19:59:59.500250161Z","bs":18,"as":17},"gap":0.62},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261009P00535000","exp":"2026-10-09","cp":"P","K":535.0,"ask":177.44,"bid":173.36,"qt":"2026-09-04T19:59:59.396002088Z","bs":1,"as":4},"dear":{"occ":"AVGO261002P00535000","exp":"2026-10-02","cp":"P","K":535.0,"ask":181.87,"bid":178.02,"qt":"2026-09-04T19:59:59.48280862Z","bs":1,"as":4},"gap":0.58},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00555000","exp":"2026-09-25","cp":"P","K":555.0,"ask":195.84,"bid":193.8,"qt":"2026-09-04T19:59:59.511060026Z","bs":5,"as":5},"dear":{"occ":"AVGO260911P00555000","exp":"2026-09-11","cp":"P","K":555.0,"ask":199.85,"bid":197.81,"qt":"2026-09-04T19:59:59.500293329Z","bs":6,"as":17},"gap":1.97},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925P00560000","exp":"2026-09-25","cp":"P","K":560.0,"ask":201.37,"bid":201.06,"qt":"2026-09-04T19:59:59.923160206Z","bs":5,"as":4},"dear":{"occ":"AVGO260918P00560000","exp":"2026-09-18","cp":"P","K":560.0,"ask":207.43,"bid":204.48,"qt":"2026-09-04T19:59:59.678691077Z","bs":6,"as":6},"gap":3.11}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AVGO","kind":"vertical_monotonicity","cheap":{"occ":"AVGO260918C00510000","exp":"2026-09-18","cp":"C","K":510.0,"ask":0.07,"bid":0.01,"qt":"2026-09-04T19:59:59.666963192Z","bs":21,"as":81},"dear":{"occ":"AVGO260918C00520000","exp":"2026-09-18","cp":"C","K":520.0,"ask":0.1,"bid":0.09,"qt":"2026-09-04T19:59:59.764535505Z","bs":9,"as":21},"gap":0.02},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261016C00165000","exp":"2026-10-16","cp":"C","K":165.0,"ask":192.14,"bid":188.81,"qt":"2026-09-04T19:59:59.537493698Z","bs":3,"as":1},"dear":{"occ":"AVGO260918C00165000","exp":"2026-09-18","cp":"C","K":165.0,"ask":197.05,"bid":193.1,"qt":"2026-09-04T19:59:59.924015592Z","bs":5,"as":5},"gap":0.96},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO260925C00220000","exp":"2026-09-25","cp":"C","K":220.0,"ask":138.33,"bid":135.07,"qt":"2026-09-04T19:59:59.482589236Z","bs":1,"as":1},"dear":{"occ":"AVGO260918C00220000","exp":"2026-09-18","cp":"C","K":220.0,"ask":142.34,"bid":138.66,"qt":"2026-09-04T19:59:59.532228026Z","bs":52,"as":36},"gap":0.33},{"symbol":"AVGO","kind":"calendar_monotonicity","cheap":{"occ":"AVGO261009C00225000","exp":"2026-10-09","cp":"C","K":225.0,"ask":132.81,"bid":131.58,"qt":"2026-09-04T19:59:59.925755321Z","bs":5,"as":4},"dear":{"occ":"AVGO261002C00225000","exp":"2026-10-02","cp":"C","K":225.0,"ask":137.21,"bid":133.64,"qt":"2026-09-04T19:59:59.989591991Z","bs":4,"as":5},"gap":0.83}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261016C00105000","exp":"2026-10-16","cp":"C","K":105.0,"ask":153.52,"bid":150.04,"qt":"2026-09-04T19:59:58.887517005Z","bs":1,"as":1},"dear":{"occ":"AMZN260918C00105000","exp":"2026-09-18","cp":"C","K":105.0,"ask":155.2,"bid":154.73,"qt":"2026-09-04T19:59:59.337651451Z","bs":68,"as":55},"gap":1.21},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN260925P00185000","exp":"2026-09-25","cp":"P","K":185.0,"ask":0.03,"bid":0.01,"qt":"2026-09-04T19:59:59.568855198Z","bs":4,"as":1},"dear":{"occ":"AMZN260918P00185000","exp":"2026-09-18","cp":"P","K":185.0,"ask":0.07,"bid":0.04,"qt":"2026-09-04T19:59:59.980145406Z","bs":1,"as":28},"gap":0.01},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261016P00305000","exp":"2026-10-16","cp":"P","K":305.0,"ask":46.28,"bid":45.66,"qt":"2026-09-04T19:59:59.484357535Z","bs":8,"as":8},"dear":{"occ":"AMZN261009P00305000","exp":"2026-10-09","cp":"P","K":305.0,"ask":47.71,"bid":46.32,"qt":"2026-09-04T19:59:59.717124493Z","bs":11,"as":11},"gap":0.04},{"symbol":"AMZN","kind":"calendar_monotonicity","cheap":{"occ":"AMZN261009P00325000","exp":"2026-10-09","cp":"P","K":325.0,"ask":66.6,"bid":65.72,"qt":"2026-09-04T19:59:59.484320176Z","bs":1,"as":1},"dear":{"occ":"AMZN261002P00325000","exp":"2026-10-02","cp":"P","K":325.0,"ask":68.19,"bid":66.79,"qt":"2026-09-04T19:59:59.484266128Z","bs":1,"as":1},"gap":0.19}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"EWJ","bars":251,"trades":[{"entryAt":"2025-10-10T04:00:00Z","exitAt":"2025-10-13T04:00:00Z","entry":78.355,"exit":79.3,"reason":"signal"},{"entryAt":"2025-11-18T05:00:00Z","exitAt":"2025-11-21T05:00:00Z","entry":80.78,"exit":81.21,"reason":"signal"},{"entryAt":"2026-03-05T05:00:00Z","exitAt":"2026-03-09T04:00:00Z","entry":85.89,"exit":85.65,"reason":"signal"},{"entryAt":"2026-06-10T04:00:00Z","exitAt":"2026-06-11T04:00:00Z","entry":89.29,"exit":92.12,"reason":"signal"},{"entryAt":"2026-07-17T04:00:00Z","exitAt":"2026-07-20T04:00:00Z","entry":90.48,"exit":90.43,"reason":"signal"}],"returnPct":4.618368697139785,"buyAndHoldPct":21.39063850808942,"maxDrawdownPct":1.5969299331517757,"winRate":60,"avgTradePct":0.9146238458796276} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js

49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"SMCI","contracts":526,"affordable":72,"positive_bid_sizes":38,"baseline_pass":3,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"SMTC","contracts":150,"affordable":9,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"SNDK","contracts":3346,"affordable":21,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200,200,200],"truncated":false},{"symbol":"SNPS","contracts":992,"affordable":2,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"TSEM","contracts":692,"affordable":1,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"TSLA","contracts":1554,"affordable":171,"positive_bid_sizes":84,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"TSM","contracts":888,"affordable":55,"positive_bid_sizes":17,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XBI","contracts":852,"affordable":33,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLE","contracts":876,"affordable":195,"positive_bid_sizes":49,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLF","contracts":772,"affordable":249,"positive_bid_sizes":131,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLI","contracts":804,"affordable":18,"positive_bid_sizes":2,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"XLU","contracts":428,"affordable":53,"positive_bid_sizes":5,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"RIOT","bars":251,"trades":[{"entryAt":"2025-11-06T05:00:00Z","exitAt":"2025-11-10T05:00:00Z","entry":17.315,"exit":17.31,"reason":"signal"},{"entryAt":"2025-11-11T05:00:00Z","exitAt":"2025-11-14T05:00:00Z","entry":16.12,"exit":13.98,"reason":"signal"},{"entryAt":"2026-02-05T05:00:00Z","exitAt":"2026-02-06T05:00:00Z","entry":12.06,"exit":14.43,"reason":"signal"},{"entryAt":"2026-03-27T04:00:00Z","exitAt":"2026-03-31T04:00:00Z","entry":12.79,"exit":12.36,"reason":"signal"},{"entryAt":"2026-07-01T04:00:00Z","exitAt":"2026-07-06T04:00:00Z","entry":23.96,"exit":22.855,"reason":"signal"},{"entryAt":"2026-07-07T04:00:00Z","exitAt":"2026-07-08T04:00:00Z","entry":21.16,"exit":21.07,"reason":"signal"},{"entryAt":"2026-09-01T04:00:00Z","exitAt":"2026-09-02T04:00:00Z","entry":17.785,"exit":18.63,"reason":"signal"}],"returnPct":-0.2561964989625687,"buyAndHoldPct":62.08178438661711,"maxDrawdownPct":13.858628865661748,"winRate":28.57142857142857,"avgTradePct":0.385634245127832} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js

49selectedunderlyings Sep11-Oct16expiries;affordableask<=.08;positivebid+sizes,fullrisk<=8.5099incl.20fee;all descriptive. [{"symbol":"INDA","contracts":96,"affordable":2,"positive_bid_sizes":0,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"INTC","contracts":832,"affordable":113,"positive_bid_sizes":48,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"IOT","contracts":434,"affordable":28,"positive_bid_sizes":1,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"IREN","contracts":574,"affordable":54,"positive_bid_sizes":37,"baseline_pass":1,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"KRE","contracts":542,"affordable":16,"positive_bid_sizes":4,"baseline_pass":0,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"MARA","contracts":392,"affordable":101,"positive_bid_sizes":65,"baseline_pass":7,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"META","contracts":2204,"affordable":152,"positive_bid_sizes":29,"baseline_pass":0,"lowvol_pass":0,"statuses":[200,200,200],"truncated":false},{"symbol":"NBIS","contracts":710,"affordable":25,"positive_bid_sizes":12,"baseline_pass":2,"lowvol_pass":0,"statuses":[200],"truncated":false},{"symbol":"NVDA","contracts":1038,"affordable":195,"positive_bid_sizes":76,"baseline_pass":1,"lowvol_pass":0,"statuses":[200,200],"truncated":false},{"symbol":"PATH","contracts":376,"affordable":57,"positive_bid_sizes":14,"baseline_pass":8,"lowvol_pass":3,"statuses":[200],"truncated":false},{"symbol":"RIOT","contracts":408,"affordable":38,"positive_bid_sizes":11,"baseline_pass":2,"lowvol_pass":1,"statuses":[200],"truncated":false},{"symbol":"SLV","contracts":1336,"affordable":278,"positive_bid_sizes":133,"baseline_pass":1,"lowvol_pass":0,"statuses":[200,200],"truncated":false}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative

Sep8run --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; code actually exitswhen z>-2,ignores--exit0,sameclosefills,noexplicitcosts. Distinctfromvectorbtuntestedstockrule,notoptionedge. {"symbol":"PATH","bars":251,"trades":[{"entryAt":"2025-11-04T05:00:00Z","exitAt":"2025-11-05T05:00:00Z","entry":14.265,"exit":14.54,"reason":"signal"},{"entryAt":"2025-11-06T05:00:00Z","exitAt":"2025-11-07T05:00:00Z","entry":14.13,"exit":14.29,"reason":"signal"},{"entryAt":"2026-01-15T05:00:00Z","exitAt":"2026-01-21T05:00:00Z","entry":14.78,"exit":14.2,"reason":"signal"},{"entryAt":"2026-04-09T04:00:00Z","exitAt":"2026-04-13T04:00:00Z","entry":9.945,"exit":10.12,"reason":"signal"},{"entryAt":"2026-05-12T04:00:00Z","exitAt":"2026-05-15T04:00:00Z","entry":10.01,"exit":10.27,"reason":"signal"}],"returnPct":3.397181132413518,"buyAndHoldPct":28.704487722269256,"maxDrawdownPct":9.479131161850274,"winRate":80,"avgTradePct":0.6985993485919018} https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js

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Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"XBI","date":"2026-03-03","realized":0.0002893646,"forecast":0.0002618527,"baseline":0.0002460164,"qlike_diff":-0.0087502188},{"symbol":"XBI","date":"2026-03-17","realized":0.0009340045,"forecast":0.000249489,"baseline":0.0002815065,"qlike_diff":0.3050498666},{"symbol":"XBI","date":"2026-03-31","realized":0.000183911,"forecast":0.0006410408,"baseline":0.0004043312,"qlike_diff":0.2929007653},{"symbol":"XBI","date":"2026-04-15","realized":0.0001810403,"forecast":0.0005032044,"baseline":0.0003812113,"qlike_diff":0.162509388},{"symbol":"XBI","date":"2026-04-29","realized":0.0002754052,"forecast":0.0002566483,"baseline":0.0003604745,"qlike_diff":-0.0306379848},{"symbol":"XBI","date":"2026-05-13","realized":0.0003577365,"forecast":0.000265823,"baseline":0.0003424632,"qlike_diff":0.0478376437},{"symbol":"XBI","date":"2026-05-28","realized":0.0006665231,"forecast":0.0003171819,"baseline":0.0003738963,"qlike_diff":0.1542460096},{"symbol":"XBI","date":"2026-06-11","realized":0.0003969451,"forecast":0.0005047546,"baseline":0.0004391925,"qlike_diff":0.021739992},{"symbol":"XBI","date":"2026-06-26","realized":0.0003134922,"forecast":0.0004770069,"baseline":0.0003384571,"qlike_diff":0.074101378},{"symbol":"XBI","date":"2026-07-13","realized":0.000238737,"forecast":0.0003510153,"baseline":0.0003665611,"qlike_diff":-0.0144910991},{"symbol":"XBI","date":"2026-07-27","realized":0.0003081437,"forecast":0.0003026974,"baseline":0.0003742375,"qlike_diff":-0.0175552465},{"symbol":"XBI","date":"2026-08-10","realized":0.0005478918,"forecast":0.000297613,"baseline":0.0003801651,"qlike_diff":0.1549478447},{"symbol":"XLE","date":"2026-01-02","realized":0.000337794,"forecast":0.0001482229,"baseline":0.0001355861,"qlike_diff":-0.1232908767}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"TSM","date":"2026-04-29","realized":0.0005152222,"forecast":0.0006822687,"baseline":0.0007218663,"qlike_diff":-0.0149924345},{"symbol":"TSM","date":"2026-05-13","realized":0.0005247667,"forecast":0.0006591448,"baseline":0.000704824,"qlike_diff":-0.0154080244},{"symbol":"TSM","date":"2026-05-28","realized":0.001198953,"forecast":0.0005456542,"baseline":0.0006913562,"qlike_diff":0.2264020092},{"symbol":"TSM","date":"2026-06-11","realized":0.0012931473,"forecast":0.0008847952,"baseline":0.0007834533,"qlike_diff":-0.0674071595},{"symbol":"TSM","date":"2026-06-26","realized":0.0015193193,"forecast":0.0011803832,"baseline":0.0007972395,"qlike_diff":-0.2261450141},{"symbol":"TSM","date":"2026-07-13","realized":0.0005611022,"forecast":0.0013320271,"baseline":0.0009867096,"qlike_diff":0.1526608532},{"symbol":"TSM","date":"2026-07-27","realized":0.0008777829,"forecast":0.0009903613,"baseline":0.0009512088,"qlike_diff":0.0038543585},{"symbol":"TSM","date":"2026-08-10","realized":0.0002903312,"forecast":0.0007935759,"baseline":0.0010120874,"qlike_diff":-0.1642330007},{"symbol":"XBI","date":"2026-01-02","realized":0.0003096513,"forecast":0.000167708,"baseline":0.0002124365,"qlike_diff":0.1523346801},{"symbol":"XBI","date":"2026-01-16","realized":0.0003179481,"forecast":0.0002523597,"baseline":0.000232824,"qlike_diff":-0.0251424621},{"symbol":"XBI","date":"2026-02-02","realized":0.0003695272,"forecast":0.000296959,"baseline":0.0002411916,"qlike_diff":-0.0797163533},{"symbol":"XBI","date":"2026-02-17","realized":0.0001691934,"forecast":0.0003303941,"baseline":0.0002718952,"qlike_diff":0.08469074}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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