Notes

Frozen .5RV20variance+.5EWMA(.94)squaredreturns;next10returns dailymean square;baselineRV60var;negativeQLIKEdiffbetter.2026holdout,no optimization. [{"symbol":"BITO","date":"2026-01-16","realized":0.0013637456,"forecast":0.0005127921,"baseline":0.0008157591,"qlike_diff":0.523452258},{"symbol":"BITO","date":"2026-02-02","realized":0.0036660412,"forecast":0.0009889777,"baseline":0.0008501443,"qlike_diff":-0.4540920156},{"symbol":"BITO","date":"2026-02-17","realized":0.0012413371,"forecast":0.0021905068,"baseline":0.0013293629,"qlike_diff":0.1323391248},{"symbol":"BITO","date":"2026-03-03","realized":0.0009435016,"forecast":0.0021172402,"baseline":0.0012826717,"qlike_diff":0.211221041},{"symbol":"BITO","date":"2026-03-17","realized":0.0006152945,"forecast":0.0012088708,"baseline":0.0013644106,"qlike_diff":-0.0630128846},{"symbol":"BITO","date":"2026-03-31","realized":0.0003774333,"forecast":0.0008950631,"baseline":0.0014071571,"qlike_diff":-0.2989730343},{"symbol":"BITO","date":"2026-04-15","realized":0.000434417,"forecast":0.0006029295,"baseline":0.0013734814,"qlike_diff":-0.4190822356},{"symbol":"BITO","date":"2026-04-29","realized":0.0002910519,"forecast":0.0004774894,"baseline":0.0012330873,"qlike_diff":-0.5752231707},{"symbol":"BITO","date":"2026-05-13","realized":0.0003629597,"forecast":0.0004012182,"baseline":0.0006548349,"qlike_diff":-0.139510252},{"symbol":"BITO","date":"2026-05-28","realized":0.0011970461,"forecast":0.0003645393,"baseline":0.0005114589,"qlike_diff":0.6046361649},{"symbol":"BITO","date":"2026-06-11","realized":0.0006437733,"forecast":0.0007131911,"baseline":0.0005476579,"qlike_diff":-0.0087381099},{"symbol":"BITO","date":"2026-06-26","realized":0.0004729467,"forecast":0.0007726335,"baseline":0.0005554374,"qlike_diff":0.0906867474}] 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":"BE","date":"2026-03-03","realized":0.005097742,"forecast":0.004717567,"baseline":0.0044541877,"qlike_diff":-0.0064473952},{"symbol":"BE","date":"2026-03-17","realized":0.0062331294,"forecast":0.0045770011,"baseline":0.0039299157,"qlike_diff":-0.0718090171},{"symbol":"BE","date":"2026-03-31","realized":0.006640152,"forecast":0.0056927777,"baseline":0.0045874797,"qlike_diff":-0.0651665937},{"symbol":"BE","date":"2026-04-15","realized":0.006582345,"forecast":0.0065258624,"baseline":0.0050533783,"qlike_diff":-0.0381919581},{"symbol":"BE","date":"2026-04-29","realized":0.002060684,"forecast":0.0063976145,"baseline":0.0057219499,"qlike_diff":0.0735808084},{"symbol":"BE","date":"2026-05-13","realized":0.0030170425,"forecast":0.0046314586,"baseline":0.00507195,"qlike_diff":-0.0342783065},{"symbol":"BE","date":"2026-05-28","realized":0.0041698422,"forecast":0.0032987323,"baseline":0.0049067493,"qlike_diff":0.0171830596},{"symbol":"BE","date":"2026-06-11","realized":0.007858109,"forecast":0.0039137081,"baseline":0.0048098894,"qlike_diff":0.1679135232},{"symbol":"BE","date":"2026-06-26","realized":0.0046815799,"forecast":0.0063237177,"baseline":0.005031567,"qlike_diff":0.0384549057},{"symbol":"BE","date":"2026-07-13","realized":0.0079410039,"forecast":0.0060127051,"baseline":0.0048062241,"qlike_diff":-0.107566367},{"symbol":"BE","date":"2026-07-27","realized":0.0080233954,"forecast":0.0065498706,"baseline":0.0049875545,"qlike_diff":-0.1112136024},{"symbol":"BE","date":"2026-08-10","realized":0.0026034246,"forecast":0.0075718507,"baseline":0.0060205804,"qlike_diff":0.1406623454},{"symbol":"BITO","date":"2026-01-02","realized":0.0006124796,"forecast":0.0005252786,"baseline":0.0007906709,"qlike_diff":-0.0175768043}] 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":"AVGO","date":"2026-04-29","realized":0.0004916257,"forecast":0.0007075515,"baseline":0.0007353436,"qlike_diff":-0.012266641},{"symbol":"AVGO","date":"2026-05-13","realized":0.0005475735,"forecast":0.0005894156,"baseline":0.0006332334,"qlike_diff":-0.0074228516},{"symbol":"AVGO","date":"2026-05-28","realized":0.0034940382,"forecast":0.0005437003,"baseline":0.0006785963,"qlike_diff":1.0558561309},{"symbol":"AVGO","date":"2026-06-11","realized":0.0011490863,"forecast":0.001992886,"baseline":0.001173784,"qlike_diff":0.1269862911},{"symbol":"AVGO","date":"2026-06-26","realized":0.0007991061,"forecast":0.0019545002,"baseline":0.0012303669,"qlike_diff":0.2221905161},{"symbol":"AVGO","date":"2026-07-13","realized":0.0005530624,"forecast":0.0011195134,"baseline":0.0011938537,"qlike_diff":-0.0335301115},{"symbol":"AVGO","date":"2026-07-27","realized":0.0007613594,"forecast":0.0008008182,"baseline":0.0011914382,"qlike_diff":-0.0855810794},{"symbol":"AVGO","date":"2026-08-10","realized":0.0008139092,"forecast":0.000743268,"baseline":0.0012379412,"qlike_diff":-0.0725769168},{"symbol":"BE","date":"2026-01-02","realized":0.0038452158,"forecast":0.005353817,"baseline":0.0061137668,"qlike_diff":-0.0434576199},{"symbol":"BE","date":"2026-01-16","realized":0.0022267163,"forecast":0.0034903364,"baseline":0.0056969925,"qlike_diff":-0.2428323928},{"symbol":"BE","date":"2026-02-02","realized":0.0057265007,"forecast":0.0030764541,"baseline":0.0049068863,"qlike_diff":0.2275010142},{"symbol":"BE","date":"2026-02-17","realized":0.0041042168,"forecast":0.0042588413,"baseline":0.0047072013,"qlike_diff":-0.0083048017}] 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":"AMZN","date":"2026-06-26","realized":0.0001753368,"forecast":0.0005259462,"baseline":0.0003941312,"qlike_diff":0.1770200549},{"symbol":"AMZN","date":"2026-07-13","realized":0.000398468,"forecast":0.0004060839,"baseline":0.0003195497,"qlike_diff":-0.0260747333},{"symbol":"AMZN","date":"2026-07-27","realized":0.0025228797,"forecast":0.0003377063,"baseline":0.0003465286,"qlike_diff":0.1644070697},{"symbol":"AMZN","date":"2026-08-10","realized":0.0002294175,"forecast":0.0013782585,"baseline":0.0007570393,"qlike_diff":0.4625697752},{"symbol":"AVGO","date":"2026-01-02","realized":0.0005558521,"forecast":0.0011126531,"baseline":0.0011241484,"qlike_diff":-0.0051698835},{"symbol":"AVGO","date":"2026-01-16","realized":0.0004505906,"forecast":0.0005865488,"baseline":0.0009535987,"qlike_diff":-0.1902964874},{"symbol":"AVGO","date":"2026-02-02","realized":0.0010773104,"forecast":0.0005603936,"baseline":0.0009318928,"qlike_diff":0.2577935221},{"symbol":"AVGO","date":"2026-02-17","realized":0.0002073549,"forecast":0.0007901028,"baseline":0.0010499964,"qlike_diff":-0.2194200667},{"symbol":"AVGO","date":"2026-03-03","realized":0.0006749025,"forecast":0.0005968865,"baseline":0.0007859614,"qlike_diff":-0.0031725368},{"symbol":"AVGO","date":"2026-03-17","realized":0.0008256976,"forecast":0.0005191371,"baseline":0.0005348114,"qlike_diff":0.0168689693},{"symbol":"AVGO","date":"2026-03-31","realized":0.0010591752,"forecast":0.0007583521,"baseline":0.0006389902,"qlike_diff":-0.0896379333},{"symbol":"AVGO","date":"2026-04-15","realized":0.000563895,"forecast":0.0008816987,"baseline":0.0007237317,"qlike_diff":0.057835618}] 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":"AMZN","date":"2026-01-02","realized":0.0003258172,"forecast":0.0001781293,"baseline":0.0004444757,"qlike_diff":0.18168241},{"symbol":"AMZN","date":"2026-01-16","realized":0.0002867825,"forecast":0.0002387439,"baseline":0.000421351,"qlike_diff":-0.0474869354},{"symbol":"AMZN","date":"2026-02-02","realized":0.0007180463,"forecast":0.0002829094,"baseline":0.0002618589,"qlike_diff":-0.126711794},{"symbol":"AMZN","date":"2026-02-17","realized":0.0002186395,"forecast":0.0004430652,"baseline":0.0003033672,"qlike_diff":0.151534181},{"symbol":"AMZN","date":"2026-03-03","realized":0.0003260437,"forecast":0.0003792478,"baseline":0.000303613,"qlike_diff":0.0082682312},{"symbol":"AMZN","date":"2026-03-17","realized":0.0005466522,"forecast":0.0002933359,"baseline":0.0003398368,"qlike_diff":0.1078510934},{"symbol":"AMZN","date":"2026-03-31","realized":0.0006358166,"forecast":0.00044921,"baseline":0.0004085164,"qlike_diff":-0.0460351104},{"symbol":"AMZN","date":"2026-04-15","realized":0.000211938,"forecast":0.0005551824,"baseline":0.0004626294,"qlike_diff":0.1059990764},{"symbol":"AMZN","date":"2026-04-29","realized":0.0001268539,"forecast":0.0003491478,"baseline":0.0004485808,"qlike_diff":-0.1700584487},{"symbol":"AMZN","date":"2026-05-13","realized":0.0002075555,"forecast":0.0002172135,"baseline":0.0003256013,"qlike_diff":-0.0867089898},{"symbol":"AMZN","date":"2026-05-28","realized":0.0004480922,"forecast":0.0002084182,"baseline":0.0003273686,"qlike_diff":0.3296568256},{"symbol":"AMZN","date":"2026-06-11","realized":0.0007156054,"forecast":0.0003208798,"baseline":0.0003652093,"qlike_diff":0.1412924807}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"XLF","bars":672,"S":58.1,"asof":"2026-09-04T04:00:00Z","sigma":0.1240584425,"rv20":0.1206087234,"rv60":0.1283587328,"atr14":0.6686857143,"rsi14":55.5142981818,"ema20":57.7407316552,"ema60":56.3035655712,"ret20":0.0086805556,"holdout_n":16,"holdout_variance_ratio":1.0208482067,"holdout_qlike_diff":-0.0041020651},{"symbol":"XLI","bars":672,"S":175.27,"asof":"2026-09-04T04:00:00Z","sigma":0.1382586892,"rv20":0.1231044207,"rv60":0.1760241959,"atr14":2.4096428571,"rsi14":38.9237170684,"ema20":178.4719441682,"ema60":179.0607540542,"ret20":-0.0535154984,"holdout_n":16,"holdout_variance_ratio":1.0063846036,"holdout_qlike_diff":0.0189798633},{"symbol":"XLU","bars":672,"S":43.08,"asof":"2026-09-04T04:00:00Z","sigma":0.1392471179,"rv20":0.1409513088,"rv60":0.1436575049,"atr14":0.6307142857,"rsi14":44.0047001314,"ema20":43.3434869524,"ema60":44.1082482387,"ret20":-0.0121531759,"holdout_n":16,"holdout_variance_ratio":1.0479809994,"holdout_qlike_diff":0.0287896163},{"symbol":"XLV","bars":672,"S":171.45,"asof":"2026-09-04T04:00:00Z","sigma":0.1823632835,"rv20":0.1893490044,"rv60":0.1879339198,"atr14":2.7339214286,"rsi14":55.5297303219,"ema20":170.6605461112,"ema60":164.3504773677,"ret20":0.0348261709,"holdout_n":16,"holdout_variance_ratio":1.1273235136,"holdout_qlike_diff":0.001961581}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"TSEM","bars":672,"S":222.335,"asof":"2026-09-04T04:00:00Z","sigma":0.7523197933,"rv20":0.6550810864,"rv60":0.9760716887,"atr14":12.4467142857,"rsi14":49.2435283699,"ema20":220.9587157498,"ema60":229.1692165699,"ret20":-0.1194304725,"holdout_n":16,"holdout_variance_ratio":1.0915857225,"holdout_qlike_diff":0.1378615087},{"symbol":"TSLA","bars":672,"S":354.08,"asof":"2026-09-04T04:00:00Z","sigma":0.5370894188,"rv20":0.505585934,"rv60":0.5880150163,"atr14":15.3367785714,"rsi14":50.9267589089,"ema20":351.8284628377,"ema60":361.3567442896,"ret20":0.0776066711,"holdout_n":16,"holdout_variance_ratio":1.0314056999,"holdout_qlike_diff":0.0153973484},{"symbol":"TSM","bars":672,"S":428.91,"asof":"2026-09-04T04:00:00Z","sigma":0.2994848405,"rv20":0.2604854259,"rv60":0.4555543909,"atr14":10.6190071429,"rsi14":56.7756605713,"ema20":418.4389576309,"ema60":416.0598285885,"ret20":0.0211170365,"holdout_n":16,"holdout_variance_ratio":1.0086520801,"holdout_qlike_diff":-0.0217900252},{"symbol":"XBI","bars":672,"S":163.81,"asof":"2026-09-04T04:00:00Z","sigma":0.3098847964,"rv20":0.321341256,"rv60":0.2947432894,"atr14":4.3943285714,"rsi14":55.1484835942,"ema20":162.3984050446,"ema60":154.7154994912,"ret20":0.0409226663,"holdout_n":16,"holdout_variance_ratio":1.0700848414,"holdout_qlike_diff":0.079629059},{"symbol":"XLE","bars":672,"S":64.06,"asof":"2026-09-04T04:00:00Z","sigma":0.2079989225,"rv20":0.2131458331,"rv60":0.2227031321,"atr14":1.12925,"rsi14":63.1811014152,"ema20":62.6704551034,"ema60":59.8915619913,"ret20":0.1140869565,"holdout_n":16,"holdout_variance_ratio":1.0313630257,"holdout_qlike_diff":0.024923959}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"SLV","bars":672,"S":59.82,"asof":"2026-09-04T04:00:00Z","sigma":0.3892471821,"rv20":0.3868414645,"rv60":0.4256009496,"atr14":1.9453571429,"rsi14":52.9328692276,"ema20":59.3840098548,"ema60":58.9809899604,"ret20":0.0403478261,"holdout_n":16,"holdout_variance_ratio":0.908896979,"holdout_qlike_diff":-0.4521584238},{"symbol":"SMCI","bars":672,"S":39.59,"asof":"2026-09-04T04:00:00Z","sigma":0.8215351446,"rv20":0.8107155845,"rv60":0.939369911,"atr14":2.2295,"rsi14":62.655981485,"ema20":36.3137537288,"ema60":33.5823119066,"ret20":0.2717635721,"holdout_n":16,"holdout_variance_ratio":1.0654289856,"holdout_qlike_diff":0.3116492228},{"symbol":"SMTC","bars":672,"S":147.885,"asof":"2026-09-04T04:00:00Z","sigma":0.9666510353,"rv20":0.982521476,"rv60":0.9815509686,"atr14":11.0451142857,"rsi14":58.6770597711,"ema20":134.1229395316,"ema60":133.0552049467,"ret20":0.0607158227,"holdout_n":16,"holdout_variance_ratio":1.1527542727,"holdout_qlike_diff":-0.009879445},{"symbol":"SNDK","bars":392,"S":1740.0,"asof":"2026-09-04T04:00:00Z","sigma":0.9910889547,"rv20":0.8760133255,"rv60":1.3787348657,"atr14":109.8264357143,"rsi14":61.2426730289,"ema20":1534.8696853691,"ema60":1510.3474353121,"ret20":0.4353948573,"holdout_n":16,"holdout_variance_ratio":1.072379222,"holdout_qlike_diff":-0.0024931361},{"symbol":"SNPS","bars":672,"S":393.84,"asof":"2026-09-04T04:00:00Z","sigma":0.5983654807,"rv20":0.6045219631,"rv60":0.4559728134,"atr14":17.3946428571,"rsi14":42.5907382951,"ema20":414.0332279555,"ema60":422.3825895709,"ret20":-0.0532464723,"holdout_n":16,"holdout_variance_ratio":0.9675907747,"holdout_qlike_diff":0.0412606918}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"META","bars":672,"S":616.77,"asof":"2026-09-04T04:00:00Z","sigma":0.3523089041,"rv20":0.3301685352,"rv60":0.4596753649,"atr14":18.6976928571,"rsi14":62.3981853632,"ema20":583.5754591007,"ema60":592.0410716921,"ret20":0.0416652592,"holdout_n":16,"holdout_variance_ratio":1.0919632041,"holdout_qlike_diff":0.3330818629},{"symbol":"NBIS","bars":629,"S":226.39,"asof":"2026-09-04T04:00:00Z","sigma":1.2693482822,"rv20":1.3080018462,"rv60":1.372925726,"atr14":15.4788785714,"rsi14":53.5292755802,"ema20":216.028826272,"ema60":212.001960463,"ret20":0.2043943182,"holdout_n":16,"holdout_variance_ratio":1.1918811334,"holdout_qlike_diff":0.0018649428},{"symbol":"NVDA","bars":672,"S":230.36,"asof":"2026-09-04T04:00:00Z","sigma":0.4468299881,"rv20":0.4480247258,"rv60":0.4056228883,"atr14":7.6192714286,"rsi14":60.3929428224,"ema20":219.2993621989,"ema60":212.5205863481,"ret20":0.0285765315,"holdout_n":16,"holdout_variance_ratio":1.0012376748,"holdout_qlike_diff":0.0398114143},{"symbol":"PATH","bars":672,"S":15.19,"asof":"2026-09-04T04:00:00Z","sigma":0.8886457462,"rv20":0.8678726124,"rv60":0.6871727843,"atr14":0.9588285714,"rsi14":45.2656744878,"ema20":16.4552565711,"ema60":14.2345822015,"ret20":0.0093023256,"holdout_n":16,"holdout_variance_ratio":0.9279944229,"holdout_qlike_diff":0.0392297606},{"symbol":"RIOT","bars":672,"S":21.8,"asof":"2026-09-04T04:00:00Z","sigma":0.9478839238,"rv20":0.9070289614,"rv60":0.9555046819,"atr14":1.6236071429,"rsi14":55.5457967235,"ema20":20.1660950704,"ema60":21.0622096871,"ret20":0.0623781676,"holdout_n":16,"holdout_variance_ratio":1.0594343367,"holdout_qlike_diff":0.0274386812}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"INTC","bars":672,"S":95.8,"asof":"2026-09-04T04:00:00Z","sigma":0.5418566515,"rv20":0.4802915539,"rv60":0.7761373426,"atr14":4.2502071429,"rsi14":51.7444967609,"ema20":93.2718232794,"ema60":97.7219456655,"ret20":-0.0575504181,"holdout_n":16,"holdout_variance_ratio":1.0625614016,"holdout_qlike_diff":0.0494591617},{"symbol":"IOT","bars":672,"S":40.2,"asof":"2026-09-04T04:00:00Z","sigma":0.5512606302,"rv20":0.5095287331,"rv60":0.5991965304,"atr14":2.2870071429,"rsi14":53.9922372295,"ema20":39.2897847726,"ema60":37.1696654736,"ret20":-0.0166340509,"holdout_n":16,"holdout_variance_ratio":1.0207132422,"holdout_qlike_diff":0.0230485198},{"symbol":"IREN","bars":672,"S":44.68,"asof":"2026-09-04T04:00:00Z","sigma":1.0017887326,"rv20":0.9143190315,"rv60":1.149214324,"atr14":3.2217714286,"rsi14":57.1595017535,"ema20":40.5192084215,"ema60":42.6962965346,"ret20":0.0836769343,"holdout_n":16,"holdout_variance_ratio":1.0218757226,"holdout_qlike_diff":0.0322048614},{"symbol":"KRE","bars":672,"S":75.27,"asof":"2026-09-04T04:00:00Z","sigma":0.158723679,"rv20":0.1546613189,"rv60":0.174229135,"atr14":1.1703571429,"rsi14":51.1233695614,"ema20":74.9922646485,"ema60":74.3517807588,"ret20":-0.0123343393,"holdout_n":16,"holdout_variance_ratio":1.0064300423,"holdout_qlike_diff":-0.005080899},{"symbol":"MARA","bars":672,"S":11.31,"asof":"2026-09-04T04:00:00Z","sigma":0.9935342097,"rv20":0.9990702576,"rv60":0.9221481706,"atr14":0.9921357143,"rsi14":52.4247453954,"ema20":10.8880211655,"ema60":11.3874610634,"ret20":0.1209117939,"holdout_n":16,"holdout_variance_ratio":1.0994957471,"holdout_qlike_diff":0.0414120329}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"FXI","bars":672,"S":35.88,"asof":"2026-09-04T04:00:00Z","sigma":0.1513356226,"rv20":0.1526331361,"rv60":0.180129184,"atr14":0.4007142857,"rsi14":57.6334379772,"ema20":35.4661195137,"ema60":35.2010427804,"ret20":-0.0080176942,"holdout_n":16,"holdout_variance_ratio":0.9600415118,"holdout_qlike_diff":0.0244836947},{"symbol":"GDX","bars":672,"S":99.26,"asof":"2026-09-04T04:00:00Z","sigma":0.5163855774,"rv20":0.5115872252,"rv60":0.50566631,"atr14":4.0085,"rsi14":58.4554332386,"ema20":95.7809654461,"ema60":88.7393989436,"ret20":0.1042385137,"holdout_n":16,"holdout_variance_ratio":1.038706244,"holdout_qlike_diff":0.0209170767},{"symbol":"GLD","bars":672,"S":406.77,"asof":"2026-09-04T04:00:00Z","sigma":0.2708526489,"rv20":0.2712997183,"rv60":0.2572505807,"atr14":8.6149928571,"rsi14":52.4050312938,"ema20":406.0692895965,"ema60":399.1266698255,"ret20":0.0208296735,"holdout_n":16,"holdout_variance_ratio":0.9843287776,"holdout_qlike_diff":-0.1716661935},{"symbol":"IBIT","bars":665,"S":45.23,"asof":"2026-09-04T04:00:00Z","sigma":0.446808915,"rv20":0.4540212166,"rv60":0.3816690142,"atr14":1.6296285714,"rsi14":67.3326884202,"ema20":42.1115736641,"ema60":39.6502790535,"ret20":0.229076087,"holdout_n":16,"holdout_variance_ratio":1.0596312977,"holdout_qlike_diff":0.0406514922},{"symbol":"INDA","bars":672,"S":49.91,"asof":"2026-09-04T04:00:00Z","sigma":0.0981088457,"rv20":0.0908793624,"rv60":0.1258406511,"atr14":0.34195,"rsi14":54.174941407,"ema20":49.7189805657,"ema60":49.4465796386,"ret20":-0.0090340514,"holdout_n":16,"holdout_variance_ratio":0.9652944531,"holdout_qlike_diff":-0.0788397814}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"EWU","bars":672,"S":48.59,"asof":"2026-09-04T04:00:00Z","sigma":0.089855198,"rv20":0.0801575535,"rv60":0.1243930549,"atr14":0.375,"rsi14":55.1106357855,"ema20":48.4354334201,"ema60":47.6633553596,"ret20":-0.0010279605,"holdout_n":16,"holdout_variance_ratio":0.9873106089,"holdout_qlike_diff":-0.0627221626},{"symbol":"EWW","bars":672,"S":76.63,"asof":"2026-09-04T04:00:00Z","sigma":0.1521114305,"rv20":0.1494097642,"rv60":0.1830407531,"atr14":1.2402928571,"rsi14":51.6592425227,"ema20":76.4438309864,"ema60":76.1653193187,"ret20":-0.0114809082,"holdout_n":16,"holdout_variance_ratio":0.9775137179,"holdout_qlike_diff":-0.0881279351},{"symbol":"EWZ","bars":672,"S":37.86,"asof":"2026-09-04T04:00:00Z","sigma":0.246667866,"rv20":0.2491300832,"rv60":0.2215795147,"atr14":0.86535,"rsi14":69.3538581619,"ema20":36.0310556921,"ema60":35.6706720497,"ret20":0.0713073005,"holdout_n":16,"holdout_variance_ratio":0.9650037342,"holdout_qlike_diff":0.0425787095},{"symbol":"FICO","bars":672,"S":932.26,"asof":"2026-09-04T04:00:00Z","sigma":0.8399426141,"rv20":0.7879899176,"rv60":0.6935986529,"atr14":56.0134285714,"rsi14":30.2377969084,"ema20":1110.645016644,"ema60":1146.9909881817,"ret20":-0.1048012291,"holdout_n":16,"holdout_variance_ratio":1.1716483346,"holdout_qlike_diff":-0.1117213814},{"symbol":"FIVE","bars":672,"S":252.2,"asof":"2026-09-04T04:00:00Z","sigma":0.436192182,"rv20":0.4400476962,"rv60":0.378262162,"atr14":11.1826928571,"rsi14":60.6845223481,"ema20":241.7187344039,"ema60":225.4972546499,"ret20":0.0320415763,"holdout_n":16,"holdout_variance_ratio":1.0897655135,"holdout_qlike_diff":0.1192059728}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"EWA","bars":672,"S":30.23,"asof":"2026-09-04T04:00:00Z","sigma":0.1375163124,"rv20":0.1286678896,"rv60":0.1562673101,"atr14":0.3212571429,"rsi14":57.1909250948,"ema20":29.937831871,"ema60":29.3769284292,"ret20":-0.0059191056,"holdout_n":16,"holdout_variance_ratio":1.0206598033,"holdout_qlike_diff":0.0045080583},{"symbol":"EWC","bars":672,"S":62.04,"asof":"2026-09-04T04:00:00Z","sigma":0.1307828826,"rv20":0.1267235787,"rv60":0.1134748202,"atr14":0.7260571429,"rsi14":56.417675846,"ema20":61.5557419216,"ema60":60.1988019494,"ret20":0.0120717781,"holdout_n":16,"holdout_variance_ratio":0.9643864387,"holdout_qlike_diff":0.1035787263},{"symbol":"EWG","bars":672,"S":43.89,"asof":"2026-09-04T04:00:00Z","sigma":0.11802761,"rv20":0.1032147223,"rv60":0.152807651,"atr14":0.3502928571,"rsi14":53.7952711963,"ema20":43.8144755678,"ema60":42.9094179051,"ret20":-0.0029532031,"holdout_n":16,"holdout_variance_ratio":1.000717384,"holdout_qlike_diff":-0.1039896058},{"symbol":"EWJ","bars":672,"S":98.28,"asof":"2026-09-04T04:00:00Z","sigma":0.1745975473,"rv20":0.1619137442,"rv60":0.227283189,"atr14":1.1908642857,"rsi14":63.7182802257,"ema20":95.8884618444,"ema60":94.0955244398,"ret20":0.0142414861,"holdout_n":16,"holdout_variance_ratio":1.063272302,"holdout_qlike_diff":-0.0034637842},{"symbol":"EWT","bars":672,"S":112.18,"asof":"2026-09-04T04:00:00Z","sigma":0.2588062012,"rv20":0.21393262,"rv60":0.3893214692,"atr14":1.9945642857,"rsi14":67.6635333111,"ema20":106.7166937517,"ema60":102.4371882343,"ret20":0.0881753807,"holdout_n":16,"holdout_variance_ratio":1.0783655443,"holdout_qlike_diff":-0.0665445284}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"COHR","bars":672,"S":281.86,"asof":"2026-09-04T04:00:00Z","sigma":0.9752434644,"rv20":0.9908204836,"rv60":1.0357283171,"atr14":18.3981285714,"rsi14":46.0266377899,"ema20":290.6041636456,"ema60":309.5723851865,"ret20":-0.256561074,"holdout_n":16,"holdout_variance_ratio":1.1552967558,"holdout_qlike_diff":0.0529636331},{"symbol":"COIN","bars":672,"S":184.64,"asof":"2026-09-04T04:00:00Z","sigma":0.8203750054,"rv20":0.82289101,"rv60":0.7182549691,"atr14":13.2451071429,"rsi14":56.4004252178,"ema20":174.3378842422,"ema60":169.1383592682,"ret20":0.2020833333,"holdout_n":16,"holdout_variance_ratio":1.0712886975,"holdout_qlike_diff":0.059330779},{"symbol":"DELL","bars":672,"S":524.14,"asof":"2026-09-04T04:00:00Z","sigma":0.8383410418,"rv20":0.8085881793,"rv60":0.7763000665,"atr14":29.97815,"rsi14":63.6733459047,"ema20":465.3593948359,"ema60":422.2640816704,"ret20":0.155078564,"holdout_n":16,"holdout_variance_ratio":1.1160800719,"holdout_qlike_diff":-0.0696833078},{"symbol":"EEM","bars":672,"S":68.7,"asof":"2026-09-04T04:00:00Z","sigma":0.2020844551,"rv20":0.1816840605,"rv60":0.2943590291,"atr14":0.9553571429,"rsi14":62.3779110571,"ema20":66.7855201514,"ema60":65.9156219307,"ret20":0.0466179159,"holdout_n":16,"holdout_variance_ratio":1.0322299785,"holdout_qlike_diff":-0.1494598205},{"symbol":"ETHA","bars":533,"S":18.52,"asof":"2026-09-04T04:00:00Z","sigma":0.5525294078,"rv20":0.5677460982,"rv60":0.5130607892,"atr14":0.7706,"rsi14":66.6304069206,"ema20":17.2531043935,"ema60":15.7512482309,"ret20":0.2798894264,"holdout_n":16,"holdout_variance_ratio":1.0123556297,"holdout_qlike_diff":0.1244522525}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"AMZN","bars":672,"S":258.51,"asof":"2026-09-04T04:00:00Z","sigma":0.3300851653,"rv20":0.265062066,"rv60":0.4311874547,"atr14":5.8646428571,"rsi14":49.5490749371,"ema20":259.5985624698,"ema60":255.1020700138,"ret20":-0.0581827456,"holdout_n":16,"holdout_variance_ratio":1.233179264,"holdout_qlike_diff":0.0829503242},{"symbol":"AVGO","bars":672,"S":357.895,"asof":"2026-09-04T04:00:00Z","sigma":0.3727224511,"rv20":0.3563519214,"rv60":0.4377911054,"atr14":11.5455642857,"rsi14":38.0485541432,"ema20":373.5476638491,"ema60":383.6125357665,"ret20":-0.1633275669,"holdout_n":16,"holdout_variance_ratio":0.9836655871,"holdout_qlike_diff":0.0636535337},{"symbol":"BE","bars":672,"S":252.87,"asof":"2026-09-04T04:00:00Z","sigma":0.8738459083,"rv20":0.7755314861,"rv60":1.1932147168,"atr14":15.8569928571,"rsi14":63.0866790099,"ema20":220.5965144046,"ema60":228.0121419906,"ret20":0.152867694,"holdout_n":16,"holdout_variance_ratio":0.9808087059,"holdout_qlike_diff":-0.0039982749},{"symbol":"BITO","bars":672,"S":10.74,"asof":"2026-09-04T04:00:00Z","sigma":0.4484828391,"rv20":0.4569643503,"rv60":0.3765875398,"atr14":0.3922142857,"rsi14":66.6506908907,"ema20":10.0162534886,"ema60":9.4551737472,"ret20":0.2230953194,"holdout_n":16,"holdout_variance_ratio":1.061427515,"holdout_qlike_diff":0.034873199},{"symbol":"CDNS","bars":672,"S":292.7,"asof":"2026-09-04T04:00:00Z","sigma":0.4407799748,"rv20":0.4220637766,"rv60":0.3874143045,"atr14":11.7708857143,"rsi14":31.0471401833,"ema20":322.9258901767,"ema60":337.4187567411,"ret20":-0.1371890107,"holdout_n":16,"holdout_variance_ratio":1.0214618265,"holdout_qlike_diff":0.1957939767}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLV","occ":"XLV260918C00185000","S":171.45,"K":185.0,"T":0.0383561644,"sigma":0.1823632835,"iv":0.2084,"greeks":{"delta":0.02,"gamma":0.0078,"rho":0.001,"theta":-0.014,"vega":0.0144},"bid":0.04,"ask":0.05,"bs":5,"as":1,"quote_time":"2026-09-04T19:20:06.755805525Z","fair_low":0.0070581335,"fair":0.0418544625,"fair_high":0.1266603984,"hurdle":0.057,"surplus":-0.0151455375,"surplus_low":-0.0499418665,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLU","occ":"XLU260918P00040000","S":43.08,"K":40.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.2767,"greeks":{"delta":-0.0558,"gamma":0.0544,"rho":-0.0007,"theta":-0.0103,"vega":0.0084},"bid":0.03,"ask":0.07,"bs":544,"as":493,"quote_time":"2026-09-04T19:59:59.496981186Z","fair_low":5.49982e-05,"fair":0.0009111151,"fair_high":0.0046794927,"hurdle":0.092,"surplus":-0.0910888849,"surplus_low":-0.0919450018,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLU","occ":"XLU260911C00044000","S":43.08,"K":44.0,"T":0.0191780822,"sigma":0.1392471179,"iv":0.1886,"greeks":{"delta":0.1491,"gamma":0.273,"rho":0.0007,"theta":-0.0253,"vega":0.0105},"bid":0.05,"ask":0.08,"bs":484,"as":493,"quote_time":"2026-09-04T19:59:59.406469169Z","fair_low":0.0293016918,"fair":0.0628020647,"fair_high":0.1051305547,"hurdle":0.097,"surplus":-0.0341979353,"surplus_low":-0.0676983082,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLV","occ":"XLV260918P00152000","S":171.45,"K":152.0,"T":0.0383561644,"sigma":0.1823632835,"iv":0.3244,"greeks":{"delta":-0.0144,"gamma":0.0038,"rho":-0.0008,"theta":-0.0158,"vega":0.0109},"bid":0.03,"ask":0.07,"bs":1,"as":42,"quote_time":"2026-09-04T19:59:58.200303964Z","fair_low":8.4361e-06,"fair":0.000444203,"fair_high":0.0043740052,"hurdle":0.092,"surplus":-0.091555797,"surplus_low":-0.0919915639,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLU","occ":"XLU260911P00042000","S":43.08,"K":42.0,"T":0.0191780822,"sigma":0.1392471179,"iv":0.2204,"greeks":{"delta":-0.1294,"gamma":0.2122,"rho":-0.0006,"theta":-0.0256,"vega":0.0095},"bid":0.05,"ask":0.08,"bs":5,"as":1,"quote_time":"2026-09-04T19:58:36.164460992Z","fair_low":0.0121903674,"fair":0.0332238928,"fair_high":0.0638291101,"hurdle":0.097,"surplus":-0.0637761072,"surplus_low":-0.0848096326,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLU","occ":"XLU260918C00045000","S":43.08,"K":45.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.1917,"greeks":{"delta":0.1038,"gamma":0.1257,"rho":0.0013,"theta":-0.0122,"vega":0.0135},"bid":0.06,"ask":0.08,"bs":204,"as":206,"quote_time":"2026-09-04T19:59:59.495883575Z","fair_low":0.0097376212,"fair":0.0318331632,"fair_high":0.0676803004,"hurdle":0.092,"surplus":-0.0601668368,"surplus_low":-0.0822623788,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLU","occ":"XLU260918C00046000","S":43.08,"K":46.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.2302,"greeks":{"delta":0.0555,"gamma":0.0651,"rho":0.0007,"theta":-0.009,"vega":0.0084},"bid":0.03,"ask":0.05,"bs":87,"as":757,"quote_time":"2026-09-04T19:59:59.539318208Z","fair_low":0.0004467686,"fair":0.00373418,"fair_high":0.0137083936,"hurdle":0.062,"surplus":-0.05826582,"surplus_low":-0.0615532314,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261016P00045000","S":58.1,"K":45.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3837,"greeks":{"delta":-0.0165,"gamma":0.0056,"rho":-0.0011,"theta":-0.0037,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":71,"as":69,"quote_time":"2026-09-04T19:59:59.00327059Z","fair_low":0.0,"fair":1e-10,"fair_high":4.54e-08,"hurdle":0.117,"surplus":-0.1169999999,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLI","occ":"XLI260911P00167000","S":175.27,"K":167.0,"T":0.0191780822,"sigma":0.1382586892,"iv":0.2503,"greeks":{"delta":-0.0306,"gamma":0.015,"rho":-0.0006,"theta":-0.0391,"vega":0.0127},"bid":0.03,"ask":0.08,"bs":69,"as":14,"quote_time":"2026-09-04T19:59:59.614901589Z","fair_low":0.0004568755,"fair":0.0052632977,"fair_high":0.022699887,"hurdle":0.107,"surplus":-0.1017367023,"surplus_low":-0.1065431245,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLI","occ":"XLI260925P00130000","S":175.27,"K":130.0,"T":0.0575342466,"sigma":0.1382586892,"iv":0.5476,"greeks":{"delta":-0.0057,"gamma":0.0008,"rho":-0.0005,"theta":-0.0094,"vega":0.0063},"bid":0.01,"ask":0.07,"bs":25,"as":1,"quote_time":"2026-09-04T19:59:58.644541626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911C00060500","S":58.1,"K":60.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.215,"greeks":{"delta":0.0384,"gamma":0.0638,"rho":0.0002,"theta":-0.0139,"vega":0.0051},"bid":0.01,"ask":0.03,"bs":514,"as":853,"quote_time":"2026-09-04T19:59:58.674327263Z","fair_low":0.0004407091,"fair":0.0035677211,"fair_high":0.0124759614,"hurdle":0.042,"surplus":-0.0384322789,"surplus_low":-0.0415592909,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016C00071000","S":58.1,"K":71.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2927,"greeks":{"delta":0.0224,"gamma":0.0096,"rho":0.0013,"theta":-0.0039,"vega":0.0101},"bid":0.03,"ask":0.06,"bs":40,"as":73,"quote_time":"2026-09-04T19:59:59.003476571Z","fair_low":6e-10,"fair":6.898e-07,"fair_high":3.41144e-05,"hurdle":0.077,"surplus":-0.0769993102,"surplus_low":-0.0769999994,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00052000","S":58.1,"K":52.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.3703,"greeks":{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0125,"vega":0.0068},"bid":0.01,"ask":0.08,"bs":51,"as":64,"quote_time":"2026-09-04T19:59:58.700413519Z","fair_low":1e-10,"fair":1.61e-07,"fair_high":9.777e-06,"hurdle":0.117,"surplus":-0.116999839,"surplus_low":-0.1169999999,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261002P00049000","S":58.1,"K":49.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.3378,"greeks":{"delta":-0.0228,"gamma":0.0105,"rho":-0.0009,"theta":-0.0054,"vega":0.0082},"bid":0.01,"ask":0.08,"bs":564,"as":407,"quote_time":"2026-09-04T19:59:58.674969282Z","fair_low":0.0,"fair":5.55e-08,"fair_high":5.3949e-06,"hurdle":0.117,"surplus":-0.1169999445,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260918C00061500","S":58.1,"K":61.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.17,"greeks":{"delta":0.0304,"gamma":0.0401,"rho":0.0005,"theta":-0.0055,"vega":0.0069},"bid":0.01,"ask":0.03,"bs":281,"as":580,"quote_time":"2026-09-04T19:59:59.405217689Z","fair_low":0.0007316395,"fair":0.0056222354,"fair_high":0.0192128795,"hurdle":0.042,"surplus":-0.0363777646,"surplus_low":-0.0412683605,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF260925C00063000","S":58.1,"K":63.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1778,"greeks":{"delta":0.0236,"gamma":0.0242,"rho":0.0007,"theta":-0.0037,"vega":0.0072},"bid":0.01,"ask":0.03,"bs":107,"as":108,"quote_time":"2026-09-04T19:59:59.730850011Z","fair_low":0.0001656466,"fair":0.0022273875,"fair_high":0.0102077885,"hurdle":0.042,"surplus":-0.0397726125,"surplus_low":-0.0418343534,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260915P00056000","S":58.1,"K":56.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.1954,"greeks":{"delta":-0.0943,"gamma":0.1,"rho":-0.0012,"theta":-0.0171,"vega":0.0145},"bid":0.07,"ask":0.08,"bs":224,"as":396,"quote_time":"2026-09-04T19:59:59.416753588Z","fair_low":0.0046644222,"fair":0.0190465024,"fair_high":0.0460367047,"hurdle":0.087,"surplus":-0.0679534976,"surplus_low":-0.0823355778,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260930P00045000","S":58.1,"K":45.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.4283,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0026,"vega":0.0029},"bid":0.01,"ask":0.02,"bs":268,"as":563,"quote_time":"2026-09-04T19:59:58.674860733Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260925P00047000","S":58.1,"K":47.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.4777,"greeks":{"delta":-0.0193,"gamma":0.0076,"rho":-0.0006,"theta":-0.0079,"vega":0.0061},"bid":0.03,"ask":0.06,"bs":47,"as":205,"quote_time":"2026-09-04T19:59:58.70054444Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260930P00047000","S":58.1,"K":47.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3633,"greeks":{"delta":-0.0083,"gamma":0.0043,"rho":-0.0003,"theta":-0.0026,"vega":0.0033},"bid":0.01,"ask":0.02,"bs":110,"as":62,"quote_time":"2026-09-04T19:59:59.743643653Z","fair_low":0.0,"fair":0.0,"fair_high":8.1e-09,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930C00067000","S":58.1,"K":67.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2767,"greeks":{"delta":0.0237,"gamma":0.0138,"rho":0.0008,"theta":-0.005,"vega":0.0081},"bid":0.01,"ask":0.06,"bs":27,"as":327,"quote_time":"2026-09-04T19:59:58.674823933Z","fair_low":1.27e-08,"fair":4.7247e-06,"fair_high":0.0001267432,"hurdle":0.087,"surplus":-0.0869952753,"surplus_low":-0.0869999873,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261016P00040000","S":58.1,"K":40.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.533,"greeks":{"delta":-0.0121,"gamma":0.0031,"rho":-0.0008,"theta":-0.004,"vega":0.006},"bid":0.03,"ask":0.06,"bs":33,"as":45,"quote_time":"2026-09-04T19:59:59.833517507Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00051000","S":58.1,"K":51.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.4311,"greeks":{"delta":-0.0303,"gamma":0.0166,"rho":-0.0005,"theta":-0.014,"vega":0.0066},"bid":0.03,"ask":0.07,"bs":6,"as":59,"quote_time":"2026-09-04T19:59:59.663554378Z","fair_low":0.0,"fair":1.3e-09,"fair_high":3.339e-07,"hurdle":0.092,"surplus":-0.0919999987,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016C00075000","S":58.1,"K":75.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3536,"greeks":{"delta":0.0172,"gamma":0.0063,"rho":0.001,"theta":-0.0038,"vega":0.0081},"bid":0.03,"ask":0.05,"bs":22,"as":41,"quote_time":"2026-09-04T19:59:58.700816661Z","fair_low":0.0,"fair":3e-10,"fair_high":1.598e-07,"hurdle":0.062,"surplus":-0.0619999997,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918P00054500","S":58.1,"K":54.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2095,"greeks":{"delta":-0.0354,"gamma":0.0369,"rho":-0.0006,"theta":-0.0073,"vega":0.0079},"bid":0.02,"ask":0.04,"bs":559,"as":351,"quote_time":"2026-09-04T19:59:58.448255418Z","fair_low":0.0001014508,"fair":0.0014525251,"fair_high":0.0070072892,"hurdle":0.052,"surplus":-0.0505474749,"surplus_low":-0.0518985492,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260918P00052000","S":58.1,"K":52.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.3533,"greeks":{"delta":-0.0317,"gamma":0.02,"rho":-0.0006,"theta":-0.0113,"vega":0.0072},"bid":0.03,"ask":0.06,"bs":555,"as":764,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":4e-10,"fair":4.03e-07,"fair_high":1.91999e-05,"hurdle":0.077,"surplus":-0.076999597,"surplus_low":-0.0769999996,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00053000","S":58.1,"K":53.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.2866,"greeks":{"delta":-0.0238,"gamma":0.0203,"rho":-0.0004,"theta":-0.0076,"vega":0.0054},"bid":0.01,"ask":0.04,"bs":114,"as":126,"quote_time":"2026-09-04T19:59:58.684080086Z","fair_low":4.8e-08,"fair":8.9747e-06,"fair_high":0.0001722509,"hurdle":0.057,"surplus":-0.0569910253,"surplus_low":-0.056999952,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260916P00052000","S":58.1,"K":52.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3419,"greeks":{"delta":-0.0174,"gamma":0.0138,"rho":-0.0003,"theta":-0.0074,"vega":0.0039},"bid":0.01,"ask":0.03,"bs":42,"as":101,"quote_time":"2026-09-04T19:59:59.664254475Z","fair_low":0.0,"fair":5.27e-08,"fair_high":4.4439e-06,"hurdle":0.042,"surplus":-0.0419999473,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261009C00064000","S":58.1,"K":64.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.1716,"greeks":{"delta":0.0349,"gamma":0.0261,"rho":0.0017,"theta":-0.0038,"vega":0.0133},"bid":0.03,"ask":0.05,"bs":53,"as":69,"quote_time":"2026-09-04T19:59:59.852946735Z","fair_low":0.0006300125,"fair":0.005905775,"fair_high":0.0226270633,"hurdle":0.062,"surplus":-0.056094225,"surplus_low":-0.0613699875,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261016C00069000","S":58.1,"K":69.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2569,"greeks":{"delta":0.0251,"gamma":0.012,"rho":0.0015,"theta":-0.0038,"vega":0.0111},"bid":0.03,"ask":0.06,"bs":323,"as":390,"quote_time":"2026-09-04T19:59:59.625412241Z","fair_low":9.42e-08,"fair":1.8268e-05,"fair_high":0.0003556383,"hurdle":0.077,"surplus":-0.076981732,"surplus_low":-0.0769999058,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars