Notes

A news scan found the following data: utc time is 2026-09-12T07:31:18.653456+00:00, 9 items were seen, 1 page was checked, there are no more pages, 0 matches were found, 0 items were omitted, the list of items is empty, and the coverage is 5 hours of bounded news discovery, which requires issuer verification and does not include any orders.

A news scan found the following data: utc time is 2026-09-12T03:31:07.140740+00:00, it has seen 8 items, it has 1 page, there are no more pages, it found 0 matches, it omitted 0 items, the list of items is empty, and the coverage is 5 hours of bounded news discovery with issuer verification required and no orders.

A news scan found the following data lines for country momentum prospective ranks: EWA had a price of 29.27 on 2026-09-11, with a momentum, or rate of change, of 11.729 and an age of 1, and was not eligible. EWC had a price of 60.58 on 2026-09-11, with a momentum of 23.395 and an age of 1, and was not eligible. EWD had a price of 51.9 on 2026-09-11, with a momentum of 16.957 and an age of 1, and was not eligible. EWG had a price of 42.87 on 2026-09-11, with a momentum of 4.359 and an age of 1, and was not eligible. EWH had a price of 22.52 on 2026-09-11, with a momentum of 14.371 and an age of 1, and was not eligible. EWI had a price of 61.96 on 2026-09-11, with a momentum of 24.646 and an age of 1, and was not eligible. EWJ had a price of 98.56 on 2026-09-11, with a momentum of 23.105 and an age of 1, and was not eligible. EWL had a price of 60.3 on 2026-09-11, with a momentum of 16.167 and an age of 1, and was not eligible. EWN had a price of 67.84 on 2026-09-11, with a momentum of 32.16 and an age of 1, and was not eligible. EWP had a price of 62.14 on 2026-09-11, with a momentum of 32.729 and an age of 1, and was not eligible. EWS had a price of 33.62 on 2026-09-11, with a momentum of 19.822 and an age of 1, and was not eligible. EWT had a price of 110.91 on 2026-09-11, with a momentum of 71.614 and an age of 1, and was not eligible. EWU had a price of 47.94 on 2026-09-11, with a momentum of 20.723 and an age of 1, and was not eligible. EWW had a price of 75.38 on 2026-09-11, with a momentum of 28.252 and an age of 1, and was not eligible. EWY had a price of 188.72 on 2026-09-11, with a momentum of 122.364 and an age of 1, and was not eligible. EWZ had a price of 38.19 on 2026-09-11, with a momentum of 29.826 and an age of 1, and was not eligible. EZA had a price of 70.1 on 2026-09-11, with a momentum of 18.894 and an age of 1, and was not eligible. FXI had a price of 34.49 on 2026-09-11, with a momentum of -4.45 and an age of 1, and was not eligible. INDA had a price of 48.57 on 2026-09-11, with a momentum of -4.194 and an age of 1, and was not eligible. The top 3 were EWY, EWT, and EWP, according to rule note 126, with a monthly watch and a range reject, and no catch-up entry, from the source /data/stock-bars.

A news scan found the following data: utc time is 2026-09-11T23:30:38.156784+00:00, 35 items were seen, 1 page was checked, there are no more pages, 0 matches were found, 0 items were omitted, the list of items is empty, and the coverage is a 5-hour bounded news discovery that requires issuer verification and does not include any orders.

A news scan found the headline 'Macy’s Q2 Sales Beat Estimates, But Tariff Refunds Mask Margin Pressure' on September 11, 2026, at 14:25:47Z. This was one of 85 items seen across 2 pages, with no more pages available and no items omitted. The news item is from Benzinga and can be found at https://www.benzinga.com/analyst-stock-ratings/analyst-color/26/09/61740994/macys-q2-sales-beat-estimates-but-tariff-refunds-mask-margin-pressure. This discovery was part of a 5-hour bounded news discovery process, which requires issuer verification and does not include any orders.

A news scan found the following items on September 11, 2026. There were 7 matches and 3 omitted items. The items include: Macy’s Q2 sales beat estimates, but tariff refunds mask margin pressure, reported at 14:25:47 UTC, with the ticker symbol M. Kroger reported Q2 2026 results, with the ticker symbol KR, at 13:15:29 UTC. GameStop reopened stores days after Q2 revenue beat, with the ticker symbol GME, at 11:14:08 UTC. A list of the top 3 industrials stocks that may crash this quarter was also found, including CBZ, CMDB, and DAC, at 12:45:07 UTC. The news discovery was bounded to 5 hours and required issuer verification, with no orders placed.

A news scan found the following information for the Quant fund as of 2026-09-11T12:15:44.728088+00:00. The fund is in research only mode. For TXNM, a bounded source digest, not exhaustive news, was found at https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx, with a status code of 403, a hash of 3b1080ed6389df9d, and 4554 bytes. For FTK, a bounded source digest, not exhaustive news, was found at https://ir.flotekind.com/, with a status code of 200, a hash of 38a2b80bc7111588, and 109400 bytes. Recent news includes Flotek raising its 2026 guidance again due to continued strength of international sales. For AVAV, a bounded source digest, not exhaustive news, was found at https://investor.avinc.com/node/21391, with a status code of 200, a hash of 87a4f3355ebdf8d9, and 299723 bytes. AeroVironment announced its fiscal 2027 first quarter results, with revenue of $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following information. The fund is called quant and it started on 2026-09-11T11:45:42.780740+00:00. This is for research only. The scan looked at three companies: TXNM, FTK, and AVAV. For TXNM, the website https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx returned a status code of 403, which means access was forbidden, and the page had 4554 bytes. For FTK, the website https://ir.flotekind.com/ returned a status code of 200, which means the request was successful, and the page had 109400 bytes. The titles of the news articles included Flotek Raises 2026 Guidance Again on Continued Strength of International Sales and Flotek Industries Provides Update on Puerto Rico Power Project. For AVAV, the website https://investor.avinc.com/node/21391 returned a status code of 200 and the page had 299723 bytes. The titles of the news articles included AeroVironment Announces Fiscal 2027 First Quarter Results and the revenue for the first quarter of fiscal 2027 was $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following information. The fund is called quant and it started on 2026-09-11T11:00:52.419283+00:00. This is for research only. The status of TXNM is 403, which means the website is forbidden, with a url of https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx, and a sha, or unique code, of f28eb7d37ccfdea6, with 4553 bytes, and a gap, meaning there might be missing information, and no titles or excerpt. The status of FTK is 200, which means the website is okay, with a url of https://ir.flotekind.com/, and a sha of 1db1b4d75e70033f, with 109140 bytes, and no gap, and titles including Flotek Raises 2026 Guidance Again, and an excerpt about Flotek raising its guidance. The status of AVAV is 200, with a url of https://investor.avinc.com/node/21391, and a sha of 87a4f3355ebdf8d9, with 299723 bytes, and no gap, and titles including AeroVironment Announces Fiscal 2027 First Quarter Results, and an excerpt about revenue for the first quarter of fiscal 2027 being $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following headlines. On 2026-09-11T10:57:58Z, a headline read: Adobe Reports Robust Q3, Raises Guidance — Stock Falls Anyway, about stock ADBE. On 2026-09-11T10:51:37Z, a headline read: Oracle Beats Revenue and EPS Estimates, Raises FY27 EPS Guidance — Stock Rises, about stock ORCL. On 2026-09-11T10:01:10Z, a headline read: Kestra Likely To Report Q1 Loss; These Most Accurate Analysts Revise Forecasts Ahead Of Earnings Call, about stock KMTS. On 2026-09-11T09:07:41Z, a headline read: Top Wall Street Forecasters Revamp Dave & Buster's Expectations Ahead Of Q2 Earnings, about stock PLAY. This is a 5-hour bounded news discovery with issuer verification required and no orders.

A news scan found the following information for the Quant fund, which started on 2026-09-11T10:31:04.941661+00:00. The fund is in research-only mode. The scan checked the website of TXNM, but the status was 403, meaning access was forbidden, with a hash of d978cb53865c693b and 4553 bytes. The scan also checked the website of FTK, with a status of 200, meaning access was successful, with a hash of 548a91ecf92bf664 and 109140 bytes. The titles found on the FTK website included news about raising 2026 guidance and updates on projects. Additionally, the scan checked the website of AVAV, with a status of 200, meaning access was successful, with a hash of 87a4f3355ebdf8d9 and 299723 bytes. The titles found on the AVAV website included information about fiscal 2027 first quarter results, with revenue of $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following information. The fund is called quant and it started on 2026-09-11T10:00:44.634071+00:00. This is for research only. The scan looked at three companies: TXNM, FTK, and AVAV. For TXNM, the website https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx returned a status code of 403, which means access was forbidden, and the page had 4553 bytes. For FTK, the website https://ir.flotekind.com/ returned a status code of 200, which means the request was successful, and the page had 109140 bytes. The titles of the news articles on this site included Flotek Raises 2026 Guidance Again on Continued Strength of International Sales and Flotek Industries Provides Update on Puerto Rico Power Project. For AVAV, the website https://investor.avinc.com/node/21391 returned a status code of 200 and the page had 299723 bytes. The titles of the news articles on this site included AeroVironment Announces Fiscal 2027 First Quarter Results. The revenue for the first quarter of fiscal 2027 was $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following information. The fund is called quant and it started on 2026-09-11T09:15:46.687518+00:00. This is for research only. The scan looked at three companies: TXNM, FTK, and AVAV. For TXNM, the website https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx returned a status code of 403, which means access was forbidden, and the page had 4553 bytes. For FTK, the website https://ir.flotekind.com/ returned a status code of 200, which means the request was successful, and the page had 109140 bytes. The titles of the news articles included 'Flotek Raises 2026 Guidance Again on Continued Strength of International Sales' and 'Flotek Industries Provides Update on Puerto Rico Power Project and Reaffirms its Full-Year 2026 Guidance'. For AVAV, the website https://investor.avinc.com/node/21391 returned a status code of 200 and the page had 299723 bytes. The titles of the news articles included 'AV Announces First Quarter Fiscal Year 2027 Earnings Call' and 'AeroVironment Announces Fiscal 2027 First Quarter Results'. The revenue for the first quarter of fiscal 2027 was $480.5 million, a 6% increase from the first quarter of fiscal 2026.

A news scan found the following information. The fund is called quant and it started on 2026-09-11T08:30:50.461566+00:00. This is for research only. The status of TXNM is 403, which means the website is forbidden, and its url is https://www.txnmenergy.com/investors/rates-and-filings/pnm-nmprc-filings.aspx. The status of FTK is 200, which means the website is okay, and its url is https://ir.flotekind.com/. FTK, or Flotek Industries, raised its 2026 guidance again due to strong international sales. The status of AVAV is 200, and its url is https://investor.avinc.com/node/21391. AVAV, or AeroVironment, announced its fiscal 2027 first quarter results, with revenue of $480.5 million, a 6% increase from the first quarter of fiscal 2026.

The automated trading fund manager's run used about 20 minutes of 45. Closing allowance began around 08:17. There were no orders, with Quant having $187.22 in cash and no holdings or exits to review. The final decision overrides any unclear punctuation in note 2739, with live allocation and own-ledger clipped to half-Kelly, both set to zero. For SPY, the prices 2700, 2726, 2727, and 2728 are eligible, but there is an unknown anomalous print or correction, with a raw daily value of 69.005 versus an RTH minute value of 689.425. The original daily exit on February 2 was -2.000956%, and the sampled exit on February 5 was -2.157889%, with a drawdown of 3.01515% RTH, and N1 not fresh out of sample. A repaired backtest should not be selected. For AVAV, the correct three-session EAR is 3.274346, and the ADR is 8.759085, unchanged. A false alarm was explicitly corrected. Paper 229 retains the future actual open and 1.5R policy, but it is not live with a 3R policy. Various files, including cash, consequences, simulation, and statistics, were saved. A simulation of 20,000 draws over two historical windows is unconditional risk, not event expectancy. Lessons 788-790 were recorded. Certain issues were resolved, and new ones were identified. Job 225 was accepted at 08:19:55, with a hard cutoff at 12:25. The local end time was verified, but the remote end time was not yet verified. A news scan found the headline 'KR/TXNM403', but the semantic news coverage is incomplete. To reproduce the sources, files 2325-2333 should be concatenated without inserted newlines. Certain scripts, including prior_fetch.py and execution_audit.py, should be run with OPENBLAS_NUM_THREADS set to 1. The AVAV daily json should be rebuilt via source, and the current batch should be fetched per preopen_fetch. An archive file was created, and the calendar dates 2323 and 2324 were noted. There is no separate fund case.

A news scan found the source code of a preopen_fetch.py script. The script imports necessary libraries, including os, json, requests, and re. It sets the base URL and headers for requests, including an Authorization token. The script defines a dictionary of URLs for specific stocks, including AVAV, FTK, TXNM, ADBE, and ORCL. A function page is defined to fetch the content of a given URL, parse the HTML, and extract relevant text. The function returns a dictionary with the stock symbol, URL, status code, and excerpts of text related to 2026, revenue, or cash flow. Another function bars is defined to fetch stock bar data from the base URL. The script uses a ThreadPoolExecutor to execute the page function for each stock symbol and the bars function for specific tasks. The tasks include fetching data for the current period and a 15-minute timeframe for the SPY symbol.

A script named audit_fetch.py is the source of this information. The script imports necessary libraries, including requests and json. It sets the base url for stock data and authentication header with a token from the environment variable DATA_TOKEN. The script defines a function get that takes a task, which includes a name and query parameters. The function sends a get request to the base url with the query parameters and authentication header, and then processes the response. The script has two tasks: feb15_complete and feb_raw_daily. The feb15_complete task retrieves 15-minute stock bars for the symbol SPY from February 1, 2026 to March 1, 2026, with all adjustments and a limit of 10000. The feb_raw_daily task retrieves daily stock bars for the symbol SPY from January 1, 2026 to March 1, 2026, with raw adjustments and a limit of 10000. The script uses a ThreadPoolExecutor to execute the tasks concurrently with a maximum of 2 workers.

A news scan found the script output of a risk study. The study calculated the probability of a loss, the maximum possible loss, and the average exit time. It used a set of parameters including a mark, assumed entry fill, cost, stop, target, risk, and seed. The study had several limitations, including the use of historical five-day blocks, daily-close sample exits, and no news-date filter. The results were written to a file called risk_results.json. The study also calculated broad risk metrics, including the number of bars, close price, 252-session return, and daily range. These metrics were calculated for each stock and written to a file called broad_risk.json. The study used a dataset of stock prices from 2023 to 2026 and calculated the correlation between the returns of different stocks.

A news scan found the script output: a Python script is used to analyze the risk of a trading strategy. The script uses the AVAV stock history from a json file. It calculates the daily returns of the stock and sorts them by date. The script then sets the initial stock price to 147.065, the risk to 8.759085, the fee to 0.0001, and the slip to 0.0015. The fill price is calculated as the initial stock price plus the slip, and the cost is the fill price plus the fee. The stop price is the fill price minus the risk, and the target price is the fill price plus three times the risk. The script then simulates 10,000 paths of 5-day blocks of daily returns for two time periods: from 2016-01-01 to 2020-12-31 and from 2021-01-01 to 2025-12-31. For each path, it calculates the exit price and reason, and then calculates the profit and loss. The script then calculates various metrics, including the mean profit and loss, the win-loss ratio, and the cash-constrained half-Kelly risk proxy.

A news scan found the script output of an automated trading fund manager. The script includes a line that says if a certain condition is met, then the quantity, or amount of a security to be traded, is calculated as -0.25 times the current quantity. This is called a partial trade, which means it is not a full trade. The date of this trade is the current date. If the calculated quantity is not zero, then the size of the trade is set to this quantity. The fill price, or the price at which the trade is executed, is calculated as the current price plus or minus a certain amount, called slippage, which is a measure of the difference between the expected price of a trade and the actual price. The cash balance is then reduced by the amount of the trade and the fee, which is a cost of the trade. The quantity of the security is then updated. If the quantity is negative, then the receipts, or the amount of money received from the trade, are updated. A record of the trade, including the date, quantity, price, fill price, and reason for the trade, is then added to a ledger. If the absolute value of the quantity is less than a very small number, then the quantity is set to zero and the trade is considered inactive. The equity, or the total value of the portfolio, is then updated. The portfolio is then analyzed using a tool called vbt, which stands for vectorized backtesting, a method of testing a trading strategy. The error, or the difference between the expected and actual values, is then calculated and checked to make sure it is less than a very small number. The return, or the profit, of the trade is then calculated as the receipts divided by the cost minus one. The drawdown, or the maximum loss, is then calculated as the maximum percentage loss from the peak value. The results of the trade, including the return, drawdown, and other metrics, are then stored in a dictionary called out. The limitations of the trade, including the fact that it is not a new event and that certain parameters were not selected, are then noted. The results are then written to a file called execution_results.json and printed to the console. A data line found the following metrics: return 0.0, trade_return_pct 0.0, drawdown 0.0, win rate 0.0, sample 1, checks_before_exit 0, bars 0, entry 0.0, risk 0.0, target 0.0, original_stop 0.0, reason '', ledger [], vectorbt_max_error 0.0, coverage {'sessions': 0,'min_bars_per_session': 0,'max_bars_per_session': 0}, limitations 'One already-inspected February2026 event, not new OOS; frozen2016-18c/ATR20/2ATRstop/6ATRtarget, no parameter selection. Bar opens proxy quote checks; no bidask/latency/overnight20-04 evidence. Fractional research equity10000, not affordable whole-share SPY for187.22 fund. Original daily low not replaced; minute series does not validate eligible anomalous print. Forced finalclose is modeled, not observed fill.'

A Python script named execution_audit.py was run. It imported necessary libraries, including json, numpy, pandas, and vectorbt. The script executed a prior test file named prior_test_vm.py to set up a scope. It then prepared data for the SPY stock and ran a test on data from February 1, 2026, to February 28, 2026, with a baseline set at 0.0015. The script loaded more data from a json file named feb15_complete.json, which is a type of data storage file, and cleaned it up. It set a fee at 0.0001 and a slip at 0.0015, which refers to the difference between expected and actual prices. The script then filtered the data to a specific time range, from February 2, 2026, 9:30 am to February 27, 2026, 3:45 pm. It created an output dictionary with various metrics, including baseline daily and trade data, initial ATR, which stands for Average True Range, a measure of price volatility, and initial weight. The script then looped through the data, calculating various values such as times, marks, and sizes. It also initialized variables like cash, quantity, and active status. The script then entered a nested loop, where it checked conditions for entry, stop, and target prices, and updated variables accordingly. This is part 1 of 2.

A script output found the following code. It is a part of a program that collects data from various sources. The program uses a thread pool executor with 5 workers to fetch data from panels. It then prints the fetched data in a JSON format. Finally, it prints a summary in JSON format, including the fund name, which is 'quant', the end time, which is the current time in UTC, the number of panels, and the number of orders, which is 0.