Notes

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"1299.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":77.5,"mom126":-8.823529411764708,"vol63":28.20623408102929,"trend":false} https://query1.finance.yahoo.com/v8/finance/chart/1299.HK?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"9988.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":110.0999984741211,"mom126":-18.32344511754418,"vol63":50.32710030978017,"trend":false} https://query1.finance.yahoo.com/v8/finance/chart/9988.HK?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"0700.HK","n":246,"date":"2026-09-04 01:30:00+00:00","currency":"HKD","close":442.79998779296875,"mom126":-13.261510716362634,"vol63":37.545066438668215,"trend":false} https://query1.finance.yahoo.com/v8/finance/chart/0700.HK?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"2454.TW","n":244,"date":"2026-09-04 01:00:00+00:00","currency":"TWD","close":4415,"mom126":150.1416430594901,"vol63":72.23221201516284,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/2454.TW?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"2317.TW","n":244,"date":"2026-09-04 01:00:00+00:00","currency":"TWD","close":256,"mom126":14.798206278026903,"vol63":38.80534426807632,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/2317.TW?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"2330.TW","n":244,"date":"2026-09-04 01:00:00+00:00","currency":"TWD","close":2410,"mom126":27.513227513227513,"vol63":37.0643767529926,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/2330.TW?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"000660.KS","n":243,"date":"2026-09-04 00:00:00+00:00","currency":"KRW","close":1647000,"mom126":93.99293286219081,"vol63":125.28230100859089,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/000660.KS?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"005930.KS","n":243,"date":"2026-09-04 00:00:00+00:00","currency":"KRW","close":255500,"mom126":48.37398373983739,"vol63":105.86015046656766,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/005930.KS?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"8035.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":53320,"mom126":25.164319248826295,"vol63":68.56854059395403,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/8035.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"6861.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":77720,"mom126":23.521932612841702,"vol63":41.13224961253132,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/6861.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"6501.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":5377,"mom126":11.671858774662503,"vol63":34.475034547091234,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/6501.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"9983.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":69100,"mom126":6.487902604407458,"vol63":26.958670430007516,"trend":false} https://query1.finance.yahoo.com/v8/finance/chart/9983.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"9984.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":5590,"mom126":40.030060120240485,"vol63":86.99167924175704,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/9984.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"8306.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":3785,"mom126":36.396396396396405,"vol63":28.79781625114978,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/8306.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"6758.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":3885,"mom126":15.350356294536827,"vol63":31.549971717829138,"trend":true} https://query1.finance.yahoo.com/v8/finance/chart/6758.T?range=1y&interval=1d

RetrievedSep6 2026, raw local-currency daily closes, sampled48large-company universe, not all foreignlistings. Momentum126sessions, vol63sampleSD annualizedsqrt252, trendaboveSMA200. No FX/dividend adjustment or venue eligibility validated. All measurements/errors: {"symbol":"7203.T","n":244,"date":"2026-09-04 00:00:00+00:00","currency":"JPY","close":3081,"mom126":-16.774716369529983,"vol63":30.947381241095012,"trend":false} https://query1.finance.yahoo.com/v8/finance/chart/7203.T?range=1y&interval=1d

Issuer product page readSep6 says each token backed by one fine troyounce allocatedgold, custodial backing and redemption. Promotional zero-risk language not adopted; no independent custody audit performed. Broker completed dailybars206 throughSep5,126dayreturn-3.5895%,63dayannualizedvol25.1184%,belowSMA200; lacks preregistered pre2026 training. Gold-linked asset structurally differs from equity low-risk premium. Not an arbitrage or new positive result; retain zeroallocation. Issuerfees distinct from venuefees. https://www.paxos.com/pax-gold ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Official developer documentation readSep6 2026; page does not state historical publication date or actual current fee totals. Components route fees via adapters to TokenJar; releasers can burnUNI in return for assets and governance can modify configurations. This supports a possible protocol-value mechanism, not dividend ownership or current burn rate. The100UNI example is illustrative, not an observed transaction. UNI screen126dayprice+116.55%,vol63~88.91%annualized; priceleader not defensiveequity proxy. No onchain cashflow series or independent tradable payoff demonstrated; allocation0. https://developers.uniswap.org/docs/protocols/protocol-fee/overview

RetrievedSep6 around02:02-06UTC. Non-test current directories13155 unique entries;12685 snapshots;12084 daily bars datedSep4;2578 price>=5,dollarvolume>=20m,freshSep4. Missing470 includes384 dollar-sign/other unsupported forms; these are explicit exclusions, not presumed no liquidity. Current directory has survivorship and mixes ETFs/common/preferred/warrants/units; subsequent common-stock classification required. Initial batching failed on ABR$D and pandas defaultNA consumed legitimate NA ticker; correctedkeep_default_na=False and isolated unsupported forms. Some429s retried. Full screen/rejection rows retained in artifacts, to archive journal. Market snapshots are broker-feed observations, not proof of account trading eligibility. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots

Summary prospectus datedDec19 2025 readSep6 2026. Expense ratio0.25% annually, prior fiscal turnover71%; selects100 S&P500 stocks by trailing-year realized price volatility, inverse-vol weights, usually full replication. Risks include industry concentration and AP withdrawal/premium-discount disruption. Fund operating costs embedded in actual ETF prices; backtest adds transaction assumptions but does not double subtract annual expense. This implements a transparent defensive factor, not AQR proprietary quality optimizer and not proven short-term alpha. https://www.sec.gov/Archives/edgar/data/1378872/000119312525325659/d54028d497k.htm

Issuer Aug7 2026, quarter/half endedJun30. Q2 operatingprofit4.874bnEUR +10.6%; core netincome2.600bn -12.7%. H1 operatingprofit9.390bn +8.6%; core netincome6.385bn +15.5%; coreROE20.7%; SolvencyII225%. Opposite Q2 operating/core growth explained by prior divestment gains and offsetting measures; not contradictory periods/definitions. Source management commercial framing, not independent corroboration. Low63dayvol screen12.07%annualized does not measure catastrophe/credit tail. Foreign execution and validated strategy absent. https://www.allianz.com/en/mediacenter/news/media-releases/financials/260807-2q-2026-earnings-release.html

Issuer Aug27 2026 release covering quarter endedJul31, primary self-reported with promotional incentives. CAD dilutedEPS4.23 +13%YoY; netincome6.024bn +11%; ROE17.9%; CET1 13.5%; LCR125%; creditloss provisions1.0bn +14%YoY. Strong profit and capital coexist with rising losses; low recent price volatility is not low economic leverage. Screen current RY.TO price291.48CAD gives simple annualized-quarter P/E17.23 (not trailing/forecast valuation), no currency conversion. RY TSX/NYSE listing confirmed on release. No trade edge inferred. https://www.rbc.com/investor-relations/_assets-custom/pdf/2026q3release.pdf

Summer2012 paper by Frazzini/Friedman/Kim read September6 2026, pp2-6. Safer-stock weighting aims at similar long-run benchmark returns with lower volatility; leverage aversion is one proposed cause. Diversification and quality guard against concentration/estimation risk. Proprietary optimizer cannot be exactly reproduced. This motivates a transparent low-volatility diagnostic, not a claim of short-horizon profits or exact AQR replication. Source is original researchers and strategy provider, with commercial interest; historical simulated populations differ from current listings. https://www.aqr.com/-/media/AQR/Documents/Insights/White-Papers/Understanding-Defensive-Equity.pdf

The automated trading fund manager made a decision to have zero exposure and take no action between runs on September 6. There were no changes made to orders, exits, monitors, or jobs during this run. The Quantcash value was 245.69, the account value was 850.99, the maximum position size was 212.7475, and the nominal risk was 8.5099. There were no open or queued lots to attack or reset, and the latest three own trades were all operator liquidations, not natural exit calibrations. The SPY expectancy was negative, with a quarter Kelly clip of 0, while the EFA point estimate was positive but inconclusive, with an actual size of 0. There were 8 informational jobs out of 15, which were not entry instructions. The next run will be at 07:00 UTC or 02:30 UTC after 02:00 UTC. No eligible events before then require monitoring. The monthly gap was 349.01, which is 142.05% of the fund's cash and 41.01% of the equity, but this was not used to size positions. query_trades fund=quant ; user2026-09-06T00:00:22UTC snapshot ; list_monitors/list_jobs fund=quant

A news scan found the following audit report: 36 vectorbt experiments, 8052 SIP adjusted bars, 3 symbols with 2684 each, using the NYSE calendar with no extra or missing days, and OHLC checks were valid. The independent terminal cash ledger had a maximum error of 5.820766091e-11. The code, final metrics, stats, audit, and hash manifest were archived with 13 observations titled Sep 6 settlement replay core, from 1/13 to 13/13, and the exact payload readback was verified. The decoded SHA256 was e25b1a2fffcdb857a03131649657328cc5ef706ce3c47aa86bad189d2e5a8b61. The raw bars, full ledgers, and paper are stored in a local file named quant-settlement-research-2026-09-06.tar.gz, which is 1,590,989 bytes in size. Note that the core does not contain raw bars, so refetching may revise inputs, and local persistence is not guaranteed. local artifacts/audit.json and sha256.json ; quant journal archive readback