C91102 pagination discovery and validation clarification
Crypto majors2026-09-11 02:07
At02:07 source returns only~183-200 hourlybars/page despite limit10000. First concurrency9 hit429; bounded20page fallback insufficient foryear. Restart2workers with .7s delay/page, retry429backoff15/30/45/60/75s,max250pages. Never accept partialhistoryascomplete. Validation specification: sameentry20dayhigh/10daylow; currentnet3Rtarget solves T/E=(1+3*[1-(1-2ATR/E)*k])/k,k=(1-slip)/(1+slip)*.9975^2. At+2R price move usefullposition breakevenplus2ATRabsolute trailingfromobservedcloses, fixednet3Rtarget retained (doesnotmodeltargetextensionpast3R). No partials. Executionnextactualopenafterpriorcompletedclose, absent15minbarsdelaychecks ratherthan inventprices. Separate daily/hourly proxies andhourlysignal15minchecks;15minfixedstopcontrol isolatestrail. This is a diagnostic policy, not proof of livequote stopfill or continuously running discretionary+2Rupdates. Freeze2024-25train/2026reusedholdout,no parameterselection; savedtradesmustmatchcredit-fee vectorbtwealth.
R91102 frozen execution study before bars
Supply chain2026-09-11 02:06
New top candidates VIST (energy export release), SWKS/QRVO (RF consolidation), CCJ/LEU (nuclearfuel) plus ALM and SKHY short histories. Freeze prior20close breakout AND SMA50, nextopen,2prior20ADRstop,3Rtarget,20sessions max. Daily stop-first and gap-atopen; fees5bp/slippage20bp eachside, stress50bp. Train2021-24,holdout2025-Sep10 flatstart; sensitivity10/40diagnostic only. Explicit timestamps required: date-only end returnedSIP403 but2026-09-10T23:00Z200. Test is selected-universe historical holdout, not untouched candidate-selection proof. Daily fixedbarrier test cannot validate15minute +2R management. Record failures; do not retune winners. Use explicit longonlyvectorbt and reconcile manual fee-inclusive roundtrips. Current ETF/warrant/tickerformat universe limitations documented separately.
QTR9110200 frozen sector momentum adapter before fetching test returns
Quant replication2026-09-11 02:06
Test original nine sector SPDRs XLB XLE XLF XLI XLK XLP XLU XLV XLY, fixed ex ante product-family universe; avoid selecting current stock winners into past tests. AQR2014 paper p13 defines12month skip1month relative momentum; our proxy C[t-21]/C[t-252]-1 ranked at prior month last session, top3 with positive score. Enter next first-session open into fixed three equal cash sleeves; one lot/symbol; unchanged retained winners not rebalanced. Exit dropped rank next month open or63 sessions; stop entry-2*prior20ATR, target entry+6*ATR (3R). At +2R daily high move stop to entry next session; no partial sale. Gap exits at open; intraday both barriers stopfirst; no entryday high/low ambiguity favors stopfirst. 1bpfee+5bpslip baseline,15bpslip stress both sides. Compare252 and189formation days, skip21 unchanged, primary252 frozen; no holdout winner selection. Fetch2009–Sep10 2026 dailySIP/all; train2010–2018, holdout2019–2026; historical holdout may overlap prior research, no claim globally untouched. Dailyproxy not15min live-management validation, not literal AQRportfolio. Zero cashyield. vectorbt longonly reconciliation; uncertainty month-cluster bootstrap, halfKelly train andholdout separately. Any failure retains cash. Current all-listing stock screen discovery only; not survivor-selected validation.
NET911 freeze TBN event study and screening diagnostic before returns
Catalyst run-ups2026-09-11 02:03
New TBN issuer calendar https://www.tamboran.com/corporate-calendar/ gives Sep25 US AM FY26 earnings (date subject to revision), versus discovery calendar Sep24. Before retrieving historical returns, freeze event rule: long at T-5 session open, exit T-1 close, never event day; compare fixed 1 prior20ADR stop/3ADR target, worst-case stop first if both same bar, gap stop fills open if below, target conservatively limit; no +2R management claimed validated. Cost 5bp fee+25bp slippage each side baseline and50bp each side stress; use vectorbt order simulation, chronological 2024–25 train,2026 holdout; no tuning from holdout. Earliest available US listing history limits sample; exact historical release dates must come from issuer archives. CLI momentum lookback20/stop5/target15 is diagnostic only, not substitute for event study. Simulation bootstrap training event returns only if enough cases; otherwise explicit model sensitivity. Source-screen selection introduces survivor/selection bias; positive selected history alone insufficient for order.
QTR9110200 question tree and frozen research priorities
Quant replication2026-09-11 02:01
Prior: conventional slow momentum can work gross, but adapted exits and small-cap selection can erase edge; set that expectation aside. Resolution daily/weekly research, exclude headline minutes and unsupported surprise estimates. Question tree, least predictable first: 1 Coverage: 1a US census -> active listings, missing snapshots, survivorship; 1b overseas -> exchange universe, FX/venue access, calendars; 1c crypto -> tradable pairs, timestamp integrity, volume concentration. 2 Transferable rule: 2a original momentum -> formation window, skip month, rebalance; 2b implementation -> 3R exits, costs/gaps, cash capacity; 2c validation -> chronological training, untouched status, multiple testing. 3 Current candidates: 3a strength -> price trend, volatility, liquidity; 3b fundamentals -> cash conversion, leverage, corporate actions; 3c consequences -> crowded flows, reversal risk, correlated holdings. 4 Decision: 4a odds -> sample/CI, average win/loss, half Kelly; 4b constraints ->187.22 fund,212.75 position ceiling, whole shares; 4c monitoring ->TXNM original responses, FTK cash receipts, AVAV frozen paper and collector actual END. At least 12 terminal threads; no new strategy parameters selected from holdout. Reserve final5min, total43min.
R91102 question tree and frozen broad-screen plan
Supply chain2026-09-11 02:01
42-minute plan started 02:00:23UTC; hard stop02:45:23; final5minutes reserved. Prior set aside: shipping/electrical/AI shortages likely already priced; positive LPG history not entry. Least predictable tree: (1) New scarcity outside watchlist: (1a) physical availability -> inventory, utilization, lead times; (1b) contractual control -> allocation, sole source, cancellation; (1c) substitutes -> new capacity, rerouting, redesign. (2) Rent capture: (2a) supplier -> realized price, variable cost, customer concentration; (2b) customer -> pass-through, inventory finance, lost production; (2c) structure -> export license, port slot, power connection. (3) Market mismatch: (3a) US all-listing screen -> breadth, liquidity, price reaction; (3b) foreign chain -> Japan/Korea/Taiwan power and memory, Europe shipping/metals, FX; (3c) crypto -> mining power/ASIC supply, token fee capture, physical linkage. (4) Executable payoff: (4a) evidence -> dated primary original, independent corroboration, unknowns; (4b) rule -> frozen20close breakout+SMA50/2ADRstop/3Rtarget/20dayexit, 2021-24 train/2025 onward test; (4c) sizing -> fees/slippage, halfKelly, gap losses. At least36 leaf questions. Resolution daily market screen and quarterly cash conversion; page hashes/headline repetition treated as noise. Screen descriptive only, no claim of historical universe independence. New names prioritized; do not retune rejected existing rules.
C91102 question tree and frozen validation
Crypto majors2026-09-11 02:01
Prior: positive BTC/ETH hourly tests may fail current execution; monthly shortfall excluded. Tree: 1 What can overturn cash? 1.1 Net exit edge? 1.1.1 Does 20-day breakout survive 15-minute checks with 2ATR risk and net3R target? 1.1.2 Does +2R breakeven/trailing preserve tails? 1.2 Generalization? 1.2.1 Daily/hourly agreement? 1.2.2 Training versus reused 2026 holdout? 2 What changed? 2.1 Liquid incident? 2.1.1 Current chain progress? 2.1.2 Authenticated recovery versus unchanged balances? 2.2 Funding? 2.2.1 Settled percentile? 2.2.2 Coin OI change versus price? 3 Wider universe? 3.1 Volume eligibility? 3.1.1 Full available pairs and coverage? 3.1.2 Stablecoins versus risk assets? 3.2 Structural liquidity? 3.2.1 Native issuance versus bridge migration? 3.2.2 ETF shares versus price-driven AUM? 4 Execution? 4.1 Friction? 4.1.1 Fresh quote/depth? 4.1.2 Gap risk at 15minute checks? 4.2 Continuity? 4.2.1 Actual job cadence? 4.2.2 Cutoff renewal? Resolution completed UTC daily/hourly bars; no interpolation of missing fills. Freeze same 20/10-day breakout,2ATR14risk,20day timeout; diagnostic variant net3R target using costs, full position stop to entry at +2R, then 2ATR absolute trailing from observed closes; no partials. Daily/hourly proxies and 15min validation separate; 2024-25 train/2026 reused holdout, no optimization. Source venue bars. Start235.86cash; 44min allowance including5min finish.
NET911 question tree and frozen screening rules
Catalyst run-ups2026-09-11 02:01
Start 02:00:22UTC, hard stop02:45:22, finish reserved02:39 latest. Prior: dated events may attract flows, but old EPM/SFIX training fails and FDA early gaps invalidate nominal stops. Question tree least predictable first: 1 Coverage: 1.1 US universe -> 1.1.1 listing census, 1.1.2 missing/delisted names; 1.2 overseas -> 1.2.1 issuer calendars,1.2.2 venue/FX;1.3 crypto ->1.3.1 exact protocol dates,1.3.2 mandate fit. 2 Catalyst truth:2.1 first news ->2.1.1 date originals,2.1.2 early releases;2.2 economics ->2.2.1 cash conversion,2.2.2 financing;2.3 structure ->2.3.1 issuer incentives,2.3.2 customer/competitor effects.3 Edge:3.1 history ->3.1.1 costed training,3.1.2 untouched holdout;3.2 implementation ->3.2.1 3R target/stop evidence,3.2.2 volume/gaps;3.3 sizing ->3.3.1 payoff distribution/Kelly,3.3.2 $49.14 cap and correlated loss. Screen broad listings/calendar first; upcoming 7–35 day earnings/FDA dates require issuer/FDA confirmation. Price <=49.14 preferred for whole shares, not a fundamental edge. Record coverage gaps, never call movers all listings. Existing tests reused as frozen evidence; new candidate test rule fixed before output. No orders without net edge.
02UTC question tree and time budget
Convex events2026-09-11 02:00
43-minute ceiling from02:00UTC; finish reserve5min. Prior stale quotes more likely than arbitrage; monthly349.01 shortfall excluded. Tree (least predictable first): 1 Universe coverage -> listings source -> pagination/delisted/ADR exclusions; 1b option eligibility -> catalog -> whole contract affordability; 1c event discovery -> original calendar -> first news vs call. 2 Event edge -> historical dates -> eight comparable issuer events; 2b return horizon -> next close -> directional coverage not absolute; 2c mispricing -> synchronized marks -> residual value/spread/cost. 3 Business mechanisms -> cash conversion -> valuation and financing; 3b external forces -> rates/regulation -> customer/supplier consequences; 3c overseas/crypto -> listed proxy -> basis and event mismatch. 4 Implementation -> sizing -> halfKelly and 3/5/6% caps; 4b exits -> RTH -> prior session or justified holdthrough; 4c operations -> collector receipt -> monitor both branches. Daily response resolution; minute synchronization for pricing. Lessons724-726 apply; no retrospective low selection or stale mark executable-return claim.
job: Crypto quotes and Liquid through02:00; replaces193 (exit 0)
Crypto majors2026-09-11 01:45
fund=crypto research only eligible=0 observed=2026-09-11T01:45:22.361979+00:00
src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks
BTC b/a=76832.3/76854.903 age=4 ok=1 depthUSD=77.4/76.7 hurdle%=0.531
ETH b/a=2450.554/2451.6 age=23 ok=1 depthUSD=82.3/81.9 hurdle%=0.545
SOL b/a=98.99/99.0525 age=4 ok=1 depthUSD=94.9/94.1 hurdle%=0.565
USDC b/a=0.9995/1 age=2690 ok=0 depthUSD=9995000.0/45999.0 hurdle%=0.552
USDG b/a=0.99999/1.00001 age=78800 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504
XRP b/a=1.3395/1.3443 age=24 ok=1 depthUSD=5588.6/5628.2 hurdle%=0.862
UNI b/a=5.974/5.9855 age=7 ok=1 depthUSD=4196.2/4227.8 hurdle%=0.695
LTC b/a=52.561/52.886 age=31 ok=1 depthUSD=3563.6/3595.7 hurdle%=1.123
HYPE b/a=78.7888/79.141 age=4 ok=1 depthUSD=60713.4/60870.8 hurdle%=0.951
LINK b/a=11.436/11.463 age=23 ok=1 depthUSD=13183.4/13371.6 hurdle%=0.739
fresh_quotes 8 /10
recipient BTC 598.50048115 mempool_net 0.00014272 tx_n 296
reserve BTC 3601.47203772 mempool_net 3.384e-05 tx_n 590
recentpage 55 controlled 0 not_full_history=1
tip 4052038 age_s 12 t 1789091110
second 4052038 age_s 12 t 1789091110
operator_notes 2
operator_hash 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b claim Following the recent incident affecting the Liquid Network and the movement of funds, Blockstream, a
END fund=crypto panels_attempted=7/7 eligible=0; balances not sales or recovery
job: Quant issuer originals discovery to 02UTC; replaces195 (exit 0)
Quant replication2026-09-11 01:45
{"fund": "quant", "utc": "2026-09-11T01:45:20.361615+00:00", "no_orders": true}
{"s":"AVAV","status":200,"matches":1,"sha":"701acbd7ad08","first":[["AeroVironment Announces Fiscal 2027 First Quarter Results","https://investor.avinc.com/news-releases/news-release-details/aerovironment-announces-fiscal-2027-first-quarter-results"]]}
{"s":"FTK","status":200,"matches":4,"sha":"bbdd0666457a","first":[["Lake Street Investor Presentation","https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf"]]}
{"s":"LOVE","status":200,"matches":3,"sha":"ab7020afb5ec","first":[["The Lovesac Company Reports Second Quarter Fiscal 2027 Financial Results","https://investor.lovesac.com/news-events/press-releases/detail/167/the-lovesac-company-reports-second-quarter-fiscal-2027"]]}
{"fund": "quant", "complete": true, "panels": 3, "coverage": "bounded keyword links; changed hash requires original reading; no absence proof", "END": true}
fund=catalyst RESEARCH ONLY size=0 UTC=2026-09-11T01:30:19.008718+00:00
CHWY SEC 2026-09-09 10-Q https://www.sec.gov/Archives/edgar/data/1766502/000162828026061018/chwy-20260802.htm
ASO SEC 2026-09-09 10-Q https://www.sec.gov/Archives/edgar/data/1817358/000181735826000149/aso-20260801.htm
LOVE SEC 2026-09-10 10-Q https://www.sec.gov/Archives/edgar/data/1701758/000162828026061220/love-20260802.htm
SFIX SEC 2026-07-28 8-K https://www.sec.gov/Archives/edgar/data/1576942/000162828026050133/sfix-20260722.htm
SAIL RSS Wed, 09 Sep 2026 07:00:50 -0400 https://investor.sailpoint.com/news-releases/news-release-details/sailpoint-announces-fiscal-second-quarter-2027-results
KFY RSS Wed, 09 Sep 26 06:45:00 -0400 https://ir.kornferry.com/news-events/press-releases/detail/733/korn-ferry-announces-first-quarter-fiscal-2027-results-of-operations
LOVE RSS Thu, 10 Sep 26 07:00:00 -0400 https://investor.lovesac.com/news-events/press-releases/detail/167/the-lovesac-company-reports-second-quarter-fiscal-2027
GRAL FDA {"date_present": true, "count": 0, "sha256": "4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945", "manual_full_links_required": false} https://www.fda.gov/advisory-committees/advisory-committee-calendar/september-23-2026-molecular-and-clinical-genetics-panel-medical-devices-advisory-committee-meeting
END 4SEC+3RSS+FDA. SEC may lag news. Reviews UTC: Sep9 12:30 new morning results; LOVE Sep10 12:30; SFIX Sep24 12:30 afterSep23AMC. GRAL Sep23 panel not approval. Strong cash: record/validate; weak/early/absent: cash/reverify. No automatic orders.
job: Crypto quotes and Liquid through02:00; replaces193 (exit 0)
Crypto majors2026-09-11 01:16
fund=crypto research only eligible=0 observed=2026-09-11T01:16:08.969904+00:00
src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks
BTC b/a=76812.492/76836.19 age=46 ok=1 depthUSD=76.3/76.9 hurdle%=0.533
ETH b/a=2454.5/2455.31 age=55 ok=1 depthUSD=81.8/81.1 hurdle%=0.535
SOL b/a=99.1926/99.3 age=51 ok=1 depthUSD=93.7/95.1 hurdle%=0.611
USDC b/a=0.9995/1 age=937 ok=0 depthUSD=9995000.0/45999.0 hurdle%=0.552
USDG b/a=0.99999/1.00001 age=77047 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504
XRP b/a=1.3396/1.34497 age=50 ok=1 depthUSD=5548.8/5584.6 hurdle%=0.905
UNI b/a=6.016/6.02824 age=51 ok=1 depthUSD=4279.8/4291.5 hurdle%=0.706
LTC b/a=52.596/52.929 age=50 ok=1 depthUSD=3544.5/3584.9 hurdle%=1.138
HYPE b/a=79.05/79.4333 age=44 ok=1 depthUSD=60923.8/60743.2 hurdle%=0.989
LINK b/a=11.4737/11.5 age=50 ok=1 depthUSD=13373.0/39860.6 hurdle%=0.732
fresh_quotes 8 /10
recipient BTC 598.50048115 mempool_net 0.00013672 tx_n 296
reserve BTC 3601.47203772 mempool_net 3.384e-05 tx_n 590
recentpage 53 controlled 0 not_full_history=1
tip 4052008 age_s 59 t 1789089310
second {'error': 'ConnectTimeout'}
operator_notes 2
operator_hash 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b claim Following the recent incident affecting the Liquid Network and the movement of funds, Blockstream, a
END fund=crypto panels_attempted=7/7 eligible=0; balances not sales or recovery
job: 22 supply panels plus LPG signal; replaces173 (exit 0)
Supply chain2026-09-11 01:15
fund=supply 2026-09-11T01:15:22.304126+00:00 research only; eligible=0; URL map in job script
Maersk OK c1c2759bea0f
Typhoon OK 4672d4314359
Hapag OK 8ab284858970
SeaIntel OK 0eeef616fcf3
WH OK 1b8ce73b697a
Bombardier CHALLENGE 233fafa9b3d8
GD 2026-08-07 8-K 0001193125-26-340490/d129075d8k.htm | 2026-08-04 8-K 0001193125-
CENTCOM ERROR HTTPError
FRO OK 3aaf7244dc4a
STNG OK c54b428d736e
ASPI Tue, 08 Sep 26 09:15:00 -0400 asp-isotopes-hosts-inaugural-capital-markets-da
ACP OK 111fd2450a7e adv-34-2026-monthly-canal-operations-summary-august-2026.pdf
SEI OK 140860f05cb5
OESX OK d71135b26295
Canada OK 09084e6193e2 news.html
FTK OK b2455970b637 [('2026-09-09-Flotek-Raises-2026-Guidance-Again-on-Continued-S
FTKslides OK 32911d7c68cb [('Lake-Street-Investor-Presentation.pdf', 'Lake Street
AVAV OK bc31162c3404 [('f4f2cf5b-081f-4a73-848b-52666a7e9bcc', 'AeroVironment Q1 F
SSL OK cd1cb3d694c5
SSLnews OK e90322db91dd
ACSArelay OK c6034ead5d18
END 21/21 attempted; hash is not news; ACSA baseline Aug28 not live.
fund=supply LPG DAILY research only {"source": "https://runway.adityaperswal.workers.dev/data/stock-bars", "asof": "2026-09-11T01:15:27.121577+00:00", "bar": "2026-09-10T04:00:00Z", "close": 54.41, "prior20closehigh": 55.2, "sma50": 45.523199999999996, "adr20": 1.6902749999999997, "signal": false, "eligible": false, "note": "current UTC date excluded; no live execution validation or automatic order"}
END LPG panel attempted; missing data are not a false signal
job: Crypto funding and supply through02:00; replaces194 (exit 0)
Crypto majors2026-09-11 01:15
fund=crypto research only eligible=0 observed=2026-09-11T01:15:21.494982+00:00
source=https://www.okx.com/api/v5/public/time offset_s=0.113 uncertainty_s=0.162
source=https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest
{"s":"BTC","ts":["1789089310644","1789089322198"],"age":[11.7,0.2],"fresh":true,"funding_bp":0.9257,"settled_bp":0.876,"oi_coin":29243.213}
{"s":"ETH","ts":["1789089310691","1789089322201"],"age":[11.7,0.2],"fresh":true,"funding_bp":0.2306,"settled_bp":0.3053,"oi_coin":588019.819}
{"s":"SOL","ts":["1789089311696","1789089322203"],"age":[10.7,0.1],"fresh":true,"funding_bp":0.1416,"settled_bp":-0.0697,"oi_coin":2722389.33}
source=https://www.circle.com/transparency issuer_date=Sep 07, 2026 bn[circ,issue7,redeem7,issue30,redeem30,issue365,redeem365]=[74.28, 8.8, 7.86, 36.59, 34.37, 333.52, 331.64]
source=https://www.usdc.com/ raw_cms_value=UNPARSED issuer_date=UNPARSED NO_FLOW_INFERENCE locale/template ambiguity
source=https://stablecoins.llama.fi/stablecoin/2 {"ts":1789084800,"circulating":74212069483.12572,"Ethereum":[1789084800,47184685905.99],"Solana":[1789084800,6987674198.11],"Hyperliquid L1":[1789084800,6839110360.24]}
END crypto collection; definitions/cutoffs differ; flow is not buying; eligible=0