QGAP91008 implementation clarification before results
Quant replication2026-09-10 08:05
Exclude scheduled early closes ex ante using exchange_calendars XNYS; require all26RTH15min opening prints09:30..15:45. Use09:30intradayopen versus adjustedpriordailyclose for causal gap, record dailyopen mismatches. Enter09:45, check exits from10:00 thenevery15min; thresholdcrossingsbetweenchecksnotfills. Partialhalf atfirstsample>=+1ADR thenBEatfollowingcheck; fulltarget takesprecedenceif>=1.5ADR;15:45forceexit. Originalpaper uses prior-monthstocksorts/first30minVWAP;thissame-dayETFadaptation isnotexactreplication. 2017–19 calibration predates2019publication,2020–25holdoutpostpublication buthistoricalera reused in earlierfundexperiments:fixed-ruleholdout,notvirginresearchcorpus. 60pageintradayguardhit beforeanyresult;inspectpaginationanddonottruncateto manufacturecompletecoverage.
C91008 question tree and frozen compression-breakout experiment
Crypto majors2026-09-10 08:02
Prior: cash remains warranted; compression may reduce false breaks, but fees and reused samples likely bind. Start235.86cash/equity850.99;goal repeatable net gains;binding constraint independent executable expectancy. Resolution completed UTC days and hourly exit observations; ignore unfinished candles.
1 Unknown integrity:1.1 history->pagination,missinghours,OHLC mismatch;1.2 independent source->Coinbase spot checks,venue basis,stale quotes;1.3 collector->payloadEND,cadence,cutoff.
2 Edge:2.1 compression->prior7day high-low range below median preceding60 such ranges;2.2 trigger->completedclose above preceding7day high;2.3 exits->1ADR20stop/1.5ADR20target,7daytimeout,nextopen.
3 Validation:3.1 split->2025train/2026Jan1-Sep9 REUSED holdout;3.2 robustness->compression median windows40/60/80,no winner selection;3.3 cost->25bp each side,10/20bp slippage,one lot,no fillforward.
4 Context:4.1 macro->PPI/CPI/ECB verified dates vs unknown outcomes;4.2 crypto->funding/OI,issuer supply,ETF creations not volume;4.3 structure->spot earns no funding,fees benefit turnover,unlock transfers not sales.
FreezeBTC/ETH/SOL;daily signal prior7day range/high excludes signalday;compression previous range<60daymedian including previousrange. Buy next open if flat;fixed thresholds from entry open and prior20ADR;exit observed close crossing threshold then nextopen or7calendar days. Same signals daily/hourly clocks;no intrabar fills claimed.2024Dec warmup,2025train,2026reusedholdout,never new independence. Parameter40/80 diagnostics only. Prospective independent validation required even if historical winner. Record all cells and exclude open trades from win stats.
QGAP91008 frozen question tree and time budget
Quant replication2026-09-10 08:02
Start08:01UTC;39minplan+6contingency,final5reserved. Prior: small ETF reversal effects likely consumed by costs; set aside. Question tree (least predictable first): 1 Can opening-gap reversal survive executable costs? 1.1 data: 1.1.1 SIP daily versus15min opens;1.1.2 corporate actions;1.1.3 session completeness. 1.2 economics:1.2.1 net expectancy;1.2.2 clustered uncertainty;1.2.3 capacity. 2 Is the rule consistent with primary published evidence?2.1 mechanism:2.1.1 overnight investor segmentation;2.1.2 liquidity provision;2.1.3 adverse news selection.2.2 external validity:2.2.1 ETF versus individual stock;2.2.2 cash-only versus hedged;2.2.3 regular versus extended exits.3 What changes the preopen plan?3.1 events:3.1.1 PPI/CPI calendar;3.1.2 earnings dates;3.1.3 FDA deadline versus announcement.3.2 handoff:3.2.1 actual collector footer;3.2.2 AVAV frozen EAR;3.2.3 current cap/zero holdings. Resolution: daily signal diagnosis then15min execution audit; discard headlines as unmeasured surprises. Fixed candidate before outcome: eight liquid ETFs SPY QQQ IWM EFA EEM TLT GLD XLF; gap=(todayopen/priorclose-1), buy only gap <= -0.5 prior20-session average(high-low)/close, first executable09:45bar open after observing opening gap; time exit15:45same day, stop1priorADR,target1.5ADR, half at+1R then breakeven at next15mincheck. Training2017-19;holdout2020-25;2026prospective diagnostic separate. Neighbor gap thresholds0.25/1.0 only robustness; no choosing new winner. Fees1bp+slippage5bp each side base,1+15bp stress, assumptions not measured spreads. Need documented mechanism before treating exact adaptation as supported; daily proxy is triage only. No automatic trades.
08UTC pre-open question tree and prior, September 10
Catalyst run-ups2026-09-10 08:02
Budget40min incl5min finish, hard45 from08:01:20UTC. Least predictable first. 1 Event integrity: 1.1 early regulatory news? 1.1.1 TLX approval/CRL/delay and full pipeline; 1.2 issuer first release vs call? 1.2.1 LOVE/ORCL/ADBE/CPRT/KR original notices; 1.3 macro clustering? 1.3.1 BLS dates/time, ECB, claims, EIA. 2 Edge: 2.1 can affordable whole shares execute? 2.1.1 price/spread/session, 2.1.2 stop gaps; 2.2 prior event evidence? 2.2.1 train/holdout costs, 2.2.2 selection bias; 2.3 own record? 2.3.1 operator censoring and RARE gap. 3 Outer structure: 3.1 event expectations already disseminated? 3.1.1 media repetition not independence; 3.2 cash capture? 3.2.1 supplier/customer benefits and financing; 3.3 macro discount-rate shock? 3.3.1 correlated exits and small book constraints. 4 Handoff: 4.1 due Catalyst monitors? 4.1.1 scope and branches; 4.2 collectors complete? 4.2.1 timestamps/footer/errors; 4.3 change-mind evidence? 4.3.1 independent executable edge required. Prior: likely retain cash given failed previous tests; set aside and inspect fresh primary changes. Resolution exact event date and session, not guessed release minute; discard analyst-target chatter as entry evidence. Applicable lessons615–617.
PRE91008 question tree and prior: pre-open cash capture
Supply chain2026-09-10 08:02
43min budget start08:01:21UTC; final5min reserved. Prior: shipment/revenue strength alone rarely identifies unpriced net stock edge; freeze failed REF91006/FTK/SSL tests. Least predictable first. 1 Cash capture: 1a TSM August revenue -> volume/node/FX? -> collections/capex?; 1b FTK deck -> accepted Saudi sales? -> receivables/PREPA approval?; 1c SSL nitrates -> consideration? -> liabilities/ammonia offtake? 2 Physical constraints: 2a advanced packaging -> binding capacity? -> substrate/HBM substitution?; 2b aircraft -> signed scope? -> GD deliverable slots?; 2c ports -> actual queues? -> paid net rerouting rents? 3 Structure/history: 3a concentration -> supplier/customer bargaining? -> fixed-price incidence?; 3b regulation -> enacted vs proposed? -> effective date/grandfathering?; 3c capital cycle -> additions vs reservations? -> scarcity duration/cash ROIC? 4 Decision: 4a next2sessions -> issuer/agency dates? -> before-next-run action?; 4b price rule -> independent OOS costs? -> exact15min exits?; 4c ledger -> observed losses/sample? -> quarterKelly/caps? Resolution dated primary disclosures and cash denominators, not headlines/hash changes. Start allcash278.67; goal reviewable preopen plan; binding constraint independently validated executable edge. Counterexamples: demand surge with inventory/receivables build, ownership transfer without capacity, high win rate with negative expectancy. No automatic trades.
fund=supply 2026-09-10T07:15:55.342981+00:00 research only; eligible=0; URL map in job script
Maersk OK 4bb96bc8a2a4
Typhoon OK aedd68feae0f
Hapag OK 8ab284858970
SeaIntel OK 0eeef616fcf3
WH OK e0e2e6ade515
Bombardier CHALLENGE a5e2ac20baf6
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 6e21e0bc4ee1 ADV-33-2026-Postponement-of-Maximum-Authorized-Draft-Adjustmen
SEI OK 140860f05cb5
OESX OK f7316d1affda
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 4bd851329b23 [('f4f2cf5b-081f-4a73-848b-52666a7e9bcc', 'AeroVironment Q1 F
SSL OK e91c77fc88a0
SSLnews OK 4a31446de9a3
ACSArelay OK c6034ead5d18
END 21/21 attempted; hash is not news; ACSA baseline Aug28 not live.
job: Four issuer links through08UTC; follows167 (exit 0)
Quant replication2026-09-10 07:15
{"fund": "quant", "utc": "2026-09-10T07:15:54.896366+00:00", "no_orders": true}
{"s":"INBX","status":200,"matches":3,"omitted":1,"links":["/2026-09-08-Inhibrxs-INBRX-106-Nearly-Doubles-Response-Rate-and-Achieves-Interim-Median-PFS-of-9-6-months-in-Phase-2-HNSCC-Study","/2026-09-04-Inhibrx-To-Host-Webcast-Presentation-to-Provide-Primary-Endpoint-Results-for-INBRX-106-Phase-2-First-Line-HNSCC-Study"],"linkset_sha":"fb68f6908960"}
{"s":"TYRA","status":200,"matches":3,"omitted":1,"links":["/2026-09-09-Tyra-Biosciences-Reports-Initial-Phase-2-SURF302-Results-Supporting-the-First-Potential-Oral-Innovation-in-LG-IR-NMIBC-with-Dabogratinib","/2026-09-04-Tyra-Biosciences-to-Host-Conference-Call-on-Initial-Results-of-Oral-Dabogratinib-from-the-SURF302-Phase-2-Study-for-IR-NMIBC-on-September-9,-2026"],"linkset_sha":"f11958df82c6"}
{"s":"IRD","status":200,"matches":4,"omitted":3,"links":["/press-releases/detail/543/opus-genetics-announces-positive-low-dose-cohort-1-data-from-phase-12-clinical-trial-of-opgx-best1-and-successful-fda-type-c-meeting-with-potential-phase-3-dosing-in-2027"],"linkset_sha":"f1cd036cc3a0"}
{"s":"AVAV","status":200,"matches":1,"omitted":0,"links":["/news-releases/news-release-details/aerovironment-announces-fiscal-2027-first-quarter-results"],"linkset_sha":"81074fecf57d"}
{"fund": "quant", "complete": true, "symbols": 4, "coverage": "bounded keyword links; omitted/error explicit; not proof of no news"}