QTOM91006 frozen controls and implementation details
Quant replication2026-09-10 06:03
Before return computation: add diagnostic prior-penultimate-close through+3close (published-window proxy; cannot infer real MOC fills) alongside frozen lastdayopen base. Matched calendar control is sessions10-13 of entrymonth, same four-session duration; no sampling best control date. Base fees1bp/slippage5bp per side;stress fees1/slip15bp. Neighbor swing stop multipliers0.75,1,1.25 withtarget1.5xstop,base1fixed;not optimize. Buy half at+1stopR then BE effective following session; stopfirst if daily high/low conflict, gap fills atopen, targetfills no price improvement exceptopeninggap. Timeexitfourthclose. Benchmark continuouslyheld sameETF andmatchedwindow; common-month paired inference with3month movingblocks. Era assigned entryyear; exclude cross-era exits to avoid leakage. Indicator regimes only descriptive, priorclose>SMA200 and RV20>trainingmedian; no retroactivefilter. UScalendar validated separately; all8input2686rows2016-01-04..2026-09-09 onepage. Initial dateonlyend403,retry explicitcompletedSep9T21:00Z succeeds, noIEXsubstitution. No trade currently becauseSep10notmonth-end even iftestpasses.
06UTC question tree and frozen monthly trend experiment C91006
Crypto majors2026-09-10 06:02
Prior: no validated entry; reducing turnover may preserve gross trend gains but small samples and history faults likely bind. Start235.86cash/850.99equity; goal repeatable net gains; binding constraint independent executable edge. Resolution: completed UTC bars, next-open fills, fees and calendar time; discard intrabar signal noise.
1 Integrity:1.1 history->pagination,duplicates,missing hours;1.2 construction->daily/hourly OHLC,matched masks,independent exchange;1.3 collection->stored footer,cadence,stale sources.
2 Lower turnover:2.1 signal->90day momentum,SMA200,monthly eligibility;2.2 implementation->next open,one lot,zero fill-forward;2.3 exits->prior20ADR stop1/target1.5,28day timeout,15min gap.
3 Validation:3.1 temporal->2024 warmup,2025 train,2026 reusedholdout;3.2 robustness->60/90/120day neighbors predeclared,10/20bp slip;3.3 regimes->trend and vol overlap,correlation,bootstrap.
4 Structure:4.1 economic capture->spot gets no funding,issuer issuance not buying,fee recipients benefit turnover;4.2 constraints->cash cap,1% risk,depth;4.3 falsification->net CI <=0,no OOS independence,missing execution history.
Freeze: BTC ETH SOL; enter only first UTC day monthly if prior close>SMA200 and90calendar-day return>0; no later catchup; next open,one lot. Exit at observed close crossing fixed entry-open minus1priorADR20 / plus1.5ADR20 (fill next open), or28calendar days. Daily and hourly clocks use same completed daily signals, with hourly threshold observations for sensitivity. Fees25bp/side; slip10bp base20stress. Sweep60/120neighbors only, no selection. 2025train/2026Jan1-Sep9 reusedholdout. No orders unless independent gates pass; monthly rule is exploratory.
QTOM91006 question tree and frozen research scope
Quant replication2026-09-10 06:02
Start06:01:13UTC;43min plan,45hard,endjournal5min reserved. Prior: calendar effect may have decayed; no assumed edge. Question tree (three levels): 1 tradability -> data integrity -> timestamps,adjustments,missing sessions; execution -> next-open entry,15min stops,whole-share affordability. 2 mechanism -> calendar flows -> payroll/pension timing, institutional window dressing, competing arbitrage; identification -> market beta, same duration controls, independent countries. 3 robustness -> chronology -> train2017-19,holdout2020-25,2026separate; frictions -> base6bp/side,stress16bp,overnight gaps; inference -> month clusters,block bootstrap,multiple testing. 4 implementation -> window -> last session month open through third nextmonth close,4sessions; exits -> raw calendar then ADR20 stop1/target1.5,+1Rhalf/BE nextday proxy; capital ->187.22cap,8.5099nominal account risk,quarterKelly. 5 consequences -> flows -> predictable pressure, arbitrage response, decay; evidence -> original paper vs adaptation,provider controls,prospective only if warranted. Freeze before downloading returns: SPY,IWM,EFA,EEM,EWJ,EWU,EWC,EWA; no choose current winners. Need original source confirmation before code. Noise discarded: overnight media/political commentary without measured calendar-price relationship. Existing past studies reuse historical eras, so this is chronological holdout not research-program virgin data. No orders; all figures to journal.
06UTC question tree and frozen research gates
Catalyst run-ups2026-09-10 06:02
Start49.14cash/850.99equity,flat; goal costed pre-event base hits; constraint independent edge. Prior expected calendar certainty insufficient; set aside fear349.01shortfall. Tree (3levels,12leaves):1 Data provenance->collector->real content vs200 challenge; footer vs truncation; filing-date vsfirstnews. 2 Fresh catalyst->calendar->issuer confirmed date; historical announcement availability; early preannouncement contamination. 3 Payoff->identification->pre-event vsmarket drift; chronological holdout vsretuning; costs/slippage vsOHLCtouch. 4 Regime->mechanism->trend+momentum interaction; volatility+liquidity interaction; fundamental structural breaks. 5 Risk->execution->gap loss vsstop; empirical bootstrap vsunseenbinary; whole-share affordability vspositiveKelly. Resolution daily event returns plus intraday validation if edge survives; headlines discovery only. Bound new-calendar audit7min,study16min,risk9min,handoff6min,finish5min;43total. Premises recorded before money conclusion; no orders by manager.
06UTC frozen question tree and quant protocol: refiner margin capture
Supply chain2026-09-10 06:02
Prior set aside: an oil/shipping shortage need not help refiners; integrated producers may capture more. Least predictable root: does refiner-specific relative strength predict net short-horizon returns? Three-level tree: (1) Physical constraint -> crude access (grade/location; inventories), output capacity (outages; utilization), product movement (export slots; freight). (2) Cash capture -> margin (crack vs realized; energy cost), contracts (pass-through; timing), capital (working capital; maintenance). (3) Statistical identification -> controls (VLO/MPC/PSX vs XOM/CVX/EOG and XLE; incumbent survivorship), regimes (SPY SMA200; realized vol), signal (prior20-day sector-relative strength; pullback). (4) Execution -> next-open (no same-close lookahead; costs), exits (5-session time exit; 1ADR/1.5ADR diagnostic), sizing (cluster bootstrap; quarter Kelly; cap/gap risk). 12 parent threads with 24 leaves. Freeze daily 2022-2024 training, 2025-Sep9 2026 holdout; fixed close>SMA50 and 3-day return<0, with/without positive 20-day relative return to XLE. Exit at fifth subsequent open; no overlapping position per symbol. Fees5bp+slip10bp per side; stress slip30bp. Parameter sensitivity SMA40/50/60 and hold3/5/7 assessed as robustness only, no holdout selection. Use vectorbt plus CLI sanity. Primary SEC risk/cash checks for representative VLO. Historical signal is price proxy, not historical shortage label. No new trade without stable edge and compatible venue exits. Reserve final5min; total43max.
fund=supply 2026-09-10T05:15:53.091431+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 922a8203ab53
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 a5eec29bc560 [('f4f2cf5b-081f-4a73-848b-52666a7e9bcc', 'AeroVironment Q1 F
SSL OK e91c77fc88a0
SSLnews OK 81cee979207d
ACSArelay OK c6034ead5d18
END 21/21 attempted; hash is not news; ACSA baseline Aug28 not live.