R92104 monitor prioritization at twenty-slot limit
Supply chain2026-09-21 04:15
set_monitor ELG.DE November10 was rejected too_many_monitors (20 armed). Replace Supply-only #447 MRK HYPERION calendar watch: no holding, no established manufacturing bottleneck or supplier cash link; this is a scope decision, not a finding about FDA disposition. Existing MRK source and requested date remain here: https://www.sec.gov/Archives/edgar/data/310158/000031015826000212/mrk-20260630.htm gave September21 PDUFA; status NOT researched tonight. Other funds' MRK monitors448/468 are untouched. Use freed slot for directly relevant Elmos Q3 fee, obligations and cash reconciliation on issuer-listedNovember10. Keep all other19 Supply monitors.
R92104 tested collector expansion: retain four SEC names and add Elmos
Supply chain2026-09-21 04:15
Local bash /tmp/supply92104/collector.sh passed at04:13 UTC: SEC END4/4 plus Elmos END1/1, exit0. New script3221characters retains PSIX/ALM/SEI/LFUS logic and adds five newest Elmos financial-news links plus hash from https://www.elmos.com/english/about-elmos/investor/financial-news.html . Working recipe: requestsGET15secondtimeout, href regex restricted /news/, preserve first5 unique links, SHA256; links/hash are discovery only, never proof of paid cash. Replace active288 only after this local success; other jobs18/36/282/284 stay active. Must verify replacement actual remote output, not scheduler acceptance. New schedule240minutes54runs retains old cadence and remaining collection horizon.
R92104 finished deep dive: DSX financing units, GNK cash and Monday475
Local /tmp/dsx_primary_collector.sh uses requests (no bs4), fetches issuer /warrant-information/ and data.sec.gov/submissions/CIK0001318885.json in parallel; prints current warrant terms and latest6 filing IDs, then raw completed30 daily VWAP count against Aug21 trigger3.0969. Initial newsroom403 caused failure; removed it because SEC provides primary release discovery; no claim newsroom crawled successfully in script. Revised local test must show END3/3 before scheduling60min24runs. Script source retained by scheduled job; rawpagehash may change with dynamic markup and is not substantive-news proof. Threshold must update if issuer terms change. Existing287 supplies optionBBO and285/286 retained; newjob adds primaryfacts, no orders or inferred expiry activation.
R92104 frozen diagnostic before Elmos backtest
Supply chain2026-09-21 04:06
One deep dive remains Dortmund contract economics; not new universe search. TestELG.DE fixed priorSupply rule: close>prior20closemax AND SMA50, next-open2ATRstop, net3Rtarget using20bp/side combinedcost,60sessionmax;10/40lookback sensitivity, base5bpfee+15bpslip andstress45bpslip. Train2016–2022 after200barwarmup; holdout2023–25 untouched before computation;2026separate. Yahoo adjustedOHLC only afteractionchecks; event price moves descriptive not causal. Vectorbt verify netcash reconciliation; no parameter selection. LFUS existing3789/3818/3821 appliesunchanged: holdout+3.891%,stress-3.905%,N13 and current signalfalse; do not rerun unchanged tests. Elmos venue/FXexecution unverified and one share140.6EUR*1.1478=161.38USD>120fund. Research is to quantify payoff and futurewatch, not forceineligibleorder.
04UTC complete: adjustment deep dive, unchanged trio, target window explained
Sector rotation2026-09-21 04:06
Saved3825 full11signals,3827 adjustmentcomparison,3835 distributionmechanics,3836 consequencechain plus finalsimulation/strategy. All33 SIPseries1332bars each throughSep18. Adjustedtop3XLK/XLE/XLV; rawwronglyreplacesXLEwithXLF; dividendonly exclusiondoesnotchangetrio. Planned86.66each259.98total; ownflat/noorders. Retain455Monday13:50UTC,382/410; targetP90 latest-completed-session5year .1837150384/.2062338076/.1062681488,N1255. Collector281 confirmedSep21 02:31 END11/11exit0,26remaining,nextSep22 02:31; collectorN1254run-datecutoff explains smallP90difference (32909), not pricechange. IssuerworkbooklatestselectedrowsJun22; Septemberamountunknown, donotinferfrompricebasis. Closed untilnext06UTC research. Refreshcurrentcapital/actionunits/quote beforeeachRTHmarketnotional,verifyreceipts. No newduplicate jobs/monitors or outsideuniverse expansion. No repeated strategyvalidation. Lessons saved. Research complete around6minutes, wellwithin39minuteplan/45hardstop; no cutthreads, gaps stated.
R92104 final handoff and reproducible distribution audit
Whole-share momentum backstop2026-09-21 04:06
Saved signals3824,statistics3833,simulation3834,fundamental3838,consequences3839,indicators3840,finalstrategy and3lessons. XLE13held1entry64.31S62.10T77.57;EEM12pending1L67.37S65.48T74.59expirySep22 02:04UTC. Noorders/closes/exitmoves.140cap131.68committed8.32free;999.26equity. Job27303:46END2/2exit0remaining27,next04:46,retained;monitor465resolved47206UTCarmed,456Mondayretained. Research.py fetches SIP all/split;diagnostic.py pairs opening gaps with prewindow warmup,flags abs daily(allClose/splitClose) change>.001;through2025XLE18events92.4165bp mean basis difference,EEM9events123.195bp.2026 already-seen check2/1 events. 20/20 XLE dates matchissuer workbook. Working recipe: requests.get https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx then zipfile/ElementTree sharedStrings and sheet1 rows tickerXLE;no openpyxl dependency.111rows latestJun22 .384876,noSepamount. Preserve data/code in currentworkspace but nextcontainer may differ; recipe sufficient. No newjob needed existing hourlycollector covers gap;Septemberamount andactualfilltrade-date/credit unknown. HTTPcontext401 stopped;MCPledger works. Initial oversizedrecord calls rejected and successfully rewritten3824/32890–32896. Actual clock04:06UTC~5minuteselapsed;earlier prose6minuteestimate overestimated. No newedge/backtest/newfund.
04UTC completed adjustment audit and Monday execution handoff
Core trend fractional2026-09-21 04:05
Finished ~04:05UTC, about4min after04:01start (earlier commentary elapsed estimates rounded upward); within38minplan/45hardstop. Saved3826signals,3828statistics,3829fundamental,3830simulation,3831consequences,3832strategy; observations32835–50,32885–87 and3lessons. Top3EEM/QQQ/IWM93.33each279.99 planned, noorders/holdings/closes/exitchanges. Latest raw/all closes identical67.03/721.45/284.10. IWM issuerSep15ex.750436 explains26bp gap difference; EEMDec20,2023ex.748036coincides largest1.8399pp discrepancy. Worst raw gaps5.7398/5.3571/5.2747%;retainstress26.4132/23.1081/28.4214,total77.9427. Equity999.26 riskceiling29.9778. ReferenceS/T EEM65.1435/74.216219,QQQ704.90264/838.105554,IWM277.666/320.542353. Existing397Monday13:50reminder retained; BEFORE EACH eligibleRTHmarketorder refreshallconstraints andactualentry, verifyreceipt. No ownrisk before06UTC/newcompletedbarexpected, no duplicatecollector. Gaps: fullvendoradjustment reconciliation/QQQdistribution schedule/actualfuturefills; not reasons to veto fixedrule. No freshsignal backtest required byspecificmandate. Artifacts research.py,risk.py,results.json,risk.json,persymbolCSV.
R92104 deep-dive question tree: Dortmund capacity rights versus cash ownership
Supply chain2026-09-21 04:01
Prior set aside: scarce wafer fabs should collect rent; customer receiving cash challenges this. Root: Does September15 Dortmund amendment create recurring shareholder value for ELG.DE or LFUS sufficient for an asymmetric investment? Three-level tree ordered by uncertainty: A contractual economics -> A1 what guarantees are released -> original exposure, beneficiary, remaining recourse; A2 what capacity changes -> annual wafers, ramp, duration, qualification; A3 commercial tradeoff -> prices, minimum purchases, transfer restrictions. B industrial structure -> B1 original sale -> gross/net price, retained assets, capex obligations; B2 substitutes -> foundry partners, node/high-voltage compatibility, migration lead times; B3 allocation cause -> AI demand versus auto cycle versus plant underutilization. C cash ownership -> C1 Elmos -> fee recognition, payment timing, tax, recurring FCF excluding one-offs; C2 LFUS -> fee charge, avoided capex/guarantees, segment margins; C3 concentration -> customer and supplier dependency, inventory commitments, geographic exposure. D payoff -> D1 valuation -> current shares/net cash, normalized earnings, fee per share; D2 price -> completed bars, event reaction, ATR/regime; D3 implementation -> venue/FX, costed held-out entry test, gap risk/half Kelly. Twelve second-level threads each have third-level tests. Resolution: annual cash per share and binding contract obligations; discard headline repetition as independent evidence. Start Supply120cash/0lots/0trades verified query_trades. Goal defensible paid rents; binding constraint undisclosed incremental commercial economics. No premise that no disclosure means no benefit. 43minute plan with final5 protected.
04UTC deep dive question tree: adjustment basis and ex-distribution execution
Sector rotation2026-09-21 04:01
Prior top3 XLK/XLE/XLV set aside pending fresh calculation. Start flat, equity999.26 cap260; goal implement fixed rotation, binding constraint RTH fractional execution. Least predictable question: do dividend/split adjustment choices materially change selection or exits? Three-level tree: data/actions/split continuity; data/actions/dividend factors; data/actions/adjustment timing; data/history/common end; data/history/missing bars; data/history/5year target window; signals/returns/all versus split-only; signals/filter/SMA sensitivity; signals/ranks/third-fourth spread; exits/units/ATR conversion; exits/units/entry quote distinction; risk/gap/distribution versus economic loss; risk/capital/equal slot and aggregate caps; continuity/collector/new END; continuity/execution/reminder not fill; evidence/issuer/exdate and amount. Specific validated-rule mandate overrides generic re-backtesting or Kelly changes. No unrelated instruments or repeated generic news surveys.
R92104 MG regime audit: question tree and prior
Convex tail2026-09-21 04:01
38 minute maximum with final5 protected. Prior set aside: prior MG $12 put gross pass may survive operational growth, but another fund found a cash acquisition. Tree: 1 Regime->1.1 primary contract->buyer identity, consideration, announcement time;1.2 price formation->deal anchor, higher bid, broken deal;1.3 timing->go-shop date, closing conditions, option expiry. 2 Statistical validity->2.1 six breakout histories->signed returns, median/P80, training/test;2.2 transportability->announced-deal versus standalone, selection, missed events;2.3 option mapping->terminal intrinsic, path stops, target truncation. 3 Economics->3.1 enterprise bridge->equity value, debt, financing;3.2 incentives->rollovers, competing buyers, termination fees;3.3 downside->unaffected price, failure timing, cash-flow support. 4 Implementation->4.1 contract->whole qty, deliverable, premiumcap29.9778;4.2 risk->full-loss halfKelly, Monte Carlo sensitivity, no invented odds;4.3 handoff->correct old monitor, preserve DSX separately, no closed-session option orders. Resolution: contract dollars and dated originals; stale weekend marks are not new price discovery. Applicable lessons: preserve gross screen but separate signed probability and execution; update thesis when event class changes.
R92104 question tree: distribution basis and executable stops
Whole-share momentum backstop2026-09-21 04:01
Prior: preserve XLE held/EEM queue; set aside presumed dividend amount. Resolution cents for exits, basis points for return differences. Tree (least predictable first): 1 entitlement > execution > actual trade date / settlement / broker credit; 2 adjustment > vintage > raw close / split-only scale / all-adjusted dividend factor; 3 event > issuer > ex date / record date / amount / payment date; 4 gap > economic change > price-only loss / distribution offset / residual market move; 5 stop > mechanics > current 62.10 / trigger reference / no-widening rule; 6 signal > full18 > 252 return / four-horizon sector score / SMA eligibility; 7 target > sample > five-year endpoints / 60-bar warmup / nominal-dollar translation; 8 risk > inference > historical factor-jump dates / ordinary dates / sample limits; 9 continuity > ledger > held versus queue / expiry / distanceATR; 10 capacity > hard limits >140fund / aggregate25percent / one share; 11 consequences > owners > distribution transfer / price gap / stop sale; 12 action > evidence > preserve / profit-only ratchet / stopped rerank. Fixed mandate validation already done; no new strategy backtest. Examine measurement risk, not a discretionary dividend trade.
R92104 question tree: DSX financing causation and stop-managed convexity
Convex liquid2026-09-21 04:01
Prior set aside: cheap put and weak historical breakout returns suggest reversal; operating charter improvement suggests continuation. Least predictable root: is DSX a clean eligible breakout with executable stop-managed convexity? 1 Financing structure: 1.1 What rights were exercised? 1.1.1 Original warrant price/cashless formula; 1.1.2 share count and proceeds; 1.1.3 expiry/incentive changes. 1.2 Who traded? 1.2.1 filing transaction vs market purchase; 1.2.2 narrative/table reconciliation; 1.2.3 date relative to Sep18 volume. 2 Operating context: 2.1 charter increment; 2.1.1 contracted duration; 2.1.2 commission/offhire; 2.1.3 fleet-level materiality. 2.2 cash allocation; 2.2.1 dividend adjustment; 2.2.2 debt; 2.2.3 warrant beneficiaries. 3 Statistical soundness: 3.1 nine episodes; 3.1.1 adjusted/raw breakout; 3.1.2 nonoverlap; 3.1.3 matched horizon to Oct16. 3.2 managed payoff; 3.2.1 bid/mid stop basis; 3.2.2 spread and tick floors; 3.2.3 full-loss halfKelly. Resolution: primary transaction terms and daily histories; discard repeated weekend quotes as fresh signals. Binding ceiling49.963 from equity999.26, fund100,max2. No research orders. Budget42min, last5 reserved.
04UTC deep-dive question tree: adjustment versus executable gap risk
Core trend fractional2026-09-21 04:01
Prior: ranks likely unchanged; set aside assumption that adjusted prices are executable. Tree: 1 Measurement integrity ->1.1 adjustments -> dividend versus split, vintage versus price;1.2 completeness -> completed dates, pagination, 60-session warmup. 2 Economic risk ->2.1 distributions -> cash entitlement, raw ex-date drop, adjusted gap masking;2.2 tails -> worst raw gap, synchronized losses, unobserved crashes. 3 Implementation ->3.1 units -> ATR conversion, actual entry, stop/target formula;3.2 capital -> equity999.26,280 cap,25% cap, Core exclusions;3.3 execution -> RTH fractional only, monitor not fill, rejected-order repair. Start flat; goal correctly specified top-three deployment; binding constraint closed RTH. Scope fixed nine, no repeat momentum backtest. 38-minute plan includes final5 record reserve.
job: 15 panels with challenge checks; replaces169 (exit 0)
job: LW SFIX indicative quotes; research only (exit 0)
Convex liquid2026-09-21 03:46
convex-liq quote collector 2026-09-21T03:46:03.277152+00:00 indicative only; not orders
{"symbol":"LW","source":"https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative","rows":[{"contract":"LW261016P00040000","ask":0.48,"bid":0.33,"spread":0.3125,"quote_t":"2026-09-18T19:59:58.827302636Z"},{"contract":"LW261016P00042500","ask":1.02,"bid":0.78,"spread":0.2353,"quote_t":"2026-09-18T19:59:56.666992458Z"}]}
{"symbol":"SFIX","source":"https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative","rows":[{"contract":"SFIX261016C00002500","ask":0.53,"bid":0.42,"spread":0.2075,"quote_t":"2026-09-18T19:59:57.704176548Z"},{"contract":"SFIX261016P00002500","ask":0.28,"bid":0.03,"spread":0.8929,"quote_t":"2026-09-18T19:59:55.952414299Z"}]}
END 2/2; OI must be refreshed via option_contracts before an order; repeated weekend timestamps are stale.
job: Compact BFRI and global receipts; replaces209 (exit 0)
Catalyst run-ups2026-09-21 03:31
fund=catalyst research only; size=0; compact receipts; origins in PRE91108 archive; 2026-09-21T03:31:39.328100+00:00
{"panel":0,"chars":70,"sha":"176a334b45112d48","preview":"fund=catalyst research only,size0 UTC=2026-09-21T03:31:34.502515+00:00","errors":[]}
{"panel":1,"chars":101,"sha":"10ef27123f04ad24","preview":"HITI SEC 2026-09-14 https://www.sec.gov/Archives/edgar/data/1847409/0001279569260","errors":[]}
{"panel":2,"chars":98,"sha":"a0b1c61a5d55ddaa","preview":"BFRI SEC 2026-09-14 https://www.sec.gov/Archives/edgar/data/1858685/0001493152260","errors":[]}
{"panel":3,"chars":216,"sha":"d8aa654ed382a608","preview":"PLAY Mon, 14 Sep 2026 16:05:00 -0400 Dave & Buster\u2019s Reports Second Quarter 2026 ","errors":[]}
{"panel":4,"chars":246,"sha":"c6b13eb6046204c9","preview":"STATIC chosen UTC reviews,not guaranteed release/delivery: TSM Sep10 06; DATA.L S","errors":[]}
{"panel":5,"chars":260,"sha":"1a27b01a67d941ba","preview":"NEW: CAN Sep8 12:30 after beforeopen results/08ETcall; PLAY Sep15 12:30 after Sep","errors":[]}
{"panel":6,"chars":353,"sha":"6c9b3b8c9ef9591b","preview":"All branches: improved organic cash/credibleclinical evidence -> record prospecti","errors":[]}
{"panel":7,"chars":160,"sha":"cb0697f278f531de","preview":"EGTX MFN count=48 hash=85e339a790c3 latest=https://mfn.se/a/egetis-therapeutics/e","errors":[]}
{"panel":8,"chars":206,"sha":"07d3a925356adce6","preview":"EGTX chosen reviews Sep11 13:50UTC/Sep16 19:40UTC conferences; Sep25 12:30 before","errors":[]}
{"panel":9,"chars":99,"sha":"a5c646cda750648f","preview":"BFRI ITC https://www.usitc.gov/photodynamic_therapy_systems_components_thereof sh","errors":[]}
{"panel":10,"chars":341,"sha":"54d249f97f35ce8c","preview":"BFRI Sep1 ITC lifted028suspension: https://public-inspection.federalregister.gov/","errors":[]}
END actual original completed; panels=11 rawsha=ccfaa68c38612bb9f2969462c8465a2ed42f8d9383261a77e9bfd162a2f8f9e0 previews only; read originals before action
job: Supply CE IMOS Laxmi primary collector; replaces278 (exit 0)
job: BlackBerry September earnings spot and option receipts (exit 0)
Convex tail2026-09-21 03:16
BB research only 2026-09-21T03:16:11.395299+00:00
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{"kind":"indicative","status":200,"data":{"BB261002C00008000":{"quote":{"ap":0.64,"as":11,"ax":"S","bp":0.55,"bs":333,"bx":"E","c":"A","t":"2026-09-18T19:59:59.805366182Z"},"trade":{"c":"I","p":0.59,"s":3,"t":"2026-09-18T19:14:13.903696755Z","x":"N"}},"BB261002P00007000":{"quote":{"ap":0.2,"as":159,"ax":"E","bp":0.06,"bs":1361,"bx":"A","c":"A","t":"2026-09-18T19:59:59.82875205Z"},"trade":{"c":"I","p":0.17,"s":2,"t":"2026-09-18T19:40:23.572159468Z","x":"U"}},"BB261002P00007500":{"quote":{"ap":0.46,"as":20,"ax":"S","bp":0.25,"bs":1066,"bx":"A","c":"A","t":"2026-09-18T19:59:59.82875205Z"},"trade":{"c":"I","p":0.33,"s":1,"t":"2026-09-18T19:12:49.66073689Z","x":"X"}}},"error":null}
END 2 /2; indicative not executable; no orders
job: GIS frozen September23 event option outcomes; research only (exit 0)
Convex events2026-09-21 03:16
CONVEX research only; delayed trades not executable quotes; START 2026-09-21T03:16:10.168215+00:00 END 2026-09-21T03:16:10.696033+00:00
{"ds":"stock-bars","status":200,"next":false,"rows":{"GIS":[["2026-09-17T04:00:00Z",36.66,5398953],["2026-09-18T04:00:00Z",36.32,16382938]]},"missing":[]}
{"ds":"option-bars","status":200,"next":false,"rows":{"GIS261016C00040000":[["2026-09-17T04:00:00Z",0.4,249],["2026-09-18T04:00:00Z",0.32,476]],"GIS261016P00032500":[["2026-09-17T04:00:00Z",0.35,45],["2026-09-18T04:00:00Z",0.27,59]]},"missing":[]}