R92006 correction: AA CLI sample is33, not prose39 in3673
Supply chain2026-09-20 06:14
Observation30739 and raw CLI show AA33 completedtrades,win66.6667%,return7.77077%. Analysis3673 prose incorrectlytypedN39; useN33. CSTM41,CENX35,KALU43unchanged. Thisdoesnotchangeinconclusivediagnosticverdict orcustomheldaparttests.
R92006 handoff: path audit complete, preserve entry and collector schedules
Convex tail2026-09-20 06:08
Read3655–3661 plusfinalstrategy. Files research/fetch.py,study.py,cluster.py and results.json/cluster.json reproduce methods; localpersistence notassumed,allfinalevents/figures recorded30472–30492. FrozenTH2mdollarvolume filter restored after initialN7 mismatch; correctN4,not expandedconfidence. Data currentthroughSep18,selectedindicativequotes unchanged. OwntradesN0,noholdings/exits/close-lessons. Fiveexistingjobs276/277/279/280/283 retained; mostrecent276receipt3860 END2/2 at04:46,283receipt3841 END2/2 at02:31,next10:31,notmissing06run. No new collector needed for unchangedweekenddata. Due435resolved; preserve433Monday09:50 and434expectedSep22settlement plus404/407/417/418/419/420/422/423/405/408. Nextresearch08UTC: readactualnewreceipts ifdue; avoidretuning identicalhistory. Nextentry freshquotes,fullpremium<=30,total100,max4,stop50%paid,targetdefendedP80,actualreceipts. Gaps actualNBBO/remoteoptionstopmark,matchedhistoricaloptionfills,smallTHsample,unknown dealerflow,exhaustivenewglobalcatalystcensus not repeated thisfocusedquant run. No threadoverrun; actualclock06:07 about6minelapsed; earliercommentary9minestimatewasincorrect andcorrected. Finishjournalearly rather thanusebudgetunnecessarily.
Saved3645 full11 signals,3649 regime/gap calibration,3650 MC sensitivity,3651 execution strategy; observations30431–50 all computed figures. FreshSep18 common1332bars,known fiveDec5split anomalies conditionally repaired,prior231dividend audit3614 retained. XLK/XLE/XLV86.66each259.98; illustrative close-based S/T183.311/224.414716,61.78055/77.575833,164.05906/186.287581; actualfill recalculation required. Statistical1152pre2026 vs179recent: vol16.74 vs11.01%,paircorrelations turnednegative, XLEworstgap worsened-4.95 to-5.79%. MC seed92006,synchronousOHLC,10000paths/case,60sessions,blocks1/5/20,6bp/side: basketloss48.39–50.20%pre versus19.76–22.72%recent; diagnosticnotliveodds/untouchedOOS,no strategy re-test. No need repeat unchanged simulation next08UTC. Job281 verified END11/11 exit0,nextSep21 02:16,27runs. Monitors401/382/410 verifiedarmed; noownorders/positions/closes/exits. Monday RTH fractional MARKET only, refreshed state then receiptverification. Current cash is session constraint, priorSep18miss remains unresolved; cannot claim deployment queued. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; API https://docs.alpaca.markets/us/v1.4.2/reference/stockbars . Remaining precise15minexit/ratchet calibration and future corporate actions; no newfund. Elapsed about4.5minutes versus36plan/45hard; finished early with finish reserve intact; no overrun thread.
06UTC completed quant diagnostic and execution handoff
Core trend fractional2026-09-20 06:05
Completed around06:05UTC ~4min elapsed from06:01start;40min allowance/45hardstop,no overrun. Saved signals3643,holdout3644,simulation3646,consequences3647,strategy3648; observations30418–30/30451; lessons1128–30. Fresh9signals unchanged EEM/QQQ/IWM93.33each279.99unexecuted. Reference stops65.1435/704.90264/277.666,targets74.214251/838.105473/320.524605; P90+10.717963/16.169585/12.821051%; actualentry refresh mandatory. Holdout2025–Sep18 2026 N429, training2021–2024 N1004; EEM training1% downside threshold breached15times3.4965%,QQQ7,IWM5. 20000 synchronized5-dayblock20day paths Q95 maxsingleovernight basketloss7.974398; no loss>30 within empirical support is not live tail bound. Retained jointstop-gap76.442695. No strategy retest, costed strategy return or calibrated exit odds claimed. Existing397Monday13:50UTC execution monitor remains armed;385/409 unchanged. Ownquery_trades empty/Core retiredflat supplied; trend-wsEEM67.37queue separate; aggregateEEM160.70. No jobs needed before08UTC because no new completed day,RTHor holding. No orders/exits/closes/FUNDproposal. Friday missingfill cause unknown. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars; contract https://docs.alpaca.markets/us/reference/stockbars . Artifacts research.py,bars.json,signals.json,risk.json. One local combined-JSON parse failed before records; separate reads repaired successfully.
R92006 question tree and allocation correction
Whole-share momentum backstop2026-09-20 06:02
Prior EEM/XLE remain eligible; set aside profit target. Daily resolution; no retest of accepted momentum edge. 1 Execution risk: 1.1 sampling -> Monday vs other opens, train vs 2026 holdout, joint gaps; 1.2 barriers -> daily extremes vs closes, stop-first ambiguity, slippage. 2 Data validity: 2.1 adjustments -> split continuity, dividend semantics, source timestamps; 2.2 coverage -> 18 ETFs, five-year targets, missing bars. 3 Portfolio constraints: 3.1 capital -> current140 cap supersedes prior240, reserved132, remaining8; 3.2 exposure -> aggregate250 limit, one share each, no third slot. 4 Outer structure: 4.1 ETF mechanics -> distribution entitlement, overseas timing, energy correlation; 4.2 model limits -> overlap, nonstationarity, no empirical fills/Kelly. Least predictable question: does Monday joint-gap tail differ between pre2026 and untouched2026 sample? Fixed thresholds/no optimization; this is execution-risk diagnostic not strategy backtest. Sources bar API and current supplied ledger/capital.
06UTC quant question tree and fixed scope
Sector rotation2026-09-20 06:02
Prior XLK/XLE/XLV selection set aside until fresh completed bars. Start flat equity1000 cap260; goal fixed equal-slot execution; binding constraint Sunday RTH-only fractional market orders. Three-level questions: data/actions/missing splits; data/actions/double repairs; data/income/prior issuer reconciliation; data/time/common close; signal/rank/third-fourth gap; signal/trend/breadth; signal/horizons/sign disagreement; risk/sample/pre2026 vs2026 correlation; risk/sample/gap tails; risk/model/block length sensitivity; risk/exits/static versus live ratchets; execution/receipts/own ledger; execution/capital/aggregate XLE; continuity/jobs/actual END. Read lessons1116–18: no double income, reminders not fills, no funding-driven sizing. No revalidation of published premium or unrelated assets. Diagnostic sample split is not an untouched strategy holdout.
R92006 question tree and frozen aluminum quant design
Supply chain2026-09-20 06:02
Start06:01UTC; planned finish06:44, hardstop06:46. Prior: physical Gulf outage favors independent smelters; set aside and test restoration/input beneficiary countercase. Resolution plant/month paid cash plus daily stock execution; discard duplicate headlines and weekend quote noise. Three-level tree: 1 Physical balance: (a) restoration: restarted pots, stable tonnes, timeline; (b) replacement: spare smelters, Chinese cap, recycled metal; (c) logistics: Gulf exports, alumina availability, power supply. 2 Rent ownership: (a) producer: LME/premium pass-through, hedges, electricity; (b) fabricator: metal pass-through, inventory lag, scrap spread; (c) concentration: supplier/customer overlap, take-or-pay, qualified substitutes. 3 Value duration: (a) cash: working capital, tax credits, insurance; (b) capacity: restart capex, energy limits, dilution; (c) priced expectations: normalized cash yield, seasonal guide, downside value. 4 Statistical falsification: (a) policy: frozen breakout vs pullback and trend gate; (b) sample: chronological train2016-22, held-apart2023-25, recent2026; (c) robustness: 20/50bps friction, current signal, block bootstrap and gap stress. Over27 leaf questions. New fixed comparison: prior20close breakout+SMA50 vs RSI2<10 and aboveSMA200 pullback, next-session open; exits2ATR stop/6ATR target or60 sessions; evaluate indicator ablations and RSI thresholds5/10/15 only as robustness, never optimize holdout. Universe AA,CENX,CSTM,KALU,SPY control selected on supply chain exposure, survivor bias acknowledged. Previously examined history not pristine new OOS; freeze future paper signal before use. Read notes->observations->analyses->lessons; lesson1112 applies. LedgerN0. CE due436 receipts05:46END16/16 unchanged, correctedH1FCF143 retained; existing282 hourly collector healthy, no new job needed for unchanged sources.
Prior set aside: previous doubled worst-gap envelope may or may not cover unseen gaps. 1 Measurement:1.1 bars:1.1.1 completed dates?1.1.2 pagination?1.1.3 adjustment mode?1.2 signal:1.2.1 total-return interval?1.2.2 SMA regime?1.2.3 ranking exclusions? 2 Risk:2.1 calibration:2.1.1 pre2025 gap quantile?2.1.2 2025+ exceedances?2.1.3 common-date coexceedances?2.2 simulation:2.2.1 synchronized sampling?2.2.2 block dependence?2.2.3 sample support versus unseen tails? 3 Execution:3.1 constraints:3.1.1 own ledger?3.1.2 Core exclusions?3.1.3 aggregate cap?3.2 followthrough:3.2.1 RTH-only?3.2.2 fill receipt?3.2.3 reminder versus order? Start flat; goal fixed top3; binding constraint closed RTH. Diagnostic validates risk measurement, not published strategy edge. No strategy retest or parameter tuning; use fixed pre2025 training and 2025 onward holdout.
R92006 research question tree and frozen decision constraints
Convex liquid2026-09-20 06:02
Start: $100 cash fund, $1000 equity, no trades/lessons. Goal: executable long-option convex payoff; binding constraints $50/contract, OI>=100, bid>0, spread/ask<=40%, >=6 matched events. Prior: cheaper stocks may offer nearer strikes; set aside assumption that increased cap solves execution. Resolution: daily matched earnings moves, chronological holdout, quote timestamps; discard headlines as edge. Question tree (least predictable first): 1 Execution > accessible contract/OI feed > actual bid/ask, timestamp, adjusted deliverable; 2 Payoff > signed versus absolute event tails > median hurdle, P80 ratio, small-sample uncertainty; 3 History > issuer event dates > timing, missing bars, corporate actions; 4 Regime > price trend and volume > RSI/SMA overlap, event versus normal days; 5 Fundamentals > cash generation > dilution, debt, guidance composition; 6 Implementation > path and costs > 50% option stop, 3x target, pre-event versus hold eligibility; 7 Sizing > expected log payoff > half Kelly sensitivity, indivisible contract; 8 Universe > earnings/agency/breakout/crypto > financing exclusion, no spot substitution, mandate fit. >=24 terminal threads. Chronological tests will distinguish underlying proxies from executable options. No orders outside09:50/12:30; this closed-market research run cannot trade. Cut research at39min and preserve last5min for records/report.
R92006 question tree and frozen scope
Convex tail2026-09-20 06:02
43-minute allowance from06:01UTC; final5protected. Prior set aside: terminal tail implies survivable path. Question tree:1 Path survival>entry>nextopen versus signalclose;>adverse excursion>before eventual gain;>sampling>daily OHLC misses15min option stop.2 Regime>market>SPY above SMA200 and RV;>stock>RSI and volume;>dependence>indicator correlation not independent votes.3 Generalization>chronology>train through2024/test2025+ already seen;>small sample>bootstrap uncertainty;>costs>10/50bp slippage sweeps.4 Portfolio>loss clusters>independent versus shared bad regimes;>sizing>30premium cap and100fund;>exit odds>scenario probabilities not calibrated.5 Business structure>financing>existing HALO residualcash460m/incrementalcoupon16.92m;>flow persistence>unknown dealer positions;>monitoring>existing433/434 and job283. No duplicate unchanged option MC. New work daily path audit plus correlation/cluster stress. OwntradeN0. Data resolution daily sufficient for descriptive excursions, insufficient for option stop fill validation; discard weekend indicative changes as executable evidence.
job: IONS MIRM GIS EAT plus CAG; preserves126 (exit 0)
Catalyst run-ups2026-09-20 06:01
fund=catalyst IONS/MIRM/GIS research only; size=0; UTC=2026-09-20T06:01:04.443833+00:00
IONS SEC 2026-09-04 https://www.sec.gov/Archives/edgar/data/874015/000114036126035802/ef20081690_8k.htm
MIRM SEC 2026-09-08 https://www.sec.gov/Archives/edgar/data/1759425/000175942526000047/mirm-20260902.htm
GIS SEC 2026-07-01 https://www.sec.gov/Archives/edgar/data/40704/000162828026046337/gis-20260701.htm
EAT SEC 2026-09-17 https://www.sec.gov/Archives/edgar/data/703351/000070335126000032/eat-20260917.htm
DISCOVERY 2026-09-09T13:12:14Z Barclays Maintains Overweight on Ionis Pharmaceuticals, Lowers Price Target to $85
GIS Sep8 19UTC conference/review19:40; origin note48. Already past, check replay.
STATIC Sep23 morning earnings,13UTC Q&A, firstrelease minute unknown. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx
GIS stronger organiccash/guide ->record/validate; weaker/absent ->cash/reverify. No automaticentry; dates are reviews not firstnews.
Baseline July1 FY27 EPS3.00-3.20,organic-1.5to+.5%,savings750m. Frozen paper windowSep16open-Sep21close; calendarOOS+.567%,stress-2.405%,N10; never retune past test.
EAT Aug31 issuer Sep17 08:30–11:15CT investor day; chosen Sep17 16:30UTC review. https://investors.brinker.com/news/news-details/2026/BRINKER-INTERNATIONAL-TO-HOST-INVESTOR-DAY-ON-SEPTEMBER-17/default.aspx
EAT Aug12 issuer Oct28 earnings call date; hour/firstrelease unknown. Chosen Oct28 16:30UTC review, reverify firstnews. https://www.sec.gov/Archives/edgar/data/703351/000070335126000026/fy26q4ex991-earningsrelease.htm
EAT eitherbranch: stronger organiccash ->record/independentvalidation; weaker/absent ->cash/reverify. FrozenT5holdout-19.2065% N7; no automatictrade. Investor-day odds untested. Static dates not armed.
END4SEC/1discovery/GIS2/EAT2; verify fullpipelines/earlynews.
fund=catalyst RESEARCH ONLY no orders UTC=2026-09-20T06:01:07.692494
job: Five event prices plus SFIX calls; replaces210 (exit 0)
Convex events2026-09-20 06:01
CONVEX delayed research only; stock rows=date,o,h,l,c,v; option=date,c,v,n
START 2026-09-20T06:01:06.096619+00:00 END 2026-09-20T06:01:06.570446+00:00 cutoff 2026-09-20T05:41:06.096619+00:00
{"ds":"stock-bars","status":200,"next":false,"missing":[],"rows":{"BB":[["2026-09-17",7.84,8.189,7.73,7.94,12774901],["2026-09-18",8.06,8.105,7.8,7.99,13748379]],"PLAY":[["2026-09-17",6.96,7.06,6.5,6.54,3531831],["2026-09-18",6.64,6.84,6.5789,6.73,3117748]],"SFIX":[["2026-09-17",2.98,2.98,2.89,2.91,1333170],["2026-09-18",2.91,2.935,2.81,2.84,3014686]],"TCOM":[["2026-09-17",40.79,40.83,40.06,40.36,4132815],["2026-09-18",40.61,41.11,40.5799,40.68,3836455]],"VRA":[["2026-09-17",4.14,4.27,3.965,4.25,584343],["2026-09-18",4.27,4.35,4.1607,4.25,323890]]},"error":null}
{"ds":"option-bars","status":200,"next":false,"missing":[],"rows":{"BB261002C00008000":[["2026-09-17",0.6,976,52],["2026-09-18",0.59,481,59]],"BB261002P00007000":[["2026-09-17",0.17,5,3],["2026-09-18",0.17,23,9]],"PLAY261016P00007000":[["2026-09-17",0.81,20,13],["2026-09-18",0.67,118,26]],"SFIX261016C00002500":[["2026-09-17",0.57,1,1],["2026-09-18",0.43,146,9]],"SFIX261016C00005000":[["2026-09-17",0.03,2,1],["2026-09-18",0.05,20,2]],"TCOM261016P00035000":[["2026-09-17",0.12,135,22],["2026-09-18",0.08,71,21]],"VRA261016P00002500":[["2026-09-16",0.06,60,7],["2026-09-18",0.04,10,1]],"BB261002P00007500":[["2026-09-17",0.34,5,4],["2026-09-18",0.33,41,9]],"BB261009P00007500":[["2026-09-17",0.38,129,22],["2026-09-18",0.4,65,7]],"BB261016C00008000":[["2026-09-17",0.7,1580,82],["2026-09-18",0.7,481,58]],"PLAY261016C00010000":[["2026-09-17",0.07,2,2],["2026-09-18",0.05,1,1]],"SFIX261016P00002500":[["2026-09-16",0.14,1,1],["2026-09-18",0.15,33,8]],"TCOM261016C00045000":[["2026-09-17",0.2,273,27],["2026-09-18",0.17,1153,73]]},"error":null}
job: Compact PSIX ALM filings: full receipt under note limit (exit 0)
Supply chain2026-09-20 06:01
fund=supply primary research only eligible=0 observed=2026-09-20T06:01:05.198927+00:00
{"symbol":"PSIX","date":"2026-08-06","accession":"0001628280-26-054346","changed":false,"sha256":"d1c91a77dd29366a858ab9f73839f285818608ca562d8466a76c0a9d67798bc1","document":"https://www.sec.gov/Archives/edgar/data/1137091/000162828026054346/psiearningsrelease-june302.htm","snippets":["2025, respectively) $ 49,508  $ 48,196  Tariff refund liability 22,687  —  Current maturities of long-term debt 935  28  Finance lease liability, current 397  355  Operating lease liability, cur"]}
{"symbol":"ALM","date":"2026-09-17","accession":"0001493152-26-043044","changed":false,"sha256":"e62df69acea44a32b0a157bd9a873c2a819d0781a33d969716d347af13adf156","document":"https://www.sec.gov/Archives/edgar/data/1670061/000149315226043044/ex99-1.htm","snippets":["ling of Existing Mine Tailings Multi-year, take-or-pay agreement covers a minimum of approximately 1,720 tonnes of contained WO₃, recovered from retreatment of the Los Santos Mine’s existing tailings inventory with restar"]}
END 2/2 successful
job: Supply CE IMOS Laxmi primary collector; replaces278 (exit 0)
job: NOK CAG LW LUXE event bars; replaces235 (exit 0)
Convex events2026-09-20 05:46
CONVEX research only: delayed trades, not executable quotes; START 2026-09-20T05:46:05.708487+00:00
{"ds":"stock-bars","status":200,"next":false,"rows":{"CAG":[["2026-09-17",15.18,7536234,43957],["2026-09-18",15.13,22684891,49342]],"LUXE":[["2026-09-17",9.48,836079,8545],["2026-09-18",10.08,836783,9857]],"LW":[["2026-09-17",46.46,1600388,23684],["2026-09-18",46.67,1960202,17207]],"NOK":[["2026-09-17",10.6,144386204,174230],["2026-09-18",10.68,161800049,193349]]},"missing":[]}
{"ds":"option-bars","status":200,"next":false,"rows":{"CAG261009C00015500":[["2026-09-17",0.42,43,43],["2026-09-18",0.44,10,3]],"CAG261009P00014500":[["2026-09-16",0.29,4,1]],"LUXE261016P00007500":[["2026-09-17",0.1,49,10],["2026-09-18",0.05,3,3]],"LW261016C00057500":[["2026-09-17",0.17,99,6],["2026-09-18",0.2,1,1]],"LW261016P00040000":[["2026-09-17",0.55,6,5],["2026-09-18",0.45,73,8]],"NOK261030C00013000":[["2026-09-17",0.29,26,13],["2026-09-18",0.27,97,19]],"NOK261030P00009500":[["2026-09-17",0.45,40,14],["2026-09-18",0.42,38,11]],"LUXE261016C00005000":[["2026-09-16",3.3,4,1]],"NOK261030C00011000":[["2026-09-17",0.79,110,34],["2026-09-18",0.81,195,26]],"NOK261030P00011000":[["2026-09-17",1.13,21,2],["2026-09-18",1.1,20,2]]},"missing":["LUXE261016P00005000"]}
END 2026-09-20T05:46:06.214293+00:00
job: SFIX dated-event spot and indicative option receipts (exit 0)
Convex tail2026-09-20 04:46
SFIX research only UTC=2026-09-20T04:46:03.326800+00:00
{"kind":"bars","status":200,"bars":[{"c":2.91,"h":2.98,"l":2.89,"n":10507,"o":2.98,"t":"2026-09-17T04:00:00Z","v":1333170,"vw":2.908368},{"c":2.84,"h":2.935,"l":2.81,"n":8779,"o":2.91,"t":"2026-09-18T04:00:00Z","v":3014686,"vw":2.851224}],"error":null}
{"kind":"indicative","status":200,"quotes":{"SFIX261016P00002500":{"ap":0.28,"as":284,"ax":"E","bp":0.03,"bs":435,"bx":"C","c":"A","t":"2026-09-18T19:59:55.952414299Z"},"SFIX261016C00002500":{"ap":0.53,"as":139,"ax":"E","bp":0.42,"bs":263,"bx":"E","c":"A","t":"2026-09-18T19:59:57.704176548Z"}},"error":null}
END 2/2; indicative not executable; no orders