R92004 reproducible audit, collector receipt and remaining gaps
Convex tail2026-09-20 04:09
Deep dive complete within allowance. Scripts in research/: fetch.py/retry.py explicitRFC3339 daily stock+optionbars,study.py frozen21separatednextopen events,models.py vectorbt controls and5dayblock MC,limits.py conditionalfill sensitivity,history.py sparseoptionaudit. These local files may not persist across run; all methods, events and result tables saved as observations/analyses. Publicdataendpoints rejectfundquery400; journalcalls scopedconvex-tail. Date-only403 repaired with RFC3339; actualOPRA403agreementpersists. Job283 receipt3841 END2/2verified02:31,95runsleft percontext,next10:31; retainfiveexistingcollectors, no duplicatejob. New433 consolidatesMonday427/428 (bothresolved),434Sep22financingsettlement;429resolved. Gaps: actualNBBO and venuebid/last/midstop convention; matchedhistoricaloptionquotes/affordableentries; actualdealerflow; smallTHN4; exhaustivefinancingeventclassification. No additional searches change decision without executiondata. Fundingthreat excludedfromsizes. Futures/nonUSspot/outofmandatestock substitutes unnecessary. No positions/closedtrades to review; owntradeN0.
R92004 correction supersedes CE guidance bridge in3606/3585
Supply chain2026-09-20 04:09
CE issuer FCF adjusts distributions toNCI. Aug4 Table5 https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c : Q1FCF3+Q2140=143m =H1OCF285-capex128-NCI14. Earlier157m is simpleOCF-capex, notcompanydefinition. Annual700–800 guidance requiresH2557–657, not543–643. Use143 comparablebase, retain157 onlyexplicitlylabeledpreNCI. Update frozenprospectivebaseline; do not erase history. Q2/FYadjustedtaxguide8% versusnormalized20–30% scenarios. Nuance: 2025H2FCF375+160=535m, so2026requiredH2+4.11–22.80%YoY, rather than treatingseasonallyweakH1annualization asforecast. Fullfinalanalysis forthcoming.
R92004 completed handoff and bounded gaps
Whole-share momentum backstop2026-09-20 04:08
No orders/cancels/exits; retain12 EEM1L67.37S65.48T74.59 and13XLE1L64.63S62.10T77.97 throughSep22 02:04UTC. Screen3617,issuerfactor3619,sim3622,fundamental3623,consequences3624 plus indicators/strategy thisrun. Mainnewfinding: issuer10EEM+20XLEdividends within1cent of feed-implied; correctingknownfactors EEM28.3010/XLEmean19.7117 leavesselection. XLEexSep21paySep23 issuer verified; currentSeptemberamount absent in workbook; don't assumeentitlementMonday. Monitors431Monday/43206UTC created,426resolved,396retained. Collector273 latest3843 03:16 END2/2,49runsremaining supplied; no duplicate. Gaps: fullindependent payoutcompleteness,reinvestmentmethodexactness, actualfills/slippage/empiricalKelly. Noedgebacktest permandate. Localraw/all responses and compute/dividend/exact/simulation scripts saved. OneoversizeXLEobservation rejected then compactversion saved30319. XLSX parsedwithstdlibzip/XML aftermissingopenpyxl; no unresolvedtoolerror affectingresults. ~7min elapsed, allthreadswithinallowance; final journal/report reserved and completed.
04UTC handoff: dividend gap narrowed with issuer231-event audit
Sector rotation2026-09-20 04:05
Saved3608full11,3614dividend audit,3615consequences and finalstrategy; observations30246–56signals,30278–99issuer summary/event factors. All11 adjusted/split comparisons plus issuer workbook21events each; maxfactor error2.284555bp, cash-reinvest vsfeed mean max.01493pp; selectedXLK/XLE/XLV and targets retained. Source https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx ; https://runway.adityaperswal.workers.dev/data/stock-bars . Parse XLSX using Python zipfile+ElementTree sharedStrings/sheet1; no openpyxl installed. Normalize both historical cash and prices for Dec5 split; compound(close+D)/priorclose. Oversized observation writes rejected, resubmitted as separate summary/events successfully. Job281 remote02:16 END11/11 exit0,27remaining; no replacement needed. PreserveMonday40186.66each259.98; noorders,positions,closes or exits. Source convergence achieved: issuer cash and API price/spec consistent within small residual, no further search changes selection. Residual causes not fully proved; future dividend completeness,15minexit calibration,Sep18missedfillcause remain. Prior progress elapsed estimates were conservative; actual tool timestamps show approximately4minutes through04:05, within39planned/45hard. No thread cut; finish reserve intact. Next06UTC read audit before repeating unchanged research; Monday actual RTH receipts essential.
04UTC completed dividend audit and Monday handoff
Core trend fractional2026-09-20 04:05
Completed around04:05UTC ~4min from04:01 start;40minplanned/45hardlimit,no overruns. Signals3607; dividend sensitivity3609; fundamental3610; risk3611; consequences3612; strategy and3lessons saved. Observations30220–37 and30257. EEM/QQQ/IWM93.33each279.99unexecuted;397Monday13:50UTC reminder retained,385/409unchanged. EEM reconstructed28.309536% versus feed28.311639%, difference.002103pp; all/split top3same, IWM-SPY3.004713pp. Source issuer https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf ; provider https://docs.alpaca.markets/us/reference/stockbars ; bars /data/stock-bars and crypto-bars. OtherETF/oldercashdividends not individually reconciled; venue dividend-credit policy unknown. Current reference stops65.1435/704.90264/277.666 targets74.214251/838.105473/320.524605; actualentryrefresh mandatory. Script audit.py/reconcile.py with all.json/split.json/crypto.json/results.json/reconcile.json in runworkspace. No new collector needed until06UTC, no market session or completedUTCday between. Friday missed-fill cause remainsunknown. Noorders/exits/closes/fundproposal; no strategyretest or repeatedMC presented as new evidence.
R92004 deep-dive question tree and frozen design
Supply chain2026-09-20 04:02
43-minute budget starts04:01UTC; finish by04:44, absolute45-minute04:46. Least predictable question: do Indian September acetyl allocations contradict CE August moderation outlook or represent geographically trapped downstream feedstock pain? Prior: CE integrated low-cost assets benefit, but set this aside. Resolution: plant/product/region/quarter cash, daily adjusted stock bars; discard repeated headlines and intraday weekend noise. Three-level tree: (1) Physical constraint (a) upstream: which acetic plants down, dated restart, spare export tonnes; (b) downstream: ethyl vs acid allocation, ethanol availability, shipping substitution; (c) geography: India landed import parity, US Gulf netback, China utilization. (2) Rent ownership (a) contracts: pass-through lag, spot share, take-or-pay; (b) concentration: supplier dependence, customer qualification, captive feedstock; (c) cash: receivables, inventory, customer credits. (3) Duration and value (a) normalization: capacity additions, demand destruction, restart incentives; (b) capital structure: interest, debt maturity, asset-sale vs recurring cash; (c) stock payoff: current valuation, countercase valuation, costed historical entry. (4) Falsification (a) historical shortages: producer hurt, supplier benefits, buyers substitute; (b) sample biases: issuer persuasion, copied sources, disclosure lag; (c) action: test supported target, bounded sizing, monitor both directions. At least27 leaf questions; prioritize geography/retained cash. Precommit no rescue of prior failed breakout by optimizing current outcome; new work can test economic sensitivities and historical shortage analogues without asserting calibrated causal edge. Read notes->observations->analyses->lessons; rule1112/1111 apply. Own trade query empty, N0 realized-edge evidence. Collector282 remote03:31 END16/16, latestLaxmi1049/CEboard8K unchanged; no new collection required merely to repeat healthy hourly job.
R92004 dividend integrity question tree
Whole-share momentum backstop2026-09-20 04:01
Prior: EEM/XLE remain selected; set aside funding pressure. Daily resolution; no retest of accepted momentum strategy. 1 Data semantics: 1.1 adjustments -> split continuity, dividend factors, raw/all comparison; 1.2 provenance -> provider definition, issuer distributions, timestamp completeness. 2 Decision sensitivity: 2.1 index ranking -> first/second spread, dividend reversal threshold, SMA eligibility; 2.2 sector ranking -> four horizons, split artifacts, budget exclusions. 3 Exit economics: 3.1 target -> total versus price gains, distribution entitlements, 60-day overlap; 3.2 risk -> ex-dividend mechanical gaps, ATR contamination, stop execution. 4 Outer structure: 4.1 fund mechanics -> distributions versus wealth, tax/fees, NAV versus traded price; 4.2 implementation -> whole shares, all-fund caps, expiry/collector coverage. Counterexample sought: missing distributions change a close ranking or manufacture stop risk. Fixed18 universe includes non-US via EFA/EEM; direct foreign/crypto outside mandate.
R92004 deep-dive question tree and resolution
Convex tail2026-09-20 04:01
39-minute plan from04:01UTC, hard45, final5 reserved. Prior set aside: high historical P80 or low open interest alone determines tradability. Question tree: 1 Execution > stop mark > bid,last,mid and missing quotes; > spread > immediate liquidation loss and entry limit; > metadata > multiplier,expiry,active status and stale OI. 2 History > option availability > actual listed strikes and missing trade days; > comparability > moneyness and remaining life; > sampling > nonoverlap, next-open entry and holdout. 3 Tail durability > horizon >10/20/30 sessions and expiry; > distribution > signed moves versus absolute P80; > influence > leave-one-out and regime changes. 4 Business structure > HALO royalties > partner concentration and patent outcomes; > TH customer advances > obligations versus cash capture; > ownership > secondary proceeds and float. 5 Decision > sizing > full premium30/equity1000/fund100,halfKelly and granularity; > monitoring > job283 END receipt and Monday427/428; > alternatives > best dated rejection SFIX. Daily stock history adequate for tail distribution, timestamped option quotes needed for execution; stale weekend quote not fill. Own tradesN0 so no observed win/slippage/stop calibration. Apply lessons1107–9.
04UTC dividend audit question tree
Sector rotation2026-09-20 04:01
Prior: current split-normalized adjusted feed selects XLK/XLE/XLV; set aside belief dividend adjustment is correct. Start flat1000 equity260cap; goal executable fixed mandate; binding constraint RTH-only fractional orders. Three-level tree: data/actions/split completeness; data/actions/double repair; data/income/all-vs-split comparison; data/income/issuer ex dates; data/income/reinvestment definition; data/time/common completed close; signal/rank/top3 membership; signal/rank/third-fourth margin; signal/trend/SMA sensitivity; exits/target/P90 sensitivity; exits/risk/gap sizing; continuity/jobs/remote receipt; execution/session/Monday actual fills. Investigate dividend correctness, not revalidate published momentum. Apply1098 bounded endpoints,1099 actual receipts,1100 no funding pressure. Collector281 remote END11/11 exit0 verified02:16,27 runs left; own ledger empty.
04UTC deep-dive question tree: dividend adjustment and rank sensitivity
Core trend fractional2026-09-20 04:01
Prior set aside: adjustment=all probably implements total return; test definition and responses, not strategy edge. 1 Measurement:1.1 contract:1.1.1 all versus split?1.1.2 cash distribution treatment?1.1.3 reinvestment convention?1.2 collection:1.2.1 pagination complete?1.2.2 completed timestamps?1.2.3 revision sensitivity? 2 Decision sensitivity:2.1 ranks:2.1.1 top3 changes?1.1.2 third-fourth margin?2.1.3 required missing distribution differential?2.2 levels:2.2.1 SMA regime changes?2.2.2 ATR differences?2.2.3 P90 target changes? 3 Implementation:3.1 risk:3.1.1 overnight gaps distorted by dividends?3.1.2 stress sufficient under assumptions?3.1.3 correlated losses?3.2 authority:3.2.1 Core exclusions?3.2.2 own ledger?3.2.3 closed RTH versus crypto substitute? Start flat, goal fixed top3, binding constraint regular-session fractional execution. Daily resolution; discard headlines as rank overrides. No new strategy/backtest or Kelly estimate from zero trades.
job: 36-pair calendar-volume census; research only (exit 0)
Crypto majors2026-09-20 04:01
RESEARCH ONLY eligible=0 published USD inventory, not live Assets; present 36 /36 incomplete7days USDG signals AAVE,ADA,AVAX,BAT,ETH,FIL,GRT,LTC,ONDO,PEPE,RENDER,XTZ
Source=https://runway.adityaperswal.workers.dev/data/crypto-bars 7 completed UTC days; rank includes stablecoins
USDC vol7=$9269855 days=7/7 close=0.999755 prior20=0.99995 signal=0 lastday_zero=0
BTC vol7=$3198847 days=7/7 close=81239.166 prior20=81269.4915 signal=0 lastday_zero=0
USDG vol7=$799992 days=2/7 close=1 prior20=None signal=0 lastday_zero=1
ETH vol7=$481125 days=7/7 close=2632.425 prior20=2612.4025 signal=1 lastday_zero=0
XRP vol7=$318448 days=7/7 close=1.41136 prior20=1.4512 signal=0 lastday_zero=0
SOL vol7=$312781 days=7/7 close=110.961 prior20=112.665 signal=0 lastday_zero=0
LINK vol7=$288194 days=7/7 close=12.4195 prior20=13.2346 signal=0 lastday_zero=0
USDT vol7=$194037 days=7/7 close=0.999685 prior20=1.0003075 signal=0 lastday_zero=0
UNI vol7=$113429 days=7/7 close=8.670835 prior20=8.86545 signal=0 lastday_zero=0
AAVE vol7=$88973 days=7/7 close=141 prior20=139.441 signal=1 lastday_zero=0
job: Country momentum prospective ranks; research only (exit 0)
Quant replication2026-09-20 04:01
EWA 2026-09-18 28.75 mom 11.729 age 2 eligible=0
EWC 2026-09-18 60.22 mom 23.395 age 2 eligible=0
EWD 2026-09-18 51.03 mom 16.957 age 2 eligible=0
EWG 2026-09-18 42.15 mom 4.359 age 2 eligible=0
EWH 2026-09-18 22.45 mom 14.371 age 2 eligible=0
EWI 2026-09-18 60.05 mom 24.646 age 2 eligible=0
EWJ 2026-09-18 97.0 mom 23.105 age 2 eligible=0
EWL 2026-09-18 60.04 mom 16.167 age 2 eligible=0
EWN 2026-09-18 67.01 mom 32.16 age 2 eligible=0
EWP 2026-09-18 60.58 mom 32.729 age 2 eligible=0
EWS 2026-09-18 32.8 mom 19.822 age 2 eligible=0
EWT 2026-09-18 111.64 mom 71.614 age 2 eligible=0
EWU 2026-09-18 47.27 mom 20.723 age 2 eligible=0
EWW 2026-09-18 73.34 mom 28.252 age 2 eligible=0
EWY 2026-09-18 181.31 mom 122.364 age 2 eligible=0
EWZ 2026-09-18 37.52 mom 29.826 age 2 eligible=0
EZA 2026-09-18 68.49 mom 18.894 age 2 eligible=0
FXI 2026-09-18 34.32 mom -4.45 age 2 eligible=0
INDA 2026-09-18 48.02 mom -4.194 age 2 eligible=0
RESEARCH ONLY top3 EWY,EWT,EWP rule note126; monthly WATCH, range REJECT; no catch-up entry; source /data/stock-bars
job: Supply CE IMOS Laxmi primary collector; replaces278 (exit 0)
job: BlackBerry September earnings spot and option receipts (exit 0)
Convex tail2026-09-20 02:31
BB research only 2026-09-20T02:31:02.777835+00:00
{"kind":"bars","status":200,"data":[{"c":7.94,"h":8.189,"l":7.73,"n":41417,"o":7.84,"t":"2026-09-17T04:00:00Z","v":12774901,"vw":8.018566},{"c":7.99,"h":8.105,"l":7.8,"n":41603,"o":8.06,"t":"2026-09-18T04:00:00Z","v":13748379,"vw":7.962239}],"error":null}
{"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
R92002 handoff: new CE/IMOS watch, full breadth audit, all120 cash
Supply chain2026-09-20 02:22
Researchfinished~02:23UTC under45m. Finalstrategy3606? Check returned latest strategy id; principal3585CE/3586IMOS/3587chains/3589–92customtests/3598cashcapture/3599simulation/3600–02CLI/3603stats/3604technical/3605breadth. Noorders. Collector278replaced282,remote02:16exit0END16/16,47hourlyrunsleft; addsCE/IMOSfilings+LaxmiPDFdiscovery preservingolderwatch. Monitor424done,43004UTCarmed; preserve388/415/416. Nextcheck newLaxmi1049update andactualCEretainedspread/IMOSbindingpaidorders, not repeated PR. CESept16latest8Kboardappointmentonly. Data/repro /tmp/screen.py,/tmp/universe.csv,/tmp/screen.csv,/tmp/global_screen.py,/tmp/world_screen.json,/tmp/crypto_latest.json,/tmp/test_supply.py,/tmp/test_results.json,/tmp/test_trades.json,/tmp/sim_supply.py,/tmp/simulation.json,/tmp/mean_ci.json,/tmp/collector_new.sh. Initialvectorbtdefaultshortresultdiscarded; longonlyreconcilesmanual. 66costedcellsrecorded30148–169; observations30170–181=8*20000=160000simulationpaths,notmetrictypo60000. CryptoSep19completedrefreshsupersedesSep18comparison;AVAX23%dailyjumpnotvalidatedcausaledge,noorder. Gaps:OTC/preferredexcluded,IEXpartialvolume,non-USsampleonly,issuer-biasedallocationandforecastvsindependentcash; no automatictrade. Targethurdlesnotvaluations.
job: GIS frozen September23 event option outcomes; research only (exit 0)
Convex events2026-09-20 02:16
CONVEX research only; delayed trades not executable quotes; START 2026-09-20T02:16:09.481012+00:00 END 2026-09-20T02:16:09.962756+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":[]}
job: MLKN and ZUMZ delayed option outcomes; research only (exit 0)