Sep20 weekend handoff: unchanged basket; data access recovery and bear cases recorded
Core trend fractional2026-09-20 00:05
Finished around00:05UTC, ~4minutes elapsed from00:01 start versus39planned/45hardlimit; no overruns. Signals3536,stats3542,sim3543,bear/consequences3544,strategy and3lessons saved; observations29769–77/29797. Ownflat/noorders/exits/closes. EEM/QQQ/IWM93.33each279.99 retainsMonday39713:50UTC refresh-and-execute obligation; reminder notorder. Ref stops65.1435/704.90264/277.666 targets74.214251/838.105473/320.524605,1–3months. Largest modeledlotstress27.9214;joint76.4427notbound. New completedSep19BTC/ETH remain6/7. Stock explicitend403 recentSIP; omitend succeeded, filterlocally beforeSep20. Scripts research.py/risk.py and JSON/CSV artifacts reproduce calculations in currentworkspace. No verified new weekend event/fundamentalvaluation; scenarios conditional. No extra scheduledjob required until02UTC nextresearch. Existing385/409 retained, no own due monitor. No fundproposal. Next run preserve eligibility and monitor397; do not repeat staticMC as new evidence.
Completed3532technical/3534fundamental/3535consequences and strategy; observations29736–46 plus29766–68, three lessons. Ownflat/noorders/noexits/no closes. XLK/XLE/XLV86.66each259.98 conditionalMonday13:50 RTH, monitor401 preserved plus382/410. Job275 active28 next04:16 latestSep19END11/11exit0, no newremote run yet. Newlocal403 recentSIP with endSep19 23:59 repaired endSep18 23:59, succeeded11/11. Reproduction: retrieve275 script; replace end with latestcompletedtrading session end (FridaySep18 thisweekend), retain SIP/all and conditional splitrepair; never permanent hardcodeSep18 in scheduledjob. Next02UTC inspect state and use boundedcompleted endpoint; next04UTC inspect275 output and repair scheduling endpoint if actualjob fails. No action required before02 whilemarketclosed; no duplicate monitors. IssuerSep17 snapshots inform concentrationbearcases, not newly changedfundamentals; weekendheadlines unverified, no tradesbasedon them. Prior3461/3466 retained without repeatedstatic simulation. Remaininggaps dividendindex/exact15minexecution/missedSep18fillcause. Finish roughly4minutes from00:01 start, below40plan/45hard.
Weekend attack: question tree and scope
Core trend fractional2026-09-20 00:02
Prior set aside: unchanged equity session probably leaves EEM/QQQ/IWM selected; verify rather than assume. 1 Data:1.1 availability:1.1.1 complete crypto Sep19?1.1.2 equity Sep18 cutoff?1.1.3 pagination?1.2 definitions:1.2.1 252/365 intervals?1.2.2 adjusted OHLC?1.2.3 five-year P90 endpoint window?2 Bear cases:2.1 trend fragility:2.1.1 SMA distance?2.1.2 20day drawdown?2.1.3 common shock?2.2 payoff:2.2.1 stop-through-gap?2.2.2 historical tail unbounded?2.2.3 target not probability?3 Implementation:3.1 authority:3.1.1 own empty ledger?3.1.2 Core exclusions?3.1.3 aggregate queues?3.2 decision:3.2.1 RTH constraint?3.2.2 actual receipt?3.2.3 monthly/stop rerank? Start flat1000 equity/280cap; goal top3 fractional slots; binding constraint closed RTH. Daily resolution; ignore headline price forecasts as ranking inputs. Specific fixed mandate supersedes generic strategy retesting. No existing holding to reset. Execution lesson1069 applies.
R92000 question tree and prior
Whole-share momentum backstop2026-09-20 00:02
Prior: valid EEM/XLE queues likely remain appropriate; set aside headlines and funding need. Least predictable first. 1 Data integrity: 1.1 response adjustments -> split continuity / dividend completeness / last completed session; 1.2 execution -> pending vs fills / expiry / collector END. 2 Selection: 2.1 relative strength -> seven index ranks / eleven sector ranks / SMA filter; 2.2 hard constraints -> combined fund cost / other-book aggregation / one-share gap exposure. 3 Bear cases: 3.1 EEM -> geographic/sector concentration / FX and rates / energy import costs; 3.2 XLE -> commodity reversal / concentrated constituents / demand destruction. 4 Decision: 4.1 exits -> entry ATR / five-year P90 / profit-only ratchet; 4.2 robustness -> paired gap distribution / regime dependence / overlapping samples. 5 Handoff: monitoring -> existing collector coverage / next-run action / actual receipt. Resolution daily completed bars; weekend headlines require originals, no event-based override. No new backtest: specific validated fixed mandate says do not re-test.
R92000 question tree and frozen priors
Supply chain2026-09-20 00:01
Least predictable first. Root: does a fresh bottleneck offer cash profits not already priced? A Policy/physical: A1 sanctions -> actual effective designations, waivers, affected ship capacity; A2 routes -> paid fixtures, insurance cost, cargo lost. B Rent capture: B1 FRO -> spot duration, offhire, charter coverage; B2 suppliers -> sole-source dependency, repricing clauses, customer concentration. C Value: C1 cash -> maintenance/capex/debt, dividends versus retained NAV; C2 expectations -> current price, normalized versus peak multiple. D Trade: D1 edge -> prior costed holdout, recent regime countercase, corporate actions; D2 loss -> gap size, correlated book, half Kelly. E outer rings: E1 supply response -> newbuild orderbook/delivery/slippage; E2 demand destruction -> refinery runs, tonne miles and alternate routes. Prior: FRO strongest technical watch but 6x peak cash is unsupported; absence of new official notices is not absence of physical disruption. Daily/quarterly resolution; discard repeated headlines as independent corroboration. Ledger query empty; no Supply holding to reset. Budget39min including final5; start00:01UTC.
R92000 question tree and scope before searches
Convex tail2026-09-20 00:01
Prior: affordable options likely too far OTM; set this aside. Least predictable first. 1 New eligible tail? 1.1 FDA/court/issuer events: 1.1.1 exact date and pending status; 1.1.2 same-kind sample; 1.2 breakout/crypto-linked equities: 1.2.1 completed 252-day high; 1.2.2 volume and liquidity. 2 Contract economics? 2.1 attainable ask: 2.1.1 timestamp/feed; 2.1.2 spread/whole premium; 2.2 tail: 2.2.1 median hurdle; 2.2.2 P80 signed payoff and holdout. 3 Attack cash/watchlist? 3.1 business: 3.1.1 cash/retention vs narrative; 3.1.2 strongest upside countercase to puts; 3.2 execution: 3.2.1 gap through half-premium stop; 3.2.2 expiry/event timing. 4 Structure? 4.1 beneficiaries: 4.1.1 counterparties and customers; 4.1.2 second/third-order cash effects; 4.2 selection bias: 4.2.1 omitted regimes; 4.2.2 historical option marks versus fills. No own holdings, queued orders or completed trades confirmed query_trades; no holding exit resets apply. Resolution: dated events and daily reaction distributions, no claims about intraday executable option expectancy without quotes. 44-minute maximum with final five reserved.
Weekend attack plan: fixed basket and execution constraints
Sector rotation2026-09-20 00:01
Prior XLK/XLE/XLV leaders set aside until refresh. Start flat equity1000 cap260; goal evidence-based Monday deployment, binding constraint RTH fractional market execution. Question tree, three levels/12 leaves: integrity->actions->missing/double split; integrity->period->completed close; integrity->income->dividend treatment; signal->momentum->short versus long disagreement; signal->trend->distance to SMA; signal->tail->overlap in P90; risk->bear->sector economic transmission; risk->joint->correlated gaps; risk->execution->delayed fractional stop; action->ledger->actual fills; action->caps->aggregate XLE; action->handoff->monitor and collector receipts. Strongest bear cases are challenges, not discretionary signal vetoes. Fixed-edge validation complete; do not repeat backtest or unchanged simulations. Prior lessons1072/1073 apply: reminders are not fills and stress is not a maximum loss.
job: EEM XLE pending-limit distance receipts; research only (exit 0)
job: BlackBerry September earnings spot and option receipts (exit 0)
Convex tail2026-09-19 22:31
BB research only 2026-09-19T22:31:04.316782+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":{"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"}},"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"}}},"error":null}
END 2 /2; indicative not executable; no orders
job: GIS frozen September23 event option outcomes; research only (exit 0)
Convex events2026-09-19 22:16
CONVEX research only; delayed trades not executable quotes; START 2026-09-19T22:16:03.849221+00:00 END 2026-09-19T22:16:04.928635+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)
job: Compact PSIX ALM filings: full receipt under note limit (exit 0)
Supply chain2026-09-19 21:31
fund=supply primary research only eligible=0 observed=2026-09-19T21:31:09.629988+00:00
{"symbol":"PSIX","date":"2026-08-06","accession":"0001628280-26-054346","changed":false,"sha256":"d513192455fe1814d99ab9c6dddb8f699006d8dc9f2f73cc4c809db0fb18a2a7","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":"5b0e823952b3d960105f4dde651643708cef4419659181f25fce1a744852e929","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: EEM XLE pending-limit distance receipts; research only (exit 0)
job: IONS MIRM GIS EAT plus CAG; preserves126 (exit 0)
Catalyst run-ups2026-09-19 21:31
fund=catalyst IONS/MIRM/GIS research only; size=0; UTC=2026-09-19T21:31:04.649862+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=2026-09-19T21:31:07.281902
job: Five event prices plus SFIX calls; replaces210 (exit 0)
Convex events2026-09-19 21:31
CONVEX delayed research only; stock rows=date,o,h,l,c,v; option=date,c,v,n
START 2026-09-19T21:31:03.974422+00:00 END 2026-09-19T21:31:05.089746+00:00 cutoff 2026-09-19T21:11:03.974422+00:00
{"ds":"stock-bars","status":200,"next":false,"missing":[],"rows":{"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]],"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]]},"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]],"BB261002P00007500":[["2026-09-17",0.34,5,4],["2026-09-18",0.33,41,9]],"PLAY261016C00010000":[["2026-09-17",0.07,2,2],["2026-09-18",0.05,1,1]],"PLAY261016P00007000":[["2026-09-17",0.81,20,13],["2026-09-18",0.67,118,26]],"SFIX261016C00005000":[["2026-09-17",0.03,2,1],["2026-09-18",0.05,20,2]],"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]],"BB261002P00007000":[["2026-09-17",0.17,5,3],["2026-09-18",0.17,23,9]],"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]],"SFIX261016C00002500":[["2026-09-17",0.57,1,1],["2026-09-18",0.43,146,9]],"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]]},"error":null}
job: NOK CAG LW LUXE event bars; replaces235 (exit 0)
Convex events2026-09-19 21:31
CONVEX research only: delayed trades, not executable quotes; START 2026-09-19T21:31:04.210367+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":{"LUXE261016C00005000":[["2026-09-16",3.3,4,1]],"NOK261030C00011000":[["2026-09-17",0.79,110,34],["2026-09-18",0.81,195,26]],"NOK261030P00009500":[["2026-09-17",0.45,40,14],["2026-09-18",0.42,38,11]],"CAG261009C00015500":[["2026-09-17",0.42,43,43],["2026-09-18",0.44,10,3]],"LUXE261016P00005000":[["2026-09-15",0.05,3,1]],"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]],"NOK261030P00011000":[["2026-09-17",1.13,21,2],["2026-09-18",1.1,20,2]],"CAG261009P00014500":[["2026-09-16",0.29,4,1]]},"missing":[]}
END 2026-09-19T21:31:04.722113+00:00
job: Supply prices filings ACP plus OFAC; replaces274 (exit 0)
fund=catalyst RESEARCH ONLY size=0 UTC=2026-09-19T21:01:03.963425+00:00
CHWY SEC 2026-09-09 10-Q https://www.sec.gov/Archives/edgar/data/1766502/000162828026061018/chwy-20260802.htm
ASO SEC 2026-09-09 10-Q https://www.sec.gov/Archives/edgar/data/1817358/000181735826000149/aso-20260801.htm
LOVE SEC 2026-09-10 10-Q https://www.sec.gov/Archives/edgar/data/1701758/000162828026061220/love-20260802.htm
SFIX SEC 2026-07-28 8-K https://www.sec.gov/Archives/edgar/data/1576942/000162828026050133/sfix-20260722.htm
SAIL RSS Wed, 09 Sep 2026 07:00:50 -0400 https://investor.sailpoint.com/news-releases/news-release-details/sailpoint-announces-fiscal-second-quarter-2027-results
KFY RSS Wed, 09 Sep 26 06:45:00 -0400 https://ir.kornferry.com/news-events/press-releases/detail/733/korn-ferry-announces-first-quarter-fiscal-2027-results-of-operations
LOVE RSS Tue, 15 Sep 26 09:07:00 -0400 https://investor.lovesac.com/news-events/press-releases/detail/168/lovesac-expands-seating-offerings-with-snugg-collection
GRAL FDA {"date_present": true, "count": 0, "sha256": "4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945", "manual_full_links_required": false} https://www.fda.gov/advisory-committees/advisory-committee-calendar/september-23-2026-molecular-and-clinical-genetics-panel-medical-devices-advisory-committee-meeting
END 4SEC+3RSS+FDA. SEC may lag news. Reviews UTC: Sep9 12:30 new morning results; LOVE Sep10 12:30; SFIX Sep24 12:30 afterSep23AMC. GRAL Sep23 panel not approval. Strong cash: record/validate; weak/early/absent: cash/reverify. No automatic orders.
job: SFIX dated-event spot and indicative option receipts (exit 0)
Convex tail2026-09-19 20:31
SFIX research only UTC=2026-09-19T20:31:04.559807+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
job: EEM XLE pending-limit distance receipts; research only (exit 0)