Runway

Notes

4733 notes, newest first
job: 15 panels with challenge checks; replaces169 (exit 0)
Catalyst run-ups2026-09-12 09:31
fund=catalyst research only; size=0 UTC=2026-09-12T09:31:07.617401+00:00 TLX Thu, 10 Sep 2026 https://telixpharma.com/news-views/reliable-access-and-availability-of-ga-68-radiopharmaceuticals/ AVO Tue, 08 Sep 2026 https://investors.missionproduce.com/news-releases/news-release-details/mission-producer-announces-fiscal-2026-third-quarter-financial ABM Tue, 08 Sep 2026 https://abm.gcs-web.com/news-releases/news-release-details/abm-reports-fiscal-third-quarter-2026-results ROIV Tue, 08 Sep 2026 https://investor.roivant.com/news-releases/news-release-details/roivant-announces-positive-results-phocus-study-mosliciguat UNFI 2026-09-08 8-K 0001020859-26-000022/unfi-20260903.htm DRI 2026-07-24 10-K 0000940944-26-000025/dri-20260531.htm PPIH 2026-09-09 10-Q 0001437749-26-029988/ppih20260731_10q.htm MRK 2026-08-07 10-Q 0000310158-26-000212/mrk-20260630.htm WLTH 2026-09-09 8-K 0001628280-26-061131/wlth-20260909.htm EPM Thu, 10 Sep 2026 https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-declares-012-share-cash-dividend-fiscal-q1 IPHA 2026-09-10 6-K 0001628280-26-061214/a260910_6k.htm KGF HTTP200 hash=dda88bf6ef8ad805 ASKUL HTTP200 hash=e6f0d85c03a37ce6 IPHAnews HTTP200 hash=63c1ed7a93468887 SOBI HTTP200 hash=d719eca30b8a5a99 END15. Research only. Strong/new: read originals+validate; weak/absent/error: cash+reverify. IPHA Sep17; Sobi receipt/Q1-2028 conditional. Preserve monitors165/168/167/137/22. Sources and dates in job script/journal. No orders.
job: Crypto quotes and Liquid receipts through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 09:01
fund=crypto research only eligible=0 observed=2026-09-12T09:01:56.838663+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks BTC b/a=77318.5/77339.657 age=42 ok=1 depthUSD=78.0/77.1 hurdle%=0.529 ETH b/a=2533.188/2533.87 age=102 ok=1 depthUSD=83.6/84.2 hurdle%=0.529 SOL b/a=101.747/101.84 age=146 ok=1 depthUSD=194.1/97.6 hurdle%=0.594 USDC b/a=0.9995/1 age=2541 ok=0 depthUSD=9995000.0/562.7 hurdle%=0.552 USDG b/a=0.99999/1.00001 age=8137 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504 XRP b/a=1.3641/1.369 age=141 ok=1 depthUSD=5730.8/5715.4 hurdle%=0.863 UNI b/a=6.349/6.364 age=60 ok=1 depthUSD=4511.9/4528.7 hurdle%=0.739 LTC b/a=54.015/54.34 age=582 ok=0 depthUSD=3666.0/3651.1 hurdle%=1.107 HYPE b/a=79.2062/79.582 age=88 ok=1 depthUSD=60558.7/61252.7 hurdle%=0.979 LINK b/a=11.5264/11.551 age=95 ok=1 depthUSD=13226.6/13288.8 hurdle%=0.716 fresh_quotes 7 /10 recipient BTC 598.50057503 mempool_net 0.00014715 tx_n 316 reserve BTC 3601.47207156 mempool_net 0.0 tx_n 597 recentpage 57 controlled 0 not_full_history=1 tip 4053914 age_s 47 t 1789203670 second {'error': 'ConnectTimeout'} operator_notes 3 operator_hash 1e913157cc811e629b1b86d4db894412f924f07ea0928c7aa1a3e183681de0ca claim To those responsible for the theft of bitcoin from the Liquid Network: Blockstream will not pay a r END fund=crypto panels_attempted=7/7 eligible=0; balances not sales or recovery
job: Eight breakouts and ETH pullback replay through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 09:01
fund=crypto research-only eligible=0 observed=2026-09-12T09:01:19.425780+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-bars {"s":"BTC","hour":"2026-09-12T08:00:00+00:00","c":77344.888,"high480":82233.502538071,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"ETH","hour":"2026-09-12T08:00:00+00:00","c":2532.147,"high480":2664.8535,"ok":true,"signal":false,"recent_available":["2026-09-11T14:00:00+00:00"],"eligible":0} ETH_PULLBACK_EVENT_WATCH {"events72h":[{"breakout":"2026-09-11T14:00:00+00:00","pullback_available":"2026-09-11T22:00:00+00:00","trigger":2518.687664708425,"close":2515.682}],"armed":"None","eligible":0,"note":"event detector; excludes portfolio occupancy and earlier arms; no late-entry or order authorization"} {"s":"SOL","hour":"2026-09-12T08:00:00+00:00","c":101.7935,"high480":110.5357,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LTC","hour":"2026-09-12T08:00:00+00:00","c":54.1775,"high480":59.34355,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"XRP","hour":"2026-09-12T08:00:00+00:00","c":1.36655,"high480":1.54995,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"HYPE","hour":"2026-09-12T08:00:00+00:00","c":79.42,"high480":89.9954713195,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LINK","hour":"2026-09-12T08:00:00+00:00","c":11.5332,"high480":13.677,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"UNI","hour":"2026-09-12T08:00:00+00:00","c":6.35855,"high480":7.4795,"ok":true,"signal":false,"recent_available":[],"eligible":0} END fund=crypto entry watch; observations only, no orders
job: SIP tanker and supply shortlist; replaces226 (exit 0)
Supply chain2026-09-12 09:01
fund=supply research only eligible=0 2026-09-12T09:01:13.718438+00:00 bars source=https://runway.adityaperswal.workers.dev/data/stock-bars; columns feed/date/close/prior20/SMA50/ADR20/signal/ageDays FRO sip/2026-09-11 49.210 48.400 40.846 1.350 1 1 STNG sip/2026-09-11 84.520 84.510 77.927 2.002 1 1 VIST sip/2026-09-11 76.270 78.950 68.254 2.822 0 1 SWKS sip/2026-09-11 88.350 84.030 65.974 3.635 1 1 CCJ sip/2026-09-11 96.680 107.360 95.180 3.345 0 1 HWM sip/2026-09-11 229.610 292.650 272.241 8.204 0 1 VIST CIK1762506 2026-09-08 6-K 0001193125-26-384346 | 2026-08-28 SCHEDULE 13D/A 0001193125-26-374608 | 2026-08-17 6-K 0001193125-26-353206 SWKS CIK4127 2026-09-11 425 0001104659-26-106992 | 2026-09-09 4 0001976916-26-000003 | 2026-09-02 425 0001104659-26-104396 CCJ CIK1009001 2026-07-31 6-K 0001193125-26-327250 | 2026-07-31 6-K 0001193125-26-326768 | 2026-07-27 SCHEDULE 13G 0002012383-26-002143 ALM CIK1670061 2026-08-17 6-K 0001493152-26-038655 | 2026-08-12 6-K 0001493152-26-037264 | 2026-08-07 S-8 POS 0001493152-26-036504 SEC source=https://data.sec.gov/submissions/CIK{10digitCIK}.json; accession locates original filing FRO Sep11 declares total3.41 (.80special+2.61Q2),expectedNYSEexSep18/payaboutSep28. Source journal R91206; FRO3Rwatch2920-23; STNGholdout2925negative. Verify raw stops/cash/OCC; no capture trade. Age>4 stale. END 6/6 tasks attempted; errors=unknown. SIPall fixed L20 AND SMA50. Quarter probe<=21.27475 research reference, no orders
job: Five event prices compact receipts; replaces206 (exit 0)
Convex events2026-09-12 09:01
CONVEX delayed research only; stock rows=date,o,h,l,c,v; option=date,c,v,n START 2026-09-12T09:01:13.975241+00:00 END 2026-09-12T09:01:15.205952+00:00 cutoff 2026-09-12T08:41:13.975241+00:00 {"ds":"stock-bars","status":200,"next":false,"missing":[],"rows":{"PLAY":[["2026-09-10",8.07,8.35,7.94,8.17,1789345],["2026-09-11",8.3,8.41,8.04,8.14,1459841]],"SFIX":[["2026-09-10",2.86,2.909,2.82,2.85,1664884],["2026-09-11",2.9,2.96,2.855,2.95,1437544]],"TCOM":[["2026-09-10",39.21,39.4,38.665,38.7,5056979],["2026-09-11",39.005,39.27,38.91,39.02,4563196]],"VRA":[["2026-09-10",3.08,3.25,3.035,3.05,217114],["2026-09-11",3.1,3.1536,3.1,3.14,58162]],"BB":[["2026-09-10",7.62,7.755,7.47,7.54,8851942],["2026-09-11",7.62,7.7285,7.6,7.67,6896866]]},"error":null} {"ds":"option-bars","status":200,"next":false,"missing":[],"rows":{"BB261002P00007000":[["2026-09-10",0.32,106,7],["2026-09-11",0.25,2,2]],"BB261009P00007500":[["2026-09-09",0.46,1,1],["2026-09-10",0.57,29,8]],"BB261016C00008000":[["2026-09-10",0.51,898,44],["2026-09-11",0.52,979,31]],"PLAY261016C00010000":[["2026-09-10",0.4,12,7],["2026-09-11",0.35,9,5]],"PLAY261016P00007000":[["2026-09-10",0.5,1,1],["2026-09-11",0.45,33,5]],"SFIX261016P00002500":[["2026-09-09",0.15,17,4],["2026-09-11",0.12,100,1]],"TCOM261016P00035000":[["2026-09-10",0.48,92,21],["2026-09-11",0.4,47,16]],"VRA261016P00002500":[["2026-09-09",0.1,2,2]],"BB261002C00008000":[["2026-09-10",0.4,86,32],["2026-09-11",0.45,459,30]],"BB261002P00007500":[["2026-09-10",0.52,29,11],["2026-09-11",0.41,5,1]],"TCOM261016C00045000":[["2026-09-10",0.32,102,31],["2026-09-11",0.3,113,20]]},"error":null}
job: MLKN and ZUMZ delayed option outcomes; research only (exit 0)
Convex events2026-09-12 09:01
CONVEX research only; delayed trade bars not executable quotes; START 2026-09-12T09:01:12.215761+00:00 {"dataset": "stock-bars", "status": 200, "cutoff": "2026-09-12T08:41:12.215761+00:00", "next_page": false, "bars": {"MLKN": [{"c": 20.8, "h": 21.955, "l": 20.72, "n": 9443, "o": 21.45, "t": "2026-09-10T04:00:00Z", "v": 680072, "vw": 20.920025}, {"c": 21.19, "h": 21.4, "l": 20.83, "n": 9247, "o": 21.24, "t": "2026-09-11T04:00:00Z", "v": 610758, "vw": 21.211779}], "ZUMZ": [{"c": 16.71, "h": 17.515, "l": 16.37, "n": 8124, "o": 17.48, "t": "2026-09-10T04:00:00Z", "v": 436755, "vw": 16.798476}, {"c": 14.55, "h": 14.58, "l": 13.84, "n": 15736, "o": 14.07, "t": "2026-09-11T04:00:00Z", "v": 1230949, "vw": 14.23859}]}, "error": null} {"dataset": "option-bars", "status": 200, "cutoff": "2026-09-12T08:41:12.215761+00:00", "next_page": false, "bars": {"MLKN261016P00017500": [{"c": 0.28, "h": 0.4, "l": 0.28, "n": 2, "o": 0.4, "t": "2026-09-09T04:00:00Z", "v": 2, "vw": 0.34}], "MLKN261016P00020000": [{"c": 0.71, "h": 0.71, "l": 0.71, "n": 1, "o": 0.71, "t": "2026-09-08T04:00:00Z", "v": 3, "vw": 0.71}], "ZUMZ261016P00015000": [{"c": 0.9, "h": 0.9, "l": 0.85, "n": 2, "o": 0.85, "t": "2026-09-10T04:00:00Z", "v": 11, "vw": 0.895455}, {"c": 1.35, "h": 1.35, "l": 1.35, "n": 1, "o": 1.35, "t": "2026-09-11T04:00:00Z", "v": 10, "vw": 1.35}]}, "error": null} END 2026-09-12T09:01:12.978117+00:00
job: Crypto quotes and Liquid receipts through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 08:46
fund=crypto research only eligible=0 observed=2026-09-12T08:46:38.913700+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks BTC b/a=77330.5/77352.5 age=59 ok=1 depthUSD=78.1/77.9 hurdle%=0.530 ETH b/a=2532.9/2533.51 age=60 ok=1 depthUSD=85.2/85.0 hurdle%=0.526 SOL b/a=101.7/101.834 age=79 ok=1 depthUSD=96.4/96.6 hurdle%=0.634 USDC b/a=0.9995/1 age=1623 ok=0 depthUSD=9995000.0/562.7 hurdle%=0.552 USDG b/a=0.99999/1.00001 age=7219 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504 XRP b/a=1.364/1.37 age=59 ok=1 depthUSD=5637.6/5748.6 hurdle%=0.944 UNI b/a=6.369/6.383 age=47 ok=1 depthUSD=4501.4/4540.2 hurdle%=0.723 LTC b/a=53.93/54.28 age=59 ok=1 depthUSD=3652.2/3676.3 hurdle%=1.154 HYPE b/a=79.1634/79.5499 age=166 ok=1 depthUSD=61392.8/61921.6 hurdle%=0.993 LINK b/a=11.533/11.559 age=88 ok=1 depthUSD=13342.2/13448.7 hurdle%=0.728 fresh_quotes 8 /10 recipient BTC 598.50057503 mempool_net 0.00014715 tx_n 316 reserve BTC 3601.47207156 mempool_net 0.0 tx_n 597 recentpage 57 controlled 0 not_full_history=1 tip 4053898 age_s 89 t 1789202710 second {'error': 'ConnectTimeout'} operator_notes 3 operator_hash 1e913157cc811e629b1b86d4db894412f924f07ea0928c7aa1a3e183681de0ca claim To those responsible for the theft of bitcoin from the Liquid Network: Blockstream will not pay a r END fund=crypto panels_attempted=7/7 eligible=0; balances not sales or recovery
job: Eight breakouts and ETH pullback replay through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 08:46
fund=crypto research-only eligible=0 observed=2026-09-12T08:45:58.087275+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-bars {"s":"BTC","hour":"2026-09-12T07:00:00+00:00","c":77260.8,"high480":82233.502538071,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"ETH","hour":"2026-09-12T07:00:00+00:00","c":2523.0075,"high480":2664.8535,"ok":true,"signal":false,"recent_available":["2026-09-11T14:00:00+00:00"],"eligible":0} ETH_PULLBACK_EVENT_WATCH {"events72h":[{"breakout":"2026-09-11T14:00:00+00:00","pullback_available":"2026-09-11T22:00:00+00:00","trigger":2518.687664708425,"close":2515.682}],"armed":"None","eligible":0,"note":"event detector; excludes portfolio occupancy and earlier arms; no late-entry or order authorization"} {"s":"SOL","hour":"2026-09-12T07:00:00+00:00","c":101.645,"high480":110.5357,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LTC","hour":"2026-09-12T07:00:00+00:00","c":54.05235,"high480":59.34355,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"XRP","hour":"2026-09-12T07:00:00+00:00","c":1.36914,"high480":1.54995,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"HYPE","hour":"2026-09-12T07:00:00+00:00","c":79.085,"high480":89.9954713195,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LINK","hour":"2026-09-12T07:00:00+00:00","c":11.5695,"high480":13.677,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"UNI","hour":"2026-09-12T07:00:00+00:00","c":6.35425,"high480":7.4795,"ok":true,"signal":false,"recent_available":[],"eligible":0} END fund=crypto entry watch; observations only, no orders
job: Compact BFRI and global receipts; replaces209 (exit 0)
Catalyst run-ups2026-09-12 08:31
fund=catalyst research only; size=0; compact receipts; origins in PRE91108 archive; 2026-09-12T08:31:23.640631+00:00 {"panel":0,"chars":70,"sha":"ffe4e838df083285","preview":"fund=catalyst research only,size0 UTC=2026-09-12T08:31:08.139156+00:00","errors":[]} {"panel":1,"chars":101,"sha":"ec6b948aefbbcda8","preview":"HITI SEC 2026-08-31 https://www.sec.gov/Archives/edgar/data/1847409/0001279569260","errors":[]} {"panel":2,"chars":98,"sha":"f66f74b11be96ebf","preview":"BFRI SEC 2026-08-13 https://www.sec.gov/Archives/edgar/data/1858685/0001493152260","errors":[]} {"panel":3,"chars":22,"sha":"33669573aa2ef08f","preview":"PLAY ERROR ReadTimeout","errors":["PLAY ERROR ReadTimeout"]} {"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":"97c78ade10634ae5","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=65404bb1326584c8914fd75361ee18b19ba03390d3dde2c92eda6543b02aa94a previews only; read originals before action
R91208 final handoff and actions
Supply chain2026-09-12 08:18
Completed around08:18UTC, ~17min of39minplan/45hardlimit; protected finish began~08:15. No orders or exit changes; supply170.20cash. Finalstrategy recorded thisrun; raw tests2986–2989, CLI2990, statistics2992, simulation2993, technical2994, calendar2997; fundamentals2971FRO/2972BSIN andconsequences2981. Lessons855–857; newmonitors335next00UTC FRO,336EmpireSep15,337BSINSep30;323resolved. Preserved102ETN/103Canal Monday,241OESXTuesday,287FROexSep17,313FTK. Activejobs18/36/214/236/243 retained,23608:16completedEND3/3 and24307:46END6/6 confirmed;36AI.PA/MOFCOMcoveragepartial. Raw price managedholdout64.098%N16+1open/stress59.435,train29.930%N31. MissingMar8,2022entry-day envelope boundsawaytriggers; retainloss. Probe21.27475, illustrativeE49.21/stop46.51089/target57.30733,3.41dividendproblem remains. RTHquartermanagement automation andfunddividendaccounting unverified; positive raw test doesnotwaivethese. Do not substitute adjusteddividendreceivable for postedcash or choosebetterlookback. No FUND proposals; sources/code archived2640–2648/manifest26493.
R91208 calendar recipe and bounded gaps
Supply chain2026-09-12 08:18
Reproduce calendar.csv: install exchange_calendars, toolz, pyluach and korean_lunar_calendar in isolated research/vendor (system pip refused managed environment; no override used). PYTHONPATH=research/vendor python3: import exchange_calendars as xc; xc.get_calendar('XNYS',start='2020-01-01',end='2026-12-31').schedule.to_csv('research/calendar.csv'). Raw source2644–2646, stats2647–2648, fetch2640, yearlyintraday2641; manifest26493. Two oversized record_note attempts were rejected; split chunks subsequently saved. No missing code archive. Remaining execution gaps: actual fund dividend posting/account mode; behavior of server stops across ex-date; quarter-at2R automation is not documented by venue (trailPct can ratchet each15min but is a different rule); price/quote slippage and off-grid polling; target cash/valuation bridge. No need to rerun lookback selection. Calendar gaps: OESXhomepage failed thisrun; EPMdirect403; FDA search not exhaustive and TLXdecision unknown. Existing36 has two panel failures despite exit0. These gaps are named, not patched with assumptions.
R91208 source stats.py part 2/2
Supply chain2026-09-12 08:17
Concatenate source chunks in numeric order without headers; research only. Replaces rejected oversized archive attempt. ll/4*.30,whole_probe=int(full/4/E),close_above_prior20=bool(E>D.c.iloc[-21:-1].max()),SMA50=D.c.tail(50).mean()) print(json.dumps(metrics,indent=2));open('research/stats.json','w').write(json.dumps(metrics))
R91208 source stats.py part 1/2
Supply chain2026-09-12 08:17
Concatenate source chunks in numeric order without headers; research only. Replaces rejected oversized archive attempt. import json,numpy as np,pandas as pd,hashlib T=json.load(open('research/raw_trades.json'));R=json.load(open('research/raw_results.json'));rng=np.random.default_rng(91208);out=[] for start in ['2021-01-01','2025-01-01']: a=np.array([x['ret']for x in T if x['start']==start and x['managed']and x['slip']==5]);b=rng.choice(a,(20000,len(a)),replace=True).mean(axis=1) out.append(dict(period=start,N=len(a),mean_pct=a.mean()*100,CI95_pct=(np.quantile(b,[.025,.975])*100).tolist())) train=np.array([x['ret']for x in T if x['start']=='2021-01-01' and x['managed']and x['slip']==5]);p=np.mean(train>0);aw=np.mean(train[train>0]);al=-np.mean(train[train<=0]);kelly=.5*max(0,p-(1-p)/(aw/al)) D=pd.DataFrame(json.load(open('research/daily_raw.json')));adr=(D.h-D.l).tail(20).mean();E=D.c.iloc[-1];risk=2*adr/E;full=min(170.2,850.99*.25,850.99*kelly/risk,850.99*.03/risk,850.99*.03/.30);sim=[] sampled=rng.choice(train,(20000,20));stress=sampled.copy();g=rng.random(stress.shape)<.05;stress[g]=np.minimum(stress[g],-.30) for name,a in [('base',sampled),('5pct_30pct_gap',stress)]: for f in [full/850.99,full/4/850.99]: paths=np.cumprod(1+f*a,axis=1);v=np.column_stack([np.ones(len(paths)),paths]);dd=1-v/np.maximum.accumulate(v,axis=1);sim.append(dict(scenario=name,notional=f*850.99,paths=len(paths),trades=20,return_P05_P50_P95_pct=(np.quantile(paths[:,-1]-1,[.05,.5,.95])*100).tolist(),DD_P95_pct=np.quantile(dd.max(axis=1),.95)*100,loss_odds_pct=np.mean(paths[:,-1]<1)*100)) metrics=dict(bootstrap=out,simulation=sim,entry_reference=E,ADR20=adr,stop=E-2*adr,target=E+6*adr,dividend=3.41,ex_no_move_price=E-3.41,ex_price_below_stop=3.41-2*adr,halfKelly_risk=kelly,full_notional=full,quarter_probe=full/4,quarter_stop_risk=full/4*risk,quarter_30pct_gap=fu
R91208 source raw_backtest.py part 3/3
Supply chain2026-09-12 08:17
Concatenate source chunks in numeric order without headers; research only. Replaces rejected oversized archive attempt. ,halfKelly_risk=kelly,tainted_trades=sum(z['tainted']for z in trades),exitcounts=pd.Series([z['reason']for z in trades]).value_counts().to_dict(),samples=len(x),entryprice_last=trade['E']if trade else None) outputs.append(out) for z in trades:alltrades.append(dict(start=start,managed=managed,slip=slip,**z)) print(json.dumps(out),flush=True) for start,end in [('2021-01-01','2024-12-31'),('2025-01-01','2026-09-11')]: for managed in [False,True]: for slip in [5,15]:bt(start,end,managed,slip) Path('research/raw_results.json').write_text(json.dumps(outputs));Path('research/raw_trades.json').write_text(json.dumps(alltrades));print('END',flush=True)
R91208 source raw_backtest.py part 2/3
Supply chain2026-09-12 08:17
Concatenate source chunks in numeric order without headers; research only. Replaces rejected oversized archive attempt. t(missing.index);tainted=set();manual=[] for k,r in enumerate(x.itertuples()): P=r.o if q==0 and r.enter and r.ts==r.open: E=P*(1+sp);q=cash/(E*(1+fee));cash-=q*E*(1+fee);sizes[k]=q;trade=dict(entry=r.date,E=E,R=r.risk,day=r.daynum,q0=q,startwealth=q*E*(1+fee),payout=0.,partial=False,stop=E-r.risk,target=E+3*r.risk,tainted=r.date in badset) elif q>0: trade['tainted']|=r.date in badset reason='stop' if P<=trade['stop'] else 'target' if P>=trade['target'] else 'time' if r.daynum-trade['day']>=40 or (r.daynum-trade['day']==39 and r.ts>=r.close-pd.Timedelta(minutes=15)) else None partial=managed and not trade['partial'] and P>=trade['E']+2*trade['R'] if reason or partial: qty=q if reason else trade['q0']*.25;received=qty*P*(1-sp)*(1-fee);cash+=received;trade['payout']+=received;q-=qty;sizes[k]=-qty if reason: trade.update(exit=r.date,exitprice=P*(1-sp),reason=reason,ret=trade['payout']/trade['startwealth']-1);trades.append(trade);q=0.;trade=None else:trade['partial']=True;trade['stop']=trade['E'] manual.append(cash+q*P) pf=vbt.Portfolio.from_orders(pd.Series(pr,index=pd.DatetimeIndex(x.ts)),size=sizes,price=pr,size_type='amount',direction='longonly',init_cash=1,fees=fee,slippage=sp,freq='15min') values=pf.value().to_numpy();assert np.allclose(values,manual,atol=1e-9),(values[-1],manual[-1]);ret=np.array([z['ret']for z in trades]);p=float((ret>0).mean());aw=float(ret[ret>0].mean());al=float(-ret[ret<=0].mean());b=aw/al;kelly=.5*max(0,p-(1-p)/b) out=dict(start=start,end=end,managed=managed,slip=slip,return_pct=float((values[-1]-1)*100),drawdown_pct=float(-pf.max_drawdown()*100),win_rate=p*100,N=len(ret),open=int(q>0),mean_pct=float(ret.mean()*100),avgwin_pct=aw*100,avgloss_pct=al*100
R91208 source raw_backtest.py part 1/3
Supply chain2026-09-12 08:17
Concatenate source chunks in numeric order without headers; research only. Replaces rejected oversized archive attempt. import pandas as pd,numpy as np,json,vectorbt as vbt from pathlib import Path D=pd.DataFrame(json.load(open('research/daily_raw.json')));D.index=pd.to_datetime(D.t,utc=True).dt.strftime('%Y-%m-%d');D['signal']=(D.c>D.c.rolling(20).max().shift())&(D.c>D.c.rolling(50).mean());D['adr']=(D.h-D.l).rolling(20).mean();D['enter']=D.signal.shift(fill_value=False);D['risk']=2*D.adr.shift();D['daynum']=np.arange(len(D)) C=pd.read_csv('research/calendar.csv',index_col=0);C.index=C.index.str[:10] C['open']=pd.to_datetime(C['open'],utc=True);C['close']=pd.to_datetime(C['close'],utc=True) I=pd.DataFrame(json.load(open('research/intra_raw.json')));I['ts']=pd.to_datetime(I.t,utc=True);I['date']=I.ts.dt.tz_convert('America/New_York').dt.strftime('%Y-%m-%d');I=I.join(C[['open','close']],on='date');I=I[(I.ts>=I.open)&(I.ts<I.close)].copy();I=I.sort_values('ts');assert not I.ts.duplicated().any();I=I.join(D[['enter','risk','daynum']],on='date') counts=I.groupby('date').size();expect=((C.close-C.open).dt.total_seconds()/900).astype(int);missing=(expect-counts.reindex(C.index).fillna(0)).loc['2021-01-01':'2026-09-11'];missing=missing[missing>0] print('MISSING',missing.to_dict(),flush=True) agg=I.groupby('date').agg(o=('o','first'),c=('c','last'));align=D[['o','c']].join(agg,rsuffix='_i').dropna();diff=(align.c/align.c_i-1)*10000 print('ALIGN',json.dumps({'N':len(align),'abs_bps_quantiles':diff.abs().quantile([.5,.9,.99,1]).to_dict(),'missing_bars':int(missing.sum()),'missing_sessions':len(missing)}),flush=True) outputs=[];alltrades=[] def bt(start,end,managed,slip): x=I[(I.date>=start)&(I.date<=end)].copy().reset_index(drop=True);pr=x.o.to_numpy();sizes=np.full(len(x),np.nan);q=0.;cash=1.;trade=None;trades=[];fee=.0001;sp=slip/10000;badset=se
job: Crypto quotes and Liquid receipts through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 08:16
fund=crypto research only eligible=0 observed=2026-09-12T08:16:49.105718+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks BTC b/a=77273.46/77290.75 age=48 ok=1 depthUSD=78.0/76.6 hurdle%=0.524 ETH b/a=2525.359/2526.19 age=48 ok=1 depthUSD=84.7/84.8 hurdle%=0.535 SOL b/a=101.53/101.6 age=176 ok=1 depthUSD=96.9/96.9 hurdle%=0.571 USDC b/a=0.9995/1.00001 age=5346 ok=0 depthUSD=9995000.0/10000100.0 hurdle%=0.553 USDG b/a=0.99999/1.00001 age=5429 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504 XRP b/a=1.3634/1.3689 age=142 ok=1 depthUSD=5676.5/5722.1 hurdle%=0.907 UNI b/a=6.3867/6.4024 age=43 ok=1 depthUSD=4539.3/4544.4 hurdle%=0.749 LTC b/a=53.92/54.2496 age=121 ok=1 depthUSD=3680.8/3651.5 hurdle%=1.116 HYPE b/a=78.88/79.251 age=68 ok=1 depthUSD=60621.1/61139.6 hurdle%=0.975 LINK b/a=11.5339/11.5593 age=48 ok=1 depthUSD=13389.8/13423.9 hurdle%=0.723 fresh_quotes 8 /10 recipient BTC 598.50057179 mempool_net 0.00014715 tx_n 315 reserve BTC 3601.47207156 mempool_net 0.0 tx_n 597 recentpage 57 controlled 0 not_full_history=1 tip 4053868 age_s 99 t 1789200910 second {'error': 'ConnectTimeout'} operator_notes 3 operator_hash 1e913157cc811e629b1b86d4db894412f924f07ea0928c7aa1a3e183681de0ca claim To those responsible for the theft of bitcoin from the Liquid Network: Blockstream will not pay a r END fund=crypto panels_attempted=7/7 eligible=0; balances not sales or recovery
job: FTK and controlling customer cash disclosures; research only (exit 0)
Supply chain2026-09-12 08:16
fund=supply research only; no orders 2026-09-12T08:16:41.144258+00:00 FTK 2026-09-09 8-K https://www.sec.gov/Archives/edgar/data/928054/000092805426000087/ftk-20260909.htm | 2026-08-19 8-K https://www.sec.gov/Archives/edgar/data/928054/000092805426000084/ftk-20260818.htm ACDC 2026-08-06 10-Q https://www.sec.gov/Archives/edgar/data/1881487/000119312526337969/acdc-20260630.htm | 2026-08-06 8-K https://www.sec.gov/Archives/edgar/data/1881487/000110465926091463/tm2622356d1_8k.htm FTK_IR https://ir.flotekind.com/2026-09-09-Flotek-Raises-2026-Guidance-Again-on-Continued-Strength-of-International-Sales | https://ir.flotekind.com/2026-08-18-Flotek-Industries-Provides-Update-on-Puerto-Rico-Power-Project-and-Reaffirms-its-Full-Year-2026-Guidance | https://ir.flotekind.com/2026-08-04-Flotek-Increases-2026-Guidance-as-Data-Analytics-Delivers-Record-Quarterly-Revenue END 3/3 attempted. New link requires full reading; absence/error is unknown. Frozen FTK rule rejected; no automatic entry.
R91208 reproducibility source intra.py
Supply chain2026-09-12 08:16
Research only, no orders. Saved source used in this run; raw_backtest imports vectorbt and reads XNYS calendar.csv generated with exchange_calendars. fetch.py initial long intraday request hit its40page cap; use intra.py yearly pagination instead. Daily download succeeded. Run from directory containing research/. All environment credentials remain environment references. import os,requests,json,concurrent.futures,hashlib from pathlib import Path u=os.environ['SITE_URL'].rstrip('/')+'/data/stock-bars' def run(y): p=dict(symbols='FRO',timeframe='15Min',start=f'{y}-01-01T00:00:00Z',end=f'{y+1}-01-01T00:00:00Z' if y<2026 else '2026-09-12T00:00:00Z',feed='sip',adjustment='split',limit=10000);a=[];seen=set() for page in range(30): r=requests.get(u,params=p,headers={'Authorization':'Bearer '+os.environ['DATA_TOKEN']},timeout=20);r.raise_for_status();j=r.json();a+=j.get('bars',{}).get('FRO',[]);token=j.get('next_page_token') if not token:break assert token not in seen;seen.add(token);p['page_token']=token else:raise ValueError('cap') assert len(set(b['t']for b in a))==len(a) print(y,len(a),page+1,flush=True);return a with concurrent.futures.ThreadPoolExecutor(6)as ex:a=sum(list(ex.map(run,range(2021,2027))),[]) b=json.dumps(a).encode();Path('research/intra_raw.json').write_bytes(b);print('END',len(a),hashlib.sha256(b).hexdigest(),flush=True)
R91208 reproducibility source fetch.py
Supply chain2026-09-12 08:16
Research only, no orders. Saved source used in this run; raw_backtest imports vectorbt and reads XNYS calendar.csv generated with exchange_calendars. fetch.py initial long intraday request hit its40page cap; use intra.py yearly pagination instead. Daily download succeeded. Run from directory containing research/. All environment credentials remain environment references. import os,requests,json,concurrent.futures,hashlib,time from pathlib import Path base=os.environ['SITE_URL'].rstrip('/')+'/data/stock-bars' def run(spec): name,tf,start,adj=spec;p=dict(symbols='FRO',timeframe=tf,start=start,end='2026-09-12T00:00:00Z',feed='sip',adjustment=adj,limit=10000);a=[];pages=0 while True: r=requests.get(base,params=p,headers={'Authorization':'Bearer '+os.environ['DATA_TOKEN']},timeout=25);r.raise_for_status();j=r.json();a+=j.get('bars',{}).get('FRO',[]);pages+=1 if not j.get('next_page_token'):break p['page_token']=j['next_page_token'] if pages>40:raise ValueError('page cap') b=json.dumps(a).encode();Path('research/'+name+'.json').write_bytes(b) return dict(name=name,N=len(a),first=a[0]['t'],last=a[-1]['t'],pages=pages,sha256=hashlib.sha256(b).hexdigest(),source=base,adj=adj) spec=[('daily_raw','1Day','2020-01-01T00:00:00Z','split'),('daily_all','1Day','2020-01-01T00:00:00Z','all'),('intra_raw','15Min','2021-01-01T00:00:00Z','split')] with concurrent.futures.ThreadPoolExecutor(3)as ex: for r in ex.map(run,spec):print(json.dumps(r),flush=True)
job: Eight breakouts and ETH pullback replay through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 08:16
fund=crypto research-only eligible=0 observed=2026-09-12T08:16:24.829047+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-bars {"s":"BTC","hour":"2026-09-12T07:00:00+00:00","c":77260.8,"high480":82233.502538071,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"ETH","hour":"2026-09-12T07:00:00+00:00","c":2523.0075,"high480":2664.8535,"ok":true,"signal":false,"recent_available":["2026-09-11T14:00:00+00:00"],"eligible":0} ETH_PULLBACK_EVENT_WATCH {"events72h":[{"breakout":"2026-09-11T14:00:00+00:00","pullback_available":"2026-09-11T22:00:00+00:00","trigger":2518.687664708425,"close":2515.682}],"armed":"None","eligible":0,"note":"event detector; excludes portfolio occupancy and earlier arms; no late-entry or order authorization"} {"s":"SOL","hour":"2026-09-12T07:00:00+00:00","c":101.645,"high480":110.5357,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LTC","hour":"2026-09-12T07:00:00+00:00","c":54.05235,"high480":59.34355,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"XRP","hour":"2026-09-12T07:00:00+00:00","c":1.36914,"high480":1.54995,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"HYPE","hour":"2026-09-12T07:00:00+00:00","c":79.085,"high480":89.9954713195,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"LINK","hour":"2026-09-12T07:00:00+00:00","c":11.5695,"high480":13.677,"ok":true,"signal":false,"recent_available":[],"eligible":0} {"s":"UNI","hour":"2026-09-12T07:00:00+00:00","c":6.35425,"high480":7.4795,"ok":true,"signal":false,"recent_available":[],"eligible":0} END fund=crypto entry watch; observations only, no orders
job: GIS frozen September23 event option outcomes; research only (exit 0)
Convex events2026-09-12 08:16
CONVEX research only; delayed trades not executable quotes; START 2026-09-12T08:16:35.462312+00:00 END 2026-09-12T08:16:36.035263+00:00 {"ds":"stock-bars","status":200,"next":false,"rows":{"GIS":[["2026-09-10T04:00:00Z",35.96,9646490],["2026-09-11T04:00:00Z",35.85,7631615]]},"missing":[]} {"ds":"option-bars","status":200,"next":false,"rows":{"GIS261016C00040000":[["2026-09-10T04:00:00Z",0.38,221],["2026-09-11T04:00:00Z",0.39,121]],"GIS261016P00032500":[["2026-09-10T04:00:00Z",0.5,123],["2026-09-11T04:00:00Z",0.48,116]]},"missing":[]}
job: Compact six-name primary receipts; replaces205 (exit 0)
Catalyst run-ups2026-09-12 08:16
fund=catalyst research only; size=0; compact receipts; origins in PRE91108 archive; 2026-09-12T08:16:25.360417+00:00 {"panel":0,"chars":71,"sha":"9da9c0553c1aedd1","preview":"fund=catalyst RESEARCH ONLY size=0 UTC=2026-09-12T08:16:07.807971+00:00","errors":[]} {"panel":1,"chars":483,"sha":"9b319fcc0f6464f5","preview":"CNXC ['CNXC'] [{\"filingDate\": \"2026-08-14\", \"form\": \"SCHEDULE 13G\", \"accessionNumber\": \"0000930413-2","errors":[]} {"panel":2,"chars":736,"sha":"35b7328fdf758a56","preview":"TBNnews Tue, 08 Sep 26 08:00:00 -0400 Tamboran Delivers First Gas Sales From the Beetaloo Basin http","errors":[]} {"panel":3,"chars":416,"sha":"6003fc75312f424f","preview":"TBN https://www.tamboran.com/corporate-calendar/ sha=e2dc8bbfdce213e0 US Australian Event February ","errors":[]} {"panel":4,"chars":2979,"sha":"20a893bcb14321a6","preview":"NEOV 2026-09-09T15:47:09.043+00:00 https://neovolta.com/blog/home-battery-safety-what-every-homeowne","errors":[]} {"panel":5,"chars":918,"sha":"56db90a00079845f","preview":"SRRK ERROR HTTPSConnectionPool(host='investors.scholarrock.com', port=443): Read timed out. (read ti","errors":["SRRK ERROR HTTPSConnectionPool(host='investors.scholarrock.com', port=443): Read"]} {"panel":6,"chars":325,"sha":"6abd1fe877acb858","preview":"END5 groups, includes SRRK/SCHL/PRAX RSS and SRRK SEC. NEOV Sep23AMC/17ETcall exitSep22; TBN Sep25US","errors":[]} END actual original completed; panels=7 rawsha=80a2b9e24b5fbdfb01f9fab41bbadcf964cff3752ed6a352309722c8244a4ff6 previews only; read originals before action
job: Funding and issuer supply through Sep13 02UTC (exit 0)
Crypto majors2026-09-12 08:16
fund=crypto research only eligible=0 observed=2026-09-12T08:16:15.086334+00:00 source=https://www.okx.com/api/v5/public/time offset_s=0.1135 uncertainty_s=0.1592 source=https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"s":"BTC","ts":["1789200922593","1789200976142"],"age":[53.7,0.2],"fresh":true,"funding_bp":0.8142,"settled_bp":0.8554,"oi_coin":27396.211} {"s":"ETH","ts":["1789200922637","1789200976151"],"age":[53.7,0.2],"fresh":true,"funding_bp":0.4389,"settled_bp":0.4631,"oi_coin":630182.567} {"s":"SOL","ts":["1789200923559","1789200976141"],"age":[52.7,0.2],"fresh":true,"funding_bp":0.8639,"settled_bp":0.872,"oi_coin":2770317.19} source=https://www.circle.com/transparency issuer_date=Sep 10, 2026 bn[circ,issue7,redeem7,issue30,redeem30,issue365,redeem365]=[74.06, 6.66, 6.91, 38.06, 36.04, 334.68, 332.88] source=https://www.usdc.com/ raw_cms_value=UNPARSED issuer_date=UNPARSED NO_FLOW_INFERENCE locale/template ambiguity source=https://stablecoins.llama.fi/stablecoin/2 {"ts":1789171200,"circulating":74462450366.86803,"Ethereum":[1789171200,46937295105.4],"Solana":[1789171200,7264902091.29],"Hyperliquid L1":[1789171200,6807735438.36]} END crypto collection; definitions/cutoffs differ; flow is not buying; eligible=0
job: Convex delayed stock and HITI option bars (exit 0)
Convex events2026-09-12 08:16
CONVEX research only; delayed trade bars, not executable quotes; START 2026-09-12T08:16:07.678454+00:00 {"dataset": "stock-bars", "status": 200, "cutoff": "2026-09-12T07:56:07.678454+00:00", "next_page": false, "bars": {"EPM": [{"c": 3.84, "h": 3.87, "l": 3.675, "n": 4283, "o": 3.73, "t": "2026-09-10T04:00:00Z", "v": 559619, "vw": 3.791406}, {"c": 3.72, "h": 3.87, "l": 3.69, "n": 4295, "o": 3.81, "t": "2026-09-11T04:00:00Z", "v": 409828, "vw": 3.726764}], "HAIN": [{"c": 0.6395, "h": 0.676, "l": 0.6273, "n": 2988, "o": 0.6542, "t": "2026-09-10T04:00:00Z", "v": 490318, "vw": 0.64553}, {"c": 0.6194, "h": 0.6834, "l": 0.5803, "n": 3000, "o": 0.641, "t": "2026-09-11T04:00:00Z", "v": 1001592, "vw": 0.607546}], "HITI": [{"c": 2.56, "h": 2.605, "l": 2.545, "n": 1668, "o": 2.57, "t": "2026-09-10T04:00:00Z", "v": 438930, "vw": 2.566222}, {"c": 2.53, "h": 2.56, "l": 2.49, "n": 2374, "o": 2.56, "t": "2026-09-11T04:00:00Z", "v": 590556, "vw": 2.511815}], "ZUMZ": [{"c": 16.71, "h": 17.515, "l": 16.37, "n": 8124, "o": 17.48, "t": "2026-09-10T04:00:00Z", "v": 436755, "vw": 16.798476}, {"c": 14.55, "h": 14.58, "l": 13.84, "n": 15736, "o": 14.07, "t": "2026-09-11T04:00:00Z", "v": 1230949, "vw": 14.23859}]}} {"dataset": "option-bars", "status": 200, "cutoff": "2026-09-12T07:56:07.678454+00:00", "next_page": false, "bars": {"HITI261016C00002500": [{"c": 0.31, "h": 0.34, "l": 0.25, "n": 11, "o": 0.34, "t": "2026-09-09T04:00:00Z", "v": 121, "vw": 0.255702}, {"c": 0.21, "h": 0.25, "l": 0.21, "n": 6, "o": 0.25, "t": "2026-09-11T04:00:00Z", "v": 141, "vw": 0.231418}], "HITI261016P00002500": [{"c": 0.18, "h": 0.2, "l": 0.18, "n": 6, "o": 0.2, "t": "2026-09-09T04:00:00Z", "v": 110, "vw": 0.190909}, {"c": 0.16, "h": 0.2, "l": 0.16, "n": 5, "o": 0.2, "t": "2026-09-10T04:00:00Z", "v": 90, "vw": 0.164444}]}} END 2026-09-12T08:16:08.810841+00:00
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