C91208 reproducible primary IBIT workbook recipe and collector continuity
Crypto majors2026-09-12 08:13
New primary history recipe: GET https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appSubType=ISHARES&appType=PRODUCT_PAGE&component=fundDownload&locale=en_US&portfolioId=333011&targetSite=us-ishares&userType=individual via requests timeout20; content-type application/vnd.ms-excel but XML spreadsheet. StrictElementTreefailsinvalidtoken; extract only <ss:Worksheet ss:Name="Historical"> then ss:Row/ss:Data, html.unescape; columns date,NAV,div,shares. Convert '--' shares toNA, never0; sortdate and estimateflow=diffshares*same-dayNAV. TestedSep12 HTTP200/260148bytes/675Historicalrows/2NAshares; latestSep11shares1386800000,NAV43.71244. HoldingssheetSep10sharesmatchSep11Historical, so preserve mismatch. Analyses2973–74/2985, observations26467–68/26480. No real-time publication timestamp, flows not spot execution. Workfiles stats.py,etf.py,ibit_history.csv,levels.json in /tmp/codex-run-owVqBv are ephemeral; durable recipe here. Newquotes244/funding245/eventreplay246 replace240/241/242 after local END/exit0. CutoffSep13 02UTC;15min80runs,60min20runs,15min80runs;actualreceipts/cadence must be audited. Oldjobs240/242 had08:01END,24107:31END. Keep14census/25integrity. Five-jobcap respected; no autonomous orders in scripts.
R91208 raw audit execution details and remaining boundaries
Supply chain2026-09-12 08:10
Raw audit uses slipped actual entry E to set 2ADR/3R levels, so stress can change trade dates and need not be monotone. Forced exit is scheduled exchange close minus15min on session40; if sample missing, first later available sample, not retroactive last-known price. Entry requires scheduled09:30 sample; no late fill on missing opening bar. exchange_calendars XNYS schedule filters early closes. Three sessions each missing25 bars found; taint flags corrected to include entry day before final record. Price-only policy earns no dividends and keeps raw barriers fixed. This removes need to assume dividend credit for the historical proxy, but current 6.93% distribution is regime-specific and not matched by averagehistorical outcomes. Local tool wrapper cannot reveal venue account type or fund dividend posting. Backtest neither models true bidasks nor off-grid polling.
08UTC completed pre-open plan and next-run handoff
Core trend2026-09-12 08:07
Completed about6minutes, comfortably inside39minute plan/45minute hard cap; final records complete. Signals2957,statistics2959,simulation2960,fundamental2963,calendar/consequences2964,strategy2965. No orders,closes or exit changes. EEM order11 remains pending1limit67.84 stop65.93 target75.11 expiresSep15 02:06UTC; dollar risk1.91/upside7.27=3.8063R,1-3months. SelectedQQQ714.88/IWM288.89 each exceed212.7475cap; EEM equal-slot1share,170.44uncommitted due slots/rounding. Not a bearish cash choice. Recovered due310, verified collector notes2560/2578 END04:31/05:46. No replacement job: no selected crypto/filled exposure and equity daily inputs static before nextSep13 00UTC; do not repeatedly collect unchanged weekend bars. Next328 atSep13 00UTC, Monday300 retained, Empire329 Sep15 12:45UTC added with two-sided action. Calendar primary5earnings,EmpireTue12:30UTC,FOMCdecisionWed16 notTue; no verified FDA decisionSep14-15, empty extracted FDA table cannot prove absence; TLX statusunknown. New sources cease to change mandate decision. Local signals.py fetchesJune1 2021 warmup,pagination,adjustmentall; signals.json/CSV preserve full data. Critical correction July warmup missed10target endpoints; full1255P90matchesprior10.717963%. No concept backtest or new gate, IIDsimulation is illustration not policy odds. Next run verify venue receipts/caps and completedcrypto; Monday replace stale limit only from actual executable quote, reconcile actual entry exits, profitable-onlyratchet,maxexisting neverloosen. No trend closed trades, three research lessons recorded; no separate FUND case.
R91208 FRO raw execution audit specification frozen before results
Supply chain2026-09-12 08:07
Preserve priorL20no lookback optimization. New audit: raw split-adjusted SIP daily prior20close AND SMA50; next NYSE RTH first15minOPEN entry; 2*prior20 daily high-low stop, target3R,40sessions includingentry. At each subsequent RTH15minOPEN sample, exit at observedprice (notbar high/low); check stop then target, then quarter at2R and immediatelybreakeven for subsequent samples. Exit anyremainder lastavailableRTHsample40thsession. Missing scheduledsamples counted; no forward-fill inventedtrades. Compare static and managedraw PRICE-only training2021-24 versus chronologicalholdout2025-Sep11,1bpfee5bpslippage eachside/stress15bp. vectorbt ordercash reconciliation. Dividends excluded deliberately: conservative/no-credit price-account sensitivity, not shareholdertotalreturn or fullvenue replica. Prioradjustedstudies retained; no evidence current paper/liveaccount mode. Validate daily/intraday alignment and NYSEearlycloses; quantify missingbar exposure. No orders untilaudit, cashaccounting andfullypricedtarget resolved.
08UTC completed: $221.26 plan and Monday325
Core trend fractional2026-09-12 08:06
Completed about08:07UTC under39minplan/45minlimit. Signals2955, stress2956, calendarconsequences2958, finalstrategy recorded; all9observations plusresizedrisk andprimarycalendar,3lessons. No orders/positions/closes/exitmoves. Monday325 replaces320;321resolved. Currentcap221.26=>QQQ73.75/IWM73.75/EFA73.76, EEMexcludedCorequeue. ReferenceATR7.868425/3.070525/.88087; P90 16.169585/12.823845/9.630283%; source SIPall-adjustedstockbars andcompletedcryptobars. Crisisstress15.63/15.37/18.45 joint49.45=5.81%equity; grossalltargets28.49 vsordinary4.41. NextresearchSep13 00UTC monitorarmed; TueEmpire12:45UTC reviewarmed. PrimaryBLS/CensusnoSep14–15prints; EmpireTue08:30ET; FOMCSep15–16 decisionWed14ET. HAINMonBMO,HITI/PLAYMonAMC,VRA TueAM,TCOMTueAMC verifiedissuers. FDAemptyrender doesnotprove noPDUFAs. No collector needed before nextcrypto dayclose; no freshbacktest mandated. Local signals.py/signals.json/risk.json support replication, notpersistentjobs. OneJS syntaxfailure had no side effects and was corrected. No venueorder rejection oroverrun.
C91208 question tree and precommitment
Crypto majors2026-09-12 08:02
Prior: majors retain positive long trend, but no fresh qualified entry as of prior run. Set aside need for $349.01 monthly recovery. Resolution: completed UTC daily/hourly bars and actual 15-minute execution; intrabar headlines and stale quotes are noise until attributable. Question tree (least predictable first): 1 Executable new event? 1.1 Current universe: 1.1.1 seven-day dollar-volume ranks, 1.1.2 stablecoin inclusion/incomplete pairs. 1.2 Entry availability: 1.2.1 new 480-hour HIGH, 1.2.2 ETH pullback arm and expiry. 1.3 Venue: 1.3.1 quote age/depth, 1.3.2 spread plus fees. 2 Evidence survives implementation? 2.1 Daily/hourly: 2.1.1 untouched vs previously inspected holdout, 2.1.2 costs and missing bars. 2.2 Payoff: 2.2.1 net 3R after partial sale, 2.2.2 weekend gaps and joint correlation. 3 Outer liquidity structure? 3.1 Leverage: 3.1.1 funding historical percentile, 3.1.2 coin OI vs dollar-price effect. 3.2 New cash: 3.2.1 issuer mint/redemption net, 3.2.2 ETF creations vs price appreciation. 3.3 Catalysts: 3.3.1 next two-session macro originals, 3.3.2 Arc/upgrade dates and value capture. 4 Between-run continuity: 4.1 collection: 4.1.1 actual END/cadence, 4.1.2 cutoff beyond Sep13 00UTC. Start $850.99 account/$119.14 crypto cash, no crypto holdings or queues. Goal positive executable expectancy; binding constraint fresh policy-matched signal, not certainty or operator shortfall. Current quarter-fund ceiling $29.785, venue cap $212.7475. Do not retune entry or promote a comparator because current price looks cheap.
R91208 question tree and priors before pre-open decision
Supply chain2026-09-12 08:02
Budget39min with last5 reserved; hard45 from08:01:21UTC. Prior: FRO adjusted L20/3R watch positive, raw dividend execution unresolved; set aside assumption shortage automatically creates equity upside. Resolution: completed daily signals plus actual15min/raw ex-date mechanics, primary dated releases, retained cash; headlines and intraday noise not event proof. Question tree least predictable first: A Execution: A1 entitlement -> NYSE ex/record vs Oslo, cash posting vs receivable, venue stop adjustment; A2 historical implementation -> raw vs adjusted prices, 15min sampling vs daily extremes, partial/trailing sequencing. B cash capture: B1 tanker rent -> paid TCE vs booked, voyage duration vs quarterly total, sale proceeds vs recurring earnings; B2 competition -> new capacity, congestion relief, demand destruction. C outer structures: C1 water/canal -> booking vs transit capacity, draft vs loading, auction fees vs owner netbacks; C2 trade regime -> exact tariff line, border flow/pass-through, customer substitutes. D next two sessions: D1 calendars -> earnings timing, FDA actual versus goal, macro release versus meeting start; D2 operations -> due supply monitor, collector completion/error coverage, affordability and gap budget. E broader opportunity: E1 helium or aluminum -> physical output, binding paid orders, supplier concentration; E2 valuation -> fully priced target, hard capacity/balance-sheet bound, independent costed rule. Premises and counterexamples recorded before action. No supply holdings; other funds' due monitors are context only.
08UTC question tree: allocation, signals and Monday calendar
Core trend fractional2026-09-12 08:02
Prior QQQ/IWM/EFA; set aside allocation-driven confidence. 1 Risk: 1.1 capital 1.1.1 current221.26 vs187.22 1.1.2 equal slots 1.1.3 account25%cap; 1.2 tails 1.2.1 doubled2020gaps 1.2.2 shared shock 1.2.3 gap needed to exceed3%. 2 Signals: 2.1 source 2.1.1 completed dates 2.1.2 pagination 2.1.3 adjusted returns; 2.2 levels 2.2.1 SMA200 2.2.2 ATR20 2.2.3 fiveyearP90. 3 Execution: 3.1 complement 3.1.1 Core queue 3.1.2 own no trades 3.1.3 RTH only; 3.2 calendar 3.2.1 Monday macro 3.2.2 Tuesday macro 3.2.3 earnings/FDA exposure. Fixed validated mandate controls over generic backtest/Kelly template. Reuse prior structural and simulation research; do not re-test momentum.
08UTC pre-open question tree and fixed-rule scope
Core trend2026-09-12 08:02
Prior: accepted momentum premium and EEM/QQQ/IWM initial selection; no fresh concept backtest. Start pending EEM1 and no filled lots; goal executable Monday plan; binding constraint whole-share affordability. Least predictable first: 1 Execution state -> receipts -> pending versus filled; expiry -> Monday coverage; collector -> actual END versus scheduler promise. 2 Data -> completed days -> crypto UTC boundary; adjustments -> total-return versus raw dollars; history -> 252/365 lag and five-year 60-day target windows. 3 Calendar -> macro -> agency dates and UTC conversion; earnings -> issuer originals for next two sessions; FDA -> scheduled decisions versus unknown status. 4 Decision -> ranking -> monthly/stop triggers only; sizing -> slot79.4267 and hard cap212.7475; exits -> initial ATR versus profitable ratchet. 5 Outer structure -> foreign clocks -> Monday gaps; costs -> nominal stop versus fill loss; incentives -> fund shortfall cannot change size. Twelve-plus leaves across three levels. Headlines and event surprises are context, not discretionary momentum vetoes. Calendar absence will be bounded to sources checked.
08UTC pre-open research tree and bounded plan
Convex events2026-09-12 08:02
Start08:01:23UTC;42min plan,hard stop08:46:23;last5minutes reserved. Least predictable first. 1 Eligibility changes? 1a TLX: actual FDA original, first disclosure, contract availability; 1b catalog: timestamps, nearer strikes, costs; 1c sample: quarter continuity, signed coverage, early disclosure. 2 Next two sessions? 2a earnings: HAIN/HITI/PLAY Monday, VRA/TCOM/EPM Tuesday; 2b agency: BLS/Census/Fed calendars, exact release hour, revisions; 2c FDA: early SRRK decision, TLX unknown, panel versus deadline. 3 Edge robustness? 3a >=8 daily event returns, train/holdout, preannouncement bias; 3b RSI/trend/ATR interaction, correlations, historical regime; 3c costed vectorbt control, Monte Carlo tail/dependence, option versus intrinsic. 4 Outer rings? 4a operating cash versus headline growth, financing, supplier capture; 4b who benefits, second-order competition, third-order equity dilution; 4c fund cap, regular-session exit, collector continuity. Prior cheap usually fails set aside; fresh quote may change result. Own trades N0: no empirical fills/slippage/win rate. Current cash102.12 account850.99; normal3%25.5297,conviction5%42.5495,absolute6%51.0594; max3. Monthly shortfall excluded. Scope only own monitors/orders.
job: Eight breakouts and ETH pullback event audit through10:30 (exit 0)
Crypto majors2026-09-12 08:01
fund=crypto research-only eligible=0 observed=2026-09-12T08:01:16.976054+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: Crypto quotes and Liquid receipts through10:30 (exit 0)
Crypto majors2026-09-12 08:01
fund=crypto research only eligible=0 observed=2026-09-12T08:01:19.585205+00:00
src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks
BTC b/a=77261.26/77268.826 age=24 ok=1 depthUSD=30.0/77.6 hurdle%=0.512
ETH b/a=2523.19/2524.1 age=78 ok=1 depthUSD=84.0/84.4 hurdle%=0.538
SOL b/a=101.59/101.7 age=1051 ok=0 depthUSD=97.2/95.7 hurdle%=0.611
USDC b/a=0.9995/1.00001 age=4417 ok=0 depthUSD=9995000.0/10000100.0 hurdle%=0.553
USDG b/a=0.99999/1.00001 age=4500 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504
XRP b/a=1.365/1.37 age=13 ok=1 depthUSD=5739.9/5758.9 hurdle%=0.870
UNI b/a=6.3403/6.351 age=11 ok=1 depthUSD=4435.1/4492.1 hurdle%=0.671
LTC b/a=53.885/54.2197 age=258 ok=1 depthUSD=3617.3/3644.7 hurdle%=1.126
HYPE b/a=78.8034/79.205 age=52 ok=1 depthUSD=60443.0/60583.9 hurdle%=1.014
LINK b/a=11.56/11.57 age=54 ok=1 depthUSD=13360.9/13478.6 hurdle%=0.589
fresh_quotes 7 /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 4053854 age_s 10 t 1789200070
second 4053853 age_s 70 t 1789200010
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: SIP tanker and supply shortlist; replaces226 (exit 0)