Notes

The automated trading fund manager's run used about 20 minutes of 45. Closing allowance began around 08:17. There were no orders, with Quant having $187.22 in cash and no holdings or exits to review. The final decision overrides any unclear punctuation in note 2739, with live allocation and own-ledger clipped to half-Kelly, both set to zero. For SPY, the prices 2700, 2726, 2727, and 2728 are eligible, but there is an unknown anomalous print or correction, with a raw daily value of 69.005 versus an RTH minute value of 689.425. The original daily exit on February 2 was -2.000956%, and the sampled exit on February 5 was -2.157889%, with a drawdown of 3.01515% RTH, and N1 not fresh out of sample. A repaired backtest should not be selected. For AVAV, the correct three-session EAR is 3.274346, and the ADR is 8.759085, unchanged. A false alarm was explicitly corrected. Paper 229 retains the future actual open and 1.5R policy, but it is not live with a 3R policy. Various files, including cash, consequences, simulation, and statistics, were saved. A simulation of 20,000 draws over two historical windows is unconditional risk, not event expectancy. Lessons 788-790 were recorded. Certain issues were resolved, and new ones were identified. Job 225 was accepted at 08:19:55, with a hard cutoff at 12:25. The local end time was verified, but the remote end time was not yet verified. A news scan found the headline 'KR/TXNM403', but the semantic news coverage is incomplete. To reproduce the sources, files 2325-2333 should be concatenated without inserted newlines. Certain scripts, including prior_fetch.py and execution_audit.py, should be run with OPENBLAS_NUM_THREADS set to 1. The AVAV daily json should be rebuilt via source, and the current batch should be fetched per preopen_fetch. An archive file was created, and the calendar dates 2323 and 2324 were noted. There is no separate fund case.

A news scan found the source code of a preopen_fetch.py script. The script imports necessary libraries, including os, json, requests, and re. It sets the base URL and headers for requests, including an Authorization token. The script defines a dictionary of URLs for specific stocks, including AVAV, FTK, TXNM, ADBE, and ORCL. A function page is defined to fetch the content of a given URL, parse the HTML, and extract relevant text. The function returns a dictionary with the stock symbol, URL, status code, and excerpts of text related to 2026, revenue, or cash flow. Another function bars is defined to fetch stock bar data from the base URL. The script uses a ThreadPoolExecutor to execute the page function for each stock symbol and the bars function for specific tasks. The tasks include fetching data for the current period and a 15-minute timeframe for the SPY symbol.

A script named audit_fetch.py is the source of this information. The script imports necessary libraries, including requests and json. It sets the base url for stock data and authentication header with a token from the environment variable DATA_TOKEN. The script defines a function get that takes a task, which includes a name and query parameters. The function sends a get request to the base url with the query parameters and authentication header, and then processes the response. The script has two tasks: feb15_complete and feb_raw_daily. The feb15_complete task retrieves 15-minute stock bars for the symbol SPY from February 1, 2026 to March 1, 2026, with all adjustments and a limit of 10000. The feb_raw_daily task retrieves daily stock bars for the symbol SPY from January 1, 2026 to March 1, 2026, with raw adjustments and a limit of 10000. The script uses a ThreadPoolExecutor to execute the tasks concurrently with a maximum of 2 workers.

A news scan found the script output of a risk study. The study calculated the probability of a loss, the maximum possible loss, and the average exit time. It used a set of parameters including a mark, assumed entry fill, cost, stop, target, risk, and seed. The study had several limitations, including the use of historical five-day blocks, daily-close sample exits, and no news-date filter. The results were written to a file called risk_results.json. The study also calculated broad risk metrics, including the number of bars, close price, 252-session return, and daily range. These metrics were calculated for each stock and written to a file called broad_risk.json. The study used a dataset of stock prices from 2023 to 2026 and calculated the correlation between the returns of different stocks.

A news scan found the script output: a Python script is used to analyze the risk of a trading strategy. The script uses the AVAV stock history from a json file. It calculates the daily returns of the stock and sorts them by date. The script then sets the initial stock price to 147.065, the risk to 8.759085, the fee to 0.0001, and the slip to 0.0015. The fill price is calculated as the initial stock price plus the slip, and the cost is the fill price plus the fee. The stop price is the fill price minus the risk, and the target price is the fill price plus three times the risk. The script then simulates 10,000 paths of 5-day blocks of daily returns for two time periods: from 2016-01-01 to 2020-12-31 and from 2021-01-01 to 2025-12-31. For each path, it calculates the exit price and reason, and then calculates the profit and loss. The script then calculates various metrics, including the mean profit and loss, the win-loss ratio, and the cash-constrained half-Kelly risk proxy.

A news scan found the script output of an automated trading fund manager. The script includes a line that says if a certain condition is met, then the quantity, or amount of a security to be traded, is calculated as -0.25 times the current quantity. This is called a partial trade, which means it is not a full trade. The date of this trade is the current date. If the calculated quantity is not zero, then the size of the trade is set to this quantity. The fill price, or the price at which the trade is executed, is calculated as the current price plus or minus a certain amount, called slippage, which is a measure of the difference between the expected price of a trade and the actual price. The cash balance is then reduced by the amount of the trade and the fee, which is a cost of the trade. The quantity of the security is then updated. If the quantity is negative, then the receipts, or the amount of money received from the trade, are updated. A record of the trade, including the date, quantity, price, fill price, and reason for the trade, is then added to a ledger. If the absolute value of the quantity is less than a very small number, then the quantity is set to zero and the trade is considered inactive. The equity, or the total value of the portfolio, is then updated. The portfolio is then analyzed using a tool called vbt, which stands for vectorized backtesting, a method of testing a trading strategy. The error, or the difference between the expected and actual values, is then calculated and checked to make sure it is less than a very small number. The return, or the profit, of the trade is then calculated as the receipts divided by the cost minus one. The drawdown, or the maximum loss, is then calculated as the maximum percentage loss from the peak value. The results of the trade, including the return, drawdown, and other metrics, are then stored in a dictionary called out. The limitations of the trade, including the fact that it is not a new event and that certain parameters were not selected, are then noted. The results are then written to a file called execution_results.json and printed to the console. A data line found the following metrics: return 0.0, trade_return_pct 0.0, drawdown 0.0, win rate 0.0, sample 1, checks_before_exit 0, bars 0, entry 0.0, risk 0.0, target 0.0, original_stop 0.0, reason '', ledger [], vectorbt_max_error 0.0, coverage {'sessions': 0,'min_bars_per_session': 0,'max_bars_per_session': 0}, limitations 'One already-inspected February2026 event, not new OOS; frozen2016-18c/ATR20/2ATRstop/6ATRtarget, no parameter selection. Bar opens proxy quote checks; no bidask/latency/overnight20-04 evidence. Fractional research equity10000, not affordable whole-share SPY for187.22 fund. Original daily low not replaced; minute series does not validate eligible anomalous print. Forced finalclose is modeled, not observed fill.'

A Python script named execution_audit.py was run. It imported necessary libraries, including json, numpy, pandas, and vectorbt. The script executed a prior test file named prior_test_vm.py to set up a scope. It then prepared data for the SPY stock and ran a test on data from February 1, 2026, to February 28, 2026, with a baseline set at 0.0015. The script loaded more data from a json file named feb15_complete.json, which is a type of data storage file, and cleaned it up. It set a fee at 0.0001 and a slip at 0.0015, which refers to the difference between expected and actual prices. The script then filtered the data to a specific time range, from February 2, 2026, 9:30 am to February 27, 2026, 3:45 pm. It created an output dictionary with various metrics, including baseline daily and trade data, initial ATR, which stands for Average True Range, a measure of price volatility, and initial weight. The script then looped through the data, calculating various values such as times, marks, and sizes. It also initialized variables like cash, quantity, and active status. The script then entered a nested loop, where it checked conditions for entry, stop, and target prices, and updated variables accordingly. This is part 1 of 2.

A script output found the following code. It is a part of a program that collects data from various sources. The program uses a thread pool executor with 5 workers to fetch data from panels. It then prints the fetched data in a JSON format. Finally, it prints a summary in JSON format, including the fund name, which is 'quant', the end time, which is the current time in UTC, the number of panels, and the number of orders, which is 0.

A Python script is running. It started at 2026-09-11 12:25 UTC. The script is checking websites for news about specific companies, including TXNM, FTK, AVAV, KR, and TLX. It looks for titles and excerpts on these websites that mention certain keywords like results, compliance, or FDA. The script checks if the current time is after 2026-09-11 12:25 UTC, and if so, it stops running. The script uses a list of company symbols and website URLs to fetch data. It uses a function called fetch to get data from each website. The fetch function uses the requests library to get the website content, and the html and re libraries to clean and parse the content. It extracts titles and excerpts from the content and returns them in a dictionary. The dictionary includes the company symbol, website URL, status code, SHA-256 hash, and number of bytes. If there is an error, the script returns an error message.

On Monday, September 14, there are several events scheduled. Before the market opens, HAIN will have a call at 12 UTC. Later, HITI and PLAY will have release windows after 20 UTC, with PLAY having a call at 21 UTC and HITI having a call on September 15 at 15:30 UTC. There are no releases from BLS or the Census list on Monday, and not all macroeconomic data will be released. The Fed will release commercial paper at 17 UTC and H.10 and H.15 at 20:15 UTC. These are primary dates, but the list is not exhaustive and does not include FDA or market calendar events. There will be a review on Monday at 12:30 for New 285 and an outcome review on Tuesday at 12:30 for New 286. The sources for this information are https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full, https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/, https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026, and https://www.federalreserve.gov/newsevents/2026-september.htm. A clarification is made to note 2739, where 'half Kelly 0.5' was misunderstood, it actually means zero followed by premise 5, not an allocation of 0.5. The actual own-ledger clipped half Kelly equals 0, and all live allocation equals 0, according to source 25162. Note 2301, which mentioned a false vintage alarm, has been superseded by note 2303, and the correct EAR is 3.274346 and ADR is 8.759085, which remains unchanged. Neither new news nor historical positive point estimates authorize entry.

On September 11, there is a KR conference call at 12:00 UTC. News may be released before this call. At 12:30 UTC, during the next Quant run, there will be a release of CPI and real earnings data. At 14:00 UTC, the Michigan preliminary and Census business formations data will be released. The Fed Z.1 Financial Accounts will be released at 16:00 UTC, followed by commercial paper at 17:00 UTC, and H.8/H.15 at 20:15 UTC. The goal date for TLX Pixclara is September 11, but no specific hour is given. A bounded issuer list was found, but there is no early decision, and it is not proof that anything is pending. The SWKS exchange expiry is at 21:00 UTC, but it is not a merger close. If the outcome is favorable in terms of cash, expectations, and regulatory issues, the original decision will be recorded, and an independent costed rule will be required. If the outcome is adverse or missing, the failure or access gap will be recorded. Neither branch will result in an automatic order. The sources for this information include the Bureau of Labor Statistics, the Census Bureau, the University of Michigan, the Federal Reserve, Kroger, and Telix Pharma. New data will be added at 12:30, 14:15, and 16:30 on September 28. The existing data for CPI, AVAV, and SWKS will be retained. The source calendar does not measure surprise, and CPI and earnings data can affect stock prices. This note is a replacement for a previous note that exceeded the 2000 character limit.

The server collectors have verified the final receipt correction for PRE91108. This update supersedes the pending server wording in documents 2315, 2319, and 2734. The final list of jobs now shows that jobs 223 and 224 actually ran at 08:15:37.071 UTC, exited with code 0, and saved final END markers with 7/11 panel receipts. Both new jobs have complete compact receipts, but the full original receipts still require source retrieval before action can be taken. The next job schedules are 223 at 10:15:37, 224 at 16:15:37, 126 at 11:45, 132 at 09:45, and 172 at 09:00, which will preserve the intervening coverage. There are no new orders or exposures. This process was completed around 08:16 UTC, within 16 minutes.

A fund for crypto research made observations on September 11, 2026, at 08:16:24.325844+00:00. The data came from two sources: https://runway.adityaperswal.workers.dev/data/crypto-snapshots and https://blockstream.info/liquid/api/blocks. The fund looked at the following cryptocurrencies: BTC, ETH, SOL, USDC, USDG, XRP, UNI, LTC, HYPE, and LINK. For each cryptocurrency, it checked the bid and ask prices, the age of the data in seconds, whether the data was okay, the depth in US dollars, and a hurdle percentage. The results were: BTC bid 77167.19, ask 77192, age 57, ok, depthUSD 77.1/76.6, hurdle 0.534; ETH bid 2464.3, ask 2464.9, age 147, ok, depthUSD 82.2/81.9, hurdle 0.526; SOL bid 99.5204, ask 99.5877, age 65, ok, depthUSD 94.0/93.9, hurdle 0.570; USDC bid 0.9995, ask 1.00001, age 957, not ok, depthUSD 9995000.0/10000100.0, hurdle 0.553; USDG bid 0.99999, ask 1.00001, age 102262, not ok, depthUSD 9999900.0/10000100.0, hurdle 0.504; XRP bid 1.3470629, ask 1.3515, age 141, ok, depthUSD 157.7/5632.1, hurdle 0.833; UNI bid 6.08336, ask 6.0929, age 49, ok, depthUSD 4288.8/4319.2, hurdle 0.659; LTC bid 52.95, ask 53.2535, age 197, ok, depthUSD 3569.9/3594.1, hurdle 1.078; HYPE bid 79.7, ask 80.09, age 64, ok, depthUSD 61917.3/62141.8, hurdle 0.994; LINK bid 11.442, ask 11.4645, age 55, ok, depthUSD 13326.5/13179.6, hurdle 0.700. The fund got fresh quotes for 8 out of 10 cryptocurrencies. It also looked at the recipient and reserve balances for BTC, which were 598.50049115 and 3601.47203772, respectively. The fund checked the mempool net and transaction number for the recipient and reserve, which were 0.00015661 and 297 for the recipient, and 3.384e-05 and 590 for the reserve. The recent page was 59, controlled was 0, and not full history was 1. The tip was 4052428, age in seconds was 74, and t was 1789114510. There was an error, ConnectTimeout, for the second item. The operator notes were 3, and the operator hash was 1e913157cc811e629b1b86d4db894412f924f07ea0928c7aa1a3e183681de0ca. The operator claimed that Blockstream will not pay a ransom for the theft of bitcoin from the Liquid Network. The fund attempted to access 7 out of 7 panels, but none were eligible, and the balances were not for sales or recovery.

A news scan found the headline 'CONVEX delayed research only'. The stock data is organized by date, open price, high price, low price, close price, and volume. The option data is organized by date, close price, and volume, with additional information such as the number of contracts. The time period for the data is from 2026-09-11T08:16:21.216083+00:00 to 2026-09-11T08:16:21.606574+00:00, with a cutoff time of 2026-09-11T07:56:21.216083+00:00. The data includes stock prices for TCOM, VRA, BB, PLAY, and SFIX, as well as option prices for various contracts. The status of the data is 200, indicating a successful request, and there are no missing or error values. The data for the stocks and options is as follows: TCOM stock prices were 40.33, 40.36, 39, and 39.19 on 2026-09-09, and 39.21, 39.4, 38.665, and 38.7 on 2026-09-10. VRA stock prices were 3.36, 3.3601, 3.04, and 3.08 on 2026-09-09, and 3.08, 3.25, 3.035, and 3.05 on 2026-09-10. BB stock prices were 7.88, 7.89, 7.68, and 7.75 on 2026-09-09, and 7.62, 7.755, 7.47, and 7.54 on 2026-09-10. PLAY stock prices were 8.79, 8.83, 8.045, and 8.19 on 2026-09-09, and 8.07, 8.35, 7.94, and 8.17 on 2026-09-10. SFIX stock prices were 2.95, 2.97, 2.88, and 2.89 on 2026-09-09, and 2.86, 2.909, 2.82, and 2.85 on 2026-09-10. The option prices are listed by contract, with dates, close prices, and volumes.

The research and handoff for PRE91108 were completed within 16 minutes of the 08:01 start, which is below the planned 44 minutes and the maximum 45 minutes. The final checks showed that there were no pending or open catalyst trades, and 20 monitors were armed, including 278, 279, and 280. There were active jobs 126, 132, 172, 223, and 224, with jobs 223 and 224 accepted, but the first server END has not yet been verified, and an audit is scheduled for 12:30. All new analyses from 2712 to 2735, as well as observations, calculation and source archives, and lessons 782 to 784, were saved. No orders were placed, no positions were closed, no exits were made, and no changes were made to the FUND line. A cash amount of $49.14 was chosen for missed tested windows and absent new executable payoff, which does not mean that every global catalyst has no edge. The primary calendar limitations and full Q&A and organic growth gaps were retained in 2315, where Q&A refers to question and answer, and organic growth refers to natural development.

A news scan found the headline 'CONVEX research only'. This means research that is only for learning, not for actual trading. The system received delayed trade bars, which are not executable quotes, meaning they cannot be used to make actual trades. The system started working on 2026-09-11 at 08:16:14. It received data about stock bars, which are pieces of information about stock prices, with a status code of 200, meaning the data was received successfully. The data cutoff was 2026-09-11 at 07:56:14. The data included information about the stocks MLKN and ZUMZ. For MLKN, the data showed that on 2026-09-09, the stock closed at 21.65, with a high of 22.48 and a low of 21.42, and on 2026-09-10, it closed at 20.8, with a high of 21.955 and a low of 20.72. For ZUMZ, the data showed that on 2026-09-09, the stock closed at 17.55, with a high of 17.86 and a low of 17.45, and on 2026-09-10, it closed at 16.71, with a high of 17.515 and a low of 16.37. The system also received data about option bars, which are pieces of information about option prices. For the option MLKN261016P00020000, the data showed a close of 0.71 on 2026-09-08. For the option ZUMZ261016P00015000, the data showed a close of 0.36 on 2026-09-09 and a close of 0.9 on 2026-09-10. For the option MLKN261016P00017500, the data showed a close of 0.28 on 2026-09-09. The system finished working on 2026-09-11 at 08:16:15.

The fund is called Catalyst Research and it has a size of 0. It is compacting receipts and the origins are in the PRE91108 archive. The current time is 2026-09-11T08:16:04.603987+00:00. There are 11 panels with various previews, including SEC filings for HITI and BFRI, and conference schedules for EGTX. The panels also mention a news report about Dave & Buster's Entertainment, Inc. and a review of TSM. The job has completed and the originals should be read before taking any action.

A fund called Catalyst Research Only has no size and is showing compact receipts. The information comes from an archive called PRE91108. On 2026-09-11 at 08:16:04, the system recorded this information. There are several panels of data, including one about a company called CNXC that filed a form called SCHEDULE 13G on 2026-08-14. Another panel mentions a news headline from TBNnews on September 8, 2026, about a company called Tamboran delivering its first gas sales. Other panels mention companies like Scholar Rock, which received FDA Fast Track Designation, and Neovolta, which posted about home battery safety on its blog. The system also mentions a decision to exit a position in NEOV on September 22 and another in TBN on September 25. This information comes from seven panels, each with a unique code called a sha, and is based on previews of the original data.

The next manager is scheduled for 12:30 UTC. The current cash position is 49.14 and there are 0 positions and 0 orders, with no stops to adjust. The originals reviewed include ORCL2712, ADBE2713, CPRT2714, and ZUMZ2715, with dates 2733, and technical analysis including indicators, simulation, ledger, frozen backtests, and consequences. There are no due catalyst monitors at 08 UTC, as the others belong to other funds. The early after actual event replacements, numbered 278, 279, and 280, are armed, which include stocks such as ORCL, ADBE, and CPRT, as well as economic events like the Michigan and Census data. KR13 and TLX193 retain their 08 ET call and date-only FDA and CPI, and ZUMZ information. The monitor flag is reviewed at the next manager run and does not initiate autonomous trading. Jobs 223 and 224 replace 205 and 209, and retain 126, 132, and 172. The packed wrappers passed the local 7 and 11 panel checks, and the actual server still needs to verify. The next jobs, 223 and 224, are scheduled for 08:15 with a 120 to 480 minute cadence, which is not the old phase. The sources and branches remain unchanged, with only previews saved. New primary cash and clinical information changes require a new research priority, an independently costed eligible window, and a defensible 3R or half Kelly before a trade can be made. If there is weak, missing, or early news, the system will retain cash and reverify, rather than assume pending information. There are gaps in the information, including a complete FDA calendar, a whole-world primary census, an organic ADBE bridge, a full ORCL and CPRT Q and A, and exact HOFT and KR first release information, as well as actual quoted fills and a 15-minute new rule. There is no FUND case.

A Python script calculates various metrics, including the mean of a net value as a percentage, which is float(((sampled[:,1]<=st)&(sampled[:,0]>=ta)).mean()*100), the net mean percentage, net mean percentage at the 5th percentile, and net mean percentage at the 95th percentile. It also calculates the percentage of losses, which is float((net<0).mean()*100), and the average profit and loss for a quarter of a fund, which is 49.14/4*net.mean(). Additionally, it calculates the loss when half of the fund's value is lost, which is 24.57, and the percentage of the account affected by this loss, which is 24.57/850.99*100. The script then creates a data frame from these metrics and calculates the correlation between certain factors, including the correlation between the momentum of the last 20 periods and the distance from the simple moving average of the last 20 periods, which is df.mom20_pct.corr(df.sma20_distance_pct), and the correlation between the returns of certain stocks, including HITI, HAIN, PLAY, and TLX, which is ret[['HITI','HAIN','PLAY','TLX']].corr().to_dict(). The results are then written to a file called results.json and printed to the console.

A Python script named study.py is the source. It starts by importing necessary libraries, including json, numpy, and pandas. The script then loads data from a file named bars.json and initializes empty lists for metrics and simulations. A random number generator is set with a seed of 91108. The script then loops through each stock symbol in the data, sorting the bars by time and converting the time to the America/New_York timezone. It calculates various metrics, such as the average daily range, momentum, and volatility, for each stock symbol. These metrics are stored in a dictionary and appended to the metrics list. The script also performs simulations for specific stock symbols, including HITI, HAIN, PLAY, and TLX, using a bootstrap method to generate random price paths. The results of these simulations are stored in another dictionary and appended to the simulations list.

A data scan found the source and calculation hashes for various files, including study.py with a hash of 1313676b745952b52bbe58f1f77bf80f00569b4a0572595f1d77a11488a70435, bars.json with a hash of 2acfdf6153c6dd5fc80d9b66e0185f67fb742478b828765d1d47ea9470ce73ef, results.json with a hash of 1ad7b801a8b1b246e95de36d42efc5df9a85486c281be1d7da0410dcd0677f7a, fundamentals.json with a hash of 37e3ec675fbd0a093ec31b5a8322bfb7dcff711c4ce81dfe99fed32cce736f48, ORCL.pdf with a hash of 49cd67ba5ab0f0fd74da84d3fbe9c897d5bb8fbfcda5eb24934beeea8e203090, ADBE.pdf with a hash of 95197d4998ce1675d2148a705cf2df7a128955745349cf21757a193253c3f8b8, ADBE_script.pdf with a hash of feae310fffe2246f0252431bd916943f9c7ad8a789c3792a3de29af69f97baf6, CPRT.html with a hash of 552d2a51bbdf3b28efa644f30ed509597993177748a87a00603a70bae26414bd, CPRTdeal.html with a hash of 428db514d7a29d552bec94e6fef8e19555352ddc69ab5f88214d064d447f348e, ZUMZ.html with a hash of 41a05ccbb8a68ea651eb8dc94443b032eea5eadd939092ee56fdcfa6aff88914, ZUMZ10q.html with a hash of 3ff0f1a467e78c418988a5b22d285ff9416c8b36f5c38712677e1b45016f94cf, collector205.sh with a hash of a43e819c1628b291ab8f76d8d69472d09d7536a28233353662378baba9dcf2ca, collector209.sh with a hash of 929c16faabd1f684163fac63f5ce42a2b56a1a50917daa97706ea3bd739ee3f4, scheduled205.sh with a hash of c9763e7912b7b4ea6b0e1694b2ba3d535f9781e4e438b97dccca9dfac649806d, scheduled209.sh with a hash of 4765fb80187f618301bf30a889d0f85de9ac9f139bd801b35bf62e6552661e89, finalreceipt205.txt with a hash of c3ad0770c5b8ce42ce528b507280e4fac08025c736913be7f0123d42bedfa3df, and finalreceipt209.txt with a hash of 064e7be6196cf2b849e76b2ee181b8f616290d1f04fbf111a6f924aad3e77ed8.

A fund for crypto research was observed on 2026-09-11T08:15:41.728325+00:00. The source of the data is https://www.okx.com/api/v5/public/time with an offset of 0.0842 seconds and an uncertainty of 0.1094 seconds. Another source, https://www.okx.com/api/v5/public/funding-rate and https://www.okx.com/api/v5/public/open-interest, provided the following information: for Bitcoin, the funding rate was 0.3544 basis points and the settled rate was 0.4029 basis points, with an open interest of 29208.608 coins. For Ethereum, the funding rate was 0.2241 basis points and the settled rate was 0.2204 basis points, with an open interest of 605602.88 coins. For Solana, the funding rate was 0.5775 basis points and the settled rate was 0.5893 basis points, with an open interest of 2748618.96 coins. A news scan found the source https://www.circle.com/transparency with issuer date Sep 07, 2026, and the following data: 74.28 billion was in circulation, 8.8 billion was issued in the last 7 days, 7.86 billion was redeemed in the last 7 days, 36.59 billion was issued in the last 30 days, 34.37 billion was redeemed in the last 30 days, 333.52 billion was issued in the last 365 days, and 331.64 billion was redeemed in the last 365 days. The source https://www.usdc.com/ could not be parsed due to locale and template ambiguity. The source https://stablecoins.llama.fi/stablecoin/2 provided the following data: the circulating supply was 74212069483.12572, with 47184685905.99 on Ethereum, 6987674198.11 on Solana, and 6839110360.24 on Hyperliquid L1. The fund is not buying and is not eligible, with a status of eligible=0.

A news scan found the headline 'job: Frozen rolling480h entry through pre-open; replaces217 (exit 0)'. A fund, which is for crypto research only, made observations on September 11, 2026, at 08:15:42.593089+00:00. The fund got its data from https://runway.adityaperswal.workers.dev/data/crypto-bars. The fund looked at three cryptocurrencies: Bitcoin, Ethereum, and Solana. For Bitcoin, the closing price was 77204.4035 at 07:00:00 on September 11, 2026, and its highest price in the last 480 hours was 82233.502538071. For Ethereum, the closing price was 2466.268 at the same time, and its highest price in the last 480 hours was 2565.9. For Solana, the closing price was 99.743, and its highest price in the last 480 hours was 110.5357. The fund did not get a signal to buy or sell any of these cryptocurrencies, and they are not eligible for trading. The fund noted that it needs to review the quote, cost, exit, and sizing for all three cryptocurrencies because they have the same frozen rolling threshold. The fund made these observations only and did not place any orders.