XLF 06UTC completed adjusted sector signal and gap sizing = 0.054345591571535234
Sector rotation2026-09-19 06:03
Measured 2026-09-19 06UTC; completed bar 2026-09-18; vendor SIP adjustment=all with conditional documented Dec5 2025 split repair. Returns are adjusted-price total-return proxies; exact dividend index reconciliation not independently measured. {"symbol":"XLF","date":"2026-09-18","bars":1333,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"high20":58.6,"eligible":true,"p90":0.11838838877512908,"p90_n":1255,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stop":54.44231,"target":62.47317539697871,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.025379341210168296,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLV 06UTC completed adjusted sector signal and gap sizing = 0.12442229112273706
Sector rotation2026-09-19 06:03
Measured 2026-09-19 06UTC; completed bar 2026-09-18; vendor SIP adjustment=all with conditional documented Dec5 2025 split repair. Returns are adjusted-price total-return proxies; exact dividend index reconciliation not independently measured. {"symbol":"XLV","date":"2026-09-18","bars":1333,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"high20":175.82,"eligible":true,"p90":0.10628648222527133,"p90_n":1255,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stop":164.05906,"target":186.28758074191344,"rank_all":3,"rank_eligible":3,"notional":86.66,"risk_fraction":0.025719698319377596,"stress_gap":0.1,"stress_loss":11.105282150721536}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLE 06UTC completed adjusted sector signal and gap sizing = 0.1970521568219219
Sector rotation2026-09-19 06:03
Measured 2026-09-19 06UTC; completed bar 2026-09-18; vendor SIP adjustment=all with conditional documented Dec5 2025 split repair. Returns are adjusted-price total-return proxies; exact dividend index reconciliation not independently measured. {"symbol":"XLE","date":"2026-09-18","bars":1333,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"high20":66.17,"eligible":true,"p90":0.20627946697730823,"p90_n":1255,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stop":61.780550000000005,"target":77.5758325213107,"rank_all":2,"rank_eligible":2,"notional":86.66,"risk_fraction":0.03933214119110557,"stress_gap":0.1158546793905908,"stress_loss":13.486896491048972}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLK 06UTC completed adjusted sector signal and gap sizing = 0.2003611920730362
Sector rotation2026-09-19 06:03
Measured 2026-09-19 06UTC; completed bar 2026-09-18; vendor SIP adjustment=all with conditional documented Dec5 2025 split repair. Returns are adjusted-price total-return proxies; exact dividend index reconciliation not independently measured. {"symbol":"XLK","date":"2026-09-18","bars":1333,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"high20":189.81,"eligible":true,"p90":0.18362192237650138,"p90_n":1255,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stop":183.311,"target":224.41471648258465,"rank_all":1,"rank_eligible":1,"notional":86.66,"risk_fraction":0.033169831223628654,"stress_gap":0.12518540492435482,"stress_loss":13.796519621849056}
https://runway.adityaperswal.workers.dev/data/stock-bars
ETH/USD 06UTC completed signal and volatility regime = -0.43082804809764197
Core trend fractional2026-09-19 06:03
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"ETH/USD","date":"2026-09-18","bars":2087,"close":2612.4025,"annual":-0.43082804809764197,"sma":2070.4311531083276,"atr":102.69994243532499,"p90":0.42387299348060825,"p90_n":1826,"above":true,"high20":2664.8535,"rv20":0.5023620903380691,"rv60":0.611675557757322,"sma_atr":5.277231262646301,"rank":7,"size":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day&end=2026-09-18T23:59:59Z
BTC/USD 06UTC completed signal and volatility regime = -0.3095310208682954
Core trend fractional2026-09-19 06:03
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"BTC/USD","date":"2026-09-18","bars":2087,"close":80872.5325,"annual":-0.3095310208682954,"sma":70400.16140458945,"atr":2297.23361440355,"p90":0.36778582915826996,"p90_n":1826,"above":true,"high20":82233.502538071,"rv20":0.4222517733513944,"rv60":0.4154559559484917,"sma_atr":4.558687906075055,"rank":6,"size":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day&end=2026-09-18T23:59:59Z
TLT 06UTC completed signal and volatility regime = -0.05709643727515379
Core trend fractional2026-09-19 06:03
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"TLT","date":"2026-09-18","bars":1519,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"above":false,"high20":83.28,"rv20":0.08715413290888699,"rv60":0.09328490770712505,"sma_atr":-4.692624496507586,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
GLD 06UTC completed signal and volatility regime = 0.1905214114016085
Core trend fractional2026-09-19 06:03
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"GLD","date":"2026-09-18","bars":1519,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"above":false,"high20":429.42,"rv20":0.24422366642064655,"rv60":0.23863792442144555,"sma_atr":-1.8995083577913339,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
EEM 06UTC completed signal and volatility regime = 0.28311638591117916
Core trend fractional2026-09-19 06:03
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"EEM","date":"2026-09-18","bars":1519,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"above":true,"high20":69.125,"rv20":0.1932396140694298,"rv60":0.24840144812103848,"sma_atr":5.235568513119531,"rank":1,"size":93.33}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
EFA 06UTC completed signal and volatility regime = 0.16737099644128106
Core trend fractional2026-09-19 06:02
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"EFA","date":"2026-09-18","bars":1519,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"above":true,"high20":108.83,"rv20":0.11416290921426177,"rv60":0.12889421103624116,"sma_atr":3.8279583477082073,"rank":5,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
IWM 06UTC completed signal and volatility regime = 0.20131929468476484
Core trend fractional2026-09-19 06:02
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"IWM","date":"2026-09-18","bars":1519,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"above":true,"high20":299.61,"rv20":0.11570688235583014,"rv60":0.12955340911025792,"sma_atr":3.291684799502645,"rank":3,"size":93.33}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
QQQ 06UTC completed signal and volatility regime = 0.2286901578759135
Core trend fractional2026-09-19 06:02
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"QQQ","date":"2026-09-18","bars":1519,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"above":true,"high20":724.125,"rv20":0.13259575277098215,"rv60":0.20262312430252308,"sma_atr":7.21291493023662,"rank":2,"size":93.33}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
SPY 06UTC completed signal and volatility regime = 0.17127216250711208
Core trend fractional2026-09-19 06:02
Measured Sep19 from provider bars through Sep18; authenticated proxy, one provider, adjusted-close total-return proxy. 252/365 annual intervals; arithmetic ATR20; rolling60 P90 evaluated last5years; conditional notional not fill. {"symbol":"SPY","date":"2026-09-18","bars":1519,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"above":true,"high20":773.38,"rv20":0.09177563610967954,"rv60":0.11312092354477239,"sma_atr":8.199468550341958,"rank":4,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all
SFIX Model output audit: bootstrap and Monte Carlo are assumptions = 30000
Convex tail2026-09-19 04:12
MeasuredSep19 in saved event_calc.py/simulation.py; distributions: N10median16.578014%,P8031.413933%; bootstrap20k CI median[7.990075,30.251626]%,P80[16.524823,44.347826]%. Simulation30k per40/60/80%vol: atpremium.13 stop80.416667/77.89/73.853333%,target7.233333/11.866667/17.726667%,meanUSD-5.252341/-2.531753/+1.134710,win17.943333/20.62/24.913333%,P05-14includingfees. Atpremium.28 means-18.599587/-16.279246/-13.772511. At.11 means-3.223204/-.528166/+3.157407. Intrinsic-onlyKelly .10/.11/.13/.28 half1.77/.70/0/0%account. Frozen methodology and assumptions analysis simulation; these are calculated model outputs, not market facts or verifiedliveprobabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
OCC R91904 CLI diagnostic measured result = 19.0077812390679
Supply chain2026-09-19 04:12
Sep19 CLI1460days/breakout20/15%stop45%target:1003bars,N42,return19.007781%,DD36.492158%,win26.190476%,buyhold282.005141%. No verifiedcostsemantics/holdout; doesnotreplacepriorvectorbt3403/3404. RequiredCLIrun research/cli.json.
https://runway.adityaperswal.workers.dev/data/stock-bars
OCC R91904 required earnings sensitivity and costed gap budget = 21.919686
SFIX Historical option audit and friction sweep = 7
Convex tail2026-09-19 04:11
R91904 10events queried, base7matched:2missing affordable exact-entry marks(Mar/Sep2025),Dec2025P2.5 entry.08 lacks exactposteventmark. Missing not zero. vectorbt onecontract/1000account T-3 close->T+1close, fullpremium<=30 AFTER assumed entryslippage. .02/.05/.10pershareeachside+.50USDfee: train N5/N5/N3 returns5.05/2.90/5.45%, drawdowns4.195166/4.810361/2.885572%,win40/40/66.666667%; heldout N2 eachreturns-1.85/-2.20/-3.20%,DDsame,win0. AllbaseN7return3.20%,DD5.882353%,win28.571429%. High-cost sample changes selection/missingness, not improvement. Non-trade-day marks forwardfilled solely for portfolio valuation; baseline1000 included inDD.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2026-06-10 = 0.04
Convex tail2026-09-19 04:11
Collected Sep19; SFIX260618P00002500 T-3 2026-06-05 close 0.06, T+1 2026-06-11 close 0.04; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2026-03-11 = 0.01
Convex tail2026-09-19 04:11
Collected Sep19; SFIX260320P00002500 T-3 2026-03-06 close 0.1, T+1 2026-03-12 close 0.01; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2025-06-10 = 0.09
Convex tail2026-09-19 04:11
Collected Sep19; SFIX250620P00004000 T-3 2025-06-05 close 0.2, T+1 2025-06-11 close 0.09; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2024-12-10 = 0.01
Convex tail2026-09-19 04:11
Collected Sep19; SFIX241220P00004000 T-3 2024-12-05 close 0.24, T+1 2024-12-11 close 0.01; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2024-09-24 = 1.03
Convex tail2026-09-19 04:11
Collected Sep19; SFIX241018P00003500 T-3 2024-09-19 close 0.14, T+1 2024-09-25 close 1.03; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2024-06-04 = 0.05
Convex tail2026-09-19 04:11
Collected Sep19; SFIX240621P00002000 T-3 2024-05-30 close 0.13, T+1 2024-06-05 close 0.05; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars
SFIX Historical put marks 2024-03-04 = 0.4
Convex tail2026-09-19 04:11
Collected Sep19; SFIX240315P00003000 T-3 2024-02-28 close 0.14, T+1 2024-03-05 close 0.4; premium multiplier100. Selection nearest OTM listed half-dollar grid strike with exact T-3 mark plus .02 assumed slippage <=.30, first monthly expiry>=7calendar days after earnings. March/June2026 heldout by chronological split. Daily trade marks not executable quotes; sample excludes missing. June2026 corrected expiry from Jun19 to observed Jun18 OCC bars, holiday convention. Fee .50USD/side plus .02/share/side, no stale entry forwardfills.
https://runway.adityaperswal.workers.dev/data/option-bars