{"training_period":["2016-01-05 05:00:00+00:00","2024-12-31 05:00:00+00:00"],"holdout_period":["2025-01-02 05:00:00+00:00","2026-09-17 04:00:00+00:00"],"train_n":2263,"holdout_n":428,"corr_train":{"EEM":{"EEM":1,"QQQ":0.7194231867317472,"IWM":0.6896574426195681},"QQQ":{"EEM":0.7194231867317472,"QQQ":1,"IWM":0.7565802944944765},"IWM":{"EEM":0.6896574426195681,"QQQ":0.7565802944944765,"IWM":1}},"corr_holdout":{"EEM":{"EEM":1,"QQQ":0.7721953006266208,"IWM":0.6828912251927939},"QQQ":{"EEM":0.7721953006266208,"QQQ":1,"IWM":0.8023949902622183},"IWM":{"EEM":0.6828912251927939,"QQQ":0.8023949902622183,"IWM":1}},"corr_last60":{"EEM":{"EEM":1,"QQQ":0.8327604099393338,"IWM":0.6344509081692878},"QQQ":{"EEM":0.8327604099393338,"QQQ":1,"IWM":0.7112755394450067},"IWM":{"EEM":0.6344509081692878,"QQQ":0.7112755394450067,"IWM":1}},"corr_downside":{"EEM":{"EEM":1,"QQQ":0.5786141332673607,"IWM":0.39363367168552776},"QQQ":{"EEM":0.5786141332673607,"QQQ":1,"IWM":0.6424523476417057},"IWM":{"EEM":0.39363367168552776,"QQQ":0.6424523476417057,"IWM":1}},"downside_n":189} Measured06UTC Sep18 from completed SIP adjusted bars. Current EEM/QQQ/IWM notionals89.95/103.11/83.46 selected retrospectively; historical risk diagnostic, not independent strategy performance or live exit probabilities. Daily marks omit execution and intraday risk; scenario costs50bp assumed.
https://runway.adityaperswal.workers.dev/data/stock-bars
R91806 ledger and actual collector receipt = 0
Supply chain2026-09-18 06:05
Sep18 approximately06:02UTC: own open/pending0,closed2; FRO44.49->46.182917 and STNG79.76->80.36, both operator liquidation Sep4; no organic stop/target outcomes or losing trade sample to infer Kelly. Job265 actual05:16UTC exit0 END7/7 attempted,46remaining; output includes all ten symbols and ACP/SEC links, not full original reads. Jobs18/36/214 also active. Current allocation101.99 replaces older170.20 context.
runway:query_trades?fund=supply;runway:list_jobs?fund=supply
ETH/USD 06UTC completed daily signal and conditional fractional size = -46.74130474547925
Core trend fractional2026-09-18 06:04
{"symbol":"ETH/USD","bars":2086,"date":"2026-09-17 00:00:00+00:00","close":2445.7245,"return_pct":-46.74130474547925,"sma200":2067.5034881083275,"atr20":93.71921616629997,"p90_pct":42.543852520870196,"high20":2664.8535,"stop":2258.2860676674,"target":3486.22992434679,"R":5.551185055263725,"size":0,"rank":7} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 06UTC completed daily signal and conditional fractional size = -34.45640525971621
Core trend fractional2026-09-18 06:04
{"symbol":"BTC/USD","bars":2086,"date":"2026-09-17 00:00:00+00:00","close":76356.6755,"return_pct":-34.45640525971621,"sma200":70340.00431958945,"atr20":2087.10826440355,"p90_pct":36.805348430604,"high20":82233.502538071,"stop":72182.4589711929,"target":104460.01596780063,"R":6.7326024593726475,"size":0,"rank":6} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 06UTC completed daily signal and conditional fractional size = -5.336265771501325
Core trend fractional2026-09-18 06:04
{"symbol":"TLT","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":81.78,"return_pct":-5.336265771501325,"sma200":84.3833,"atr20":0.6713750000000018,"p90_pct":6.153143932949214,"high20":83.28,"stop":80.43724999999999,"target":86.81204110836586,"R":3.7475636629051223,"size":0,"rank":null} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 06UTC completed daily signal and conditional fractional size = 17.306163314585255
Core trend fractional2026-09-18 06:04
{"symbol":"GLD","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":398.36,"return_pct":17.306163314585255,"sma200":416.16355,"atr20":8.003945000000005,"p90_pct":16.786147299684146,"high20":429.42,"stop":382.35211,"target":465.2292963830218,"R":4.177271107124157,"size":0,"rank":null} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 06UTC completed daily signal and conditional fractional size = 28.648336858296485
Core trend fractional2026-09-18 06:04
{"symbol":"EEM","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":66.91,"return_pct":28.648336858296485,"sma200":62.022600000000004,"atr20":0.9532499999999999,"p90_pct":10.720899217530388,"high20":69.125,"stop":65.0035,"target":74.08335366644958,"R":3.7625773230787214,"size":89.95,"rank":1,"g":0.12579415501905977,"stress_fraction":0.2779131775752937,"stress_loss":24.99829032289767,"stop_loss":2.5629902107308324,"target_gain":9.643448846168583} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 06UTC completed daily signal and conditional fractional size = 17.482827387547097
Core trend fractional2026-09-18 06:04
{"symbol":"EFA","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":106.04,"return_pct":17.482827387547097,"sma200":100.9641,"atr20":0.9922449999999998,"p90_pct":9.630887522284759,"high20":108.83,"stop":104.05551000000001,"target":116.25259312863076,"R":5.146205387092281,"size":0,"rank":4} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 06UTC completed daily signal and conditional fractional size = 21.006443954553177
Core trend fractional2026-09-18 06:04
{"symbol":"IWM","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":285.43,"return_pct":21.006443954553177,"sma200":273.30589999999995,"atr20":3.3055000000000065,"p90_pct":12.827297936488211,"high20":299.61,"stop":278.819,"target":322.0429565001183,"R":5.5381873393008965,"size":83.46,"rank":3,"g":0.13890651917671604,"stress_fraction":0.2995400046970031,"stress_loss":24.999608792011877,"stop_loss":1.9330626072942614,"target_gain":10.705662857793062} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 06UTC completed daily signal and conditional fractional size = 21.852638735446583
Core trend fractional2026-09-18 06:04
{"symbol":"QQQ","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":716.92,"return_pct":21.852638735446583,"sma200":661.24,"atr20":8.319179999999994,"p90_pct":16.169596547248037,"high20":724.125,"stop":700.2816399999999,"target":832.8430715665305,"R":6.967217416051264,"size":103.11,"rank":2,"g":0.10966623320329438,"stress_fraction":0.2424502863366218,"stress_loss":24.999049024169075,"stop_loss":2.39298847793338,"target_gain":16.67247099986745} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY 06UTC completed daily signal and conditional fractional size = 16.830998894213046
Core trend fractional2026-09-18 06:04
{"symbol":"SPY","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":760.71,"return_pct":16.830998894213046,"sma200":712.0295499999999,"atr20":6.151500000000004,"p90_pct":10.841971102491437,"high20":773.38,"stop":748.407,"target":843.1859583737626,"R":6.703727413944774,"size":0,"rank":5} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday.
https://runway.adityaperswal.workers.dev/data/stock-bars
API cutoff and collector receipt audit = 1551
Sector rotation2026-09-18 06:04
Sep18 06UTC: date-only end=2026-09-18 returned403 recent SIP entitlement; explicit Sep17T23:59:59Z and20:00Z returned200, same selected adjusted signals. IEX probe200 unused. Old job266 exit0 but saved output truncated at XLF and END missing. Replacement locally tested exit0,1551 bytes, END11/11; removes stale hardcoded39.66 sizes and uses explicit UTC cutoff.
https://runway.adityaperswal.workers.dev/data/stock-bars