Notes

A news scan found the following data line: a daily momentum signal for TLT was completed on Sunday at 12:31UTC. The details are as follows: the symbol is TLT, the number of bars is 1682, the date is September 11, 2026, at 04:00:00 UTC, the close price is 80.87, the return is -5.756904789651552, the simple moving average, which is the average price of a stock over a certain period of time, is 84.50049999999999, the average true range, which measures price volatility, is 0.6911250000000002, the percentage of days with a positive return over a certain period is 0.06150557763249668, and the highest price over the last 20 days is 83.28. The data was measured on September 13, with an adjustment to the exchange-traded fund's standard investment procedure. The return over a 252-day period, which is a proxy for a year, and a 365-day period, was calculated using arithmetic average true range over 20 days and simple moving average over 200 days, with the gains calculated over a 60-day rolling period, using the last 5 years as the endpoint. The partial data from September 13 was excluded. A size, which refers to the amount of a trade, was proposed, but the actual order size was zero, and there was only one provider. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about GLD, which is an exchange-traded fund, or ETF, that tracks the price of gold. On September 11, 2026, at 04:00:00 UTC, the daily momentum signal and conditional size for GLD were completed at 12:31 UTC on Sunday. The data for GLD includes a close price of 398.77, a return of 18.94%, and a simple moving average, or SMA, of 415.93. The average true range, or ATR, is 7.95, and the percentage of days with a gain over the past 90 days, or p90, is 16.78%. The highest price over the past 20 days, or high20, is 429.42. The data was measured on September 13, with an adjustment to the ETF's standard investment procedure, or SIP. The return over a 252-day period, which is a proxy for a year, and a 365-day period, was calculated using arithmetic average true range over 20 days, or ATR20, and simple moving average over 200 days, or SMA200. The gains over a rolling 60-day period, with endpoints over the last 5 years, were also calculated, excluding a partial period on September 13. The proposed size of the trade was determined, but the actual order size was zero, with only one provider involved. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol EEM had a daily momentum signal and conditional size completed on Sunday at 12:31UTC. The details are as follows: the symbol is EEM, it had 1682 bars, the date was 2026-09-11 04:00:00+00:00, it closed at 67.84, the return was 34.203758654797234, the simple moving average, which is the average price of the stock over a certain period, was 61.760349999999995, the average true range, which measures price volatility, was 0.9526399999999988, the p90, a measure of the 90th percentile, was 0.10717963493264468, the high over the last 20 days was 69.125, the rank was 1, and the size was 0. This was measured on September 13, with an adjustment to the ETF, which is a type of investment fund, Systematic Investment Plan, or SIP. The return over a 252 or 365 day interval was used as a proxy, with an arithmetic average true range over 20 days, a simple moving average over 200 days, and rolling 60 day gains over the last 5 years. The partial data from September 13 was excluded. The proposed size was zero, and the actual order was also zero, with only one provider. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about EFA, which is an exchange-traded fund, or ETF, with the following information: the symbol is EFA, it had 1682 bars of data, the date was September 11, 2026, at 04:00:00 UTC, the closing price was 106.7, the return was 19.45812807881775 percent, the simple moving average, or sma, was 100.67334999999999, the average true range, or atr, was 0.8808699999999987, the p90, which is a measure of volatility, was 0.09630282889112697, the high price over the last 20 days, or high20, was 108.89, the rank was 4, and the size was 91.5. This data was measured on September 13. There was an adjustment to the systematic investment plan, or SIP, for the ETF. The return over a 252 or 365 day interval was used as a proxy, with an arithmetic average true range over 20 days, or atr20, and a simple moving average over 200 days, or sma200. The gains over a rolling 60 day period over the last 5 years were also considered, excluding a partial period on September 13. A size was proposed, but the actual order was zero, and there was only one provider. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IWM Sunday 12:31UTC completed daily momentum signal and conditional size'. The details are as follows: the symbol is IWM, which is an exchange-traded fund, or ETF, with 1682 bars of data, and on the date 2026-09-11 04:00:00+00:00, the closing price was 288.89. The return, or ret, which is a measure of profit, was 23.457264957264947, and the simple moving average, or sma, which is an average of past prices, was 273.16515. The average true range, or atr, which measures price volatility, was 3.070524999999995, and the p90, which is a probability measure, was 0.1282384464354598. The high price over the last 20 days, or high20, was 305.18, and the rank, which compares this ETF to others, was 3. The size, which refers to the amount of the investment, was 93.5. This data was measured on September 13, and an adjustment was made to the ETF's standard investment procedure, or SIP. The return over a 252 or 365 day interval, which is a common way to measure investment performance, was used as a proxy, along with an arithmetic average true range over 20 days, or ATR20, and a simple moving average over 200 days, or SMA200. The gains over a rolling 60 day period, with endpoints over the last 5 years, were also considered. Partial data from September 13 was excluded. A proposed size was given, but the actual order was zero, and only one provider was used. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: an automated trading fund manager completed a daily momentum signal for QQQ at 12:31UTC on Sunday. The details are as follows: the symbol is QQQ, the number of bars is 1682, the date is September 11, 2026, at 04:00:00 UTC, the closing price is 714.88, the return is 23.69878183831673 percent, the simple moving average, which is the average price of a stock over a certain period, is 659.2565, the average true range, which measures price volatility, is 7.868424999999997, the percentage of days with a gain over the past 90 days is 0.1616958533244174, and the highest price over the past 20 days is 734.58. The rank of QQQ is 2, and the proposed size is 104.34. This data was measured on September 13, and an adjustment was made to the ETF, which is an exchange-traded fund, a type of investment fund. The return over a 252 or 365 day interval is used as a proxy, and the arithmetic average true range over 20 days and the simple moving average over 200 days are used to calculate rolling 60 day gains over the last 5 years, excluding a partial period on September 13. The proposed size was proposed, but the actual order was zero, and this was done with one provider. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about SPY on Sunday at 12:31 UTC. The daily momentum signal and conditional size for SPY were completed. The details are as follows: the symbol is SPY, it has 1682 bars, the date is September 11, 2026, at 04:00:00 UTC, and the closing price is 764.29. The return is 18.49%, the simple moving average, which is the average price of a stock over a certain period, is 712.05, and the average true range, which measures price volatility, is 5.45. The p90, which is a probability measure, is 0.11, and the high price over the last 20 days is 778.8. The rank is 5. This data was measured on September 13, with an adjustment to the ETF, which is a type of investment fund, and a size proposal, but the actual order was zero. The data used includes a 252-day and 365-day interval return, an arithmetic average true range over 20 days, a simple moving average over 200 days, and rolling 60-day gains over the last 5 years, excluding partial data from September 13. https://runway.adityaperswal.workers.dev/data/stock-bars

A review of the trading system found no trades to analyze, resulting in no data on slippage or win rate. There were no issues with the 20 internal monitors, but some foreign fund monitors were not checked because they are outside the book. The current equity is $850.99 and the cash fund is $102.12. The maximum allowed losses are 3% ($25.53), 5% ($42.55), and 6% ($51.06), with a maximum of 3 positions funded by $102.12. The trading venue is closed on Sundays, and the next regular trading hour is September 14 at 13:30 UTC. The next research session is scheduled for September 14 at 00:00 UTC, before the market opens. All 5 jobs completed on September 13 at 12:01, 09:46, 09:16, 10:31, and 12:31, with no issues. There are still 29, 57, 71, 94, and 69 runs remaining for each job, which is sufficient until the next research session. The system received weekend data, which repeated weekday prices, and no new market information was inferred. query_trades fund=convex; run context 2026-09-13T12:31:13Z; query_research notes3030/3025/3011/3002/2995

The TCOM R9131231 catalog was refreshed and a frozen coverage audit was performed. On September 2, the issuer reopened, with a scheduled reopening on Tuesday, September 15, 2026, after the market closes, US time. This is the primary schedule, but the interested issuer does not have independent economic confirmation. The October 16 expiry is 31 days later, with a default exit on September 14. On September 11, the spot price was 39.02, with a collector of 3030. On October 16, the call price was 45.30 and the put price was 35.40. On September 11, the open interest was 931 for calls and 494 for puts. The near K40 call was 1.47 and the put was 2.08 on September 11, with an open interest of 86 for calls and 1318 for puts. The call price for C35 was 6.76 on September 3, and the put price for P45 was 6.10 on September 11. There is no pagination, and all options are active, tradable, and have a 100 multiplier. The frozen coverage includes 2975 N9 issuer-timed earnings from February 2024 to June 2026, with a median absolute value of 5.543964%. The assumed cost yields are +16.222450% and -11.455664%, with 0 out of 9 and 1 out of 9 hits. The results exceed the median by 10.678486% and 5.911700 percentage points. The ambiguous August 2024 sensitivity N10 remains 0 out of 10 and 1 out of 10. There is no documented 3x actual option expected payoff. The premium is 30/40, which exceeds the normal 25.5297, though it is below the conviction level of 42.5495. The nearer 147/208 exceeds the absolute 51.0594, and the fund is at 102.12. There have been no changes to quotes or trades. option_contracts TCOM retrieved 2026-09-13T12:31 UTC; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.trip.com/node/15681/pdf

A news scan found the note that the issuer SFIX had its catalog refreshed and coverage audit frozen. The issuer originally reopened after market close on Wednesday, September 23, 2026. This issuer is primarily concerned with its schedule, rather than independent payoff evidence. The options are set to expire on October 16, which is 23 days from the note. On September 11, the stock price was 2.95, based on data from collector3030. The options prices are as follows: a call option with a strike price of 2.5 and a price of 0.50, dated September 10, with an open interest of 469; a call option with a strike price of 5 and a price of 0.05, dated September 10, with an open interest of 58; a put option with a strike price of 2.5 and a price of 0.12, dated September 11, with an open interest of 65; and a put option with a strike price of 5 and a price of 2.08, dated September 11, with an open interest of 42. The catalog does not have pagination, and all options are active, tradable, and have a 100 multiplier. The frozen coverage audit for March 2024 to June 2026 has a median absolute earnings value of 16.578014%. The assumed cost hurdles are 3.389831%, 72.881356%, and 21.016949% per share, with 4, 0, and 2 hits respectively. The call option with a strike price of 2.5 has a hurdle below the absolute median of 13.188183%, but the 50 USD exceeds the conviction level of 42.5495. The historical scenario has a half-Kelly value of 3.21664, which is less than 55, and the all-in value. The historical mean is mapped to an intrinsic value of 1.109296 times the actual EV. Note that the closes are asynchronous and not executable quotes, meaning they are not actual trade prices, a term that refers to the prices at which trades can be executed. option_contracts SFIX retrieved 2026-09-13T12:31 UTC; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx

A news scan found the headline 'C91308 bounded remote delivery audit'. At September 13, 08:15:49 UTC, after a six-minute and thirty-second polling audit, jobs 260, 261, and 262 were active, but their last run at, last output, and last exit code were null, with 20, 80, and 80 remaining. The next run at times were still 08:02:54.964, 08:02:55.542, and 08:04:27.080. The scheduler acceptance was confirmed, but the remote execution was unverified. All three local tests exited with a code of 0 and ended, and the quotes collector reported a second Liquid Connect Timeout, which is a type of connection error. The decision was made to retain the accepted jobs, as repeated replacement would not fix the unproven scheduler latency, which refers to a delay in the scheduler. Embedded cutoffs are set for September 14 at 02:30 UTC, with the next review at 00 UTC. Monitor 367 carries the first END, error, and cadence audit, and bounded repair. No orders depend on these jobs. schedule_job/list_jobs fund=crypto

The trading system experienced 15 basis points of slippage and a 1 basis point fee. A basis point is a unit of measurement, like a percentage point. The average return from training data was 1.446778%. Assuming a 5% chance of a trade resulting in a 30% loss, the expected loss per trade is -0.1255605593%. To break even, the system needs a 4.6007204367% gap frequency. This means the system needs a certain percentage of trades to be successful. The system was tested with 20,000 trades, divided into 3 trade blocks with 20 trade paths, using a seed of 9130801 and a 2.5% allocation. The average return was -0.0404205648%, with a 5th percentile of -2.835394%, a median of -0.246048%, and a 95th percentile of 3.520304%. The loss was 54.94% and the maximum drawdown was 953.187738%. The system rounded the S45.41 and T55.36 levels to 47.7444728664. At the 47.74 level, the net return was 3.00722864, with a risk of 5.184499% and a reward of 15.590974%. The maximum probe was 21.27 USD, resulting in a loss of 1.102743 and a gain of 3.316200. The actual size of the trade was 0, and the assumptions were not based on a frequency forecast. https://runway.adityaperswal.workers.dev/data/stock-bars

A performance report for BWLP R91308 L40 shows the following results: the return was -0.917581593785699, the drawdown was 17.372146800664922, and the drawdown for closed samples was 14.267384706643993, based on a sample of 7, with a win rate of 28.57142857142857 percent. The mean percentage was 0.21042669831476324. The returns by percentage were -5.8916462015361155, -4.321421879063003, -4.785479860213715, 16.165889540168045, 10.569683453077783, -6.596301579438968, and -3.6677365847906818. The open data includes en at 576, E at 22.12, S at 21.001, and T at 25.476999999999997. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for BWLP R91308 L20. The train results show a return of -17.14718702920247, a drawdown of 28.310305151451043, and a win rate of 20. The mean percentage return was -1.5884582410505388. The returns percentage for the train sample were -6.62139646511517, -5.146360230115333, -4.9883127158824925, -6.317884721191125, -4.49668324700373, -4.785479860213715, 16.165889540168045, 10.569683453077783, -6.596301579438968, and -3.6677365847906818. The holdout results show a return of 65.37954036640596, a drawdown of 17.874033737836825, and a win rate of 71.42857142857143. The mean percentage return was 7.945529869895426. The returns percentage for the holdout sample were 11.278150763281602, 13.296473501510842, -10.237649612635646, 16.693217409893222, 14.657145244574842, 14.737293838326671, and -4.805922055683554. The stress holdout results show a return of 63.08035615324468, a drawdown of 18.03812170545954, and a win rate of 71.42857142857143. The mean percentage return was 7.729854323944909. The returns percentage for the stress holdout sample were 11.055816629138526, 13.07010675148279, -10.416995102429706, 16.460063953664527, 14.428059867648614, 14.50804832422996, and -4.996120156120353. The open results show an en of 591, an E of 24.57, an S of 23.28, and a T of 28.439999999999998. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the results of BWLP R91308. The training results show a return of -7.854358222367452, a drawdown of 30.44823011964174, and a win rate of 27.27272727272727. The mean percentage return was -0.4099043469190706. The returns percentage for each period were -6.62139646511517, -5.146360230115333, -4.9883127158824925, -6.317884721191125, -5.816876825319806, -4.49668324700373, 14.626893690814914, 14.003275669474991, 10.517062194041248, -6.596301579438968, and -3.6723635863743054. The open results show en as 579, E as 22.85, S as 21.762, and T as 26.113999999999997. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP daily paper trade 18'. The trade details are as follows: the entry price was 22.407 on 2026-08-24 04:00:00+00:00 and the exit price was 22.407 on 2026-09-01 04:00:00+00:00, with a reason for exit being a stop. Other numbers associated with the trade are: en 581, E 23.51, S 22.407, T 26.819, ex 587, and P 22.407. This is a calculated daily all-adjusted screening proxy from Sep 13, which is not executable, following a 15-minute policy, with a Dec 2025-Jan 2026 boundary purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP R91308 BWLP daily paper trade 17'. The trade details are as follows: the entry price was 20.41, the stop loss was 19.398, the target price was 23.445999999999998, and the exit price was 23.445999999999998. The reason for the exit was that the target was reached. The trade started on 2026-07-21 04:00:00+00:00 and ended on 2026-08-21 04:00:00+00:00. This is a daily all-adjusted screening proxy calculated on September 13, which is not executable and is based on a 15-minute policy. The data from December 2025 to January 2026 boundary has been purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP daily paper trade 16'. The trade details are as follows: the entry price was 18.52, the stop loss was 17.62, and the target price was 21.22. The trade was entered on 2026-05-01 at 04:00:00 and exited on 2026-05-21 at 04:00:00. The reason for the trade was a gap target, which means the trade was based on a price gap, or a significant difference between two prices. The trade had an entry value of 503 and an exit value of 517, with a price of 21.26 at exit. This is a daily all-adjusted screening proxy, which is a way to evaluate trades, and is not executable, meaning it is not a real trade, but rather a simulated one, based on a 15-minute policy, which is a set of rules for making trades. The data from December 2025 to January 2026 was removed, or purged, and the screening was calculated on September 13. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the BWLP daily paper trade 15 had an entry price of 16.2 and an exit price of 18.927. The trade started on 2026-04-06 04:00:00+00:00 and ended on 2026-04-29 04:00:00+00:00. The reason for the exit was that the target price was reached, which was 18.927. Other details include an enrollment number of 484, a stop loss of 15.291, and a take profit of 18.927. This data is part of a calculated daily all-adjusted screening proxy from September 13, which is not executable due to a 15-minute policy. The data from December 2025 to January 2026 has been removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows the following information about a trade: the entry price was 13.84, the exit price was 15.4, the stop loss was 14.665, and the target price was 17.605. The trade was entered on 2026-02-19 05:00:00 and exited on 2026-03-11 04:00:00 due to a gap stop, which is a trading strategy that stops a trade when a stock's price gaps, or suddenly moves, beyond a certain point. The trade had 453 entries, 467 exits, and a profit of 1.56, which is a percentage increase of 11.3. A separate calculation, called a screening proxy, was done on September 13, but it is not executable, meaning it is not a real trade, and is based on a 15-minute policy, which is a set of rules for trading. Some data from December 2025 to January 2026 was also removed, or purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP daily paper trade 13'. The trade details are as follows: the entry price was 13.78, the stop loss was 13.163, the target price was 15.630999999999998, and the exit price was 15.630999999999998. The trade was entered on 2026-02-02 05:00:00+00:00 and exited on 2026-02-18 05:00:00+00:00, with a reason of target. This is a daily all-adjusted screening proxy, which is not executable, and is based on a 15-minute policy. The data from the Dec2025-Jan2026 boundary has been purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows the following information about a trade: the entry price was 12.75, the stop loss was 12.265, the target price was 14.205, and the exit price was 14.205. The trade started on 2026-01-14 05:00:00+00:00 and ended on 2026-01-30 05:00:00+00:00. The reason for the exit was that the target price was reached. This is part of a daily paper trade for BWLP, which is a type of investment strategy, and it is based on a screening proxy, which is a way to evaluate investments, calculated on September 13, but this particular trade is not executable due to a 15-minute policy and a boundary purge that occurred from December 2025 to January 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily paper trade for BWLP was made on December 22, 2025, at 05:00:00+00:00 and exited on January 13, 2026, at 05:00:00+00:00. The entry price was 11.19 and the exit price was 12.525. The reason for the exit was that the target price was reached. The trade had an entry price of 11.19, a stop loss of 10.745, and a target price of 12.525. The position size was 414 and the exit price was 12.525, with 428 shares exited. This was a calculated daily all-adjusted screening proxy, which is a way to evaluate stocks, and was not an actual executable trade, following a 15-minute policy. The trade data from the December 2025 to January 2026 boundary was removed, or purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows a trade for BWLP with the following details: the entry price was 13.521999999999998, the exit price was 13.521999999999998, the high price was 15.514000000000001, and the low price was 14.02. The trade was entered on 2025-09-16 04:00:00+00:00 and exited on 2025-09-18 04:00:00+00:00 due to a stop reason. This is part of a daily paper trade, which is a simulated trade used for testing, for the date of September 10, and is based on a 15-minute policy, which is a set of rules for buying and selling, and a calculated daily all-adjusted screening proxy, which is a measure used to evaluate stocks, from September 13, and the data from December 2025 to January 2026 has been removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows the following information about a trade: the entry price was 13.88, the stop loss was 13.435, and the target price was 15.215. The trade was exited at 12.98. The reason for the exit was a gap stop. The trade started on August 25, 2025, at 04:00:00 and ended on August 26, 2025, at 04:00:00. This is part of a daily paper trade for BWLP, which is a type of automated trading fund manager, on September 13, with a 15-minute policy that is not executable by a manager, and data from December 2025 to January 2026 has been removed. https://runway.adityaperswal.workers.dev/data/stock-bars