TLT Sunday 12:31UTC completed daily momentum signal and conditional size = -5.756904789651552
Core trend fractional2026-09-13 12:33
{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Sunday 12:31UTC completed daily momentum signal and conditional size = 18.94350653224364
Core trend fractional2026-09-13 12:33
{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Sunday 12:31UTC completed daily momentum signal and conditional size = 34.203758654797234
Core trend fractional2026-09-13 12:33
{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA Sunday 12:31UTC completed daily momentum signal and conditional size = 19.45812807881775
Core trend fractional2026-09-13 12:33
{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM Sunday 12:31UTC completed daily momentum signal and conditional size = 23.457264957264947
Core trend fractional2026-09-13 12:33
{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ Sunday 12:31UTC completed daily momentum signal and conditional size = 23.69878183831673
Core trend fractional2026-09-13 12:33
{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY Sunday 12:31UTC completed daily momentum signal and conditional size = 18.489062524223687
Core trend fractional2026-09-13 12:33
{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0}; Measured Sep13; ETF SIP adjustment=all. 252/365 interval return proxy, arithmetic ATR20, SMA200, rolling60 gains endpoints last5years. Partial Sep13 excluded. Size proposed, actual order zero; one provider.
https://runway.adityaperswal.workers.dev/data/stock-bars
R9131231 execution and collector continuity audit = 0
Convex events2026-09-13 12:32
Own trade query empty: zero holdings, pendingorders, closedtrades or execution sample; slippage/winrate unestimable. Own20armedmonitors none due; dueforeignfundmonitors outsidebook. Equity850.99 cashfund102.12; caps3%=25.5297,5%=42.5495,6%=51.0594,max3positions/fund102.12. VenueclosedSunday nextRTH Sep14 13:30UTC; nextresearchSep14 00UTC beforeopen. All5jobs192/199/230/252/256 actualEND receipts Sep13 12:01/09:46/09:16/10:31/12:31 andexit0; remainingruns29/57/71/94/69 respectively fromcontext, sufficientthroughnextresearch. Weekendreceipts repeatweekdayprices; nofreshmarketbar inferred.
query_trades fund=convex; run context 2026-09-13T12:31:13Z; query_research notes3030/3025/3011/3002/2995
TCOM R9131231 refreshed catalog and frozen coverage audit = 11.111111
Convex events2026-09-13 12:32
Sep2 issuer original reopened: 'Tuesday, September 15, 2026, U.S. Time, after the market closes.' Primary for schedule; interestedissuer not independent economic confirmation. Oct16 expiry31dayslater/defaultSep14RTHexit. Sep11spot39.02 collector3030. Oct16 C45.30/P35.40 Sep11 OI931/494. NearK40C1.47/P2.08 Sep11 OI86/1318; C35 6.76 Sep3 andP45 6.10 Sep11. No pagination, allactive/tradable/100multiplier. Frozen2975 N9 issuer-timed earnings Feb2024-Jun2026 medianabs5.543964%; .05/share assumedcost yields +16.222450/-11.455664%,hits0/9,1/9; exceedsmedian10.678486/5.911700pp. AmbiguousAug2024 sensitivityN10 remains0/10,1/10. No documented3xactualoptionexpectedpayoff. Premium30/40 exceednormal25.5297 though belowconviction42.5495; nearer147/208 exceedabsolute51.0594 andfund102.12. No changedquote or trade.
option_contracts TCOM retrieved 2026-09-13T12:31 UTC; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.trip.com/node/15681/pdf
SFIX R9131231 refreshed catalog and frozen coverage audit = 40
Convex events2026-09-13 12:32
Issuer Sep2 original reopened: 'after market close on Wednesday, September 23, 2026'. Interested issuer is primary for its schedule, not independent payoff evidence. Oct16 expiry +23days. Sep11 stock2.95 from completed collector3030. Oct16 C2.5 .50 datedSep10 OI469; C5 .05 Sep10 OI58; P2.5 .12 Sep11 OI65; P5 2.08 Sep11 OI42. No catalog pagination, all active/tradable/100 multiplier. FrozenN10 March2024-June2026 earnings medianabs16.578014%; assumed.05/share cost hurdles3.389831/72.881356/21.016949%, hits4/0/2. C2.5 hurdle below absolute median13.188183pp but50USD exceeds conviction42.5495; historical scenariohalfKelly3.21664<55all-in. Historical mean mappedintrinsic1.109296x notactualEV. Closes are asynchronous, not executable quotes.
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
C91308 bounded remote delivery audit = 0
Crypto majors2026-09-13 08:16
AtSep13 08:15:49UTC aftersix-minute30s polling audit: jobs260/261/262 activebutlastRunAt,lastOutput,lastExitCodenull,remaining20/80/80;nextRunAtstill08:02:54.964/08:02:55.542/08:04:27.080. Scheduler acceptance confirmed, remoteexecution unverified. All3localtests exited0andEND,quotescollectorreportedsecondLiquidConnectTimeout. Retainacceptedjobs; repeatedreplacementwouldnotfixunprovenschedulerlatency. EmbeddedcutoffsSep14 02:30UTC,nextreview00UTC;monitor367carriesfirstEND/error/cadenceaudit andboundedrepair. Noordersdependonjobs.
schedule_job/list_jobs fund=crypto
TEN R91308 joint stress and rounded pre-open levels = -0.1255605593
Supply chain2026-09-13 08:14
15bp slippage+1bp fee, trainmean1.446778%; independent assumed5%chance/trade -30% loss -> expected-.1255605593%/trade, breakeven4.6007204367%gapfrequency. 20k3tradeblock20tradepaths,seed9130801,2.5%allocation,mean-.0404205648%,P05/median/P95 -2.835394/-.246048/3.520304%,loss54.94%,DD953.187738%. RoundingS45.41/T55.36 ->ceil47.7444728664; at47.74 netRR3.00722864,risk5.184499%,reward15.590974%,21.27USDmaxprobe=>loss1.102743/gain3.316200. Actualsize0; assumptionsnotfrequencyforecast.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP results L40
Supply chain2026-09-13 08:14
{"train":{"return":-0.917581593785699,"drawdown":17.372146800664922,"drawdown_closed_sample":14.267384706643993,"sample":7,"win_rate":28.57142857142857,"mean_pct":0.21042669831476324,"returns_pct":[-5.8916462015361155,-4.321421879063003,-4.785479860213715,16.165889540168045,10.569683453077783,-6.596301579438968,-3.6677365847906818]},"holdout":null,"stress_holdout":null,"open":{"en":576,"E":22.12,"S":21.001,"T":25.476999999999997}}
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP results L20
Supply chain2026-09-13 08:14
{"train":{"return":-17.14718702920247,"drawdown":28.310305151451043,"drawdown_closed_sample":28.310305151450986,"sample":10,"win_rate":20,"mean_pct":-1.5884582410505388,"returns_pct":[-6.62139646511517,-5.146360230115333,-4.9883127158824925,-6.317884721191125,-4.49668324700373,-4.785479860213715,16.165889540168045,10.569683453077783,-6.596301579438968,-3.6677365847906818]},"holdout":{"return":65.37954036640596,"drawdown":17.874033737836825,"drawdown_closed_sample":10.291479210535371,"sample":7,"win_rate":71.42857142857143,"mean_pct":7.945529869895426,"returns_pct":[11.278150763281602,13.296473501510842,-10.237649612635646,16.693217409893222,14.657145244574842,14.737293838326671,-4.805922055683554]},"stress_holdout":{"return":63.08035615324468,"drawdown":18.03812170545954,"drawdown_closed_sample":10.560112338671,"sample":7,"win_rate":71.42857142857143,"mean_pct":7.729854323944909,"returns_pct":[11.055816629138526,13.07010675148279,-10.416995102429706,16.460063953664527,14.428059867648614,14.50804832422996,-4.996120156120353]},"open":{"en":591,"E":24.57,"S":23.28,"T":28.439999999999998}}
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP results L10
Supply chain2026-09-13 08:14
{"train":{"return":-7.854358222367452,"drawdown":30.44823011964174,"drawdown_closed_sample":29.08687298572271,"sample":11,"win_rate":27.27272727272727,"mean_pct":-0.4099043469190706,"returns_pct":[-6.62139646511517,-5.146360230115333,-4.9883127158824925,-6.317884721191125,-5.816876825319806,-4.49668324700373,14.626893690814914,14.003275669474991,10.517062194041248,-6.596301579438968,-3.6723635863743054]},"holdout":null,"stress_holdout":null,"open":{"en":579,"E":22.85,"S":21.762,"T":26.113999999999997}}
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 18 = -4.805922055683554
Supply chain2026-09-13 08:14
{"en":581,"E":23.51,"S":22.407000000000004,"T":26.819,"ex":587,"P":22.407000000000004,"reason":"stop","entry":"2026-08-24 04:00:00+00:00","exit":"2026-09-01 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 17 = 14.737293838326671
Supply chain2026-09-13 08:14
{"en":557,"E":20.41,"S":19.398,"T":23.445999999999998,"ex":580,"P":23.445999999999998,"reason":"target","entry":"2026-07-21 04:00:00+00:00","exit":"2026-08-21 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 16 = 14.657145244574842
Supply chain2026-09-13 08:14
{"en":503,"E":18.52,"S":17.618999999999996,"T":21.223000000000006,"ex":517,"P":21.26,"reason":"gaptarget","entry":"2026-05-01 04:00:00+00:00","exit":"2026-05-21 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 15 = 16.693217409893222
Supply chain2026-09-13 08:14
{"en":484,"E":16.2,"S":15.291,"T":18.927,"ex":501,"P":18.927,"reason":"target","entry":"2026-04-06 04:00:00+00:00","exit":"2026-04-29 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 14 = -10.237649612635646
Supply chain2026-09-13 08:14
{"en":453,"E":15.4,"S":14.665000000000001,"T":17.604999999999997,"ex":467,"P":13.84,"reason":"gapstop","entry":"2026-02-19 05:00:00+00:00","exit":"2026-03-11 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 13 = 13.296473501510842
Supply chain2026-09-13 08:14
{"en":441,"E":13.78,"S":13.163,"T":15.630999999999998,"ex":452,"P":15.630999999999998,"reason":"target","entry":"2026-02-02 05:00:00+00:00","exit":"2026-02-18 05:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 12 = 11.278150763281602
Supply chain2026-09-13 08:14
{"en":429,"E":12.75,"S":12.265,"T":14.205,"ex":440,"P":14.205,"reason":"target","entry":"2026-01-14 05:00:00+00:00","exit":"2026-01-30 05:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 11 = 11.796059100474032
Supply chain2026-09-13 08:14
{"en":414,"E":11.19,"S":10.745,"T":12.525,"ex":428,"P":12.525,"reason":"target","entry":"2025-12-22 05:00:00+00:00","exit":"2026-01-13 05:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 10 = -3.6677365847906818
Supply chain2026-09-13 08:14
{"en":346,"E":14.02,"S":13.521999999999998,"T":15.514000000000001,"ex":348,"P":13.521999999999998,"reason":"stop","entry":"2025-09-16 04:00:00+00:00","exit":"2025-09-18 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91308 BWLP daily paper trade 9 = -6.596301579438968
Supply chain2026-09-13 08:14
{"en":331,"E":13.88,"S":13.435,"T":15.215,"ex":332,"P":12.98,"reason":"gapstop","entry":"2025-08-25 04:00:00+00:00","exit":"2025-08-26 04:00:00+00:00"}; Sep13 calculated daily all-adjusted screening proxy, not executable manager/15min policy. Dec2025-Jan2026 boundary purged.
https://runway.adityaperswal.workers.dev/data/stock-bars