Notes

{"n_joint":41,"audit":{"QQQ":{"n":41,"max_open_discrepancy_pct":0.041575102452928725,"worst_delay_pct":-2.061794414735585,"worst_delay_date":"2020-03-17"},"IWM":{"n":41,"max_open_discrepancy_pct":2.90158540233324,"worst_delay_pct":-3.8076565885873492,"worst_delay_date":"2020-03-17"},"EFA":{"n":41,"max_open_discrepancy_pct":0.02520161290322509,"worst_delay_pct":-2.157598499061919,"worst_delay_date":"2020-03-12"}},"losses":{"gap":{"worst_joint":38.42756065909846,"worst_date":"2020-03-16","p95_joint":26.856940221265596,"doubled_joint":69.64268426283778,"max_each_doubled":[20.450581934423802,25.069627871255765,24.1224744571582],"max_each_dates":["2020-03-16","2020-03-16","2020-03-16"]},"combined":{"worst_joint":40.666579730878354,"worst_date":"2020-03-16","p95_joint":26.51953735651766,"doubled_joint":74.12072240639756,"max_each_doubled":[23.046651299387218,24.25009689901063,26.82397420799971],"max_each_dates":["2020-03-16","2020-03-16","2020-03-16"]},"excursion":{"worst_joint":39.478285693896154,"worst_date":"2020-03-16","p95_joint":27.43121613699705,"doubled_joint":71.74413433243318,"max_each_doubled":[20.798087282489774,26.213556520014574,24.73249052992882],"max_each_dates":["2020-03-16","2020-03-16","2020-03-16"]}},"delay_increment_max":5.353267886997305,"delay_increment_date":"2020-03-19","delay_increment_mean":0.35418799010076546,"delay_worse_days":15,"bootstrap":{"paths":20000,"nights":60,"median":40.666579730878354,"p95":40.666579730878354,"max":40.666579730878354}}; measured2026-09-13; crisis2020-02-18 through04-15, recent2026-08-03 through09-11; all-adjusted daily and15Min SIP. Historical proxies, no actual fractional fills or sampled stop-check timestamps. Old equal sizes96.44/96.45/96.45. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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}; measured2026-09-13; SIP adjustment=all for ETFs, completed Sep11 ETF/Sep12 crypto. Adjusted return proxy, not separately reconstructed distribution reinvestment. Source provider closest to bars; no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

Six catalog contracts Sep30-Oct30 no pagination, allOct16 standardAmerican multiplier100. C2.5 .50Sep10 OI469Sep10; C5 .05Sep10 OI58; C7.5 unpriced; P2.5 .12Sep11 OI65; P5 2.08Sep11 OI42; P7.5 4.4Sep3 OIunknown. Fresh Aug1-onwards bars C2.5 four days lastSep10one4contracttrade, C5 five days lastSep10one1contracttrade, P2.5seven days lastSep11one100contracttrade. No synchronous asks or execution evidence. Removed optional end query in bounded recovery and single-symbol stocks succeeded; root cause of403 not established. Current S2.95Sep11. option_contracts SFIX retrieved2026-09-13 ; https://runway.adityaperswal.workers.dev/data/option-bars

{"date":"2026-06-10","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx","quote":"after market close; 2026-06-10","preclose":3.6,"open":3.83,"close":4.2,"move":0.16666666666666674,"gap":0.06388888888888888,"low":0.04166666666666674,"i":861,"postdate":"2026-06-11"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2026-03-11","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx","quote":"after market close; 2026-03-11","preclose":3.38,"open":3.35,"close":3.3,"move":-0.023668639053254448,"gap":-0.008875739644970349,"low":-0.10207100591715967,"i":798,"postdate":"2026-03-12"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-12-04","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx","quote":"after market close; 2025-12-04","preclose":4.69,"open":4.4,"close":5.12,"move":0.09168443496801704,"gap":-0.061833688699360345,"low":-0.14285714285714302,"i":733,"postdate":"2025-12-05"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-09-24","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx","quote":"after market close; 2025-09-24","preclose":5.64,"open":4.775,"close":4.71,"move":-0.16489361702127658,"gap":-0.15336879432624106,"low":-0.1950354609929077,"i":683,"postdate":"2025-09-25"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-06-10","url":"https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html","quote":"after market close; 2025-06-10","preclose":4.79,"open":4.56,"close":4.285,"move":-0.10542797494780787,"gap":-0.04801670146137793,"low":-0.10647181628392477,"i":610,"postdate":"2025-06-11"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-03-11","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx","quote":"after market close on Tuesday, March 11, 2025","i":547,"preclose":4.23,"postdate":"2025-03-12","open":4.87,"close":4,"move":-0.05437352245862892,"gap":0.15130023640661938,"low":-0.12056737588652489} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-12-10","url":"https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html","quote":"after market close on Tuesday, December 10, 2024","i":487,"preclose":4.6,"postdate":"2024-12-11","open":5.748,"close":6.64,"move":0.4434782608695653,"gap":0.24956521739130455,"low":0.15869565217391313} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-09-24","url":"https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html","quote":"after market close; 2024-09-24","preclose":3.75,"open":2.69,"close":2.27,"move":-0.3946666666666666,"gap":-0.28266666666666673,"low":-0.4,"i":433,"postdate":"2024-09-25"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-06-04","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx","quote":"after market close; 2024-06-04","preclose":2.67,"open":3.14,"close":3.455,"move":0.2940074906367043,"gap":0.17602996254681647,"low":0.17602996254681647,"i":356,"postdate":"2024-06-05"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-03-04","url":"https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx","quote":"after market close; 2024-03-04","preclose":3.28,"open":2.71,"close":2.59,"move":-0.21036585365853655,"gap":-0.17378048780487798,"low":-0.22256097560975607,"i":292,"postdate":"2024-03-05"} Issuer announcement re-opened Sep13; scheduled quote date and AMC verified; daily release-close to next-session-close response freshly recalculated on926 SIP adjustmentall rows, unchanged. Source is issuer schedule, not independent actual release timestamp audit. Primary text quote 'after market close' applies to each. Bar dates historical; retrieved04UTC, no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

MeasuredSep13 ~04:04UTC. Primary daily adjusted OHLC; endpoint windowSep13 2021-Sep11 2026. Annual2021/2026 partial. Forward entry cohorts end60sessions before lastbar; selection known at entry, volatility split fullsample median is descriptive. Circular bootstrap resamples rolling gains,not tradable price paths. {"annual":{"2021":{"n":78,"p90":0.820874068761879,"median":-3.3717106742836513,"p10":-7.6010614072967595},"2022":{"n":251,"p90":1.1744485820681883,"median":-6.251425963951618,"p10":-13.19137168141592},"2023":{"n":250,"p90":10.297989402028003,"median":0.7329055641059568,"p10":-6.254388816644993},"2024":{"n":252,"p90":7.7818055530714485,"median":4.377011035771606,"p10":-0.3880794558143341},"2025":{"n":250,"p90":13.460032350639809,"median":6.0494173912704285,"p10":-2.254457473571344},"2026":{"n":174,"p90":17.878753232133114,"median":7.62931062255957,"p10":-1.18503118503118}},"p90_pct":10.717963493264469,"n":1255,"lag1":0.9732666710209243,"lag20":0.5812664359159028,"offset_n_min":20,"offset_n_max":21,"offset_p90_min":7.540263543191794,"offset_p90_max":14.458626760563376,"offset_p90_median":10.234660840370804,"regimes":{"above_sma":{"n":753,"p90":11.063357344281698,"median":4.2083198968074775,"negative_pct":23.240371845949532},"below_sma":{"n":442,"p90":8.57716929689129,"median":-1.7869900612243084,"negative_pct":57.9185520361991},"high_vol":{"n":597,"p90":14.529366171928332,"median":0.3905233012236442,"negative_pct":48.40871021775545},"low_vol":{"n":598,"p90":10.294206666062106,"median":3.987952742379308,"negative_pct":23.745819397993312}},"bootstrap":{"20":{"p05":8.731818124345306,"p50":10.621882510253851,"p95":14.212704945613499},"60":{"p05":8.00759160400312,"p50":10.610410805315851,"p95":14.32573749249392},"120":{"p05":7.43911708726142,"p50":10.610410805315851,"p95":14.42595737830908}},"forward_n":1195,"close_touch_pct":23.682008368200837,"terminal_exceed_pct":10.543933054393305} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep13 ~04:03UTC directly from venue Alpaca; stock SIP adjustment=all, start2020-09-01,end2026-09-13T03:30Z,paginated. Excluded unfinished Sep13crypto. Return252 stock/365crypto intervals; SMA200; simple ATR20; signed60bar return P90 endpoints since2021-09-13. qty is intended/pending,not filled. {"symbol":"ETH/USD","date":"2026-09-12 00:00:00+00:00","n":2081,"close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"above":true,"p90":42.934306094152,"target_n":1826,"stop":2336.2377088337,"target":3609.155549315081,"ratchet":2476.0462088337,"rank":7,"qty":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep13 ~04:03UTC directly from venue Alpaca; stock SIP adjustment=all, start2020-09-01,end2026-09-13T03:30Z,paginated. Excluded unfinished Sep13crypto. Return252 stock/365crypto intervals; SMA200; simple ATR20; signed60bar return P90 endpoints since2021-09-13. qty is intended/pending,not filled. {"symbol":"BTC/USD","date":"2026-09-12 00:00:00+00:00","n":2081,"close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"above":true,"p90":37.16910440529673,"target_n":1826,"stop":72596.3206350254,"target":105985.60831084852,"ratchet":77563.43817309641,"rank":6,"qty":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep13 ~04:03UTC directly from venue Alpaca; stock SIP adjustment=all, start2020-09-01,end2026-09-13T03:30Z,paginated. Excluded unfinished Sep13crypto. Return252 stock/365crypto intervals; SMA200; simple ATR20; signed60bar return P90 endpoints since2021-09-13. qty is intended/pending,not filled. {"symbol":"TLT","date":"2026-09-11 04:00:00+00:00","n":1514,"close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"above":false,"p90":6.150557763249668,"target_n":1255,"stop":79.48775,"target":85.84395606314001,"ratchet":84.50049999999999,"rank":null,"qty":0} https://runway.adityaperswal.workers.dev/data/stock-bars