Notes

Calendar readSep12: Sep14 empty in NYFed national calendar; Sep15 Empire State Manufacturing Survey08:30ET=12:30UTC. BLS September calendar lists noSep14/15release; Censuslist noSep14/15 entry. FedBoard September page says FOMCmeetingSep15–16, decisionSep16at14ETnotTuesday; CP13ET bothdays,H15 16:15ETboth,H10Monday16:15ET. Boundedcalendarcheck notallworldevents; manufacturingdeliverytimes/orders/prices are relevant to supplywatch. https://www.newyorkfed.org/research/calendars/nationalecon_cal

{"missing_numeric":{"nav":0,"shares":2},"flow5_usd":526617506.6400001,"flow20_usd":2911974094.7999997,"daily_mean5_usd":105323501.32800002,"study":{"train":{"n":497,"corr":-0.026227846106057166,"intercept":0.001964442598561825,"beta":-0.0016254659709730233,"positive_flow_next_mean_pct":0.19229992655191305,"nonpositive_flow_next_mean_pct":0.18626139483417195},"known_holdout":{"n":173,"corr":0.03895270358670342,"intercept":-0.0004943845636589742,"beta":0.32898671725570305,"positive_flow_next_mean_pct":-0.025226454496271138,"nonpositive_flow_next_mean_pct":-0.06563570197799887}}} Primary issuer Historical tab,675rows; observedSep12. OLS next NAV return on same-day fractionalsharechange is descriptive; actual publication time unknown, no costed trading rule. Historical split2024–25vs2026alreadyknown; final2025response crossesJan1 by1session, sensitivity needed before inference. https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appSubType=ISHARES&appType=PRODUCT_PAGE&component=fundDownload&locale=en_US&portfolioId=333011&targetSite=us-ishares&userType=individual

[{"date":"2026-09-03 00:00:00+00:00","nav":"46.134102","shares":"1375120000.0","delta":"2640000.0","flow":"121794029.28"},{"date":"2026-09-04 00:00:00+00:00","nav":"45.145313","shares":"1384960000.0","delta":"9840000.0","flow":"444229879.92"},{"date":"2026-09-08 00:00:00+00:00","nav":"44.39645","shares":"1387560000.0","delta":"2600000.0","flow":"115430770.0"},{"date":"2026-09-09 00:00:00+00:00","nav":"44.384992","shares":"1387800000.0","delta":"240000.0","flow":"10652398.08"},{"date":"2026-09-10 00:00:00+00:00","nav":"43.674034","shares":"1387360000.0","delta":"-440000.0","flow":"-19216574.96"},{"date":"2026-09-11 00:00:00+00:00","nav":"43.71244","shares":"1386800000.0","delta":"-560000.0","flow":"-24478966.400000002"}] Sep12 primary issuer workbook Historical tab;675rows,2missing shares cellsNA. HoldingssheetSep10shares1386800000 disagrees with Historical1387360000; preserve mismatch. Flow=delta shares*same-dayNAV, not verified cash or time of spotexecution. https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appSubType=ISHARES&appType=PRODUCT_PAGE&component=fundDownload&locale=en_US&portfolioId=333011&targetSite=us-ishares&userType=individual

FY2025 20F:477.9m bunkerpaidtoTFGMarine,21.2mowed;owns15%TFG, notsuppliermarketshare. Outsourcesmanagementtoc competingthirdparties;9newbuildsJan2026agreement1.224bn,6Hengli/3DalianChina, deliveryweightedpayments. Shipyard/labor/geopoliticaldelayriskscanincreasecapexordelayearningcapacity. Do notcallnewbuildslackabsenceorannualcashsameasQ3. https://www.sec.gov/Archives/edgar/data/913290/000162828026021774/fro-20251231.htm

IssuerAug28Q2: OCF579.487m-capex330.825m=248.662m;H1OCF961.984-capex653.868=308.116m excludesvesselsale965.880m. Shares222622889; combined3.41distribution759.144051m fromSep11declaration; comparisoncrossperiodnotliquidityshortfallproof. Q2adjEPS2.61; atSep11SIP49.21 annualizingQ2gives4.713602x, notnormalizedPE. Jun30book3155.150m=>14.172622/share,3.472187xbook notNAV. Q3bookedVLCC15690086%,Suez11740079%,LR28100070%; cashbreakevens23800/25700/22200 perday;issuerwarnsballastdayslowerrealizedQ3TCE. Declaration6.929486%price. https://ml-eu.globenewswire.com/Resource/Download/59431810-8e9c-4a39-b3d0-cc2dd63da402

IssuerSep11reportsFDAapprovalISEMBYLD; recoveredworkinginvestors.scholarrock.com host aftergcs-weberror. Quote 'Monday, September 14, 2026, at 8:00 a.m. ET' investorcall. Approvalalreadyoccurred; callnotnewFDAdecision. No prospectiveFDAoptionprobability/currentcontractstudy,N0neweligibility. Monitor304alreadyremovedoldSep30branch; no automaticpostapprovalpurchase. https://investors.scholarrock.com/news-releases/news-release-details/scholar-rock-announces-fda-approval-isembyldtm-apitegromab-mstn

Sep8issuer 'Tuesday, September 15, 2026, after the market closes.' RetrievedSep12viaissuersearch,directfetcherror. S3.72Sep11savedSIP;Oct16C2.5 1.34/P5 1.35Sep11=>134/135dollars>51.0594absolute. C5.03Aug24/P2.5.25Sep1stale need+36.559140%/-40.860215%with.05cost. No newmatchedsample,N0here,notzeroobservedwinrate. DefaultSep14RTHexit,31dayexpirybuffer. https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026

Sep1issuer '8:00 a.m. Eastern Time on Tuesday September 15, 2026';08:30call. S3.14Sep11;Oct16P2.5 .10Sep9stale plus.05cost requires25.159236%fall. Saved12issuer-dateddailyresponses0/12,medianabs10.350471%. C2.5.72Sep11premium72>51.0594absolute. DefaultSep14RTHexit,expiry31daysafter. New cheapernearercontract onlyresearchtrigger. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-inc-announces-reporting-date-second-quarter-1

Sep1issuer 'after the market closes on Monday, September 14, 2026',17ETcall. S8.14;Oct16C10 .35/P7 .45Sep11catalog with.05cost needs+27.764128%/-20.147420%. Recomputedonsaved12issuer-dateddailyresponses23377–23388:0/12each,medianabs10.624339%. C9.65/P8.83nearerbut65/83premiums>51.0594absolute. DefaultSep11RTHexitpassed,expiry32daysafter,noholdexception. https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026

Aug17issuer 'before the market opens on Monday, September 14, 2026',08ETcall. RetrievedSep12. Sep11SIPclose.6194 fromjob192;Oct16C1 .10Aug24stale/P1 .37Sep10;K.5C/Pnull. Put allinbreak-even.58 versusS.6194 requires6.360995%fall. Matched earnings coverage nottestedthisrun,N0 here; no3xmispricing established. NextRTHopen follows event, defaultSep11exitpassed; cannotqueueoptionweekendentry. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full

Aug25 issuer quote 'after financial markets close on Monday, September 14, 2026'; Sep15 11:30ETcall. RetrievedSep12. Oct16expiry32dayslater. LatestcatalogC2.5 .21Sep11/P2.5 .16Sep10; S2.53savedSep11SIP. +9.090909%/-9.486166% with.05cost; correctedN10both1/10,median4.700378%; olderN9 preserved. DefaultSep11RTHexitpassed; noholdexception. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

{"risk":{"equity":850.99,"fund":102.12,"normal":25.5297,"conviction":42.5495,"absolute":51.0594,"call_pct_account":3.5253058202799092,"put_pct_account":4.700407760373213,"call_3ticket_cost":105,"put_3ticket_cost":135},"ceilings":{"C40":-0.05,"P40":1.9407677972418866,"C45":-0.05,"P35":-0.05}} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"P35","paths":100000,"tickets":20,"fraction_allin":0.03,"half_Kelly":0,"median_return_pct":-35.18959675208715,"p05_return_pct":-42.344859949294865,"profit_odds_pct":0.006,"median_maxdd_pct":35.221369918839876} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"C45","paths":100000,"tickets":20,"fraction_allin":0.03,"half_Kelly":0,"median_return_pct":-45.62056570732529,"p05_return_pct":-45.62056570732529,"profit_odds_pct":0,"median_maxdd_pct":45.62056570732529} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":5,"direction":"short","phase":"train","slippage_bps_eachside":10,"return":1.7172283500893175,"drawdown":11.273826369739904,"win_rate":42.857142857142854,"sample":7},{"lag":5,"direction":"short","phase":"train","slippage_bps_eachside":30,"return":-1.0913249455945697,"drawdown":12.242402191673197,"win_rate":42.857142857142854,"sample":7},{"lag":5,"direction":"short","phase":"known_holdout","slippage_bps_eachside":10,"return":6.670505405066487,"drawdown":2.7224173746326796,"win_rate":100,"sample":2},{"lag":5,"direction":"short","phase":"known_holdout","slippage_bps_eachside":30,"return":5.872861522231087,"drawdown":2.732978101391814,"win_rate":100,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":5,"direction":"long","phase":"train","slippage_bps_eachside":10,"return":-8.977060260658746,"drawdown":18.47608332221985,"win_rate":57.14285714285714,"sample":7},{"lag":5,"direction":"long","phase":"train","slippage_bps_eachside":30,"return":-11.490363024643557,"drawdown":18.93396573385968,"win_rate":42.857142857142854,"sample":7},{"lag":5,"direction":"long","phase":"known_holdout","slippage_bps_eachside":10,"return":-7.965258918013587,"drawdown":8.94245191929225,"win_rate":0,"sample":2},{"lag":5,"direction":"long","phase":"known_holdout","slippage_bps_eachside":30,"return":-8.698602738036788,"drawdown":9.305956193579323,"win_rate":0,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":3,"direction":"short","phase":"train","slippage_bps_eachside":10,"return":2.4713623513719174,"drawdown":4.871259592275257,"win_rate":57.14285714285714,"sample":7},{"lag":3,"direction":"short","phase":"train","slippage_bps_eachside":30,"return":-0.34585074480140976,"drawdown":5.669135693209393,"win_rate":57.14285714285714,"sample":7},{"lag":3,"direction":"short","phase":"known_holdout","slippage_bps_eachside":10,"return":-0.2823524341292614,"drawdown":2.9556829482028535,"win_rate":50,"sample":2},{"lag":3,"direction":"short","phase":"known_holdout","slippage_bps_eachside":30,"return":-1.0807942887822173,"drawdown":3.3589042885234344,"win_rate":50,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":3,"direction":"long","phase":"train","slippage_bps_eachside":10,"return":-8.14416887762256,"drawdown":11.109802311939298,"win_rate":42.857142857142854,"sample":7},{"lag":3,"direction":"long","phase":"train","slippage_bps_eachside":30,"return":-10.680469231237858,"drawdown":12.869953707500903,"win_rate":42.857142857142854,"sample":7},{"lag":3,"direction":"long","phase":"known_holdout","slippage_bps_eachside":10,"return":-1.3186949324514716,"drawdown":3.674797575408395,"win_rate":50,"sample":2},{"lag":3,"direction":"long","phase":"known_holdout","slippage_bps_eachside":30,"return":-2.1049993689320035,"drawdown":4.059330472910405,"win_rate":0,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":2,"direction":"short","phase":"train","slippage_bps_eachside":10,"return":2.3379356235960587,"drawdown":3.4274612961717077,"win_rate":71.42857142857143,"sample":7},{"lag":2,"direction":"short","phase":"train","slippage_bps_eachside":30,"return":-0.47580818036558414,"drawdown":4.442424787686172,"win_rate":57.14285714285714,"sample":7},{"lag":2,"direction":"short","phase":"known_holdout","slippage_bps_eachside":10,"return":-1.1994083639132804,"drawdown":5.1539530395486866,"win_rate":50,"sample":2},{"lag":2,"direction":"short","phase":"known_holdout","slippage_bps_eachside":30,"return":-1.9978652220401818,"drawdown":5.551799530383983,"win_rate":50,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"lag":2,"direction":"long","phase":"train","slippage_bps_eachside":10,"return":-7.821243194770905,"drawdown":8.743017973741784,"win_rate":28.57142857142857,"sample":7},{"lag":2,"direction":"long","phase":"train","slippage_bps_eachside":30,"return":-10.36646009199154,"drawdown":10.5500350402572,"win_rate":28.57142857142857,"sample":7},{"lag":2,"direction":"long","phase":"known_holdout","slippage_bps_eachside":10,"return":-0.419879095526685,"drawdown":2.610068992359249,"win_rate":50,"sample":2},{"lag":2,"direction":"long","phase":"known_holdout","slippage_bps_eachside":30,"return":-1.2133454040525613,"drawdown":2.804266262563926,"win_rate":50,"sample":2}] ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"indicators":{"c":39.02,"sma20":43.6245,"sma50":43.9556,"rsi":25.41305651522937,"mom20":-0.13327410039982224,"atr20":0.9788049999999995,"rv20":0.2958683231559165,"low20":38.665,"high20":46.665},"correlations":{"rsi":{"rho":0.48333333333333334,"p":0.18746985521554216},"mom20":{"rho":0.41666666666666663,"p":0.26458604674749636},"atr_pct":{"rho":-0.35,"p":0.35581957250178897},"above50":{"rho":0.6062177826491071,"p":0.08353252538332553}}} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"P30","strike":30,"premium":0.08,"cost_reserve":0.05,"hurdle_pct":23.449513070220405,"hits":0,"coverage_pct":0,"mean_intrinsic_xpremium":0,"max_intrinsic_xpremium":0,"mean_net_proxy_dollars":-13,"target_price_3R_net":0.37,"target_intrinsic_hits":0,"train_hits":0,"holdout_hits":0} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"correlation":{"BTC":{"BTC":1,"ETH":0.8880003912183593,"SOL":0.8379097255194173},"ETH":{"BTC":0.8880003912183593,"ETH":1,"SOL":0.8490836574363663},"SOL":{"BTC":0.8379097255194173,"ETH":0.8490836574363663,"SOL":1}},"regression":{"ETH":{"n":6101,"intercept_hourly_pct":-0.00020398877846032964,"beta":1.1792211388777825},"SOL":{"n":6101,"intercept_hourly_pct":-0.0009136087504618525,"beta":1.2013851704885283}},"simulation":{"paths":10000,"horizon_hours":16,"block_hours":6,"blocks":6091,"allocation":119.14,"mean_return_pct":-0.037461886667985556,"q01_return_pct":-6.000626806386544,"q05_return_pct":-3.6372404794102553,"q95_return_pct":3.634198087898594,"q01_dollar":-7.149146777128929,"prob_loss_above_3pct_equity":0,"worst_path_pct":-11.815273870307585,"assumed":true,"notes":"Unconditional historical bootstrap, no stop/target/cost model; not entry-conditioned odds or Kelly; missing blocks excluded, unseen crash risk omitted."}} Python numpy seed91208;6hour contiguous complete joint blocks,10000 paths16hours; descriptive scenario only, no executable strategy validation. Cached API pages retrievedSep12 08:06UTC; initial20page bound failed, increased80 and completed; tz-aware endpoints repaired before figures produced. https://runway.adityaperswal.workers.dev/data/crypto-bars