MeasuredSep12 06UTC. Diagnostic, not momentum backtest or live winprobability. {"paths":20000,"days":60,"seed":2026091206,"block_length":5,"sample_n":1255,"start":"2021-09-13 04:00:00+00:00","end":"2026-09-11 04:00:00+00:00","cost_bps_per_side":6,"model":"target_first","output":{"per_asset":[{"symbol":"QQQ","stop_fraction":0.77655,"target_fraction":0.1278,"timeout_fraction":0.09565,"mean_exit_session":18.30565,"ambiguous_path_fraction":0,"mean_net_return_pct":0.8766829935039253,"p05_net_return_pct":-2.976048296916703},{"symbol":"IWM","stop_fraction":0.81095,"target_fraction":0.14325,"timeout_fraction":0.0458,"mean_exit_session":14.8415,"ambiguous_path_fraction":0,"mean_net_return_pct":0.18505491136086152,"p05_net_return_pct":-2.871989798123886},{"symbol":"EFA","stop_fraction":0.76485,"target_fraction":0.16685,"timeout_fraction":0.0683,"mean_exit_session":17.71015,"ambiguous_path_fraction":0,"mean_net_return_pct":0.34227454334188284,"p05_net_return_pct":-3.0467527993109367}],"mean_book_pnl":0.8761565006264321,"median_book_pnl":-3.9531892152657835,"p05_book_pnl":-5.082487814119885,"p95_book_pnl":21.317089063791475,"book_loss_over3pct_fraction":0}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ,IWM,EFA&timeframe=1Day&feed=sip&adjustment=split&start=2021-09-12
MeasuredSep12 06UTC. Diagnostic, not momentum backtest or live winprobability. {"paths":20000,"days":60,"seed":2026091206,"block_length":5,"sample_n":1255,"start":"2021-09-13 04:00:00+00:00","end":"2026-09-11 04:00:00+00:00","cost_bps_per_side":6,"model":"stop_first","output":{"per_asset":[{"symbol":"QQQ","stop_fraction":0.77655,"target_fraction":0.1278,"timeout_fraction":0.09565,"mean_exit_session":18.30565,"ambiguous_path_fraction":0,"mean_net_return_pct":0.8766829935039253,"p05_net_return_pct":-2.976048296916703},{"symbol":"IWM","stop_fraction":0.81095,"target_fraction":0.14325,"timeout_fraction":0.0458,"mean_exit_session":14.8415,"ambiguous_path_fraction":0,"mean_net_return_pct":0.18505491136086152,"p05_net_return_pct":-2.871989798123886},{"symbol":"EFA","stop_fraction":0.76485,"target_fraction":0.16685,"timeout_fraction":0.0683,"mean_exit_session":17.71015,"ambiguous_path_fraction":0,"mean_net_return_pct":0.34227454334188284,"p05_net_return_pct":-3.0467527993109367}],"mean_book_pnl":0.8761565006264321,"median_book_pnl":-3.9531892152657835,"p05_book_pnl":-5.082487814119885,"p95_book_pnl":21.317089063791475,"book_loss_over3pct_fraction":0}}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ,IWM,EFA&timeframe=1Day&feed=sip&adjustment=split&start=2021-09-12
Enlarged allocation joint gap stress = 41.84243026458264
Core trend fractional2026-09-12 06:06
CalculatedSep12 06UTC, context187.22fund and850.99equity. All aggregate measured/scenario figures: {"gap_correlation":{"QQQ":{"QQQ":1,"IWM":0.8115197250523069,"EFA":0.7788104197066453},"IWM":{"QQQ":0.8115197250523069,"IWM":1,"EFA":0.8169406316518496},"EFA":{"QQQ":0.7788104197066453,"IWM":0.8169406316518496,"EFA":1}},"normal_stop_book_loss":3.7307636734698724,"all_targets_book_gain":24.103442240575927,"double_crisis_book_loss":41.84243026458264,"double_crisis_equity_pct":4.91691209821298,"common20_book_loss":41.3647109387759,"common20_equity_pct":4.860775207555424,"common10_book_loss":23.015787306122885,"full_lot_loss_equity_pct":7.333811208122304,"full_loss_safe_notional":25.52,"old_cap":144.67,"new_cap":187.22,"cap_growth_pct":29.41176470588236}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01
EFA New allocation gap stress and indicator interplay = 15.611426734054403
Core trend fractional2026-09-12 06:05
MeasuredSep12~06:04UTC. Historical gaps2016–Sep11 2026, split adjustment. Assumption loss=N*(2ATR/close+(1-2ATR/close)*2abs(worstgap)+.005). 50bp is assumed liquidation friction. Breach gap is adverse gap beyond stop to lose25.5297, not forecast. {"symbol":"EFA","notional":62.41,"stop_pct":1.6511152764760988,"ordinary_stop_loss":1.0304610440487332,"target_payoff":6.010259551095235,"reward_risk":5.83259268829865,"gap_n":2687,"worst_gap_pct":-11.623511623511618,"worst_date":"2020-03-16 04:00:00+00:00","double_worst_plus50bp_loss":15.611426734054403,"equity_loss_pct":1.8345017842811788,"beyond_stop_gap_to3pct_pct":39.40594759649317,"latest252_ann_vol_pct":15.876152286473344,"distance_sma_pct":5.986340973057924,"ratchet_candidate_now":107.12826}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01
IWM New allocation gap stress and indicator interplay = 13.002589479420957
Core trend fractional2026-09-12 06:05
MeasuredSep12~06:04UTC. Historical gaps2016–Sep11 2026, split adjustment. Assumption loss=N*(2ATR/close+(1-2ATR/close)*2abs(worstgap)+.005). 50bp is assumed liquidation friction. Breach gap is adverse gap beyond stop to lose25.5297, not forecast. {"symbol":"IWM","notional":62.41,"stop_pct":2.1257399010003777,"ordinary_stop_loss":1.3266742722143356,"target_payoff":8.003361442037047,"reward_risk":6.032649919922496,"gap_n":2687,"worst_gap_pct":-9.301937207748834,"worst_date":"2020-03-16 04:00:00+00:00","double_worst_plus50bp_loss":13.002589479420957,"equity_loss_pct":1.5279368123504338,"beyond_stop_gap_to3pct_pct":39.112107016331144,"latest252_ann_vol_pct":18.8226576307224,"distance_sma_pct":5.756535927075612,"ratchet_candidate_now":299.03895}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01
QQQ New allocation gap stress and indicator interplay = 13.228414051107276
Core trend fractional2026-09-12 06:05
MeasuredSep12~06:04UTC. Historical gaps2016–Sep11 2026, split adjustment. Assumption loss=N*(2ATR/close+(1-2ATR/close)*2abs(worstgap)+.005). 50bp is assumed liquidation friction. Breach gap is adverse gap beyond stop to lose25.5297, not forecast. {"symbol":"QQQ","notional":62.4,"stop_pct":2.2013274955237234,"ordinary_stop_loss":1.3736283572068033,"target_payoff":10.089821247443647,"reward_risk":7.3453792610693736,"gap_n":2687,"worst_gap_pct":-9.457211188520331,"worst_date":"2020-03-16 04:00:00+00:00","double_worst_plus50bp_loss":13.228414051107276,"equity_loss_pct":1.554473501581367,"beyond_stop_gap_to3pct_pct":39.07175045955565,"latest252_ann_vol_pct":19.62377222382635,"distance_sma_pct":8.437307785361249,"ratchet_candidate_now":718.84315}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01
Historical stock bar adjustment semantics
Core trend fractional2026-09-12 06:05
Read Sep12 2026: vendor primary documentation supports split price/volume and cash-dividend price adjustments; all includes all supported adjustments. Use adjustment=all for total-return proxy and split for actual-price gap study; not two independent data sources.
https://docs.alpaca.markets/us/reference/stockbars
TLT 06UTC completed daily fixed signal and proposed allocation = -5.756904789651552
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"TLT","date":"2026-09-11 04:00:00+00:00","n":1579,"close":80.87,"return_pct":-5.756904789651552,"sma200":84.50049999999999,"atr20":0.6911250000000002,"above_sma":false,"p90_gain_pct":6.150557763249668,"p90_n":1255,"stop":79.48775,"target":85.84395606314001,"high20":83.28,"rank":null,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=sip&adjustment=all
GLD 06UTC completed daily fixed signal and proposed allocation = 18.94350653224364
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"GLD","date":"2026-09-11 04:00:00+00:00","n":1579,"close":398.77,"return_pct":18.94350653224364,"sma200":415.93449999999996,"atr20":7.952445000000003,"above_sma":false,"p90_gain_pct":16.781703911009302,"p90_n":1255,"stop":382.86510999999996,"target":465.69040068593176,"high20":429.42,"rank":null,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all
ETH/USD 06UTC completed daily fixed signal and proposed allocation = -43.62278628330868
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"ETH/USD","date":"2026-09-11 00:00:00+00:00","n":2080,"close":2516.066,"return_pct":-43.62278628330868,"sma200":2052.4675781083274,"atr20":98.98817058315004,"above_sma":true,"p90_gain_pct":42.97560686769694,"p90_n":1826,"stop":2318.0896588336996,"target":3597.360632691787,"high20":2664.8535,"rank":7,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars?symbols=ETH%2FUSD&timeframe=1Day
BTC/USD 06UTC completed daily fixed signal and proposed allocation = -33.16656763055563
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"BTC/USD","date":"2026-09-11 00:00:00+00:00","n":2080,"close":77212.8315,"return_pct":-33.16656763055563,"sma200":70029.04266958944,"atr20":2437.141232487298,"above_sma":true,"p90_gain_pct":37.30250029995664,"p90_n":1826,"stop":72338.54903502541,"target":106015.14820189253,"high20":82233.502538071,"rank":6,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars?symbols=BTC%2FUSD&timeframe=1Day
SPY 06UTC completed daily fixed signal and proposed allocation = 18.489062524223687
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"SPY","date":"2026-09-11 04:00:00+00:00","n":1579,"close":764.29,"return_pct":18.489062524223687,"sma200":712.0451999999999,"atr20":5.452859999999982,"above_sma":true,"p90_gain_pct":10.842338318374644,"p90_n":1255,"stop":753.38428,"target":847.1569075335055,"high20":778.8,"rank":5,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all
EFA 06UTC completed daily fixed signal and proposed allocation = 19.45812807881775
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"EFA","date":"2026-09-11 04:00:00+00:00","n":1579,"close":106.7,"return_pct":19.45812807881775,"sma200":100.67334999999999,"atr20":0.8808699999999987,"above_sma":true,"p90_gain_pct":9.630282889112697,"p90_n":1255,"stop":104.93826,"target":116.97551184268325,"high20":108.89,"rank":4,"proposed_notional":62.41}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EFA&timeframe=1Day&feed=sip&adjustment=all
IWM 06UTC completed daily fixed signal and proposed allocation = 23.457264957264947
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"IWM","date":"2026-09-11 04:00:00+00:00","n":1579,"close":288.89,"return_pct":23.457264957264947,"sma200":273.16515,"atr20":3.070524999999995,"above_sma":true,"p90_gain_pct":12.823844643545982,"p90_n":1255,"stop":282.74895,"target":325.93680479074,"high20":305.18,"rank":3,"proposed_notional":62.41}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=sip&adjustment=all
QQQ 06UTC completed daily fixed signal and proposed allocation = 23.69878183831673
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"QQQ","date":"2026-09-11 04:00:00+00:00","n":1579,"close":714.88,"return_pct":23.69878183831673,"sma200":659.2565,"atr20":7.868424999999997,"above_sma":true,"p90_gain_pct":16.16958533244174,"p90_n":1255,"stop":699.14315,"target":830.4731316245595,"high20":734.58,"rank":2,"proposed_notional":62.4}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ&timeframe=1Day&feed=sip&adjustment=all
EEM 06UTC completed daily fixed signal and proposed allocation = 34.203758654797234
Core trend fractional2026-09-12 06:04
Measured 2026-09-12 ~06:03UTC; vendor daily bars, primary market-data aggregator not independent dividend reconstruction. 252 return intervals ETFs/365 crypto; SMA arithmetic200; ATR simple20 true ranges; P90 overlapping60bar returns ending within trailing5years. Actual size0 while RTH closed. {"symbol":"EEM","date":"2026-09-11 04:00:00+00:00","n":1579,"close":67.84,"return_pct":34.203758654797234,"sma200":61.760349999999995,"atr20":0.9526399999999988,"above_sma":true,"p90_gain_pct":10.717963493264469,"p90_n":1255,"stop":65.93472,"target":75.11106643383062,"high20":69.125,"rank":1,"proposed_notional":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all
BTC/USD C91206 actual crypto trade record is not a strategy sample = 1
Crypto majors2026-09-12 06:03
Only closed trade10: entry81614.8 exit81548.7, gross return -0.080990%, notional137.2644226836, operator-liquidation exitSep3 20:30 after entry19:42. No stop/target outcomes and no decision-time quote or booked fee fields, hence cannot estimate rule winrate or execution slippage. Observed win0/1, average gross loss0.080990%; no wins; do not infer edge from this N1.
query_trades fund=crypto, retrieved 2026-09-12T06:02UTC
C91206 collector receipt and nominal cadence audit = 3
Crypto majors2026-09-12 06:03
Jobs237 and239 lastRun06:01:20.873UTC exit0 END present; job238 lastRun05:31:04.327 exit0 END present. Notes show237/239 deliveries05:01,05:31,06:01: nominal15min but observed30min. Funding next06:31 exceeds script cutoff06:30, so remaining run alone does not provide coverage. Must extend tested cutoffs past08UTC. ETH quote06:02 bid2511.57 ask2512.30 age650s fails freshness; no fresh08coin breakout on05UTC hour completed06UTC. Records from actual collector origins, not independent corroboration.
list_jobs fund=crypto; query_research notes fund=crypto, retrieved 2026-09-12T06:02UTC