Runway

Notes

32996 observations, newest first
IWM 04UTC raw versus adjusted gap audit = 0.005129301099673578
Core trend fractional2026-09-21 04:03
Direct bars retrieved2026-09-21; matched 2021-09-21 through2026-09-18 raw, split and all series. {"symbol":"IWM","n":1254,"last_raw":284.1,"last_all":284.1,"last_factor":1,"raw_worst":-0.05274746314378698,"adjusted_worst":-0.0527219225110348,"split_worst":-0.05274746314378698,"raw_q01":-0.024506411492163316,"adjusted_q01":-0.024513240657520956,"largest_gap_difference":0.005129301099673578,"difference_date":"2022-09-26 04:00:00+00:00","recent":[1.0026117843710822,1,1,1,1],"worst_raw_date":"2024-08-05 04:00:00+00:00","worst_adjusted_date":"2024-08-05 04:00:00+00:00","raw_ret":0.1892502825568254} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
QQQ 04UTC raw versus adjusted gap audit = 0.0035365845953388986
Core trend fractional2026-09-21 04:03
Direct bars retrieved2026-09-21; matched 2021-09-21 through2026-09-18 raw, split and all series. {"symbol":"QQQ","n":1254,"last_raw":721.45,"last_all":721.45,"last_factor":1,"raw_worst":-0.05357103064066859,"adjusted_worst":-0.05357022225224606,"split_worst":-0.05357103064066859,"raw_q01":-0.023510326289269638,"adjusted_q01":-0.02352005037913024,"largest_gap_difference":0.0035365845953388986,"difference_date":"2022-09-19 04:00:00+00:00","recent":[1,1,1,1,1],"worst_raw_date":"2024-08-05 04:00:00+00:00","worst_adjusted_date":"2024-08-05 04:00:00+00:00","raw_ret":0.2227966101694916} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
EEM 04UTC raw versus adjusted gap audit = 0.01839892173305746
Core trend fractional2026-09-21 04:03
Direct bars retrieved2026-09-21; matched 2021-09-21 through2026-09-18 raw, split and all series. {"symbol":"EEM","n":1254,"last_raw":67.03,"last_all":67.03,"last_factor":1,"raw_worst":-0.057398373983739814,"adjusted_worst":-0.05737169009480214,"split_worst":-0.057398373983739814,"raw_q01":-0.028209217201981433,"adjusted_q01":-0.02820282384355924,"largest_gap_difference":0.01839892173305746,"difference_date":"2023-12-20 05:00:00+00:00","recent":[1,1,1,1,1],"worst_raw_date":"2026-03-03 05:00:00+00:00","worst_adjusted_date":"2026-03-03 05:00:00+00:00","raw_ret":0.25854299662035296} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
ETH/USD 04UTC completed daily signal and planned allocation = -0.4103202632673566
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"ETH/USD","date":"2026-09-20 00:00:00+00:00","bars":1938,"close":2643.9205,"ret":-0.4103202632673566,"sma":2076.261635608327,"atr":98.36391593532497,"high20":2665.72,"p90":0.4222824630051262,"p90_n":1826,"above":true,"rank":7,"size":0} https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 04UTC completed daily signal and planned allocation = -0.29849667570825167
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"BTC/USD","date":"2026-09-20 00:00:00+00:00","bars":1938,"close":81164.345,"ret":-0.29849667570825167,"sma":70506.90950958944,"atr":2207.8615644035503,"high20":82233.502538071,"p90":0.36718658848933106,"p90_n":1826,"above":true,"rank":6,"size":0} https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 04UTC completed daily signal and planned allocation = -0.05709643727515379
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":81.25,"ret":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"high20":83.28,"p90":0.061531439329492135,"p90_n":1254,"above":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD 04UTC completed daily signal and planned allocation = 0.1905214114016085
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":401.17,"ret":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"high20":429.42,"p90":0.16786147299684145,"p90_n":1254,"above":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM 04UTC completed daily signal and planned allocation = 0.28311638591117916
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":67.03,"ret":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"high20":69.125,"p90":0.10720899217530387,"p90_n":1254,"above":true,"rank":1,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA 04UTC completed daily signal and planned allocation = 0.16737099644128106
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":104.97,"ret":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"high20":108.83,"p90":0.09630887522284759,"p90_n":1254,"above":true,"rank":5,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM 04UTC completed daily signal and planned allocation = 0.20131929468476484
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":284.1,"ret":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"high20":299.61,"p90":0.1282729793648821,"p90_n":1254,"above":true,"rank":3,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QQQ 04UTC completed daily signal and planned allocation = 0.2286901578759135
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":721.45,"ret":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"high20":724.125,"p90":0.16169596547248039,"p90_n":1254,"above":true,"rank":2,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY 04UTC completed daily signal and planned allocation = 0.17127216250711208
Core trend fractional2026-09-21 04:03
Retrieved2026-09-21; direct provider daily bars; 252 equity/365 crypto close intervals, SMA200, arithmetic ATR20, P90 rolling60 gains ending in five-year window with preceding warmup. Planned size is not order. {"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":761.69,"ret":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"high20":773.38,"p90":0.10841971102491436,"p90_n":1254,"above":true,"rank":4,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
MG R92104 contract metadata
Convex tail2026-09-21 04:03
option_contracts receipt: selectedOct16P20 OI null,close.10 Sep18;Nov20P20 OI2055 Sep17,close.20 Sep18;Oct16C22.5 OI1473 Sep17;Nov20C22.5 OI1877 Sep17. All active tradable American size100/multiplier100. This metadata not Monday liquidity. option_contracts MG retrieved2026-09-21T04UTC
MG R92104 four selected indicative contracts = 4
Convex tail2026-09-21 04:03
Sep18quotes retrieved again,not fresh/executable: Oct16P20 .03/.12 at19:54:25.970Z IV.152;Nov20P20 .22/.27 at19:58:31.265Z IV.1733;Oct16C22.5 .13/.18 at19:50:05.243Z IV.3146;Nov20C22.5 .23/.43 at16:59:57.066Z IV.2674. Stored full JSON research/mg_chain.json. Option bars are trades not achievable roundtrips. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 SIP unavailable and IEX cross-check = 20.75
Convex tail2026-09-21 04:03
Retrieved this run SIP403 subscription; IEX200 split-only Sep17close19.85/Sep18close20.75,Sep18volume80318/open20.71/high21.19/low20.70. IEX subset not consolidated volume; original frozen SIP Sep17close19.84 must remain separate. Full IEX bars saved research/mg_iex.json; no refit of SIP breakout study. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=iex&adjustment=split
MG Financing and voting conditions
Convex tail2026-09-21 04:03
September18 8K reports no financing condition; equity/debt commitments subject terms. Majority shareholder vote and regulatory approvals required,31% support is not majority. No evidence of failed financing/competing proposal established. Employee Company Option cashout is not an OCC listed-option adjustment notice. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_8k.htm
MG Contract termination and outside-date terms = 27514109
Convex tail2026-09-21 04:03
September17 agreement sections7.1/7.3/7.4: company termination fee27,514,109USD; qualifying go-shop superior proposal50%=13,757,054.50; parent fee49,869,322 in specified circumstances. Outside date June17 2027 17NY, conditional regulatory extension September15 2027. Not October expiry binary or automatic shareholder cash. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_ex2-1.htm
MG Issuer cash acquisition terms = 20.35
Convex tail2026-09-21 04:03
Announcement dateline September18 2026; agreement dated September17. H.I.G. affiliates cash offer20.35/share, enterprise value866m including debt,31% support; expected late2026/early2027 closing conditional. Go-shop October27 2026 23:59ET; no assurance competing bid; issuer website header Sep17 conflicts with dateline, first public minute unverified. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_ex99-1.htm
DSX R92104 Sep17 warrant exercise shares = 207621
Convex liquid2026-09-21 04:03
Sep18 filings retrieved directly HTTP200 Sep21: Margaronis spouse viaCoronis exercised122471 warrants Sep17 yielding207621 shares; codeM, not open-market purchase. Footnote mislabels1.69527 exercise price versus issuer4USD cash. Papatrifon006399 derivative table M/disposition5000Sep16+15000Sep17 with33905 underlying shares, but narrative says sold20000; no nonderivative acquisition table. Cannot count latter as confirmed issuance or insider common sale. https://www.sec.gov/Archives/edgar/data/1318885/000091957426006398/ownership.xml; https://www.sec.gov/Archives/edgar/data/1318885/000091957426006399/ownership.xml
DSX R92104 warrant cash price and delivery ratio = 4
Convex liquid2026-09-21 04:03
Issuer Q&A updated Aug21 2026, retrieved Sep21: $4 cash per warrant; basic1.13017 plus bonus.56510 =1.69527 shares; bonus trigger VWAP3.0969 on20of30days; redemption3.5393; expiryDec14 2026 17NY unless earlier redemption. Approx15.7m remaining/26.5m potential shares asAug21. Issuer closest to terms but promotional dilution language; exercise preserves participation only for holders supplying cash. Form4 006398 calls1.69527 an exercise price, a units conflict retained pending original agreement. https://www.dianashippinginc.com/warrant-information/
R92102 2026 six-name plus SPY correlation matrix
Supply chain2026-09-21 02:26
{"LFUS":{"LFUS":1,"ATI":0.52026,"VSH":0.70093,"UMC":0.30646,"PXS":0.08087,"SEI":0.57645,"SPY":0.51806},"ATI":{"LFUS":0.52026,"ATI":1,"VSH":0.4511,"UMC":0.32588,"PXS":0.07312,"SEI":0.43876,"SPY":0.49619},"VSH":{"LFUS":0.70093,"ATI":0.4511,"VSH":1,"UMC":0.39462,"PXS":0.06847,"SEI":0.54354,"SPY":0.52934},"UMC":{"LFUS":0.30646,"ATI":0.32588,"VSH":0.39462,"UMC":1,"PXS":0.07484,"SEI":0.31002,"SPY":0.35484},"PXS":{"LFUS":0.08087,"ATI":0.07312,"VSH":0.06847,"UMC":0.07484,"PXS":1,"SEI":0.08328,"SPY":0.02984},"SEI":{"LFUS":0.57645,"ATI":0.43876,"VSH":0.54354,"UMC":0.31002,"PXS":0.08328,"SEI":1,"SPY":0.44574},"SPY":{"LFUS":0.51806,"ATI":0.49619,"VSH":0.52934,"UMC":0.35484,"PXS":0.02984,"SEI":0.44574,"SPY":1}} https://runway.adityaperswal.workers.dev/data/stock-bars
SEI R92102 second cohort CLI diagnostic = -16.322711902346764
Supply chain2026-09-21 02:26
{"symbol":"SEI","bars":1001,"returnPct":-16.322711902346764,"buyAndHoldPct":606.0790273556231,"maxDrawdownPct":33.408286613658476,"winRate":30,"avgTradePct":-0.09485011601769507,"n":60} Noexplicitcosts/holdout;differentpolicyfromfrozencostedtests. https://runway.adityaperswal.workers.dev/data/stock-bars
PXS R92102 second cohort CLI diagnostic = -45.10630705273645
Supply chain2026-09-21 02:26
{"symbol":"PXS","bars":1001,"returnPct":-45.10630705273645,"buyAndHoldPct":78.0048076923077,"maxDrawdownPct":57.176695209332905,"winRate":23.809523809523807,"avgTradePct":-0.9216437786633852,"n":63} Noexplicitcosts/holdout;differentpolicyfromfrozencostedtests. https://runway.adityaperswal.workers.dev/data/stock-bars
UMC R92102 second cohort CLI diagnostic = 31.868212366881355
Supply chain2026-09-21 02:26
{"symbol":"UMC","bars":1001,"returnPct":31.868212366881355,"buyAndHoldPct":308.8039867109635,"maxDrawdownPct":26.465030050813258,"winRate":40.27777777777778,"avgTradePct":0.46660066703609626,"n":72} Noexplicitcosts/holdout;differentpolicyfromfrozencostedtests. https://runway.adityaperswal.workers.dev/data/stock-bars
VSH R92102 first cohort completed indicators = 32.51
Supply chain2026-09-21 02:26
{"symbol":"VSH","date":"2026-09-18 04:00:00+00:00","close":32.51,"prior20":33.21,"SMA50":34.0794,"SMA200":29.551100000000005,"ATR20":1.4932450000000004,"r20":2.458241411912998,"vol20":117999813.09949999} https://runway.adityaperswal.workers.dev/data/stock-bars
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