Notes

{"symbol":"UNI","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":229,"spread_median_bp":18.73,"spread_p95_bp":25.3934,"loss_median_pct":0.6855632413995449,"breakeven_median_pct":0.6902956546649058,"min_ask_usd":4891.75682584,"min_bid_usd":4917.004112,"ask_below_cap":0,"bid_below_cap":0}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":137.1,"spread_median_bp":10.23,"spread_p95_bp":13.604399999999998,"loss_median_pct":0.6011138803680871,"breakeven_median_pct":0.6047491112170152,"min_ask_usd":97.10662500000001,"min_bid_usd":97.179747,"ask_below_cap":6,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"LTC","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":120.6,"spread_median_bp":60.276,"spread_p95_bp":62.7054,"loss_median_pct":1.097325956216344,"breakeven_median_pct":1.1095007964401085,"min_ask_usd":3697.08768,"min_bid_usd":1.0499998852199999,"ask_below_cap":0,"bid_below_cap":1}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"LINK","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":150.6,"spread_median_bp":19.045,"spread_p95_bp":22.3874,"loss_median_pct":0.6886979956181816,"breakeven_median_pct":0.6934739367205102,"min_ask_usd":14475.5186,"min_bid_usd":14531.095170000002,"ask_below_cap":0,"bid_below_cap":0}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"ETH","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":132.9,"spread_median_bp":3.143,"spread_p95_bp":4.1114,"loss_median_pct":0.5306387918741273,"breakeven_median_pct":0.5334695884533118,"min_ask_usd":81.50758624620002,"min_bid_usd":81.90442599999999,"ask_below_cap":9,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":26.5,"spread_median_bp":3.125,"spread_p95_bp":3.7941999999999996,"loss_median_pct":0.5304662267213378,"breakeven_median_pct":0.5332951775268514,"min_ask_usd":78.678348462,"min_bid_usd":77.68874663200002,"ask_below_cap":9,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

1999JournalFinance primaryfull43pagepaper methods/tradingfrictions/TableIII readSep8. 20valueweightedindustries, equalweighttop3minusbottom3, monthlyoverlappingcohorts;1963-95. 6/1 TableIII rawmonthlylong1.76%,spread.49%(t2.35), DGTW.12%(t.63). 6/6spread.43%monthly;longminusmiddle.36%,middleminuslosers.07%. Costsqualification explicit. Frozen9ETFtop1cash20sessionATR adaptation is not exact replication and source cannot validate it. https://spinup-000d1a-wp-offload-media.s3.amazonaws.com/faculty/wp-content/uploads/sites/3/2019/09/DoIndustriesExplainMomentum.pdf

{"symbol":"LINK/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":12.75,"daily_sma100":8.8499068,"daily_prior20high":13.345,"daily_prior5_20vol":1.0405814485630793,"adr14_pct":5.828882745660344,"missing_hours":0,"zero_volume_hours":32,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":12.6505,"prior24high":13.677,"sma168":11.908130593749998,"prior6_48volratio":0.5236752591601332,"breakout":false,"trend":true,"compression":true},"2026-09-08T06:00:00Z":{"c":12.61215,"prior24high":13.677,"sma168":11.914827617559522,"prior6_48volratio":0.4921284398718595,"breakout":false,"trend":true,"compression":true},"2026-09-08T07:00:00Z":{"c":12.67645,"prior24high":13.521,"sma168":11.922008867559523,"prior6_48volratio":0.46713659196443413,"breakout":false,"trend":true,"compression":true},"two_new_hours_return_pct":0.20513023200665614}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"LTC/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":55.20535,"daily_sma100":45.93123355265001,"daily_prior20high":55.4165,"daily_prior5_20vol":1.0330532411181133,"adr14_pct":4.754124221697693,"missing_hours":0,"zero_volume_hours":108,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":55.0525,"prior24high":59.34355,"sma168":52.14236339285714,"prior6_48volratio":0.4492972699593175,"breakout":false,"trend":true,"compression":true},"2026-09-08T06:00:00Z":{"c":54.835,"prior24high":59.34355,"sma168":52.177988392857145,"prior6_48volratio":0.4476885019649551,"breakout":false,"trend":true,"compression":true},"2026-09-08T07:00:00Z":{"c":55.15705,"prior24high":59.34355,"sma168":52.21528154761906,"prior6_48volratio":0.31432536915321985,"breakout":false,"trend":true,"compression":true},"two_new_hours_return_pct":0.18990963171516828}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"UNI/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":6.85844,"daily_sma100":3.6802292,"daily_prior20high":7.4795,"daily_prior5_20vol":1.1808016778672867,"adr14_pct":10.504742320544933,"missing_hours":0,"zero_volume_hours":17,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":7.02745,"prior24high":7.184,"sma168":6.41690625,"prior6_48volratio":1.4273740674324424,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":7.01195,"prior24high":7.184,"sma168":6.424473422619048,"prior6_48volratio":1.424905971541221,"breakout":false,"trend":true,"compression":false},"2026-09-08T07:00:00Z":{"c":7.05265,"prior24high":7.184,"sma168":6.431888630952382,"prior6_48volratio":1.4381904120847235,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":0.35859380002702945}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XRP/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":1.397,"daily_sma100":1.15872231864,"daily_prior20high":1.70007,"daily_prior5_20vol":0.723120707892222,"adr14_pct":5.32075184650531,"missing_hours":0,"zero_volume_hours":3,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":1.38735,"prior24high":1.41695,"sma168":1.3958304617559523,"prior6_48volratio":1.172046528586593,"breakout":false,"trend":false,"compression":false},"2026-09-08T06:00:00Z":{"c":1.38315,"prior24high":1.4152,"sma168":1.3958251046130952,"prior6_48volratio":0.9843720667700258,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":1.38775,"prior24high":1.4152,"sma168":1.3958730212797619,"prior6_48volratio":0.86794638396911,"breakout":false,"trend":false,"compression":false},"two_new_hours_return_pct":0.0288319457959485}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":103.8095,"daily_sma100":79.15194005855,"daily_prior20high":110.5357,"daily_prior5_20vol":0.5819727742487106,"adr14_pct":5.786845709429424,"missing_hours":0,"zero_volume_hours":2,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":102.915,"prior24high":105.945,"sma168":102.77918571428572,"prior6_48volratio":0.9456103728767805,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":102.695,"prior24high":105.945,"sma168":102.77489702380953,"prior6_48volratio":0.9009240982727699,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":102.8735,"prior24high":105.945,"sma168":102.7735875,"prior6_48volratio":0.8363556333714313,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":-0.0403245396686569}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":2490.4615,"daily_sma100":1925.06293,"daily_prior20high":2565.9,"daily_prior5_20vol":0.5973681804400793,"adr14_pct":3.7510638461044334,"missing_hours":0,"zero_volume_hours":2,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":2471.9085,"prior24high":2513.375,"sma168":2461.3975267857145,"prior6_48volratio":1.2831235718042002,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":2467.498,"prior24high":2511.07,"sma168":2461.3718898809525,"prior6_48volratio":1.197929870150085,"breakout":false,"trend":true,"compression":false},"2026-09-08T07:00:00Z":{"c":2478.606,"prior24high":2511.07,"sma168":2461.4105535714284,"prior6_48volratio":1.1014810730345157,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":0.27094449491154027}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":79096.805,"daily_sma100":66525.03522,"daily_prior20high":82233.502538071,"daily_prior5_20vol":0.9088984436923706,"adr14_pct":3.0138421726368523,"missing_hours":0,"zero_volume_hours":0,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":78563.738,"prior24high":79909.11,"sma168":79106.53749404762,"prior6_48volratio":1.5746657741994114,"breakout":false,"trend":false,"compression":false},"2026-09-08T06:00:00Z":{"c":78304.5185,"prior24high":79813.045,"sma168":79104.07956845238,"prior6_48volratio":1.4653929420250131,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":78450.45,"prior24high":79683.707,"sma168":79103.12378869049,"prior6_48volratio":1.2142342687247119,"breakout":false,"trend":false,"compression":false},"two_new_hours_return_pct":-0.14419884145533413}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":15.88,"h":15.98,"l":14.54,"n":131579,"o":14.61,"t":"2026-08-19T04:00:00Z","v":106768434,"vw":15.474554},{"c":17.55,"h":17.799,"l":17.01,"n":102606,"o":17.255,"t":"2026-08-20T04:00:00Z","v":85369500,"vw":17.427973},{"c":18.24,"h":18.36,"l":17.8605,"n":92394,"o":18,"t":"2026-08-21T04:00:00Z","v":71706306,"vw":18.141125},{"c":18.66,"h":19.1189,"l":18.5201,"n":95185,"o":18.92,"t":"2026-08-24T04:00:00Z","v":65103115,"vw":18.826448},{"c":18.6,"h":18.77,"l":18.42,"n":65199,"o":18.54,"t":"2026-08-25T04:00:00Z","v":42586278,"vw":18.640538},{"c":18.65,"h":18.75,"l":18.35,"n":61788,"o":18.45,"t":"2026-08-26T04:00:00Z","v":39942724,"vw":18.555236},{"c":18.87,"h":19.135,"l":18.74,"n":78244,"o":18.89,"t":"2026-08-27T04:00:00Z","v":59421391,"vw":18.960866},{"c":18.37,"h":19.07,"l":18.16,"n":67147,"o":18.87,"t":"2026-08-28T04:00:00Z","v":56078445,"vw":18.560475},{"c":18.72,"h":18.79,"l":18.3788,"n":39744,"o":18.485,"t":"2026-08-31T04:00:00Z","v":30909786,"vw":18.603237},{"c":18.23,"h":18.54,"l":17.97,"n":46714,"o":18.44,"t":"2026-09-01T04:00:00Z","v":33269771,"vw":18.336725},{"c":18.05,"h":18.25,"l":17.8995,"n":32651,"o":18.01,"t":"2026-09-02T04:00:00Z","v":24192807,"vw":18.04638},{"c":19.02,"h":19.105,"l":18.24,"n":67313,"o":18.26,"t":"2026-09-03T04:00:00Z","v":43151906,"vw":18.79825},{"c":18.52,"h":18.6099,"l":18.34,"n":46368,"o":18.49,"t":"2026-09-04T04:00:00Z","v":32999774,"vw":18.497526}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":14.24,"h":14.59,"l":14.2,"n":38868,"o":14.35,"t":"2026-07-29T04:00:00Z","v":29874534,"vw":14.336509},{"c":14.51,"h":14.605,"l":14.425,"n":26730,"o":14.51,"t":"2026-07-30T04:00:00Z","v":23066298,"vw":14.496447},{"c":14.07,"h":14.25,"l":13.925,"n":54105,"o":14.24,"t":"2026-07-31T04:00:00Z","v":34422272,"vw":14.064292},{"c":14.11,"h":14.15,"l":13.85,"n":40456,"o":13.895,"t":"2026-08-03T04:00:00Z","v":30514225,"vw":14.059228},{"c":14.15,"h":14.205,"l":14,"n":37312,"o":14.09,"t":"2026-08-04T04:00:00Z","v":20375384,"vw":14.126257},{"c":14.48,"h":14.545,"l":13.9801,"n":47459,"o":14.09,"t":"2026-08-05T04:00:00Z","v":28360480,"vw":14.315411},{"c":14.4,"h":14.485,"l":14.27,"n":39192,"o":14.31,"t":"2026-08-06T04:00:00Z","v":23338520,"vw":14.412384},{"c":14.47,"h":14.6,"l":14.37,"n":45293,"o":14.545,"t":"2026-08-07T04:00:00Z","v":27266832,"vw":14.463406},{"c":14.14,"h":14.39,"l":14.07,"n":54224,"o":14.38,"t":"2026-08-10T04:00:00Z","v":28188345,"vw":14.180588},{"c":14.18,"h":14.27,"l":13.9713,"n":36196,"o":14.22,"t":"2026-08-11T04:00:00Z","v":17129846,"vw":14.095011},{"c":14.16,"h":14.39,"l":14.15,"n":39225,"o":14.38,"t":"2026-08-12T04:00:00Z","v":18643469,"vw":14.252666},{"c":14.23,"h":14.305,"l":14.04,"n":25403,"o":14.22,"t":"2026-08-13T04:00:00Z","v":18422410,"vw":14.201847},{"c":14.18,"h":14.24,"l":14.04,"n":33194,"o":14.1,"t":"2026-08-14T04:00:00Z","v":18855274,"vw":14.145343},{"c":14.4,"h":14.4485,"l":14.3,"n":31041,"o":14.3,"t":"2026-08-17T04:00:00Z","v":25787591,"vw":14.386712},{"c":14.44,"h":14.51,"l":14.27,"n":29149,"o":14.29,"t":"2026-08-18T04:00:00Z","v":30463269,"vw":14.423452}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":13.11,"h":13.17,"l":12.91,"n":31563,"o":13.1,"t":"2026-07-08T04:00:00Z","v":26082937,"vw":13.061653},{"c":13.19,"h":13.265,"l":13.05,"n":20548,"o":13.145,"t":"2026-07-09T04:00:00Z","v":12683965,"vw":13.145767},{"c":13.53,"h":13.67,"l":13.39,"n":25217,"o":13.545,"t":"2026-07-10T04:00:00Z","v":22233748,"vw":13.521286},{"c":13.37,"h":13.47,"l":13.2,"n":28155,"o":13.345,"t":"2026-07-13T04:00:00Z","v":25436178,"vw":13.352685},{"c":14.18,"h":14.24,"l":14.02,"n":52409,"o":14.18,"t":"2026-07-14T04:00:00Z","v":43599252,"vw":14.139578},{"c":14.52,"h":14.655,"l":14.35,"n":48771,"o":14.6,"t":"2026-07-15T04:00:00Z","v":29267573,"vw":14.533172},{"c":14.13,"h":14.28,"l":14.05,"n":31789,"o":14.21,"t":"2026-07-16T04:00:00Z","v":24142007,"vw":14.153859},{"c":13.91,"h":13.9999,"l":13.595,"n":37192,"o":13.69,"t":"2026-07-17T04:00:00Z","v":37034748,"vw":13.825514},{"c":14.33,"h":14.47,"l":13.97,"n":41028,"o":14.09,"t":"2026-07-20T04:00:00Z","v":31912976,"vw":14.275833},{"c":14.53,"h":14.665,"l":14.44,"n":36099,"o":14.61,"t":"2026-07-21T04:00:00Z","v":35147421,"vw":14.538171},{"c":14.52,"h":14.7599,"l":14.49,"n":31050,"o":14.5,"t":"2026-07-22T04:00:00Z","v":31583442,"vw":14.623371},{"c":14.11,"h":14.4,"l":14.09,"n":35523,"o":14.32,"t":"2026-07-23T04:00:00Z","v":30210569,"vw":14.221203},{"c":14.04,"h":14.095,"l":13.92,"n":24603,"o":14.07,"t":"2026-07-24T04:00:00Z","v":20288993,"vw":14.020899},{"c":14.71,"h":14.9177,"l":14.465,"n":50724,"o":14.72,"t":"2026-07-27T04:00:00Z","v":43369747,"vw":14.672164},{"c":14.49,"h":14.54,"l":13.9909,"n":48212,"o":14.2,"t":"2026-07-28T04:00:00Z","v":32389108,"vw":14.325289}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":13.76,"h":13.95,"l":13.61,"n":52399,"o":13.73,"t":"2026-06-15T04:00:00Z","v":41323793,"vw":13.759588},{"c":13.54,"h":13.6368,"l":13.3,"n":30805,"o":13.595,"t":"2026-06-16T04:00:00Z","v":23035575,"vw":13.492932},{"c":13.07,"h":13.545,"l":13.04,"n":52640,"o":13.26,"t":"2026-06-17T04:00:00Z","v":30783848,"vw":13.27495},{"c":12.88,"h":13.215,"l":12.6,"n":38570,"o":13.19,"t":"2026-06-18T04:00:00Z","v":25222090,"vw":12.846675},{"c":13.06,"h":13.42,"l":13.03,"n":36630,"o":13.3,"t":"2026-06-22T04:00:00Z","v":25457156,"vw":13.210246},{"c":12.52,"h":12.61,"l":12.4,"n":32073,"o":12.43,"t":"2026-06-23T04:00:00Z","v":20414696,"vw":12.504466},{"c":11.92,"h":12.54,"l":11.71,"n":64328,"o":12.445,"t":"2026-06-24T04:00:00Z","v":42047931,"vw":12.061358},{"c":11.74,"h":12.335,"l":11.545,"n":48213,"o":12.31,"t":"2026-06-25T04:00:00Z","v":34107697,"vw":11.809636},{"c":11.89,"h":12.01,"l":11.525,"n":42705,"o":11.56,"t":"2026-06-26T04:00:00Z","v":31524182,"vw":11.841996},{"c":12.24,"h":12.335,"l":11.73,"n":51014,"o":11.865,"t":"2026-06-29T04:00:00Z","v":32900938,"vw":12.060805},{"c":11.89,"h":11.92,"l":11.67,"n":36692,"o":11.76,"t":"2026-06-30T04:00:00Z","v":24500018,"vw":11.820158},{"c":12.19,"h":12.295,"l":11.83,"n":41119,"o":11.89,"t":"2026-07-01T04:00:00Z","v":32106043,"vw":12.150147},{"c":12.86,"h":13.005,"l":12.655,"n":62753,"o":12.68,"t":"2026-07-02T04:00:00Z","v":40682678,"vw":12.83723},{"c":13.55,"h":13.6164,"l":13.035,"n":43248,"o":13.065,"t":"2026-07-06T04:00:00Z","v":28046299,"vw":13.419039},{"c":13.51,"h":13.67,"l":13.27,"n":30283,"o":13.35,"t":"2026-07-07T04:00:00Z","v":20873312,"vw":13.48291}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":15.57,"h":16.09,"l":15.52,"n":35818,"o":16.055,"t":"2026-05-22T04:00:00Z","v":21568043,"vw":15.870301},{"c":15.62,"h":16.1499,"l":15.495,"n":51424,"o":15.95,"t":"2026-05-26T04:00:00Z","v":27296106,"vw":15.795322},{"c":15.485,"h":15.66,"l":15.39,"n":37448,"o":15.58,"t":"2026-05-27T04:00:00Z","v":25468486,"vw":15.522419},{"c":15.19,"h":15.29,"l":14.815,"n":50991,"o":14.96,"t":"2026-05-28T04:00:00Z","v":32544052,"vw":15.069802},{"c":15.2,"h":15.428,"l":14.895,"n":37131,"o":15.05,"t":"2026-05-29T04:00:00Z","v":28322990,"vw":15.204107},{"c":15.11,"h":15.14,"l":14.755,"n":48348,"o":14.9,"t":"2026-06-01T04:00:00Z","v":34328424,"vw":14.900299},{"c":14.38,"h":14.93,"l":14.19,"n":73533,"o":14.91,"t":"2026-06-02T04:00:00Z","v":43751061,"vw":14.491043},{"c":13.58,"h":14.16,"l":13.54,"n":58969,"o":14.09,"t":"2026-06-03T04:00:00Z","v":33214321,"vw":13.791843},{"c":13.39,"h":13.535,"l":13.22,"n":62296,"o":13.29,"t":"2026-06-04T04:00:00Z","v":32451135,"vw":13.399042},{"c":11.87,"h":12.655,"l":11.62,"n":122914,"o":12.56,"t":"2026-06-05T04:00:00Z","v":83024517,"vw":12.011964},{"c":12.72,"h":12.8682,"l":12.6445,"n":48227,"o":12.74,"t":"2026-06-08T04:00:00Z","v":33633051,"vw":12.736422},{"c":12.48,"h":12.665,"l":12.17,"n":47306,"o":12.6,"t":"2026-06-09T04:00:00Z","v":34422213,"vw":12.411571},{"c":12.28,"h":12.5786,"l":12.23,"n":41883,"o":12.34,"t":"2026-06-10T04:00:00Z","v":28778448,"vw":12.382735},{"c":12.7,"h":12.77,"l":12.3,"n":43417,"o":12.435,"t":"2026-06-11T04:00:00Z","v":36235464,"vw":12.55741},{"c":12.57,"h":12.76,"l":12.46,"n":32450,"o":12.56,"t":"2026-06-12T04:00:00Z","v":28219038,"vw":12.595002}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"c":17.42,"h":17.58,"l":17.36,"n":41670,"o":17.44,"t":"2026-05-01T04:00:00Z","v":21455745,"vw":17.455227},{"c":17.77,"h":17.99,"l":17.57,"n":46075,"o":17.66,"t":"2026-05-04T04:00:00Z","v":24103464,"vw":17.786528},{"c":17.9,"h":18.13,"l":17.82,"n":34675,"o":18.06,"t":"2026-05-05T04:00:00Z","v":14296875,"vw":17.965036},{"c":17.72,"h":18.03,"l":17.65,"n":39289,"o":17.99,"t":"2026-05-06T04:00:00Z","v":19413556,"vw":17.790113},{"c":17.3,"h":17.55,"l":17.2,"n":33398,"o":17.54,"t":"2026-05-07T04:00:00Z","v":18943921,"vw":17.347694},{"c":17.48,"h":17.53,"l":17.12,"n":28289,"o":17.16,"t":"2026-05-08T04:00:00Z","v":13283482,"vw":17.346692},{"c":17.67,"h":17.7,"l":17.385,"n":34087,"o":17.56,"t":"2026-05-11T04:00:00Z","v":19051759,"vw":17.589481},{"c":17.24,"h":17.26,"l":17.02,"n":36184,"o":17.24,"t":"2026-05-12T04:00:00Z","v":22505236,"vw":17.162058},{"c":17.02,"h":17.23,"l":16.85,"n":34316,"o":17.195,"t":"2026-05-13T04:00:00Z","v":24393941,"vw":17.028089},{"c":17.36,"h":17.52,"l":16.9472,"n":40106,"o":17.06,"t":"2026-05-14T04:00:00Z","v":24190296,"vw":17.320574},{"c":16.76,"h":16.97,"l":16.63,"n":41459,"o":16.96,"t":"2026-05-15T04:00:00Z","v":23810958,"vw":16.769787},{"c":16,"h":16.17,"l":15.67,"n":59520,"o":16.165,"t":"2026-05-18T04:00:00Z","v":30748649,"vw":15.915982},{"c":15.93,"h":16.04,"l":15.795,"n":26502,"o":15.89,"t":"2026-05-19T04:00:00Z","v":17093134,"vw":15.945338},{"c":16.14,"h":16.21,"l":15.935,"n":27175,"o":16.03,"t":"2026-05-20T04:00:00Z","v":15297529,"vw":16.09435},{"c":16.15,"h":16.25,"l":15.865,"n":28680,"o":15.98,"t":"2026-05-21T04:00:00Z","v":19476012,"vw":16.071258}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000

Measured Sep8 around08:02UTC; source period May1–Sep4 underlying /Sep1–4 options; diagnostic, no execution inference. [{"symbol":"ETHA","contract":"ETHA260925P00015500","S":18.52,"K":15.5,"T":0.047246938930717165,"r":0.04,"rv20":0.587012878975165,"rv60":0.5202515835050636,"sigma":0.5546376430707881,"atr14":0.7705999999999998,"bars":88,"lastbar":"2026-09-04T04:00:00Z","ask":0.08,"bid":0.07,"scenarios":[{"sigma_multiplier":1,"q":0,"fair":0.060803481885370575,"net_surplus_dollars":-2.119651811462943},{"sigma_multiplier":1,"q":0.05,"fair":0.06339761866763759,"net_surplus_dollars":-1.8602381332362414},{"sigma_multiplier":0.8,"q":0,"fair":0.019566414611069078,"net_surplus_dollars":-6.243358538893093},{"sigma_multiplier":0.8,"q":0.05,"fair":0.020773120550646975,"net_surplus_dollars":-6.122687944935302},{"sigma_multiplier":1.2,"q":0,"fair":0.12561389224909733,"net_surplus_dollars":4.361389224909733},{"sigma_multiplier":1.2,"q":0.05,"fair":0.12963318196631032,"net_surplus_dollars":4.763318196631032}]}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT,ETHA&timeframe=1Day&start=2026-05-01T00:00:00Z&end=2026-09-05T00:00:00Z&feed=sip&adjustment=all&limit=1000