Retrieved2026-09-21 02UTC. Tracks100largest nonfinancial Nasdaq companies; quarterly rebalance/annual reconstitution. Current holdings/performance widgets failed. No invented sector weights, current valuation or independent corroboration from repeated issuer citations.
https://www.invesco.com/qqq-etf/en/about.html
IWM Issuer small-cap valuation and risk disclosures = 18.31
Core trend fractional2026-09-21 02:02
Retrieved2026-09-21 02UTC; Sep17 PE18.31 PB2.11,1957holdings,healthcare20.39%,financials19.37%; Aug31 beta1.24 and3y volatility19.61%; Sep18 close284.10,volume31116039. Issuer direct portfolio disclosure, not earnings forecast.
https://www.ishares.com/us/products/239710/ishares-russell-2000-etf
EEM Issuer portfolio structure and primary reference price = 42.24
Core trend fractional2026-09-21 02:02
Retrieved2026-09-21 02UTC; issuer Sep17 portfolio technology42.24%, Taiwan28.10%, Korea20.60%, China19.94%, PE19.40 PB2.69,1185holdings. Sep18 close67.03,NAV67.28,volume19432097,30day average17131030. Issuer closest to portfolio but commercially interested; these are dated disclosures not new Sunday flows.
https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf
LW R92100 bracket-path aggregate return and affordability sensitivity = -68.47826087
Convex liquid2026-09-21 00:13
Eight endpoint-complete paths, six pre2026 train and two2026 holdout. With .02/share cost each side: diagnostic all-in compounded train -90.788878%, DD90.788878%, 0/6 wins; holdout -68.478261%,DD68.478261%,0/2. With .05: train -94.776504%,holdout -73.368421%; with .075: -96.701523%/-77.148218%. These are unconstrained path diagnostics, not actual fund returns. At .02 exactly one complete affordable training path (Sep2025 P47.5 entry.50,exit.40,-20%), no affordable complete holdout; at .05 none. Fresh entry daily closes differ from prior study's entry marks; retain both vintages.
https://runway.adityaperswal.workers.dev/data/option-bars
HALO R92100 put half-Kelly sensitivity to stop execution = 0.11764705882352941
Convex tail2026-09-21 00:11
[{"assumed_target_probability":0.11764705882352941,"net_gain_per_share":1.73,"net_loss_per_share":0.11,"all_in_entry":0.2,"halfKelly_equity_USD":55.94881147414299},{"assumed_target_probability":0.11764705882352941,"net_gain_per_share":1.73,"net_loss_per_share":0.2,"all_in_entry":0.2,"halfKelly_equity_USD":7.820469228153675}] Target1.93,paid.18,+.02friction; p2/17 borrowed signed terminal count is an optimistic assumption, NOT calibrated target-before-stop probability. Full-loss case assumes.20allin, ideal50%stopcase.11includingfriction. Contractpremium18/allincost20; granularity changes feasiblequantity. No order whileclosed; no permanent veto from this sensitivity.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92100 pre-event and event distribution contrast = 3.932698155280756
Convex liquid2026-09-21 00:10
{"N":11,"median":0.10017371163867983,"p80":0.2010752688172044,"pre11_median_abs":0.020674646354733373,"pre11_p80_abs":0.03932698155280756,"pre_event_corr":0.21821542164246743,"pre_event_abs_corr":-0.16278398088552976,"strike40_zero_premium_distance":0.14291836297407332,"strike40_median_premium_ceiling":-1.9948928778228137,"strike42_5_median_ceiling":0.5051071221771863,"strike40_spot_ceiling_ask48":43.919588159588166,"strike42_5_spot_ceiling_ask50":46.67567567567568,"p80payoff":2.7141827956989246,"hurdle":0.15320334261838445,"p80_multiple":5.654547491039427} Recomputed frozen11 event observations30507–30517. Pre11 return field from prior study, not new entry-date window; modest signed correlation .218 does not validate causal forecast. Oct2024 next-day timing sensitivity retained in prior30736; median/P80 unchanged.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92100 Monte Carlo conditional Friday-price scenario = -16.89175835647649
Convex liquid2026-09-21 00:10
{"assumptions":{"seed":92100,"n":50000,"non_event_returns":248,"rv":0.2616240537952228,"event_variance":0.014658596068435524,"total_variance":0.019909335999062586,"rate":0.04,"roundtrip_cost":2,"halfspread":0.07499999999999998},"results":[{"event_variance_multiplier":0.75,"n":50000,"mean_pnl":-29.18668288493296,"win_pct":4.436,"stop_pct":93.488,"target_pct":1.196,"p05":-41.620981938658396,"p95":-6.979312839349638,"halfKelly":0,"contracts":0},{"event_variance_multiplier":1,"n":50000,"mean_pnl":-16.89175835647649,"win_pct":15.762,"stop_pct":75.544,"target_pct":3.276,"p05":-37.40945471750423,"p95":58.034729185705494,"halfKelly":0,"contracts":0},{"event_variance_multiplier":1.25,"n":50000,"mean_pnl":-5.782505852265323,"win_pct":29.014,"stop_pct":54.862,"target_pct":5.57,"p05":-36.823112649403384,"p95":96.0777154270431,"halfKelly":0,"contracts":0}]} Hypothetical Friday Sep18 price to Oct5 exit, 11 future daily checks, not attainable Monday entry. European BS/no dividends, non-event empirical 3day blocks; frozen event variance ±25%, bid mid-.075, $2roundtrip, stop.24,target1.44. Refitting from actual Monday BBO required; not validated live odds.
https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
[{"contract":"LW240816P00065000","event":"2024-07-24","part":"train","cost_side":0,"entry":0.55,"available":10,"required":11,"affordable":false,"exit":0.32,"why":"time","pnl":-23.000000000000004,"return_pct":-41.81818181818182,"endpoint_return_pct":-41.81818181818182},{"contract":"LW240816P00065000","event":"2024-07-24","part":"train","cost_side":0.02,"entry":0.5700000000000001,"available":10,"required":11,"affordable":false,"exit":0.3,"why":"time","pnl":-27.000000000000007,"return_pct":-47.36842105263158,"endpoint_return_pct":-47.36842105263158},{"contract":"LW240816P00065000","event":"2024-07-24","part":"train","cost_side":0.05,"entry":0.6000000000000001,"available":10,"required":11,"affordable":false,"exit":0.30000000000000004,"why":"stop","pnl":-30.000000000000004,"return_pct":-50,"endpoint_return_pct":-55.00000000000001},{"contract":"LW240816P00065000","event":"2024-07-24","part":"train","cost_side":0.075,"entry":0.625,"available":10,"required":11,"affordable":false,"exit":0.3125,"why":"stop","pnl":-31.25,"return_pct":-50,"endpoint_return_pct":-60.8}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW241018P00052500","event":"2024-10-01","part":"train","cost_side":0,"entry":0.69,"available":11,"required":11,"affordable":false,"exit":0.43,"why":"time","pnl":-25.999999999999996,"return_pct":-37.68115942028986,"endpoint_return_pct":-37.68115942028986},{"contract":"LW241018P00052500","event":"2024-10-01","part":"train","cost_side":0.02,"entry":0.71,"available":11,"required":11,"affordable":false,"exit":0.355,"why":"stop","pnl":-35.5,"return_pct":-50,"endpoint_return_pct":-42.25352112676056},{"contract":"LW241018P00052500","event":"2024-10-01","part":"train","cost_side":0.05,"entry":0.74,"available":11,"required":11,"affordable":false,"exit":0.37,"why":"stop","pnl":-37,"return_pct":-50,"endpoint_return_pct":-48.64864864864865},{"contract":"LW241018P00052500","event":"2024-10-01","part":"train","cost_side":0.075,"entry":0.7649999999999999,"available":11,"required":11,"affordable":false,"exit":0.375,"why":"stop","pnl":-38.99999999999999,"return_pct":-50.98039215686274,"endpoint_return_pct":-53.59477124183007}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW250117P00065000","event":"2024-12-19","part":"train","cost_side":0,"entry":0.81,"available":10,"required":11,"affordable":false,"exit":0.6,"why":"time","pnl":-21.000000000000007,"return_pct":-25.92592592592593,"endpoint_return_pct":-25.92592592592593},{"contract":"LW250117P00065000","event":"2024-12-19","part":"train","cost_side":0.02,"entry":0.8300000000000001,"available":10,"required":11,"affordable":false,"exit":0.58,"why":"time","pnl":-25.00000000000001,"return_pct":-30.120481927710852,"endpoint_return_pct":-30.120481927710852},{"contract":"LW250117P00065000","event":"2024-12-19","part":"train","cost_side":0.05,"entry":0.8600000000000001,"available":10,"required":11,"affordable":false,"exit":0.5499999999999999,"why":"time","pnl":-31.000000000000018,"return_pct":-36.046511627906995,"endpoint_return_pct":-36.046511627906995},{"contract":"LW250117P00065000","event":"2024-12-19","part":"train","cost_side":0.075,"entry":0.885,"available":10,"required":11,"affordable":false,"exit":0.525,"why":"time","pnl":-36,"return_pct":-40.67796610169492,"endpoint_return_pct":-40.67796610169492}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW250815P00042500","event":"2025-07-23","part":"train","cost_side":0,"entry":0.5,"available":11,"required":11,"affordable":true,"exit":0.37,"why":"time","pnl":-13,"return_pct":-26,"endpoint_return_pct":-26},{"contract":"LW250815P00042500","event":"2025-07-23","part":"train","cost_side":0.02,"entry":0.52,"available":11,"required":11,"affordable":false,"exit":0.35,"why":"time","pnl":-17.000000000000004,"return_pct":-32.6923076923077,"endpoint_return_pct":-32.6923076923077},{"contract":"LW250815P00042500","event":"2025-07-23","part":"train","cost_side":0.05,"entry":0.55,"available":11,"required":11,"affordable":false,"exit":0.32,"why":"time","pnl":-23.000000000000004,"return_pct":-41.81818181818182,"endpoint_return_pct":-41.81818181818182},{"contract":"LW250815P00042500","event":"2025-07-23","part":"train","cost_side":0.075,"entry":0.575,"available":11,"required":11,"affordable":false,"exit":0.295,"why":"time","pnl":-27.999999999999996,"return_pct":-48.69565217391304,"endpoint_return_pct":-48.69565217391304}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW251017P00047500","event":"2025-09-30","part":"train","cost_side":0,"entry":0.48,"available":11,"required":11,"affordable":true,"exit":0.42,"why":"time","pnl":-6,"return_pct":-12.5,"endpoint_return_pct":-12.5},{"contract":"LW251017P00047500","event":"2025-09-30","part":"train","cost_side":0.02,"entry":0.5,"available":11,"required":11,"affordable":true,"exit":0.39999999999999997,"why":"time","pnl":-10.000000000000004,"return_pct":-20.000000000000007,"endpoint_return_pct":-20.000000000000007},{"contract":"LW251017P00047500","event":"2025-09-30","part":"train","cost_side":0.05,"entry":0.53,"available":11,"required":11,"affordable":false,"exit":0.37,"why":"time","pnl":-16.000000000000004,"return_pct":-30.188679245283023,"endpoint_return_pct":-30.188679245283023},{"contract":"LW251017P00047500","event":"2025-09-30","part":"train","cost_side":0.075,"entry":0.5549999999999999,"available":11,"required":11,"affordable":false,"exit":0.345,"why":"time","pnl":-20.999999999999996,"return_pct":-37.83783783783784,"endpoint_return_pct":-37.83783783783784}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars