Notes

Retrieved Sep8 06UTC; [{"s":"SLV","near":"SLV260918C00015000","far":"SLV260925C00015000","gap":0.9600000000000009},{"s":"SLV","near":"SLV260918C00018000","far":"SLV261016C00018000","gap":0.3999999999999986},{"s":"SLV","near":"SLV261009C00030000","far":"SLV261016C00030000","gap":0.04999999999999716},{"s":"SLV","near":"SLV260918C00031000","far":"SLV260930C00031000","gap":0.379999999999999},{"s":"SLV","near":"SLV260918C00036000","far":"SLV260930C00036000","gap":0.10999999999999943},{"s":"SLV","near":"SLV261002C00044000","far":"SLV261016C00044000","gap":0.010999999999999233},{"s":"SLV","near":"SLV260916C00045000","far":"SLV260918C00045000","gap":0.019999999999999574},{"s":"SLV","near":"SLV260916C00047000","far":"SLV260918C00047000","gap":0.1800000000000015},{"s":"SLV","near":"SLV260914C00049000","far":"SLV260916C00049000","gap":0.05000000000000071},{"s":"SLV","near":"SLV260918C00032500","far":"SLV260930C00032500","gap":0.18000000000000327},{"s":"SLV","near":"SLV260930C00039000","far":"SLV261016C00039000","gap":0.03999999999999915},{"s":"SLV","near":"SLV260911C00042000","far":"SLV260918C00042000","gap":0.13000000000000256},{"s":"SLV","near":"SLV260918C00043000","far":"SLV260930C00043000","gap":0.33999999999999986},{"s":"SLV","near":"SLV260916C00046000","far":"SLV260918C00046000","gap":0.11999999999999922},{"s":"SLV","near":"SLV260911C00048500","far":"SLV260918C00048500","gap":0.030000000000001137}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

Retrieved Sep8 06UTC; [{"s":"SLV","a":"SLV260914P00072000","b":"SLV260914P00073000","monotone_gap":-1.1999999999999993,"width_gap":0.0600000000000005},{"s":"SLV","a":"SLV260911P00065000","b":"SLV260911P00065500","monotone_gap":-0.79,"width_gap":0.009999999999999787},{"s":"SLV","a":"SLV260911P00067500","b":"SLV260911P00068000","monotone_gap":-0.8299999999999992,"width_gap":0.020000000000000462},{"s":"SLV","a":"SLV260911P00069500","b":"SLV260911P00070000","monotone_gap":-0.8900000000000006,"width_gap":0.129999999999999},{"s":"SLV","a":"SLV260911P00074000","b":"SLV260911P00075000","monotone_gap":-1.1999999999999993,"width_gap":0.030000000000001137},{"s":"SLV","a":"SLV260911P00090000","b":"SLV260911P00095000","monotone_gap":-5.4999999999999964,"width_gap":0.1999999999999993},{"s":"SLV","a":"SLV261009P00067000","b":"SLV261009P00067500","monotone_gap":-0.6799999999999997,"width_gap":0.009999999999999787},{"s":"SLV","a":"SLV261002P00044000","b":"SLV261002P00045000","monotone_gap":0.009999999999999995,"width_gap":-1.05}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

Retrieved Sep8 06UTC; [{"s":"SLV","a":"SLV261002C00035000","b":"SLV261002C00040000","monotone_gap":-5.75,"width_gap":0.05999999999999872},{"s":"SLV","a":"SLV261002C00044000","b":"SLV261002C00045000","monotone_gap":-1.6300000000000008,"width_gap":0.08000000000000007},{"s":"SLV","a":"SLV261002C00046000","b":"SLV261002C00047000","monotone_gap":-1.450000000000001,"width_gap":0.030000000000001137},{"s":"SLV","a":"SLV260930P00046500","b":"SLV260930P00047000","monotone_gap":0.010000000000000009,"width_gap":-0.55},{"s":"SLV","a":"SLV260930P00070500","b":"SLV260930P00071000","monotone_gap":-0.75,"width_gap":0.009999999999999787},{"s":"SLV","a":"SLV260916P00070000","b":"SLV260916P00071000","monotone_gap":-1.42,"width_gap":0.009999999999999787},{"s":"SLV","a":"SLV260925P00045000","b":"SLV260925P00046000","monotone_gap":0.019999999999999997,"width_gap":-1.06},{"s":"SLV","a":"SLV260925P00065000","b":"SLV260925P00065500","monotone_gap":-0.71,"width_gap":0.010000000000000675},{"s":"SLV","a":"SLV260925P00069500","b":"SLV260925P00070000","monotone_gap":-0.9000000000000004,"width_gap":0.10999999999999943},{"s":"SLV","a":"SLV260918P00050000","b":"SLV260918P00050500","monotone_gap":0.009999999999999995,"width_gap":-0.55},{"s":"SLV","a":"SLV260918P00175000","b":"SLV260918P00180000","monotone_gap":-10.230000000000004,"width_gap":0.20000000000000284}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8; data throughSep4. Simulations seeded2026090806, training-only resampling, scenarios not forecasts; mechanical quarterKelly elsewhere is binary-payoff risk fraction, NOT ready notional allocation. Adopted allocation0. {"sizing":[{"fraction":0,"paths":100000,"trades":20,"source_sample":20,"median_end":49.14,"p05_end":49.14,"p95_end":49.14,"prob_loss":0,"prob_drawdown20":0},{"fraction":0.25,"paths":100000,"trades":20,"source_sample":20,"median_end":44.15210014267349,"p05_end":39.497301945934,"p95_end":49.92321381413442,"prob_loss":0.92436,"prob_drawdown20":0.06064},{"fraction":0.5,"paths":100000,"trades":20,"source_sample":20,"median_end":39.451245280665596,"p05_end":31.571948107493505,"p95_end":50.42609761061945,"prob_loss":0.92982,"prob_drawdown20":0.66999},{"fraction":1,"paths":100000,"trades":20,"source_sample":20,"median_end":30.96800344460468,"p05_end":19.823324203050532,"p95_end":50.54831328817707,"prob_loss":0.93981,"prob_drawdown20":0.96414}],"exits":{"paths":100000,"independent_blocks":20,"horizon":5,"stop":2.919285714285714,"target":3.2460714285714283,"mean_pct":-1.4850277639086822,"win_pct":29.825000000000003,"stop_pct":70.175,"target_pct":29.825000000000003,"time_pct":0,"p05_pct":-4.667806861327605,"p95_pct":6.003707295986471,"net_RR":1.2861944537008814,"whole_shares":16,"full_fund_gap30":14.741999999999999}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep8 06UTC; [{"s":"SLV","a":"SLV261016C00028000","b":"SLV261016C00029000","monotone_gap":-1.3590000000000018,"width_gap":0.129999999999999},{"s":"SLV","a":"SLV261016C00034000","b":"SLV261016C00035000","monotone_gap":-2.0500000000000007,"width_gap":0.33999999999999986},{"s":"SLV","a":"SLV261016C00080000","b":"SLV261016C00081000","monotone_gap":0.010000000000000009,"width_gap":-1.03},{"s":"SLV","a":"SLV260914C00050000","b":"SLV260914C00051000","monotone_gap":-1.2400000000000002,"width_gap":0.009999999999999787},{"s":"SLV","a":"SLV260911C00042000","b":"SLV260911C00043000","monotone_gap":-1.4600000000000009,"width_gap":0.23000000000000043},{"s":"SLV","a":"SLV260911C00044000","b":"SLV260911C00045000","monotone_gap":-1.2699999999999996,"width_gap":0.07000000000000028},{"s":"SLV","a":"SLV260911C00046000","b":"SLV260911C00047000","monotone_gap":-1.620000000000001,"width_gap":0.1899999999999995},{"s":"SLV","a":"SLV260911C00048000","b":"SLV260911C00048500","monotone_gap":-0.7999999999999989,"width_gap":0.019999999999999574},{"s":"SLV","a":"SLV260911C00067500","b":"SLV260911C00068000","monotone_gap":0.020000000000000004,"width_gap":-0.54},{"s":"SLV","a":"SLV260911C00071000","b":"SLV260911C00072000","monotone_gap":0.030000000000000002,"width_gap":-1.05},{"s":"SLV","a":"SLV261009C00030000","b":"SLV261009C00035000","monotone_gap":-5.510000000000002,"width_gap":0.16000000000000014}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8; data throughSep4. Simulations seeded2026090806, training-only resampling, scenarios not forecasts; mechanical quarterKelly elsewhere is binary-payoff risk fraction, NOT ready notional allocation. Adopted allocation0. {"date":"2026-09-04","rows":1930,"close":3.05,"sma50":3.6872,"momentum20_pct":-27.380952380952383,"ATR14":0.13071428571428573,"range20":0.15275,"vol20_pct":48.19800135862451,"median_volume20":1370821,"low20":3,"high20":4.115,"autocorr1":-0.0340221339912658,"corrSPY":0.3862525154773822,"spy_above200":true,"worst_gap_pct":-29.27864214992928} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-12-04","entry":"2025-11-26","exit":"2025-12-02","net":0.08459709656172221,"reason":"target","entry_price":4.12,"exit_price":4.4864500000000005,"atr":0.24430000000000004,"trend":false,"momentum":false,"spytrend":true,"vol":0.5829157887127266,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2026-03-11","entry":"2026-03-04","exit":"2026-03-10","net":0.07179120449545695,"reason":"time","entry_price":3.22,"exit_price":3.465,"atr":0.26106428571428575,"trend":false,"momentum":false,"spytrend":true,"vol":0.6055339825543622,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2026-06-10","entry":"2026-06-03","exit":"2026-06-09","net":0.0750920702696165,"reason":"target","entry_price":3.53,"exit_price":3.810285714285714,"atr":0.1868571428571429,"trend":true,"momentum":false,"spytrend":true,"vol":0.5101950903961939,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-03-11","entry":"2025-03-04","exit":"2025-03-07","net":-0.08047950792620162,"reason":"stop","entry_price":4.28,"exit_price":3.9513214285714287,"atr":0.32867857142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.5856894517118715,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-06-10","entry":"2025-06-03","exit":"2025-06-04","net":0.07480401469948128,"reason":"target","entry_price":4.56,"exit_price":4.92075,"atr":0.24049999999999994,"trend":true,"momentum":true,"spytrend":true,"vol":0.8326407137963372,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-09-24","entry":"2025-09-17","exit":"2025-09-22","net":0.06753037391715111,"reason":"target","entry_price":5.51,"exit_price":5.905667857142857,"atr":0.2637785714285714,"trend":true,"momentum":true,"spytrend":true,"vol":0.4703820848132445,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep8 06UTC; [{"s":"SLV","a":"SLV260918C00016000","b":"SLV260918C00017000","monotone_gap":-1.4500000000000028,"width_gap":0.15000000000000568},{"s":"SLV","a":"SLV260918C00018000","b":"SLV260918C00019000","monotone_gap":-1.8500000000000014,"width_gap":0.3200000000000003},{"s":"SLV","a":"SLV260918C00036000","b":"SLV260918C00036500","monotone_gap":-1.1500000000000021,"width_gap":0.16000000000000014},{"s":"SLV","a":"SLV260918C00040500","b":"SLV260918C00041000","monotone_gap":-0.9200000000000017,"width_gap":0.029999999999997584},{"s":"SLV","a":"SLV260918C00043000","b":"SLV260918C00043500","monotone_gap":-1.1699999999999982,"width_gap":0.21000000000000085},{"s":"SLV","a":"SLV260918C00046500","b":"SLV260918C00047000","monotone_gap":-1.0999999999999996,"width_gap":0.27000000000000135},{"s":"SLV","a":"SLV260918C00048000","b":"SLV260918C00048500","monotone_gap":-0.8099999999999987,"width_gap":0.09000000000000163},{"s":"SLV","a":"SLV260918C00070000","b":"SLV260918C00070500","monotone_gap":0.010000000000000009,"width_gap":-0.55},{"s":"SLV","a":"SLV260918C00073000","b":"SLV260918C00073500","monotone_gap":0.01999999999999999,"width_gap":-0.54},{"s":"SLV","a":"SLV261016C00017000","b":"SLV261016C00018000","monotone_gap":-2.019999999999996,"width_gap":0.09000000000000341},{"s":"SLV","a":"SLV261016C00022000","b":"SLV261016C00023000","monotone_gap":-1.6199999999999974,"width_gap":0.21999999999999886}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2024-06-04","entry":"2024-05-28","exit":"2024-06-03","net":0.09839067726029671,"reason":"target","entry_price":2.34,"exit_price":2.580535714285714,"atr":0.16035714285714284,"trend":true,"momentum":true,"spytrend":true,"vol":0.7802788400537539,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2024-09-24","entry":"2024-09-17","exit":"2024-09-17","net":0.06900894648115741,"reason":"target","entry_price":3.83,"exit_price":4.110714285714286,"atr":0.18714285714285706,"trend":false,"momentum":true,"spytrend":true,"vol":0.6392907199874308,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2024-12-10","entry":"2024-12-03","exit":"2024-12-03","net":-0.05309780673572606,"reason":"stop","entry_price":4.65,"exit_price":4.420742857142858,"atr":0.22925714285714277,"trend":true,"momentum":true,"spytrend":true,"vol":0.555983272768119,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2023-09-18","entry":"2023-09-11","exit":"2023-09-11","net":-0.057586143429249836,"reason":"stop","entry_price":4.06,"exit_price":3.841535714285714,"atr":0.21846428571428558,"trend":false,"momentum":false,"spytrend":true,"vol":0.5846188898364472,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-12-05","entry":"2023-11-28","exit":"2023-11-29","net":0.10103879373637126,"reason":"target","entry_price":3.51,"exit_price":3.8801357142857142,"atr":0.2467571428571429,"trend":true,"momentum":true,"spytrend":true,"vol":0.8740336515459409,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2024-03-04","entry":"2024-02-26","exit":"2024-03-01","net":-0.007085204493386343,"reason":"time","entry_price":3.22,"exit_price":3.21,"atr":0.2088428571428572,"trend":false,"momentum":false,"spytrend":true,"vol":0.7160860652088525,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep8 06UTC; [{"s":"SLV","a":"SLV260930C00032000","b":"SLV260930C00032500","monotone_gap":-1.4200000000000017,"width_gap":0.33000000000000185},{"s":"SLV","a":"SLV260930C00035000","b":"SLV260930C00035500","monotone_gap":-1.0399999999999991,"width_gap":0.10000000000000142},{"s":"SLV","a":"SLV260930C00037500","b":"SLV260930C00038000","monotone_gap":-0.870000000000001,"width_gap":0.07000000000000028},{"s":"SLV","a":"SLV260930C00038000","b":"SLV260930C00038500","monotone_gap":-1.009999999999998,"width_gap":0.030000000000001137},{"s":"SLV","a":"SLV260930C00039000","b":"SLV260930C00039500","monotone_gap":-1.0800000000000018,"width_gap":0.3299999999999983},{"s":"SLV","a":"SLV260930C00044500","b":"SLV260930C00045000","monotone_gap":-1.0199999999999996,"width_gap":0.030000000000001137},{"s":"SLV","a":"SLV260930C00099000","b":"SLV260930C00100000","monotone_gap":0.010000000000000002,"width_gap":-1.07},{"s":"SLV","a":"SLV260925C00035000","b":"SLV260925C00040000","monotone_gap":-5.950000000000003,"width_gap":0.07000000000000028},{"s":"SLV","a":"SLV260925C00050000","b":"SLV260925C00050500","monotone_gap":-0.7099999999999991,"width_gap":0.07000000000000028},{"s":"SLV","a":"SLV260925C00051500","b":"SLV260925C00052000","monotone_gap":-0.8699999999999992,"width_gap":0.14000000000000057},{"s":"SLV","a":"SLV260918C00015000","b":"SLV260918C00016000","monotone_gap":-1.75,"width_gap":0.44999999999999574}] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-12-06","entry":"2022-11-29","exit":"2022-12-05","net":0.04528963325635438,"reason":"time","entry_price":3.84,"exit_price":4.03,"atr":0.4672071428571429,"trend":false,"momentum":false,"spytrend":false,"vol":1.4987247845209737,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-03-07","entry":"2023-02-28","exit":"2023-03-06","net":0.02612486022380689,"reason":"time","entry_price":4.63,"exit_price":4.77,"atr":0.40835000000000005,"trend":true,"momentum":false,"spytrend":true,"vol":1.1967514227281866,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-06-06","entry":"2023-05-30","exit":"2023-06-02","net":0.0962631059485386,"reason":"target","entry_price":3.55,"exit_price":3.907332142857143,"atr":0.23822142857142858,"trend":false,"momentum":true,"spytrend":true,"vol":0.7605913089960132,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-03-08","entry":"2022-03-01","exit":"2022-03-04","net":-0.08582636699112955,"reason":"stop","entry_price":12.46,"exit_price":11.436257142857144,"atr":1.023742857142857,"trend":false,"momentum":false,"spytrend":false,"vol":0.909356334782254,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-06-09","entry":"2022-06-02","exit":"2022-06-08","net":0.05940139728994698,"reason":"time","entry_price":8.17,"exit_price":8.69,"atr":0.8086785714285717,"trend":false,"momentum":false,"spytrend":false,"vol":1.2049602789767293,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-09-20","entry":"2022-09-13","exit":"2022-09-13","net":-0.07419225031685617,"reason":"stop","entry_price":5.28,"exit_price":4.907857142857143,"atr":0.37214285714285705,"trend":false,"momentum":false,"spytrend":false,"vol":1.1630109399718884,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2021-06-07","entry":"2021-05-28","exit":"2021-06-04","net":0.024423184413620458,"reason":"time","entry_price":53.98,"exit_price":55.52,"atr":2.771214285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.6301993773821005,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-09-21","entry":"2021-09-14","exit":"2021-09-15","net":-0.058695774519472055,"reason":"stop","entry_price":36,"exit_price":34.02277142857143,"atr":1.9772285714285722,"trend":false,"momentum":false,"spytrend":true,"vol":0.4981600844107471,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-12-07","entry":"2021-11-30","exit":"2021-11-30","net":-0.06664603762627941,"reason":"stop","entry_price":26.19,"exit_price":24.542514285714287,"atr":1.6474857142857142,"trend":false,"momentum":false,"spytrend":true,"vol":0.4473836442605157,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2020-09-22","entry":"2020-09-15","exit":"2020-09-18","net":-0.06979121608661887,"reason":"stop","entry_price":28.99,"exit_price":27.07483571428571,"atr":1.9151642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6501355979613285,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-12-07","entry":"2020-11-30","exit":"2020-11-30","net":-0.05659003711066446,"reason":"stop","entry_price":41.7,"exit_price":39.49787142857143,"atr":2.202128571428571,"trend":true,"momentum":true,"spytrend":true,"vol":0.6725541315145651,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-03-08","entry":"2021-03-01","exit":"2021-03-03","net":-0.09031107894934043,"reason":"stop","entry_price":77.33,"exit_price":70.62819285714286,"atr":6.701807142857142,"trend":true,"momentum":false,"spytrend":true,"vol":0.7907568188956303,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-12-09","entry":"2019-12-02","exit":"2019-12-02","net":-0.04613512403850717,"reason":"stop","entry_price":23.73,"exit_price":22.725935714285715,"atr":1.004064285714286,"trend":true,"momentum":true,"spytrend":true,"vol":0.5366005057344353,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-03-09","entry":"2020-03-02","exit":"2020-03-02","net":-0.06684904896537758,"reason":"stop","entry_price":24.45,"exit_price":22.906985714285714,"atr":1.5430142857142854,"trend":false,"momentum":true,"spytrend":false,"vol":0.5537635716671159,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-06-08","entry":"2020-06-01","exit":"2020-06-05","net":0.07994610690177528,"reason":"time","entry_price":23.02,"exit_price":24.96,"atr":2.1026928571428583,"trend":true,"momentum":true,"spytrend":true,"vol":0.6448520840119986,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["SLV261002P00040000",0.01,0.08,0.7204,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06641189444064187,[2.079180145244574e-05,2.4066399042033205e-05,0.00012850723380050484,0.00014517880442856633,7.648172949833685e-08,9.572671201992381e-08],-0.0819999235182705,{"ap":0.08,"as":286,"ax":"W","bp":0.01,"bs":83,"bx":"M","c":"A","t":"2026-09-04T19:59:59.042149455Z"},{"delta":-0.0112,"gamma":0.0027,"rho":-0.0005,"theta":-0.0067,"vega":0.0045}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-03-11","entry":"2019-03-04","exit":"2019-03-04","net":-0.041933638253228156,"reason":"stop","entry_price":29.35,"exit_price":28.23195,"atr":1.11805,"trend":false,"momentum":true,"spytrend":false,"vol":0.34195238809151135,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-06-05","entry":"2019-05-29","exit":"2019-05-31","net":-0.06163445824026992,"reason":"stop","entry_price":24.05,"exit_price":22.658142857142856,"atr":1.391857142857143,"trend":false,"momentum":false,"spytrend":false,"vol":0.5392151893588046,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-10-01","entry":"2019-09-24","exit":"2019-09-24","net":-0.06374925420305022,"reason":"stop","entry_price":19.78,"exit_price":18.593264285714287,"atr":1.186735714285714,"trend":false,"momentum":true,"spytrend":false,"vol":0.6302821831747208,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-12-04","entry":"2025-11-26","exit":"2025-12-03","net":0.10237777314390062,"reason":"time","entry_price":4.12,"exit_price":4.56,"atr":0.24430000000000004,"trend":false,"momentum":false,"spytrend":true,"vol":0.5829157887127266,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2026-03-11","entry":"2026-03-04","exit":"2026-03-10","net":0.07179120449545695,"reason":"time","entry_price":3.22,"exit_price":3.465,"atr":0.26106428571428575,"trend":false,"momentum":false,"spytrend":true,"vol":0.6055339825543622,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2026-06-10","entry":"2026-06-03","exit":"2026-06-09","net":0.021401959381826874,"reason":"time","entry_price":3.53,"exit_price":3.62,"atr":0.1868571428571429,"trend":true,"momentum":false,"spytrend":true,"vol":0.5101950903961939,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-03-11","entry":"2025-03-04","exit":"2025-03-10","net":-0.03657171252659852,"reason":"time","entry_price":4.28,"exit_price":4.14,"atr":0.32867857142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.5856894517118715,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-06-10","entry":"2025-06-03","exit":"2025-06-09","net":0.03313986476219011,"reason":"time","entry_price":4.56,"exit_price":4.73,"atr":0.24049999999999994,"trend":true,"momentum":true,"spytrend":true,"vol":0.8326407137963372,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-09-24","entry":"2025-09-17","exit":"2025-09-23","net":-0.013030196993239151,"reason":"time","entry_price":5.51,"exit_price":5.46,"atr":0.2637785714285714,"trend":true,"momentum":true,"spytrend":true,"vol":0.4703820848132445,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["SLV261016P00034000",0.03,0.05,0.7654,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[2.2262962221428896e-06,2.7239997879929546e-06,2.049471902756221e-05,2.4219680652368564e-05,2.2824534929730577e-09,3.108734485269233e-09],-0.051999997717546514,{"ap":0.05,"as":114,"ax":"Q","bp":0.03,"bs":712,"bx":"W","c":"A","t":"2026-09-04T19:59:58.074511412Z"},{"delta":-0.0076,"gamma":0.0014,"rho":-0.0005,"theta":-0.004,"vega":0.004}],["SLV261016P00033000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[5.933396398690754e-07,7.337173866993545e-07,7.292122313431046e-06,8.688075232783784e-06,3.1609258667915744e-10,4.3697465155702846e-10],-0.051999999683907415,{"ap":0.05,"as":46,"ax":"W","bp":0.03,"bs":95,"bx":"D","c":" ","t":"2026-09-04T19:59:59.602911734Z"},{}],["SLV261009P00030000",0.01,0.03,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.08557684995056658,[1.2035411316113935e-10,1.5293375043089926e-10,6.161319626599178e-09,7.516920714354811e-09,3.990930170026448e-16,5.783274754479149e-16],-0.0319999999999996,{"ap":0.03,"as":269,"ax":"W","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.696875256Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2024-06-04","entry":"2024-05-28","exit":"2024-06-03","net":0.09816265345351671,"reason":"time","entry_price":2.34,"exit_price":2.58,"atr":0.16035714285714284,"trend":true,"momentum":true,"spytrend":true,"vol":0.7802788400537539,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2024-09-24","entry":"2024-09-17","exit":"2024-09-23","net":-0.014394184182620062,"reason":"time","entry_price":3.83,"exit_price":3.79,"atr":0.18714285714285706,"trend":false,"momentum":true,"spytrend":true,"vol":0.6392907199874308,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2024-12-10","entry":"2024-12-03","exit":"2024-12-09","net":-0.01898568062081951,"reason":"time","entry_price":4.65,"exit_price":4.58,"atr":0.22925714285714277,"trend":true,"momentum":true,"spytrend":true,"vol":0.555983272768119,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2023-09-18","entry":"2023-09-11","exit":"2023-09-15","net":-0.2076094085488629,"reason":"time","entry_price":4.06,"exit_price":3.23,"atr":0.21846428571428558,"trend":false,"momentum":false,"spytrend":true,"vol":0.5846188898364472,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-12-05","entry":"2023-11-28","exit":"2023-12-04","net":0.17761628212715652,"reason":"time","entry_price":3.51,"exit_price":4.15,"atr":0.2467571428571429,"trend":true,"momentum":true,"spytrend":true,"vol":0.8740336515459409,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2024-03-04","entry":"2024-02-26","exit":"2024-03-01","net":-0.007085204493386343,"reason":"time","entry_price":3.22,"exit_price":3.21,"atr":0.2088428571428572,"trend":false,"momentum":false,"spytrend":true,"vol":0.7160860652088525,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all