Notes

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":"time","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":"time","slip":0.001,"split":"train"},{"event":"2023-06-06","entry":"2023-05-30","exit":"2023-06-05","net":-0.03625705948312896,"reason":"time","entry_price":3.55,"exit_price":3.435,"atr":0.23822142857142858,"trend":false,"momentum":true,"spytrend":true,"vol":0.7605913089960132,"h":5,"mode":"time","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 [["SLV261002P00035000",0.01,0.03,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06641189444064187,[1.3144441420325499e-08,1.5885606866991294e-08,3.0723328920602605e-07,3.58868041999012e-07,8.763552868437566e-13,1.170706071701155e-12],-0.031999999999123646,{"ap":0.03,"as":989,"ax":"A","bp":0.01,"bs":343,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.69707546Z"},{}],["SLV261002C00100000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06641189444064187,[1.194964909475947e-07,9.931616487986598e-08,2.073220446912431e-06,1.7784163660418778e-06,1.7746481385751696e-11,1.3375767972299062e-11],-0.05199999998662424,{"ap":0.05,"as":655,"ax":"C","bp":0.03,"bs":10,"bx":"C","c":"B","t":"2026-09-04T19:59:59.536588757Z"},{}],["SLV261009P00035000",0.03,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.08557684995056658,[5.964742780841841e-07,7.226572869333684e-07,7.267855290972982e-06,8.514494952760408e-06,3.474024810363635e-10,4.6530078641300685e-10],-0.06199999965259752,{"ap":0.06,"as":113,"ax":"A","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:55.019598446Z"},{}]] 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":"2022-03-08","entry":"2022-03-01","exit":"2022-03-07","net":-0.15667060404746458,"reason":"time","entry_price":12.46,"exit_price":10.55,"atr":1.023742857142857,"trend":false,"momentum":false,"spytrend":false,"vol":0.909356334782254,"h":5,"mode":"time","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":"time","slip":0.001,"split":"train"},{"event":"2022-09-20","entry":"2022-09-13","exit":"2022-09-19","net":-0.054924238643927925,"reason":"time","entry_price":5.28,"exit_price":5.01,"atr":0.37214285714285705,"trend":false,"momentum":false,"spytrend":false,"vol":1.1630109399718884,"h":5,"mode":"time","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":"time","slip":0.001,"split":"train"},{"event":"2021-09-21","entry":"2021-09-14","exit":"2021-09-20","net":0.006244736781700011,"reason":"time","entry_price":36,"exit_price":36.37,"atr":1.9772285714285722,"trend":false,"momentum":false,"spytrend":true,"vol":0.4981600844107471,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-12-07","entry":"2021-11-30","exit":"2021-12-06","net":-0.09222181466432022,"reason":"time","entry_price":26.19,"exit_price":23.87,"atr":1.6474857142857142,"trend":false,"momentum":false,"spytrend":true,"vol":0.4473836442605157,"h":5,"mode":"time","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 [["SLV261016P00031000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[3.364987858145099e-08,4.24219839886892e-08,6.565601368366277e-07,7.952615007564426e-07,3.316050058609402e-12,4.730877759378205e-12],-0.051999999996683956,{"ap":0.05,"as":260,"ax":"A","bp":0.03,"bs":646,"bx":"W","c":"A","t":"2026-09-04T19:59:59.514850107Z"},{}],["SLV261016P00037000",0.01,0.05,0.6377,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[6.047830648399668e-05,7.21123708288029e-05,0.00031655874165845046,0.00036657095504426615,3.9069225534039976e-07,5.10464261424954e-07],-0.051999609307744665,{"ap":0.05,"as":845,"ax":"E","bp":0.01,"bs":563,"bx":"A","c":"A","t":"2026-09-04T19:59:59.530402105Z"},{"delta":-0.007,"gamma":0.0016,"rho":-0.0005,"theta":-0.0031,"vega":0.0038}],["SLV261016P00038000",0.01,0.08,0.6389,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[0.00014906242259835005,0.00017641467794935877,0.0007133216075904825,0.0008196992520011131,1.626800241834845e-06,2.09687687535389e-06],-0.08199837319975817,{"ap":0.08,"as":55,"ax":"B","bp":0.01,"bs":73,"bx":"W","c":"A","t":"2026-09-04T19:59:59.530352359Z"},{"delta":-0.0101,"gamma":0.0022,"rho":-0.0007,"theta":-0.0043,"vega":0.0052}]] 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":"2020-09-22","entry":"2020-09-15","exit":"2020-09-21","net":-0.0015870254658714167,"reason":"time","entry_price":28.99,"exit_price":29.06,"atr":1.9151642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6501355979613285,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-12-07","entry":"2020-11-30","exit":"2020-12-04","net":-0.1506464255671881,"reason":"time","entry_price":41.7,"exit_price":35.56,"atr":2.202128571428571,"trend":true,"momentum":true,"spytrend":true,"vol":0.6725541315145651,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-03-08","entry":"2021-03-01","exit":"2021-03-05","net":-0.05976227692788616,"reason":"time","entry_price":77.33,"exit_price":73,"atr":6.701807142857142,"trend":true,"momentum":false,"spytrend":true,"vol":0.7907568188956303,"h":5,"mode":"time","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":"2019-12-06","net":0.011118096557309887,"reason":"time","entry_price":23.73,"exit_price":24.09,"atr":1.004064285714286,"trend":true,"momentum":true,"spytrend":true,"vol":0.5366005057344353,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-03-09","entry":"2020-03-02","exit":"2020-03-06","net":-0.07202200543950787,"reason":"time","entry_price":24.45,"exit_price":22.78,"atr":1.5430142857142854,"trend":false,"momentum":true,"spytrend":false,"vol":0.5537635716671159,"h":5,"mode":"time","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":"time","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":"2019-03-11","entry":"2019-03-04","exit":"2019-03-08","net":-0.12785671918191854,"reason":"time","entry_price":29.35,"exit_price":25.7,"atr":1.11805,"trend":false,"momentum":true,"spytrend":false,"vol":0.34195238809151135,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-06-05","entry":"2019-05-29","exit":"2019-06-04","net":-0.0010930282351166998,"reason":"time","entry_price":24.05,"exit_price":24.12,"atr":1.391857142857143,"trend":false,"momentum":false,"spytrend":false,"vol":0.5392151893588046,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-10-01","entry":"2019-09-24","exit":"2019-09-30","net":-0.03067978921599479,"reason":"time","entry_price":19.78,"exit_price":19.25,"atr":1.186735714285714,"trend":false,"momentum":true,"spytrend":false,"vol":0.6302821831747208,"h":5,"mode":"time","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 [["SLV261016C00105000",0.05,0.08,0.7457,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[6.002493184311798e-06,4.88150764981699e-06,5.236517495539579e-05,4.408074165506161e-05,7.952327080837561e-09,5.815021813100884e-09],-0.08199999418497819,{"ap":0.08,"as":557,"ax":"W","bp":0.05,"bs":706,"bx":"E","c":"A","t":"2026-09-04T19:59:59.816589449Z"},{"delta":0.0139,"gamma":0.0025,"rho":0.0008,"theta":-0.0068,"vega":0.0068}],["SLV261016P00036000",0.04,0.07,0.7259,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[2.1699675020931566e-05,2.608100900392773e-05,0.00014007093857579776,0.00016323477800340094,7.857997490008848e-08,1.0418013386181251e-07],-0.0719999214200251,{"ap":0.07,"as":52,"ax":"Z","bp":0.04,"bs":59,"bx":"Z","c":" ","t":"2026-09-04T19:59:57.060235373Z"},{"delta":-0.0107,"gamma":0.002,"rho":-0.0007,"theta":-0.0051,"vega":0.0054}],["SLV261016P00041000",0.03,0.08,0.5591,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[0.0017641401242073007,0.002039605961266435,0.005545609805013186,0.0062579784442149166,6.323846417756491e-05,7.858338938688748e-05],-0.08193676153582244,{"ap":0.08,"as":760,"ax":"E","bp":0.03,"bs":52,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.552970945Z"},{"delta":-0.0137,"gamma":0.0032,"rho":-0.0009,"theta":-0.0049,"vega":0.0068}]] 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. [{"split":"holdout","indicator":"joint","state":true,"sample":4,"win_rate":75,"avg_win":8.024168862564302,"avg_loss":5.309780673572606,"mean":4.690681478530076,"CI":[-2.1122351376924224,9.06756014245103],"quarterKelly":0.146142284605133}] 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. [{"split":"holdout","indicator":"spytrend","state":false,"sample":0,"win_rate":0,"avg_win":0,"avg_loss":0,"mean":0,"CI":[0,0],"quarterKelly":0},{"split":"holdout","indicator":"spytrend","state":true,"sample":10,"win_rate":70,"avg_win":7.731634052641175,"avg_loss":4.688750638510467,"mean":4.005518645295682,"CI":[-0.0744016818641742,7.4070584256577945],"quarterKelly":0.12951720871758576},{"split":"holdout","indicator":"joint","state":false,"sample":6,"win_rate":66.66666666666666,"avg_win":7.512232945198827,"avg_loss":4.378235620979398,"mean":3.5487434231394186,"CI":[-1.7403785253536215,7.62327044374987],"quarterKelly":0.11809882125019397}] 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 [["SLV261016C00115000",0.03,0.04,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[1.084507191527399e-07,8.563077050940987e-08,1.9271251942311416e-06,1.5840114593965255e-06,1.502145791534129e-11,1.0491821178733657e-11],-0.04199999998950818,{"ap":0.04,"as":152,"ax":"Q","bp":0.03,"bs":1223,"bx":"W","c":" ","t":"2026-09-04T19:59:57.089443529Z"},{}],["SLV261016P00035000",0.04,0.06,0.7519,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[7.096932458594692e-06,8.614173802646416e-06,5.704803512589125e-05,6.692030356083285e-05,1.3451564065079722e-08,1.8085706810024142e-08],-0.061999986548435936,{"ap":0.06,"as":61,"ax":"M","bp":0.04,"bs":52,"bx":"Z","c":" ","t":"2026-09-04T19:59:47.331041632Z"},{"delta":-0.0095,"gamma":0.0017,"rho":-0.0006,"theta":-0.0048,"vega":0.0049}],["SLV261016P00032000",0.01,0.03,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[1.5217561474940343e-07,1.897779778793997e-07,2.3517847898025212e-06,2.822084801239679e-06,3.5917681419277596e-11,5.042964450318051e-11],-0.031999999964082315,{"ap":0.03,"as":52,"ax":"Z","bp":0.01,"bs":52,"bx":"Z","c":" ","t":"2026-09-04T19:59:55.055827656Z"},{}]] 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. [{"split":"holdout","indicator":"trend","state":true,"sample":5,"win_rate":80,"avg_win":7.89542840366364,"avg_loss":5.309780673572606,"mean":5.2543865882163905,"CI":[-0.1879467047616079,8.755889519353154],"quarterKelly":0.16637433460159834},{"split":"holdout","indicator":"momentum","state":false,"sample":5,"win_rate":60,"avg_win":7.7160123775598555,"avg_loss":4.378235620979398,"mean":2.878313178144154,"CI":[-3.468633160047494,7.823390763162688],"quarterKelly":0.0932577942239643},{"split":"holdout","indicator":"momentum","state":true,"sample":5,"win_rate":80,"avg_win":7.743350308952163,"avg_loss":5.309780673572606,"mean":5.1327241124472085,"CI":[-0.33918063181091584,8.634227043583973],"quarterKelly":0.16571393220171174}] 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. [{"split":"train","indicator":"joint","state":false,"sample":14,"win_rate":28.57142857142857,"avg_win":5.676974917966171,"avg_loss":6.674240514942534,"mean":-3.14532181982576,"CI":[-5.97210649991212,0.12012934668817202],"quarterKelly":0},{"split":"train","indicator":"joint","state":true,"sample":6,"win_rate":50,"avg_win":6.846936168392233,"avg_loss":5.750545907859683,"mean":0.5481951302662751,"CI":[-4.574574100324223,6.022509141433372],"quarterKelly":0.020016074225904443},{"split":"holdout","indicator":"trend","state":false,"sample":5,"win_rate":60,"avg_win":7.513241584611219,"avg_loss":4.378235620979398,"mean":2.756650702374972,"CI":[-3.534650475530685,7.6357109719103144],"quarterKelly":0.09172640967718922}] 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 [["SLV261016P00040000",0.03,0.05,0.5653,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[0.0008439104081957134,0.000982457065379261,0.0029608242174824152,0.003360550155400549,2.1351121443615736e-05,2.6848161184869933e-05],-0.05197864887855639,{"ap":0.05,"as":723,"ax":"A","bp":0.03,"bs":1653,"bx":"W","c":"A","t":"2026-09-04T19:59:59.779248145Z"},{"delta":-0.0102,"gamma":0.0025,"rho":-0.0007,"theta":-0.0038,"vega":0.0052}],["SLV261016P00030000",0.03,0.04,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.10474180546049129,[5.9841504832376035e-09,7.632524923190862e-09,1.8008981094934976e-07,2.1973086103622622e-07,2.4083436504241437e-13,3.493138264035652e-13],-0.04199999999975917,{"ap":0.04,"as":2,"ax":"S","bp":0.03,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:55.081432289Z"},{}],["SLV261002P00045000",0.06,0.08,0.5693,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06641189444064187,[0.002693237035439952,0.003009873422288404,0.0077053470850322985,0.008453659357446509,0.00013661271785897513,0.00016118159016831245],-0.08186338728214103,{"ap":0.08,"as":275,"ax":"W","bp":0.06,"bs":65,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.078843271Z"},{"delta":-0.0207,"gamma":0.0057,"rho":-0.0009,"theta":-0.0089,"vega":0.0076}]] 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. [{"split":"train","indicator":"momentum","state":true,"sample":10,"win_rate":40,"avg_win":7.54177977500764,"avg_loss":5.750805310957441,"mean":-0.43377127657140857,"CI":[-4.432975948747534,3.926633225780988],"quarterKelly":0},{"split":"train","indicator":"spytrend","state":false,"sample":8,"win_rate":25,"avg_win":5.234551527315068,"avg_loss":6.56975028283186,"mean":-3.618674830295128,"CI":[-6.900937795644079,0.39379370178271084],"quarterKelly":0},{"split":"train","indicator":"spytrend","state":true,"sample":12,"win_rate":41.66666666666667,"avg_win":6.555921024482251,"avg_loss":6.367934453716175,"mean":-0.9829946711334978,"CI":[-4.650229848068734,2.9774596588496416],"quarterKelly":0}] 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. [{"split":"train","indicator":"trend","state":false,"sample":12,"win_rate":25,"avg_win":6.698471216494665,"avg_loss":6.412366361610143,"mean":-3.134656967083941,"CI":[-6.156571102268951,0.37530342922179605],"quarterKelly":0},{"split":"train","indicator":"trend","state":true,"sample":8,"win_rate":50,"avg_win":5.788323631889347,"avg_loss":6.570686404628273,"mean":-0.391181386369463,"CI":[-4.855699195609244,4.288024506018607],"quarterKelly":0},{"split":"train","indicator":"momentum","state":false,"sample":10,"win_rate":30,"avg_win":4.360529692336942,"avg_loss":7.06988728675139,"mean":-3.6407621930248912,"CI":[-6.745862604618455,-0.13467061046661832],"quarterKelly":0}] 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. [{"h":10,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":22.71714481455447,"drawdown":13.381790163217422,"notice_exclusions":[],"sample":10,"win_rate":60,"avg_win":7.945358199447039,"avg_loss":6.146070499550843,"mean":2.308786719847886,"CI":[-2.063735506598179,6.560018200730679],"quarterKelly":0.07264577196810859},{"h":10,"mode":"barrier","slip":0.0025,"split":"train","return_pct":52.566088205812434,"drawdown":21.94474136774771,"notice_exclusions":[],"sample":20,"win_rate":60,"avg_win":8.17586099127031,"avg_loss":6.157411474566636,"mean":2.4425520049355316,"CI":[-1.0169276208297466,5.946774951983453],"quarterKelly":0.07468791383389287},{"h":10,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":19.09029346375961,"drawdown":14.028773099341274,"notice_exclusions":[],"sample":10,"win_rate":60,"avg_win":7.6220063442518455,"avg_loss":6.427211279733861,"mean":2.0023192946575628,"CI":[-2.3295969891861747,6.229166784716432],"quarterKelly":0.06567559787481733}] 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 [["SLV260918C00084000",0.05,0.07,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[4.087376363250732e-08,3.618005198247181e-08,7.468495707305604e-07,6.748719818809199e-07,5.03389929536071e-12,4.180523099713893e-12],-0.07199999999581949,{"ap":0.07,"as":176,"ax":"W","bp":0.05,"bs":52,"bx":"E","c":" ","t":"2026-09-04T19:59:58.116822238Z"},{}],["SLV260918P00041500",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[1.9004346803518115e-09,2.160321233358803e-09,6.065115101295572e-08,6.743286508836835e-08,4.530767492632574e-14,5.518480097845926e-14],-0.051999999999954694,{"ap":0.05,"as":126,"ax":"W","bp":0.03,"bs":28,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.091694777Z"},{}],["SLV260914C00069000",0.04,0.07,0.5874,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[0.002194868495495962,0.0020721688598286845,0.005978120458820835,0.005695201829068306,0.00012667134728673135,0.00011635182403635888],-0.07188364817596365,{"ap":0.07,"as":52,"ax":"Z","bp":0.04,"bs":67,"bx":"B","c":" ","t":"2026-09-04T19:59:58.120918616Z"},{"delta":0.0321,"gamma":0.016,"rho":0.0003,"theta":-0.0272,"vega":0.0055}]] 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. [{"h":10,"mode":"time","slip":0.0025,"split":"train","return_pct":-19.3442584644142,"drawdown":43.94866437062883,"notice_exclusions":[],"sample":20,"win_rate":50,"avg_win":11.874338943859117,"avg_loss":12.03119819780747,"mean":-0.07842962697417522,"CI":[-6.275371528794503,5.917903034605965],"quarterKelly":0},{"h":10,"mode":"time","slip":0.0025,"split":"holdout","return_pct":5.046800733843204,"drawdown":28.89748798592844,"notice_exclusions":[],"sample":10,"win_rate":70,"avg_win":8.10391365501094,"avg_loss":14.965275572562511,"mean":1.1831568867389042,"CI":[-6.324585464633752,7.681712003684363],"quarterKelly":0.03649955247262893},{"h":10,"mode":"barrier","slip":0.001,"split":"train","return_pct":62.00027981057126,"drawdown":20.64634969637238,"notice_exclusions":[],"sample":20,"win_rate":60,"avg_win":8.500876910663006,"avg_loss":5.87546007701552,"mean":2.7503421155915957,"CI":[-0.7135557580658132,6.199487883604325],"quarterKelly":0.08088407068162952}] 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. [{"h":5,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":41.2607876405483,"drawdown":13.753337014680634,"notice_exclusions":[],"sample":10,"win_rate":70,"avg_win":7.408922411166359,"avg_loss":4.974256841056631,"mean":3.693968635499462,"CI":[-0.20300611729133894,7.119709790016559],"quarterKelly":0.12464594817230425},{"h":10,"mode":"time","slip":0.001,"split":"train","return_pct":-14.356769248303857,"drawdown":42.93060194640324,"notice_exclusions":[],"sample":20,"win_rate":50,"avg_win":12.210466993084657,"avg_loss":11.766894676359914,"mean":0.22178615836237148,"CI":[-5.872415589367275,6.237301890687039],"quarterKelly":0.004540902458685214},{"h":10,"mode":"time","slip":0.001,"split":"holdout","return_pct":8.245962647523086,"drawdown":28.469589110244677,"notice_exclusions":[],"sample":10,"win_rate":70,"avg_win":8.428713407604246,"avg_loss":14.709787528493987,"mean":1.4871631267747765,"CI":[-5.982985209691691,7.916939547166035],"quarterKelly":0.04411002767732858}] 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 [["SLV260918C00089000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[1.199929355174706e-10,1.0426275210330011e-10,6.9637065805136144e-09,6.200041077681571e-09,4.567826541490298e-16,3.6843515639109257e-16],-0.05199999999999964,{"ap":0.05,"as":253,"ax":"Q","bp":0.03,"bs":624,"bx":"I","c":"A","t":"2026-09-04T19:59:57.065315561Z"},{}],["SLV260930C00102000",0.01,0.08,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[8.218112773619682e-09,6.793843581719044e-09,2.140804692146142e-07,1.8273452450344186e-07,2.664895870400181e-13,1.9912883036732174e-13],-0.08199999999980087,{"ap":0.08,"as":52,"ax":"Z","bp":0.01,"bs":541,"bx":"C","c":"A","t":"2026-09-04T19:59:55.026300916Z"},{}],["SLV260930C00120000",0.01,0.03,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[2.587970890247147e-14,2.0294400564479866e-14,8.092065249521036e-12,6.623573567022185e-12,1.9055604702247497e-22,1.310981224590418e-22],-0.032,{"ap":0.03,"as":537,"ax":"E","bp":0.01,"bs":1141,"bx":"W","c":"A","t":"2026-09-04T19:59:59.782728973Z"},{}]] 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. [{"h":5,"mode":"barrier","slip":0.001,"split":"train","return_pct":-36.403059147354064,"drawdown":49.199009658686364,"notice_exclusions":[],"sample":20,"win_rate":35,"avg_win":6.178386882434483,"avg_loss":6.461080221000337,"mean":-2.0372667347981497,"CI":[-4.730347077671738,0.8709419503512372],"quarterKelly":0},{"h":5,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":45.56283328647983,"drawdown":13.104281263579164,"notice_exclusions":[],"sample":10,"win_rate":70,"avg_win":7.731634052641175,"avg_loss":4.688750638510467,"mean":4.005518645295682,"CI":[0.007589991068966255,7.454612995342753],"quarterKelly":0.12951720871758576},{"h":5,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-40.10666833976997,"drawdown":51.50705501255632,"notice_exclusions":[],"sample":20,"win_rate":35,"avg_win":5.860328014941252,"avg_loss":6.7412773850841194,"mean":-2.33071549507524,"CI":[-4.961678269143748,0.5808568815126597],"quarterKelly":0}] 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. [{"h":5,"mode":"time","slip":0.001,"split":"holdout","return_pct":24.99048647286244,"drawdown":19.08459217951769,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":6.537469104737825,"avg_loss":1.8013395763332718,"mean":2.368064764202277,"CI":[-0.5074316607216589,5.516985179153414],"quarterKelly":0.09055739791129935},{"h":5,"mode":"time","slip":0.0025,"split":"train","return_pct":-51.0301480750265,"drawdown":58.436757799764564,"notice_exclusions":[],"sample":20,"win_rate":40,"avg_win":5.061395256785456,"avg_loss":8.535891847808475,"mean":-3.0969770059709023,"CI":[-6.981167596670234,0.8641109820961888],"quarterKelly":0},{"h":5,"mode":"time","slip":0.0025,"split":"holdout","return_pct":21.29644750719337,"drawdown":19.568632626108084,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":6.218334601342432,"avg_loss":2.0954950597678335,"mean":2.061419770787299,"CI":[-0.8073659055614704,5.133170034395773],"quarterKelly":0.0828766825422306}] 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 [["SLV260918P00046000",0.01,0.06,0.7374,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[1.3973827453492108e-05,1.537749157886561e-05,8.843409746814045e-05,9.578121070611575e-05,5.253830362900189e-08,6.082495018794738e-08],-0.06199994746169637,{"ap":0.06,"as":224,"ax":"Q","bp":0.01,"bs":2,"bx":"A","c":"C","t":"2026-09-04T19:59:59.784378501Z"},{"delta":-0.0132,"gamma":0.0046,"rho":-0.0002,"theta":-0.0123,"vega":0.0034}],["SLV260930C00098000",0.01,0.07,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[1.0084590283003767e-07,8.442210413319862e-08,1.8098476947750638e-06,1.5620485445440492e-06,1.4062742304729324e-11,1.0710007620281501e-11],-0.07199999998929,{"ap":0.07,"as":4,"ax":"P","bp":0.01,"bs":277,"bx":"W","c":" ","t":"2026-09-04T19:59:57.789922852Z"},{}],["SLV260918P00048500",0.06,0.08,0.6768,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[0.00047272467408933936,0.0005119025191521432,0.0016620841734769042,0.0017763105675179163,1.1712036035101148e-05,1.3201092266035479e-05],-0.0819882879639649,{"ap":0.08,"as":246,"ax":"W","bp":0.06,"bs":946,"bx":"W","c":"A","t":"2026-09-04T19:59:56.683510295Z"},{"delta":-0.0264,"gamma":0.0091,"rho":-0.0005,"theta":-0.0203,"vega":0.0061}]] 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