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. [{"h":3,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-2.499307383775229,"drawdown":25.286693510830283,"notice_exclusions":[],"sample":20,"win_rate":50,"avg_win":6.176304849737715,"avg_loss":5.933583023385123,"mean":0.12136091317629603,"CI":[-3.0024096563060962,3.21204669240878],"quarterKelly":0.004912359255609344},{"h":3,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":-9.229811824202393,"drawdown":22.902910418751176,"notice_exclusions":[],"sample":10,"win_rate":40,"avg_win":6.991668101447468,"avg_loss":5.88169039177948,"mean":-0.7323469944887007,"CI":[-4.739071762685288,3.6620927310272866],"quarterKelly":0},{"h":5,"mode":"time","slip":0.001,"split":"train","return_pct":-48.00201140750152,"drawdown":55.932888166415836,"notice_exclusions":[],"sample":20,"win_rate":40,"avg_win":5.37705371939588,"avg_loss":8.261086628509902,"mean":-2.805830489347589,"CI":[-6.7496691935882,1.0992355780384842],"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":3,"mode":"time","slip":0.0025,"split":"holdout","return_pct":-1.3160636955625082,"drawdown":22.161773394268337,"notice_exclusions":[],"sample":10,"win_rate":40,"avg_win":7.891077587793665,"avg_loss":5.002864323843938,"mean":0.15471244081110336,"CI":[-4.463765759135589,4.848739497782149],"quarterKelly":0.004901499164398693},{"h":3,"mode":"barrier","slip":0.001,"split":"train","return_pct":3.52981892178561,"drawdown":24.271420348257145,"notice_exclusions":[],"sample":20,"win_rate":50,"avg_win":6.495313074144107,"avg_loss":5.65095913005555,"mean":0.4221769720442786,"CI":[-2.664598513234495,3.514672720421029],"quarterKelly":0.016249292652452688},{"h":3,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":-6.4654389267801315,"drawdown":21.620457183009634,"notice_exclusions":[],"sample":10,"win_rate":40,"avg_win":7.313126096389194,"avg_loss":5.598910586297088,"mean":-0.43409591322257524,"CI":[-4.440490210625848,3.9469333197559417],"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":3,"mode":"time","slip":0.001,"split":"train","return_pct":-26.19403341624412,"drawdown":33.53068075675827,"notice_exclusions":[],"sample":20,"win_rate":45,"avg_win":4.8888504339797425,"avg_loss":6.252874450475011,"mean":-1.239098252470372,"CI":[-4.519100396277933,1.7995092296979198],"quarterKelly":0},{"h":3,"mode":"time","slip":0.001,"split":"holdout","return_pct":1.6893195080351475,"drawdown":20.86699189062027,"notice_exclusions":[],"sample":10,"win_rate":40,"avg_win":8.215237871383142,"avg_loss":4.71744407288841,"mean":0.4556287048202101,"CI":[-4.0675300768145215,5.267593564647238],"quarterKelly":0.013865353382138262},{"h":3,"mode":"time","slip":0.0025,"split":"train","return_pct":-30.492171858596063,"drawdown":37.307431786665035,"notice_exclusions":[],"sample":20,"win_rate":45,"avg_win":4.57465439125178,"avg_loss":6.533695297904557,"mean":-1.534937937784205,"CI":[-4.741983435321215,1.452496230947487],"quarterKelly":0}] 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 [["SLV260911P00051000",0.03,0.04,0.8719,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[1.870803415816389e-06,1.9818330679027317e-06,1.4897337116392378e-05,1.5632771282854182e-05,3.2278596372554306e-09,3.524341900591447e-09],-0.04199999677214036,{"ap":0.04,"as":25,"ax":"Q","bp":0.03,"bs":57,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.798742218Z"},{"delta":-0.0197,"gamma":0.0101,"rho":-0.0001,"theta":-0.0375,"vega":0.0026}],["SLV260918C00091000",0.04,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[9.94665077012534e-12,8.578568668170588e-12,9.21859121046177e-10,8.159583479808535e-10,7.40741609607254e-18,5.904944818830576e-18],-0.052,{"ap":0.05,"as":647,"ax":"I","bp":0.04,"bs":101,"bx":"N","c":"A","t":"2026-09-04T19:59:57.067862206Z"},{}],["SLV260930C00105000",0.04,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[1.1323680411758203e-09,9.273879875867546e-10,4.4282944142426905e-08,3.753897148670635e-08,1.0857262037627819e-14,7.99828046385975e-15],-0.061999999999992,{"ap":0.06,"as":485,"ax":"W","bp":0.04,"bs":1157,"bx":"W","c":"A","t":"2026-09-04T19:59:59.79987455Z"},{}]] 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":16,"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":16,"median_end":57.88268905446288,"p05_end":50.56459856508574,"p95_end":65.50427208808787,"prob_loss":0.02358,"prob_drawdown20":0},{"fraction":0.5,"paths":100000,"trades":20,"source_sample":16,"median_end":67.68550032192582,"p05_end":51.66613659881004,"p95_end":86.62185436711614,"prob_loss":0.02604,"prob_drawdown20":0.01063},{"fraction":1,"paths":100000,"trades":20,"source_sample":16,"median_end":90.57594119574205,"p05_end":52.81675530820741,"p95_end":148.10628501429932,"prob_loss":0.03148,"prob_drawdown20":0.25353}],"exits":{"paths":100000,"independent_blocks":16,"horizon":5,"stop":16.02482142857143,"target":17.68776785714286,"mean_pct":-0.036778397468654134,"win_pct":43.652,"stop_pct":56.348,"target_pct":43.652,"time_pct":0,"p05_pct":-4.368782807748395,"p95_pct":5.555171215617638,"net_RR":1.2715604002481196,"whole_shares":2,"full_fund_gap30":14.741999999999999}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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":16.69,"sma50":16.9538,"momentum20_pct":-6.341189674523006,"ATR14":0.6651785714285715,"range20":0.6280650000000002,"vol20_pct":39.16688328948134,"median_volume20":159846,"low20":15.18,"high20":18.02,"autocorr1":0.025128885822360305,"corrSPY":0.40858967648439704,"spy_above200":true,"worst_gap_pct":-25.185774946921434} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260918P00047500",0.01,0.08,0.6833,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[0.0001284789126563648,0.00014000430212680136,0.0005601632241180526,0.0006017780136952214,1.5915962276349631e-06,1.813329596038693e-06],-0.08199840840377237,{"ap":0.08,"as":672,"ax":"E","bp":0.01,"bs":103,"bx":"W","c":"A","t":"2026-09-04T19:59:58.811749255Z"},{"delta":-0.0177,"gamma":0.0065,"rho":-0.0003,"theta":-0.0147,"vega":0.0043}],["SLV260914P00050000",0.03,0.05,0.6967,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[0.00011169072599158987,0.00011943273031103073,0.00047825283714220357,0.0005057759117368791,1.411605294839783e-06,1.562845538615066e-06],-0.05199858839470516,{"ap":0.05,"as":16,"ax":"U","bp":0.03,"bs":277,"bx":"N","c":"A","t":"2026-09-04T19:59:55.05335983Z"},{"delta":-0.0198,"gamma":0.009,"rho":-0.0002,"theta":-0.0213,"vega":0.0037}],["SLV260918P00043000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[5.7341303761636413e-08,6.447404042566794e-08,9.481910126685622e-07,1.0447961706887689e-06,1.0223091941561804e-11,1.2235419829345292e-11],-0.05199999998977691,{"ap":0.05,"as":909,"ax":"E","bp":0.03,"bs":469,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.13119152Z"},{}]] 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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2026-06-11","entry":"2026-06-04","exit":"2026-06-09","net":0.05671393200415009,"reason":"target","entry_price":15.61,"exit_price":16.561417857142857,"atr":0.6342785714285715,"trend":false,"momentum":false,"spytrend":true,"vol":0.325261945896034,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2025-09-11","entry":"2025-09-04","exit":"2025-09-04","net":0.061542294035001444,"reason":"target","entry_price":18.66,"exit_price":19.88777142857143,"atr":0.8185142857142856,"trend":false,"momentum":true,"spytrend":true,"vol":0.5650495245572008,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-12-11","entry":"2025-12-04","exit":"2025-12-10","net":-0.0513504612983704,"reason":"stop","entry_price":14.06,"exit_price":13.391471428571428,"atr":0.6685285714285714,"trend":false,"momentum":true,"spytrend":true,"vol":0.6069936972081968,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2026-03-26","entry":"2026-03-19","exit":"2026-03-24","net":0.07486580325674752,"reason":"target","entry_price":10.73,"exit_price":11.579535714285715,"atr":0.566357142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.41648260450215097,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2024-04-11","entry":"2024-04-04","exit":"2024-04-08","net":0.053414374296592015,"reason":"target","entry_price":22.82,"exit_price":24.135264285714285,"atr":0.8768428571428577,"trend":false,"momentum":true,"spytrend":true,"vol":0.4753679331083522,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-04-10","entry":"2025-04-03","exit":"2025-04-03","net":-0.058931513600670504,"reason":"stop","entry_price":16.37,"exit_price":15.467035714285716,"atr":0.9029642857142853,"trend":false,"momentum":false,"spytrend":false,"vol":0.6103745805025553,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-06-12","entry":"2025-06-05","exit":"2025-06-10","net":0.05160152126939477,"reason":"target","entry_price":19.42,"exit_price":20.50395357142857,"atr":0.7226357142857138,"trend":true,"momentum":false,"spytrend":true,"vol":0.45960312709021944,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260914C00074000",0.01,0.08,0.7923,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[7.886358577038884e-06,7.290874051459637e-06,5.38117971371803e-05,5.039306339866445e-05,2.2240319657494147e-08,1.9744897404546634e-08],-0.0819999802551026,{"ap":0.08,"as":82,"ax":"B","bp":0.01,"bs":59,"bx":"Z","c":" ","t":"2026-09-04T19:59:59.57774121Z"},{"delta":0.0208,"gamma":0.0082,"rho":0.0002,"theta":-0.0254,"vega":0.0038}],["SLV260916P00045000",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.022606281846528253,[1.568075794670651e-07,1.7364800821035544e-07,2.1688172041845994e-06,2.359662517762934e-06,5.424968320358939e-11,6.33553461768249e-11],-0.05199999994575032,{"ap":0.05,"as":83,"ax":"B","bp":0.03,"bs":46,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.09373818Z"},{}],["SLV260918P00040500",0.01,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[1.4816595291353388e-10,1.698690728204835e-10,7.790301353674326e-09,8.714828705396916e-09,7.599894718197972e-16,9.371960057689428e-16],-0.05199999999999924,{"ap":0.05,"as":182,"ax":"A","bp":0.01,"bs":2,"bx":"N","c":"A","t":"2026-09-04T19:59:59.531963142Z"},{}]] 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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2022-12-07","entry":"2022-11-30","exit":"2022-12-05","net":-0.06657894677501186,"reason":"stop","entry_price":25.09,"exit_price":23.5134,"atr":1.5765999999999993,"trend":true,"momentum":true,"spytrend":false,"vol":0.7071786864292503,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-03-28","entry":"2023-03-21","exit":"2023-03-23","net":0.09030673585826632,"reason":"target","entry_price":22.69,"exit_price":24.838214285714287,"atr":1.4321428571428574,"trend":false,"momentum":false,"spytrend":true,"vol":0.5930424372802674,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-06-07","entry":"2023-05-31","exit":"2023-06-02","net":0.07335733747075346,"reason":"target","entry_price":21.2,"exit_price":22.84637857142857,"atr":1.0975857142857144,"trend":false,"momentum":false,"spytrend":true,"vol":0.48514544729529885,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2021-12-08","entry":"2021-12-01","exit":"2021-12-01","net":-0.07930007076529122,"reason":"stop","entry_price":64.25,"exit_price":59.392064285714284,"atr":4.857935714285714,"trend":false,"momentum":false,"spytrend":true,"vol":0.6137104128702998,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-03-29","entry":"2022-03-22","exit":"2022-03-28","net":0.022007761468648912,"reason":"time","entry_price":45.97,"exit_price":47.17,"atr":2.9761785714285716,"trend":false,"momentum":true,"spytrend":true,"vol":0.7780194698769942,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-06-08","entry":"2022-06-01","exit":"2022-06-07","net":0.07860654159610281,"reason":"time","entry_price":35.09,"exit_price":38,"atr":3.4939857142857145,"trend":false,"momentum":false,"spytrend":false,"vol":1.092435357720908,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260911C00073000",0.01,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[5.765489907697686e-09,5.370904604397162e-09,1.3640186497005616e-07,1.2861314212393225e-07,2.9205810057450247e-13,2.619509683006274e-13],-0.051999999999738054,{"ap":0.05,"as":62,"ax":"Q","bp":0.01,"bs":615,"bx":"W","c":" ","t":"2026-09-04T19:59:59.67587515Z"},{}],["SLV260911P00053000",0.01,0.06,0.6896,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[0.00020408977796256494,0.00021374173797214234,0.0007542219632758955,0.0007838983885784472,4.514263811630232e-06,4.837752197058007e-06],-0.06199548573618837,{"ap":0.06,"as":72,"ax":"D","bp":0.01,"bs":507,"bx":"W","c":"A","t":"2026-09-04T19:59:59.001235049Z"},{"delta":-0.0243,"gamma":0.0153,"rho":-0.0001,"theta":-0.0355,"vega":0.0031}],["SLV260930P00043000",0.01,0.07,0.6213,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[0.00025305152457772703,0.0002862607429719926,0.0010590495114919626,0.0011734396777046364,4.083040687738129e-06,4.920269398734885e-06],-0.07199591695931228,{"ap":0.07,"as":45,"ax":"Q","bp":0.01,"bs":116,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.095076514Z"},{"delta":-0.0121,"gamma":0.0034,"rho":-0.0005,"theta":-0.0064,"vega":0.0046}]] 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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2021-04-14","entry":"2021-04-07","exit":"2021-04-09","net":0.10526398285401695,"reason":"target","entry_price":61.37,"exit_price":68.10191428571429,"atr":4.4879428571428575,"trend":true,"momentum":true,"spytrend":true,"vol":0.7423811402726556,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-06-09","entry":"2021-06-02","exit":"2021-06-03","net":0.06680780545684484,"reason":"target","entry_price":85.5,"exit_price":91.57764642857143,"atr":4.051764285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.5551107982508209,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-09-09","entry":"2021-09-01","exit":"2021-09-02","net":-0.07303495482531841,"reason":"stop","entry_price":56.59,"exit_price":52.6672,"atr":3.9228,"trend":false,"momentum":false,"spytrend":true,"vol":0.6592809498470514,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2020-06-09","entry":"2020-06-02","exit":"2020-06-02","net":-0.08733573172093723,"reason":"stop","entry_price":21.63,"exit_price":19.82005,"atr":1.80995,"trend":true,"momentum":true,"spytrend":true,"vol":1.164826200571922,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-09-09","entry":"2020-09-01","exit":"2020-09-02","net":0.09859037973731288,"reason":"target","entry_price":26.55,"exit_price":29.284478571428572,"atr":1.8229857142857138,"trend":false,"momentum":false,"spytrend":true,"vol":0.6652127309433907,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-12-09","entry":"2020-12-02","exit":"2020-12-08","net":0.060965030712674784,"reason":"time","entry_price":31.74,"exit_price":33.81,"atr":2.1602642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6364517395389206,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2019-06-10","entry":"2019-06-03","exit":"2019-06-06","net":0.08814080365472265,"reason":"target","entry_price":35.97,"exit_price":39.2973,"atr":2.2182,"trend":true,"momentum":false,"spytrend":false,"vol":0.564898638472371,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-09-11","entry":"2019-09-04","exit":"2019-09-10","net":0.10806478615349158,"reason":"target","entry_price":16.28,"exit_price":18.11159642857143,"atr":1.221064285714286,"trend":false,"momentum":false,"spytrend":false,"vol":0.6178563790170265,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-12-12","entry":"2019-12-05","exit":"2019-12-11","net":-0.019544071538919683,"reason":"time","entry_price":14.73,"exit_price":14.5,"atr":0.8958714285714289,"trend":false,"momentum":false,"spytrend":true,"vol":0.8083260056060325,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260911C00075000",0.04,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[4.082154666371515e-11,3.769446349873382e-11,2.5549841799277456e-09,2.3925748695102894e-09,9.231024411661786e-17,8.164751756412168e-17],-0.05199999999999992,{"ap":0.05,"as":10,"ax":"T","bp":0.04,"bs":558,"bx":"W","c":"A","t":"2026-09-04T19:59:59.041150873Z"},{}],["SLV260918C00082000",0.01,0.08,0.8541,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[3.340771348336627e-07,2.9798269650325553e-07,4.274058739648243e-06,3.8868241989598295e-06,1.4610739964015782e-10,1.2281781440577067e-10],-0.08199999987718219,{"ap":0.08,"as":513,"ax":"E","bp":0.01,"bs":718,"bx":"E","c":"A","t":"2026-09-04T19:59:58.813282979Z"},{"delta":0.0156,"gamma":0.0046,"rho":0.0002,"theta":-0.0167,"vega":0.0039}],["SLV260918C00083000",0.04,0.08,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[1.1535714829510133e-07,1.0246871153596269e-07,1.7800896422536479e-06,1.613347064789978e-06,2.5067823371532622e-11,2.092528393746318e-11],-0.08199999997907471,{"ap":0.08,"as":328,"ax":"E","bp":0.04,"bs":1742,"bx":"E","c":"A","t":"2026-09-04T19:59:57.065315561Z"},{}]] 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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2026-03-26","entry":"2026-03-19","exit":"2026-03-25","net":0.047989765582517885,"reason":"time","entry_price":10.73,"exit_price":11.29,"atr":0.566357142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.41648260450215097,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2026-06-11","entry":"2026-06-04","exit":"2026-06-10","net":0.051519003363443616,"reason":"time","entry_price":15.61,"exit_price":16.48,"atr":0.6342785714285715,"trend":false,"momentum":false,"spytrend":true,"vol":0.325261945896034,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2019-04-30","entry":"2019-04-23","exit":"2019-04-24","net":0.06412342693428852,"reason":"target","entry_price":28.34,"exit_price":30.27812857142857,"atr":1.292085714285715,"trend":false,"momentum":true,"spytrend":false,"vol":0.41598690888073764,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2025-06-12","entry":"2025-06-05","exit":"2025-06-11","net":0.05139875151017481,"reason":"time","entry_price":19.42,"exit_price":20.5,"atr":0.7226357142857138,"trend":true,"momentum":false,"spytrend":true,"vol":0.45960312709021944,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-09-11","entry":"2025-09-04","exit":"2025-09-10","net":0.10756515280447965,"reason":"time","entry_price":18.66,"exit_price":20.75,"atr":0.8185142857142856,"trend":false,"momentum":true,"spytrend":true,"vol":0.5650495245572008,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-12-11","entry":"2025-12-04","exit":"2025-12-10","net":-0.02666075708822424,"reason":"time","entry_price":14.06,"exit_price":13.74,"atr":0.6685285714285714,"trend":false,"momentum":true,"spytrend":true,"vol":0.6069936972081968,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260914P00049000",0.01,0.05,0.7317,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[1.8394492385628954e-05,1.9801706297873844e-05,0.0001122901636794467,0.00011932729917745385,9.8984509256886e-08,1.1065618266896835e-07],-0.05199990101549075,{"ap":0.05,"as":61,"ax":"Q","bp":0.01,"bs":72,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.0780462Z"},{"delta":-0.0147,"gamma":0.0066,"rho":-0.0001,"theta":-0.0173,"vega":0.0028}],["SLV260914C00071000",0.01,0.06,0.6364,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[0.000281037637052479,0.00026311843169971396,0.0010668456159612179,0.0010095528787219645,5.3167148187833585e-06,4.816785773157109e-06],-0.06199518321422684,{"ap":0.06,"as":126,"ax":"W","bp":0.01,"bs":67,"bx":"B","c":" ","t":"2026-09-04T19:59:59.57774121Z"},{"delta":0.0201,"gamma":0.0099,"rho":0.0002,"theta":-0.0198,"vega":0.0037}],["SLV260930C00097000",0.01,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[1.8415265543054122e-07,1.545826389425546e-07,2.8420224691105346e-06,2.4574576768684535e-06,4.017182381412036e-11,3.0771348806715185e-11],-0.051999999969228654,{"ap":0.05,"as":55,"ax":"Z","bp":0.01,"bs":521,"bx":"E","c":"A","t":"2026-09-04T19:59:58.17850983Z"},{}]] 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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2023-06-07","entry":"2023-05-31","exit":"2023-06-06","net":0.15057715219393186,"reason":"time","entry_price":21.2,"exit_price":24.49,"atr":1.0975857142857144,"trend":false,"momentum":false,"spytrend":true,"vol":0.48514544729529885,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2024-04-11","entry":"2024-04-04","exit":"2024-04-10","net":0.01870405084544169,"reason":"time","entry_price":22.82,"exit_price":23.34,"atr":0.8768428571428577,"trend":false,"momentum":true,"spytrend":true,"vol":0.4753679331083522,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-04-10","entry":"2025-04-03","exit":"2025-04-09","net":-0.0307631491084569,"reason":"time","entry_price":16.37,"exit_price":15.93,"atr":0.9029642857142853,"trend":false,"momentum":false,"spytrend":false,"vol":0.6103745805025553,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2022-06-08","entry":"2022-06-01","exit":"2022-06-07","net":0.07860654159610281,"reason":"time","entry_price":35.09,"exit_price":38,"atr":3.4939857142857145,"trend":false,"momentum":false,"spytrend":false,"vol":1.092435357720908,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-12-07","entry":"2022-11-30","exit":"2022-12-06","net":-0.10720527499085719,"reason":"time","entry_price":25.09,"exit_price":22.49,"atr":1.5765999999999993,"trend":true,"momentum":true,"spytrend":false,"vol":0.7071786864292503,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-03-28","entry":"2023-03-21","exit":"2023-03-27","net":0.0535121953452411,"reason":"time","entry_price":22.69,"exit_price":24,"atr":1.4321428571428574,"trend":false,"momentum":false,"spytrend":true,"vol":0.5930424372802674,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2021-09-09","entry":"2021-09-01","exit":"2021-09-08","net":-0.11188261043848091,"reason":"time","entry_price":56.59,"exit_price":50.46,"atr":3.9228,"trend":false,"momentum":false,"spytrend":true,"vol":0.6592809498470514,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-12-08","entry":"2021-12-01","exit":"2021-12-07","net":0.0006586089716968946,"reason":"time","entry_price":64.25,"exit_price":64.55,"atr":4.857935714285714,"trend":false,"momentum":false,"spytrend":true,"vol":0.6137104128702998,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-03-29","entry":"2022-03-22","exit":"2022-03-28","net":0.022007761468648912,"reason":"time","entry_price":45.97,"exit_price":47.17,"atr":2.9761785714285716,"trend":false,"momentum":true,"spytrend":true,"vol":0.7780194698769942,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&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 [["SLV260930C00104000",0.01,0.08,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[2.1587259000205645e-09,1.7735408703892822e-09,7.64942762589435e-08,6.499039663094416e-08,2.669600102925427e-14,1.9731359379595888e-14],-0.08199999999998027,{"ap":0.08,"as":287,"ax":"W","bp":0.01,"bs":1538,"bx":"E","c":"A","t":"2026-09-04T19:59:59.696583878Z"},{}],["SLV260930C00107000",0.01,0.07,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[2.957854562866153e-10,2.4083792944044023e-10,1.3907677260196012e-08,1.172562795597438e-08,1.19636884260826e-15,8.724226435921426e-16],-0.07199999999999913,{"ap":0.07,"as":75,"ax":"Z","bp":0.01,"bs":1714,"bx":"E","c":"A","t":"2026-09-04T19:59:58.177737478Z"},{}],["SLV260914C00073000",0.05,0.08,0.794,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[2.6109708711444077e-05,2.423193366632089e-05,0.000155978015705425,0.00014660487080977408,1.510428621006674e-07,1.349761402572899e-07],-0.08199986502385975,{"ap":0.08,"as":74,"ax":"Q","bp":0.05,"bs":75,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.120918616Z"},{"delta":0.0287,"gamma":0.0108,"rho":0.0003,"theta":-0.0334,"vega":0.005}]] 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