GLD 06UTC American-priced affordable legs part 21/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918C00580000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.908233701084368e-16,2.252746468179593e-16,3.170948960704319e-13,2.5714104914247947e-13,6.073710792749323e-26,4.10338415725102e-26],-0.052000000000000005,{"ap":0.05,"as":7,"ax":"D","bp":0.03,"bs":1,"bx":"A","c":" ","t":"2026-09-04T19:59:50.514024441Z"},{}],["GLD260918P00282000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.4166417307655896e-17,1.8372200901175625e-17,2.3489034555636602e-14,2.907842387567552e-14,2.602994623327917e-28,3.896615650273997e-28],-0.042,{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.869992681Z"},{}],["GLD260918P00325000",0.03,0.06,0.5223,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.33462860844774e-07,6.292885728157909e-07,7.994536143520878e-06,9.165034589798168e-06,1.3561424413169882e-10,1.7470940375920284e-10],-0.06199999986438576,{"ap":0.06,"as":88,"ax":"E","bp":0.03,"bs":177,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0208,"vega":0.008}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 20/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260914C00465000",0.04,0.06,0.4193,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.01713058027226405,[0.00022633971366495394,0.00020395323268819157,0.0011658671883058244,0.0010690761055955926,1.7637840388643002e-06,1.5076863050625254e-06],-0.06199849231369494,{"ap":0.06,"as":29,"ax":"A","bp":0.04,"bs":31,"bx":"E","c":"A","t":"2026-09-04T19:59:59.472029781Z"},{"delta":0.0071,"gamma":0.0009,"rho":0.0005,"theta":-0.0362,"vega":0.0103}],["GLD260918P00289000",0.03,0.05,0.7561,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.285870238330241e-15,2.9197836217194233e-15,1.4982755380221765e-12,1.8303129287963573e-12,2.100830695917456e-24,3.0683648889120932e-24],-0.052000000000000005,{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469494518Z"},{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.02,"vega":0.0053}],["GLD260918P00317000",0.01,0.08,0.5743,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.7637371529045056e-08,2.1173178797102096e-08,5.083606937380717e-07,5.905361658653235e-07,5.8221488137227e-13,7.699091958791585e-13],-0.08199999999941779,{"ap":0.08,"as":28,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473316549Z"},{"delta":-0.0037,"gamma":0.0003,"rho":-0.0004,"theta":-0.0211,"vega":0.0074}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 19/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911P00367000",0.03,0.08,0.4857,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.1153865644411204e-05,4.448831080673486e-05,0.00025932479735399236,0.0002767484872325321,1.559045988311564e-07,1.756112926828371e-07],-0.08199984409540118,{"ap":0.08,"as":383,"ax":"E","bp":0.03,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.47148135Z"},{"delta":-0.009,"gamma":0.0014,"rho":-0.0003,"theta":-0.0725,"vega":0.009}],["GLD260911P00354000",0.01,0.07,0.6102,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.7320040061713906e-08,1.9167889510264434e-08,4.438365169533958e-07,4.826891911181763e-07,8.019775070599516e-13,9.374008556045739e-13],-0.07199999999919802,{"ap":0.07,"as":109,"ax":"Z","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.859149683Z"},{"delta":-0.0055,"gamma":0.0007,"rho":-0.0002,"theta":-0.0587,"vega":0.0058}],["GLD260918P00309000",0.04,0.07,0.6409,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.106772447004301e-10,5.008310632644675e-10,2.1061700439514627e-08,2.4838160299193797e-08,1.3853740266941996e-15,1.8825525130059436e-15],-0.07199999999999862,{"ap":0.07,"as":25,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472860756Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0254,"vega":0.008}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 18/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911P00355000",0.01,0.08,0.6073,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.208437833382512e-08,3.547033169792898e-08,7.676242106839898e-07,8.334085293368309e-07,2.4478885370988056e-12,2.8522355645357765e-12],-0.08199999999755211,{"ap":0.08,"as":13,"ax":"M","bp":0.01,"bs":178,"bx":"N","c":" ","t":"2026-09-04T19:59:59.447708479Z"},{"delta":-0.0061,"gamma":0.0008,"rho":-0.0002,"theta":-0.0645,"vega":0.0064}],["GLD260911P00350000",0.03,0.08,0.6791,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[9.432684723035944e-10,1.051851366843632e-09,3.67862229314313e-08,4.0271553721819115e-08,5.799601008850394e-15,6.8678283209543944e-15],-0.0819999999999942,{"ap":0.08,"as":155,"ax":"W","bp":0.03,"bs":10,"bx":"A","c":"A","t":"2026-09-04T19:59:59.912212499Z"},{"delta":-0.0066,"gamma":0.0007,"rho":-0.0002,"theta":-0.0773,"vega":0.0069}],["GLD260918P00318000",0.05,0.08,0.5911,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.914086702898379e-08,3.4869052292950775e-08,7.361083510058747e-07,8.540281200432603e-07,1.313573649211408e-12,1.7321502306294952e-12],-0.08199999999868643,{"ap":0.08,"as":25,"ax":"M","bp":0.05,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471839696Z"},{"delta":-0.005,"gamma":0.0004,"rho":-0.0006,"theta":-0.0287,"vega":0.0098}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 17/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911C00535000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.572544494653471e-32,2.120631235807354e-32,7.531183789785761e-26,6.422485103260014e-26,0.0,0.0],-0.082,{"ap":0.08,"as":165,"ax":"W","bp":0.01,"bs":50,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.908056204Z"},{}],["GLD260918P00310000",0.01,0.07,0.6132,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.667887462881963e-10,8.120986815072521e-10,3.5125097832797195e-08,4.1297888992042805e-08,2.9236725885128114e-15,3.95687900124097e-15],-0.07199999999999708,{"ap":0.07,"as":23,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472887632Z"},{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0194,"vega":0.0064}],["GLD260918C00615000",0.01,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.078386626500952e-22,2.293636579264771e-22,6.486528276381046e-18,5.0976139306098155e-18,2.6417003201848175e-37,1.6784725347176443e-37],-0.082,{"ap":0.08,"as":100,"ax":"Z","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466832523Z"},{}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
GLD 06UTC American-priced affordable legs part 16/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911C00510000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[3.751751074088372e-21,3.1951265564448667e-21,2.9282754805436827e-17,2.5646418904197528e-17,6.376862398188042e-35,4.974118777119795e-35],-0.052000000000000005,{"ap":0.05,"as":102,"ax":"Z","bp":0.03,"bs":21,"bx":"A","c":"A","t":"2026-09-04T19:59:59.98260962Z"},{}],["GLD260918P00308000",0.04,0.07,0.6478,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.346883998300559e-10,2.8714993374360794e-10,1.532301322035455e-08,1.8083870769034332e-08,4.815394485870645e-16,6.578364225974236e-16],-0.07199999999999952,{"ap":0.07,"as":27,"ax":"E","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469783373Z"},{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0254,"vega":0.0079}],["GLD260918C00550000",0.04,0.08,0.6781,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[9.551264165898201e-12,7.67932210180343e-12,1.1576785522677345e-09,9.66949903496655e-10,1.855932266618597e-18,1.3246547465345132e-18],-0.082,{"ap":0.08,"as":206,"ax":"W","bp":0.04,"bs":312,"bx":"W","c":"A","t":"2026-09-04T19:59:59.470044546Z"},{"delta":0.0043,"gamma":0.0003,"rho":0.0005,"theta":-0.0293,"vega":0.0086}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
EEM QVM90806 variant 162/162 EEM_recent_66_1_stress = -5.171608440717845
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_stress","s":"EEM","period":"recent","window":66,"managed":true,"cost":"stress","return":-5.171608440717845,"drawdown":7.8754718172610705,"n":9,"win":55.55555555555556,"W":1.2663493906045302,"L":2.9304682386206156,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.828298639131025,"sharpe0":-0.9650318155028815,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 161/162 EEM_recent_66_1_base = -3.6760855283682226
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_base","s":"EEM","period":"recent","window":66,"managed":true,"cost":"base","return":-3.6760855283682226,"drawdown":7.320704682648338,"n":9,"win":66.66666666666666,"W":1.3455975267092213,"L":3.5919499199183704,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.735778448102069,"sharpe0":-0.6778374599358705,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
GLD 06UTC American-priced affordable legs part 15/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00324000",0.01,0.05,0.5069,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.3359431347648196e-07,3.948029676882601e-07,5.34179371324812e-06,6.137966037359534e-06,6.465124187439464e-11,8.369448137990918e-11],-0.05199999993534876,{"ap":0.05,"as":41,"ax":"A","bp":0.01,"bs":40,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468225638Z"},{"delta":-0.0029,"gamma":0.0003,"rho":-0.0003,"theta":-0.0148,"vega":0.0059}],["GLD260911C00505000",0.01,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.1253414785928287e-19,1.8206525376391273e-19,8.420117696431341e-16,7.416708277217328e-16,2.175581101198467e-31,1.7146246746580914e-31],-0.07200000000000001,{"ap":0.07,"as":506,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.358556707Z"},{}],["GLD260911P00364000",0.01,0.08,0.5071,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.468986591199717e-06,9.203650311813627e-06,6.91823160227861e-05,7.415987784541206e-05,1.411444936214652e-08,1.6021463635096837e-08],-0.08199998588555064,{"ap":0.08,"as":479,"ax":"E","bp":0.01,"bs":373,"bx":"N","c":"A","t":"2026-09-04T19:59:59.357489719Z"},{"delta":-0.0072,"gamma":0.0011,"rho":-0.0002,"theta":-0.0623,"vega":0.0074}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
EEM QVM90806 variant 160/162 EEM_recent_66_1_zero = -2.6653283715368015
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_zero","s":"EEM","period":"recent","window":66,"managed":true,"cost":"zero","return":-2.6653283715368015,"drawdown":7.133349725727189,"n":9,"win":66.66666666666666,"W":1.548491364877339,"L":3.3989410591496516,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.69531551788365,"sharpe0":-0.4808330222167519,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 159/162 EEM_recent_66_0_stress = 16.30957021028774
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_stress","s":"EEM","period":"recent","window":66,"managed":false,"cost":"stress","return":16.30957021028774,"drawdown":4.713364133058873,"n":8,"win":75,"W":5.39679318438073,"L":5.987147067702302,"K":0.11816314032296346,"mean_exposure":0.5271440662555567,"annvol":12.345736325328764,"sharpe0":1.8761624680989506,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 158/162 EEM_recent_66_0_base = 17.800225354716503
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_base","s":"EEM","period":"recent","window":66,"managed":false,"cost":"base","return":17.800225354716503,"drawdown":4.58488672022238,"n":8,"win":75,"W":5.713458578690741,"L":5.704684833091266,"K":0.12509597673500467,"mean_exposure":0.5271440662555567,"annvol":12.282764733589834,"sharpe0":2.038971308378935,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
GLD 06UTC American-priced affordable legs part 14/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00284000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.685119945148872e-17,8.628412742158799e-17,7.793903046396634e-14,9.610772669092432e-14,3.513543105433415e-27,5.226392431976664e-27],-0.082,{"ap":0.08,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469778898Z"},{}],["GLD260918C00565000",0.01,0.06,0.6939,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.850508385472458e-14,5.4069194351336506e-14,2.135822435398136e-11,1.7577362005419317e-11,4.929688005168157e-22,3.423683648395265e-22],-0.062,{"ap":0.06,"as":124,"ax":"E","bp":0.01,"bs":1,"bx":"N","c":"A","t":"2026-09-04T19:59:58.958318214Z"},{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0188,"vega":0.0054}],["GLD260918P00311000",0.04,0.07,0.6273,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.0835212865375805e-09,1.3157988549770198e-09,5.018324850962635e-08,5.894745482406717e-08,6.721529373964268e-15,9.076673879817559e-15],-0.07199999999999329,{"ap":0.07,"as":27,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921094729Z"},{"delta":-0.0041,"gamma":0.0003,"rho":-0.0005,"theta":-0.0253,"vega":0.0081}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
EEM QVM90806 variant 157/162 EEM_recent_66_0_zero = 18.805399117637435
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_zero","s":"EEM","period":"recent","window":66,"managed":false,"cost":"zero","return":18.805399117637435,"drawdown":4.498996563377656,"n":8,"win":75,"W":5.925096881241085,"L":5.5159056707899445,"K":0.12931629240260448,"mean_exposure":0.5271440662555567,"annvol":12.248644830340112,"sharpe0":2.1472315395868473,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 156/162 EEM_recent_22_1_stress = -2.3128813999385045
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_stress","s":"EEM","period":"recent","window":22,"managed":true,"cost":"stress","return":-2.3128813999385045,"drawdown":5.3595781796794135,"n":9,"win":55.55555555555556,"W":1.2663493906045047,"L":2.9304682386205982,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.129254500017651,"sharpe0":-0.5345845919256792,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 155/162 EEM_recent_22_1_base = -0.9316132170227864
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_base","s":"EEM","period":"recent","window":22,"managed":true,"cost":"base","return":-0.9316132170227864,"drawdown":5.172645503699869,"n":9,"win":66.66666666666666,"W":1.345597526709222,"L":3.5919499199183837,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.097262157778602,"sharpe0":-0.1964513038286888,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 154/162 EEM_recent_22_1_zero = 0.0007806174884272821
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_zero","s":"EEM","period":"recent","window":22,"managed":true,"cost":"zero","return":0.0007806174884272821,"drawdown":5.0621265763051815,"n":9,"win":66.66666666666666,"W":1.548491364877351,"L":3.3989410591496627,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.0984553605869145,"sharpe0":0.031248441819845953,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
GLD 06UTC American-priced affordable legs part 13/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260918P00300000",0.03,0.06,0.6885,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[2.736450639561642e-12,3.4044582307140655e-12,4.211569029947036e-10,5.04011593249605e-10,4.2993902976610996e-19,6.02390409695374e-19],-0.062,{"ap":0.06,"as":133,"ax":"A","bp":0.03,"bs":51,"bx":"W","c":"A","t":"2026-09-04T19:59:59.460235437Z"},{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0217,"vega":0.0063}],["GLD260911C00500000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.5183736756741128e-17,1.3105781876311475e-17,2.366182321173392e-14,2.096397156207059e-14,3.3756283977532177e-28,2.688105995347626e-28],-0.052000000000000005,{"ap":0.05,"as":5,"ax":"X","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:50.529975686Z"},{}],["GLD260918P00297000",0.03,0.05,0.7007,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[4.820236208147868e-13,6.041176764596988e-13,9.067020602088928e-11,1.0925567765341307e-10,1.9910175408946965e-20,2.821882817953354e-20],-0.052000000000000005,{"ap":0.05,"as":114,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.0198,"vega":0.0057}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
EEM QVM90806 variant 153/162 EEM_recent_22_0_stress = 14.00664949690591
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_stress","s":"EEM","period":"recent","window":22,"managed":false,"cost":"stress","return":14.00664949690591,"drawdown":3.411260141865591,"n":8,"win":75,"W":5.396793184380734,"L":5.987147067702319,"K":0.11816314032296332,"mean_exposure":0.4879253629059519,"annvol":10.390907051646384,"sharpe0":1.9224415153168846,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 152/162 EEM_recent_22_0_base = 15.360114144667957
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_base","s":"EEM","period":"recent","window":22,"managed":false,"cost":"base","return":15.360114144667957,"drawdown":3.3202615828992976,"n":8,"win":75,"W":5.713458578690745,"L":5.704684833091259,"K":0.12509597673500478,"mean_exposure":0.4879253629059519,"annvol":10.340195719372145,"sharpe0":2.1006719188359044,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 151/162 EEM_recent_22_0_zero = 16.272071677431875
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_zero","s":"EEM","period":"recent","window":22,"managed":false,"cost":"zero","return":16.272071677431875,"drawdown":3.259438506533352,"n":8,"win":75,"W":5.9250968812410845,"L":5.5159056707899445,"K":0.12931629240260445,"mean_exposure":0.4879253629059519,"annvol":10.315156063845775,"sharpe0":2.218765564198783,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
GLD 06UTC American-priced affordable legs part 12/43 = 3
Options mispricing2026-09-08 06:10
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 [["GLD260911P00347000",0.03,0.06,0.6973,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[8.501987492783596e-11,9.534433299344227e-11,5.39343107186256e-09,5.928576008161804e-09,1.4798886858748716e-16,1.765897404616756e-16],-0.061999999999999854,{"ap":0.06,"as":98,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.470163137Z"},{"delta":-0.0054,"gamma":0.0006,"rho":-0.0002,"theta":-0.0661,"vega":0.0057}],["GLD260918P00287000",0.01,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.373427589825615e-16,6.896549892102429e-16,4.726427679804785e-13,5.797389804380204e-13,2.0509592591571737e-25,3.01446761620214e-25],-0.052000000000000005,{"ap":0.05,"as":109,"ax":"Z","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469202043Z"},{}],["GLD260911P00361000",0.03,0.08,0.5536,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.5207009967578881e-06,1.6615572124378842e-06,1.6540847463209005e-05,1.7808817904571107e-05,9.776186640853299e-10,1.1198069781154527e-09],-0.08199999902238134,{"ap":0.08,"as":531,"ax":"E","bp":0.03,"bs":357,"bx":"N","c":"A","t":"2026-09-04T19:59:59.465346036Z"},{"delta":-0.008,"gamma":0.0011,"rho":-0.0003,"theta":-0.0744,"vega":0.0081}]]
https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=R0xEMjYxMDAyUDAwNDAyMDAw
EEM QVM90806 variant 150/162 EEM_recent_0_1_stress = -5.5319796414421525
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_stress","s":"EEM","period":"recent","window":0,"managed":true,"cost":"stress","return":-5.5319796414421525,"drawdown":10.639306653858927,"n":9,"win":55.55555555555556,"W":1.2663493906045231,"L":2.930468238620625,"K":0,"mean_exposure":1,"annvol":9.748612945755642,"sharpe0":-0.8154569546402453,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 149/162 EEM_recent_0_1_base = -2.946595540985031
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_base","s":"EEM","period":"recent","window":0,"managed":true,"cost":"base","return":-2.946595540985031,"drawdown":9.424586815096625,"n":9,"win":66.66666666666666,"W":1.3455975267092237,"L":3.591949919918365,"K":0,"mean_exposure":1,"annvol":9.680286575211685,"sharpe0":-0.40867886254998226,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 148/162 EEM_recent_0_1_zero = -1.1838184824208287
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_zero","s":"EEM","period":"recent","window":0,"managed":true,"cost":"zero","return":-1.1838184824208287,"drawdown":8.605706684606107,"n":9,"win":66.66666666666666,"W":1.5484913648773357,"L":3.398941059149665,"K":0,"mean_exposure":1,"annvol":9.668493119731874,"sharpe0":-0.13344518848324174,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json