Notes

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 [["GLD260911C00545000",0.03,0.04,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.8284525087683573e-38,2.3001916083840407e-38,7.159597525495995e-30,6.0427974006728346e-30,0.0,0.0],-0.042,{"ap":0.04,"as":103,"ax":"Z","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.859826219Z"},{}],["GLD260911C00550000",0.03,0.05,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.257733459428667e-41,1.8259240717795445e-41,4.5737586499685725e-32,3.8411650187349455e-32,0.0,0.0],-0.052000000000000005,{"ap":0.05,"as":22,"ax":"U","bp":0.03,"bs":88,"bx":"W","c":"A","t":"2026-09-04T19:59:59.868152863Z"},{}],["GLD260918P00293000",0.01,0.08,0.737,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.619501073915929e-14,4.579379338149521e-14,1.261615939648735e-11,1.5293775041674165e-11,2.6230422674876503e-22,3.767460477778187e-22],-0.082,{"ap":0.08,"as":87,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},{"delta":-0.0029,"gamma":0.0002,"rho":-0.0003,"theta":-0.022,"vega":0.006}]] 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

{"key":"EEM_recent_0_0_stress","s":"EEM","period":"recent","window":0,"managed":false,"cost":"stress","return":20.857049092442125,"drawdown":14.219021148225996,"n":8,"win":75,"W":5.3967931843807335,"L":5.9871470677023195,"K":0.1181631403229633,"mean_exposure":1,"annvol":24.439153765480416,"sharpe0":1.2715915235304205,"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

{"key":"EEM_recent_0_0_base","s":"EEM","period":"recent","window":0,"managed":false,"cost":"base","return":23.79270753181675,"drawdown":13.8319750873097,"n":8,"win":75,"W":5.71345857869074,"L":5.704684833091253,"K":0.1250959767350048,"mean_exposure":1,"annvol":24.379280335655586,"sharpe0":1.420217360591915,"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

{"key":"EEM_recent_0_0_zero","s":"EEM","period":"recent","window":0,"managed":false,"cost":"zero","return":25.78931937412321,"drawdown":13.573061522960984,"n":8,"win":75,"W":5.925096881241083,"L":5.515905670789934,"K":0.12931629240260456,"mean_exposure":1,"annvol":24.35033521656703,"sharpe0":1.5191446188547386,"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

{"key":"EEM_holdout_66_1_stress","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"stress","return":-33.141465193242716,"drawdown":33.931176308542256,"n":60,"win":43.333333333333336,"W":0.7465229633018998,"L":1.9019559992663877,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.919306664532265,"sharpe0":-1.6183436228523913,"fillerr":0,"reconcile":0,"partial_count":28} 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

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 [["GLD260911P00366000",0.01,0.08,0.4849,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[2.4838376205564973e-05,2.6902824011554087e-05,0.00016736077747786111,0.00017881441069034703,6.771311645830352e-08,7.650800651497027e-08],-0.08199993228688354,{"ap":0.08,"as":59,"ax":"U","bp":0.01,"bs":375,"bx":"N","c":" ","t":"2026-09-04T19:59:59.689476077Z"},{"delta":-0.0075,"gamma":0.0012,"rho":-0.0003,"theta":-0.0618,"vega":0.0077}],["GLD260918P00299000",0.01,0.05,0.6678,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.650561087964684e-12,2.0589744858191426e-12,2.5511228818995276e-10,3.0614427034629475e-10,1.3806862792342604e-19,1.9445826829744294e-19],-0.052000000000000005,{"ap":0.05,"as":114,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.502065119Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0155,"vega":0.0047}],["GLD260918P00301000",0.01,0.05,0.6545,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[5.418723134913621e-12,6.7281918707061585e-12,6.850218466696087e-10,8.187368974374778e-10,8.71604494683608e-19,1.2199660619599844e-18],-0.052000000000000005,{"ap":0.05,"as":90,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0154,"vega":0.0047}]] 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

{"key":"EEM_holdout_66_1_base","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"base","return":-21.605712242719687,"drawdown":24.332136353868872,"n":60,"win":46.666666666666664,"W":0.9820237059189548,"L":1.7144532789377003,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.710806920678491,"sharpe0":-1.0138607595850087,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_66_1_zero","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"zero","return":-12.827759131036965,"drawdown":20.217651614645593,"n":60,"win":46.666666666666664,"W":1.184189668752127,"L":1.5176856670756282,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.621927126684185,"sharpe0":-0.5732584212707224,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_66_0_stress","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"stress","return":-15.165648685999678,"drawdown":42.06206291350907,"n":53,"win":49.056603773584904,"W":3.3122203508941164,"L":3.7202346718946724,"K":0,"mean_exposure":0.8739384499807139,"annvol":14.6007549541088,"sharpe0":-0.1532759660591459,"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

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 [["GLD260918C00560000",0.03,0.06,0.6936,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[3.2590226576434606e-13,2.585617812407139e-13,8.63870723370778e-11,7.14620558698198e-11,9.147571384224015e-21,6.4102358472927266e-21],-0.062,{"ap":0.06,"as":108,"ax":"B","bp":0.03,"bs":213,"bx":"N","c":" ","t":"2026-09-04T19:59:59.471011305Z"},{"delta":0.0033,"gamma":0.0002,"rho":0.0004,"theta":-0.0232,"vega":0.0067}],["GLD260911C00555000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[5.350352242282116e-45,4.303157051674515e-45,2.039185471350709e-34,1.704074337647274e-34,0.0,0.0],-0.082,{"ap":0.08,"as":24,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.972376306Z"},{}],["GLD260911C00585000",0.03,0.08,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[0.0,0.0,0.0,0.0,0.0,0.0],-0.082,{"ap":0.08,"as":155,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.908056204Z"},{}]] 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

{"key":"EEM_holdout_66_0_base","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"base","return":-2.5211954941603665,"drawdown":37.6482998095734,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187,"mean_exposure":0.8739384499807139,"annvol":14.585051264597432,"sharpe0":0.037656898045019746,"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

{"key":"EEM_holdout_66_0_zero","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"zero","return":6.940974911604836,"drawdown":34.80516152307028,"n":53,"win":49.056603773584904,"W":3.830075071595619,"L":3.3621545599316223,"K":0.010842413646468083,"mean_exposure":0.8739384499807139,"annvol":14.588006182209806,"sharpe0":0.16519445329739157,"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

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 [["GLD260918P00292000",0.03,0.08,0.7596,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.999077987194979e-14,2.5320263669527404e-14,7.2597091816534154e-12,8.825378777928252e-12,8.426973127435503e-23,1.216206278531993e-22],-0.082,{"ap":0.08,"as":40,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469642882Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.026,"vega":0.0069}],["GLD260911P00335000",0.03,0.06,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.0002221394142289e-15,1.1486494573357814e-15,5.685776980026658e-13,6.37058510835792e-13,7.0428151935964005e-25,8.723151551105826e-25],-0.062,{"ap":0.06,"as":195,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.478286203Z"},{}],["GLD260918P00291000",0.03,0.08,0.7667,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[9.29805965379953e-15,1.1819983804823408e-14,4.488019659775783e-12,5.4610261753408736e-12,1.88212785369584e-23,2.731842730302213e-23],-0.082,{"ap":0.08,"as":39,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469654793Z"},{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0261,"vega":0.0068}]] 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

{"key":"EEM_holdout_22_1_stress","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"stress","return":-29.13286399434013,"drawdown":30.129263244611117,"n":60,"win":43.333333333333336,"W":0.7465229633019028,"L":1.9019559992663895,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.558144117777082,"sharpe0":-1.493920636442658,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_22_1_base","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"base","return":-17.50085931262333,"drawdown":20.821390713008782,"n":60,"win":46.666666666666664,"W":0.9820237059189574,"L":1.7144532789376998,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.366926841721205,"sharpe0":-0.862657259557513,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_22_1_zero","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"zero","return":-8.701781739229443,"drawdown":16.738764340733404,"n":60,"win":46.666666666666664,"W":1.1841896687521285,"L":1.517685667075628,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.290854523392298,"sharpe0":-0.4045489156608483,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_22_0_stress","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"stress","return":-8.082436742087262,"drawdown":38.57291496026926,"n":53,"win":49.056603773584904,"W":3.312220350894119,"L":3.7202346718946684,"K":0,"mean_exposure":0.8418872034009007,"annvol":13.554556914276365,"sharpe0":-0.057100789440564195,"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

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 [["GLD260918P00316000",0.01,0.04,0.5475,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.2055973303163534e-08,1.4487603630887506e-08,3.426434538336409e-07,3.9906300816201584e-07,3.217894447420209e-13,4.269883197919231e-13],-0.04199999999967821,{"ap":0.04,"as":33,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469487727Z"},{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0129,"vega":0.0047}],["GLD260918P00285000",0.03,0.07,null,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[1.2065574572137827e-16,1.556022406432975e-16,1.414741798184427e-13,1.742516619911687e-13,1.626086018768522e-26,2.405647258038114e-26],-0.07200000000000001,{"ap":0.07,"as":36,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469637815Z"},{}],["GLD260911P00363000",0.04,0.08,0.5368,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[4.961214612622772e-06,5.401910513338715e-06,4.506634359798921e-05,4.835544221150758e-05,6.0589302810734954e-09,6.897647276956982e-09],-0.08199999394106973,{"ap":0.08,"as":84,"ax":"E","bp":0.04,"bs":325,"bx":"N","c":"A","t":"2026-09-04T19:59:59.469224447Z"},{"delta":-0.0089,"gamma":0.0012,"rho":-0.0003,"theta":-0.0792,"vega":0.0089}]] 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

{"key":"EEM_holdout_22_0_base","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"base","return":5.069509297110808,"drawdown":34.152681887991974,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445753,"K":0.0020211412582098742,"mean_exposure":0.8418872034009007,"annvol":13.53414149944193,"sharpe0":0.14100596584134978,"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

{"key":"EEM_holdout_22_0_zero","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"zero","return":14.869382552154931,"drawdown":31.029547304530823,"n":53,"win":49.056603773584904,"W":3.830075071595614,"L":3.362154559931626,"K":0.010842413646467805,"mean_exposure":0.8418872034009007,"annvol":13.534364301109303,"sharpe0":0.27331032823052687,"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

{"key":"EEM_holdout_0_1_stress","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"stress","return":-36.90048434603251,"drawdown":38.54457163964985,"n":60,"win":43.333333333333336,"W":0.746522963301898,"L":1.9019559992663864,"K":0,"mean_exposure":1,"annvol":5.883892435944667,"sharpe0":-1.5415612302502015,"fillerr":0,"reconcile":0,"partial_count":28} 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

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 [["GLD260918P00315000",0.01,0.03,0.5422,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[6.844148852562909e-09,8.253448919038828e-09,2.478084902373274e-07,2.8887250141231445e-07,1.3040662121168048e-13,1.739314591008488e-13],-0.03199999999986959,{"ap":0.03,"as":17,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},{"delta":-0.0018,"gamma":0.0002,"rho":-0.0002,"theta":-0.0107,"vega":0.004}],["GLD260911P00351000",0.04,0.05,0.6522,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.008917027910867747,[1.8831655085385206e-09,2.095986650949439e-09,7.479487890043717e-08,8.172232568018568e-08,2.1279789058074036e-14,2.511713021223243e-14],-0.05199999999997872,{"ap":0.05,"as":111,"ax":"Z","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466243706Z"},{"delta":-0.0057,"gamma":0.0007,"rho":-0.0002,"theta":-0.0653,"vega":0.006}],["GLD260918P00306000",0.04,0.06,0.6548,406.77,0.26768441537626697,0.29605656775449324,8.614992857142868,0.028081983420792454,[7.944749126326446e-11,9.765885636689155e-11,6.348985379063663e-09,7.522397536386097e-09,9.420331335557666e-17,1.29500541359671e-16],-0.0619999999999999,{"ap":0.06,"as":119,"ax":"W","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.972221418Z"},{"delta":-0.0036,"gamma":0.0002,"rho":-0.0004,"theta":-0.0235,"vega":0.0072}]] 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

{"key":"EEM_holdout_0_1_base","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"base","return":-24.456154141667795,"drawdown":28.777878890509356,"n":60,"win":46.666666666666664,"W":0.9820237059189557,"L":1.7144532789376963,"K":0,"mean_exposure":1,"annvol":5.676997814387435,"sharpe0":-0.9634272224240169,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_0_1_zero","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"zero","return":-14.824561046512208,"drawdown":24.14651493551365,"n":60,"win":46.666666666666664,"W":1.1841896687521276,"L":1.517685667075625,"K":0,"mean_exposure":1,"annvol":5.588838752103764,"sharpe0":-0.5484845727719865,"fillerr":0,"reconcile":0,"partial_count":28} 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

{"key":"EEM_holdout_0_0_stress","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"stress","return":-17.54040806162218,"drawdown":46.32301478428723,"n":53,"win":49.056603773584904,"W":3.312220350894114,"L":3.720234671894671,"K":0,"mean_exposure":1,"annvol":16.44514045605943,"sharpe0":-0.15333452375128018,"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