XLF 06UTC American-priced affordable legs part 7/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF261016C00066000",0.04,0.08,0.2123,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[0.0006050222982388656,0.00037248417833606143,0.0019433117608542508,0.0012941661524641837,2.0390949998334172e-05,9.896632813039535e-06],-0.08199010336718697,{"ap":0.08,"as":353,"ax":"E","bp":0.04,"bs":162,"bx":"C","c":" ","t":"2026-09-04T19:59:59.619217212Z"},{"delta":0.0385,"gamma":0.021,"rho":0.0023,"theta":-0.0046,"vega":0.0157}],["XLF260930P00051000",0.01,0.04,0.2617,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[1.6319951059970951e-06,2.6114664204065517e-06,1.3707925617467769e-05,2.0205421586430127e-05,2.7427243287662807e-09,5.621049358636282e-09],-0.04199999725727568,{"ap":0.04,"as":285,"ax":"I","bp":0.01,"bs":484,"bx":"A","c":" ","t":"2026-09-04T19:59:59.662686693Z"},{"delta":-0.0181,"gamma":0.0119,"rho":-0.0006,"theta":-0.0037,"vega":0.0063}],["XLF260918P00048000",0.01,0.05,0.5489,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.354542547012178e-24,6.380730164420085e-24,6.949221847741818e-20,1.1822635465019056e-19,5.607222531673345e-40,1.5264564102265093e-39],-0.052000000000000005,{"ap":0.05,"as":376,"ax":"E","bp":0.01,"bs":156,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.0155,"gamma":0.0074,"rho":-0.0003,"theta":-0.0102,"vega":0.0037}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 6/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF260911P00054500",0.03,0.05,0.419,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[8.69527739480643e-10,1.0865261305377163e-09,2.4965634443783238e-08,3.000620680911669e-08,3.7216875350736677e-14,5.238542684574504e-14],-0.051999999999962784,{"ap":0.05,"as":24,"ax":"S","bp":0.03,"bs":13,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.84572288Z"},{"delta":-0.0437,"gamma":0.0419,"rho":-0.0002,"theta":-0.0338,"vega":0.0049}],["XLF261016P00044000",0.01,0.04,0.3849,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[3.6658533680926953e-14,9.527991040427607e-14,7.569185007486047e-12,1.663696248435775e-11,1.1431309757772363e-21,5.0000811453096276e-21],-0.042,{"ap":0.04,"as":66,"ax":"S","bp":0.01,"bs":45,"bx":"C","c":" ","t":"2026-09-04T19:59:59.835547378Z"},{"delta":-0.0098,"gamma":0.0036,"rho":-0.0006,"theta":-0.0024,"vega":0.0049}],["XLF261002P00050000",0.05,0.08,0.3305,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.5553928318726394e-07,2.6572694562206414e-07,1.991686764502398e-06,3.1008768947526752e-06,8.192614005502271e-11,1.8496500341120622e-10],-0.08199999991807386,{"ap":0.08,"as":305,"ax":"W","bp":0.05,"bs":287,"bx":"W","c":" ","t":"2026-09-04T19:59:59.606441767Z"},{"delta":-0.0327,"gamma":0.0148,"rho":-0.0013,"theta":-0.0073,"vega":0.0109}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 5/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF260916P00051000",0.01,0.03,0.4158,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[1.7255648812106934e-14,2.6927318812668133e-14,3.9333374843641244e-12,5.6774926177115236e-12,4.324401413712751e-22,8.600993720573703e-22],-0.032,{"ap":0.03,"as":214,"ax":"C","bp":0.01,"bs":23,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700375495Z"},{"delta":-0.0154,"gamma":0.0108,"rho":-0.0002,"theta":-0.0086,"vega":0.0033}],["XLF260911P00055500",0.01,0.05,0.3025,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[4.228411894652377e-06,4.994962916219875e-06,2.6298855855489328e-05,3.019954437349562e-05,2.2157929877910583e-08,2.8545631680373955e-08],-0.051999977842070125,{"ap":0.05,"as":341,"ax":"W","bp":0.01,"bs":519,"bx":"W","c":"A","t":"2026-09-04T19:59:58.657270633Z"},{"delta":-0.0453,"gamma":0.0598,"rho":-0.0002,"theta":-0.0251,"vega":0.005}],["XLF261016P00036000",0.01,0.03,0.6073,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[2.8492043497066816e-44,1.4243109557173487e-43,4.07724338178296e-34,1.510899032714359e-33,0.0,0.0],-0.032,{"ap":0.03,"as":328,"ax":"E","bp":0.01,"bs":120,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.0052,"gamma":0.0013,"rho":-0.0003,"theta":-0.0022,"vega":0.0028}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 4/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF260914P00054000",0.01,0.06,0.3233,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[2.95707023815768e-07,3.836579535320634e-07,2.8477742052022846e-06,3.5389331392054514e-06,2.6163835416694305e-10,3.904408154908759e-10],-0.06199999973836164,{"ap":0.06,"as":239,"ax":"E","bp":0.01,"bs":190,"bx":"D","c":" ","t":"2026-09-04T19:59:59.964053712Z"},{"delta":-0.036,"gamma":0.0329,"rho":-0.0003,"theta":-0.0157,"vega":0.0059}],["XLF260918P00052500",0.03,0.06,0.3435,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[4.5801017291376624e-08,6.560048892868612e-08,6.653164609828745e-07,8.954734928117473e-07,1.2544870302386952e-11,2.169322567165739e-11],-0.06199999998745513,{"ap":0.06,"as":496,"ax":"C","bp":0.03,"bs":454,"bx":"C","c":"A","t":"2026-09-04T19:59:59.166164569Z"},{"delta":-0.0339,"gamma":0.0228,"rho":-0.0006,"theta":-0.0122,"vega":0.0072}],["XLF260918C00062000",0.01,0.02,0.191,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.0002965686442437129,0.0002311378929766551,0.0009581838588788527,0.0007773345113864794,9.864043828996741e-06,6.801269651839517e-06],-0.021993198730348162,{"ap":0.02,"as":321,"ax":"W","bp":0.01,"bs":444,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.951789171Z"},{"delta":0.0222,"gamma":0.0288,"rho":0.0003,"theta":-0.005,"vega":0.0051}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 3/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF260930P00046000",0.03,0.06,0.47,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[7.205990334152147e-17,1.593426894200827e-16,4.75131106656872e-14,9.164666443222646e-14,2.2478243288475463e-26,7.695843256022358e-26],-0.062,{"ap":0.06,"as":142,"ax":"P","bp":0.03,"bs":142,"bx":"D","c":" ","t":"2026-09-04T19:59:59.698241107Z"},{"delta":-0.0178,"gamma":0.0066,"rho":-0.0007,"theta":-0.0066,"vega":0.0063}],["XLF260918P00050000",0.01,0.03,0.4207,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.1976211702330695e-15,3.676721532884312e-15,8.425059776421226e-13,1.2829572926226892e-12,1.6330392896471809e-23,3.602103636515246e-23],-0.032,{"ap":0.03,"as":484,"ax":"A","bp":0.01,"bs":460,"bx":"D","c":"A","t":"2026-09-04T19:59:59.419411459Z"},{"delta":-0.0138,"gamma":0.0087,"rho":-0.0002,"theta":-0.007,"vega":0.0034}],["XLF260925P00052000",0.01,0.04,0.2588,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[3.11405136052814e-06,4.652491704151213e-06,2.2353984296212395e-05,3.1152455569758996e-05,8.25050965917912e-09,1.516482228893088e-08],-0.041999991749490345,{"ap":0.04,"as":186,"ax":"C","bp":0.01,"bs":202,"bx":"C","c":"A","t":"2026-09-04T19:59:58.68414082Z"},{"delta":-0.0205,"gamma":0.0152,"rho":-0.0006,"theta":-0.0046,"vega":0.0062}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 2/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF261016P00043000",0.01,0.06,0.4318,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[2.1873750232147448e-16,6.100520121468082e-16,1.491484876738464e-13,3.4713959771215726e-13,1.8873816308923907e-25,9.228607351593964e-25],-0.062,{"ap":0.06,"as":106,"ax":"Q","bp":0.01,"bs":107,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700822459Z"},{"delta":-0.012,"gamma":0.0038,"rho":-0.0008,"theta":-0.0032,"vega":0.0058}],["XLF260914P00055000",0.03,0.07,0.2754,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[5.8922091655744114e-05,7.229873489503533e-05,0.00023539611242515476,0.00027923406619502424,9.348172598469785e-07,1.2726895767556184e-06],-0.07199906518274016,{"ap":0.07,"as":458,"ax":"E","bp":0.03,"bs":364,"bx":"E","c":"A","t":"2026-09-04T19:59:59.902508026Z"},{"delta":-0.0564,"gamma":0.0553,"rho":-0.0005,"theta":-0.0191,"vega":0.0085}],["XLF261016C00071000",0.03,0.06,0.2966,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.1956435938010392e-07,5.890713158500614e-08,1.7333849756635063e-06,9.65004797175444e-07,3.64466843563556e-11,1.2386109014431066e-11],-0.061999999987613894,{"ap":0.06,"as":73,"ax":"U","bp":0.03,"bs":40,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003476571Z"},{"delta":0.0224,"gamma":0.0096,"rho":0.0013,"theta":-0.004,"vega":0.01}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC American-priced affordable legs part 1/44 = 3
Options mispricing2026-09-08 06:08
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 [["XLF260925C00065000",0.01,0.02,0.2327,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[5.337957636607222e-06,3.5589509208644712e-06,3.4123716315411526e-05,2.4311565381996776e-05,1.742530891876122e-08,9.415537167040245e-09],-0.021999990584462836,{"ap":0.02,"as":106,"ax":"C","bp":0.01,"bs":38,"bx":"P","c":"A","t":"2026-09-04T19:59:59.734523483Z"},{"delta":0.0148,"gamma":0.0128,"rho":0.0004,"theta":-0.0033,"vega":0.0047}],["XLF260925P00049000",0.01,0.02,0.3478,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[4.193916626569206e-12,7.547654727137226e-12,3.6269289265051867e-10,5.879687372175396e-10,3.692804702004082e-18,9.13191438073682e-18],-0.022,{"ap":0.02,"as":102,"ax":"C","bp":0.01,"bs":113,"bx":"C","c":"A","t":"2026-09-04T19:59:59.497628304Z"},{"delta":-0.0099,"gamma":0.0061,"rho":-0.0003,"theta":-0.0033,"vega":0.0033}],["XLF261016C00070000",0.03,0.06,0.2786,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[8.718897333698216e-07,4.49838660296657e-07,8.503329346638354e-06,4.906794042767634e-06,7.615714392322274e-10,2.7689952244842657e-10],-0.061999999723100475,{"ap":0.06,"as":519,"ax":"E","bp":0.03,"bs":87,"bx":"P","c":"A","t":"2026-09-04T19:59:58.675079649Z"},{"delta":0.0237,"gamma":0.0107,"rho":0.0014,"theta":-0.004,"vega":0.0105}]]
https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000
XLF 06UTC hold20 test realized trade audit part 1/1 = 2
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-02-19 05:00:00+00:00","52.962909999999994","51.63831","0.4997501249374636","0.4872513967616766","-0.02599745010234512","-25.984457873408417","Closed"],["2026-02-24 05:00:00+00:00","2026-03-24 04:00:00+00:00","50.07002","48.58137","0.48676438886877804","0.47229221954498996","-0.030716498515478852","-29.903395256156706","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 test realized trade audit part 1/1 = 4
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-02-04 05:00:00+00:00","52.962909999999994","52.99695","0.4997501249374636","0.5000713213040616","-0.00035760742753734165","-0.3574287131807513","Closed"],["2026-02-06 05:00:00+00:00","2026-02-23 05:00:00+00:00","53.42336999999999","51.68826","0.4995714998933636","0.4833461755610567","-0.0334622434900679","-33.43356634026697","Closed"],["2026-02-25 05:00:00+00:00","2026-03-11 04:00:00+00:00","50.85079999999999","49.500449999999994","0.48286307093781033","0.47004057556229956","-0.027541860206722345","-26.597894397515482","Closed"],["2026-03-13 04:00:00+00:00","2026-03-27 04:00:00+00:00","48.73868999999999","48.57138","0.46957076988951485","0.4679588290370349","-0.004431080010562242","-4.161411304004024","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 test realized trade audit part 1/1 = 6
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-01-21 05:00:00+00:00","2026-01-28 05:00:00+00:00","52.962909999999994","52.41753","0.4997501249374636","0.4946040005433386","-0.01129224621532307","-11.286602913866139","Closed"],["2026-01-30 05:00:00+00:00","2026-02-06 05:00:00+00:00","52.972919999999995","53.316629999999996","0.4941096437211172","0.4973156294520934","0.005485165344859288","5.420546188600663","Closed"],["2026-02-10 05:00:00+00:00","2026-02-18 05:00:00+00:00","53.29324","51.83811","0.4968185623561112","0.4832533222874421","-0.02829056133573401","-28.110552022137927","Closed"],["2026-02-20 05:00:00+00:00","2026-02-27 05:00:00+00:00","51.64159","51.378569999999996","0.4827703104709826","0.48031147357119014","-0.006090635086952205","-5.88075558378773","Closed"],["2026-03-05 05:00:00+00:00","2026-03-12 04:00:00+00:00","50.85079999999999","48.51144","0.4798314021332999","0.4577570515057245","-0.046981387116820074","-45.08628970886582","Closed"],["2026-03-16 04:00:00+00:00","2026-03-23 04:00:00+00:00","48.878829999999994","49.480470000000004","0.457299523218353","0.4629283339969572","0.011302650861324044","10.337393699974198","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold20 train realized trade audit part 3/3 = 2
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-08-08 04:00:00+00:00","2025-09-08 04:00:00+00:00","50.930879999999995","52.22772","0.48265011489263543","0.4949397115970823","0.02445001342996649","23.60160358220449","Closed"],["2025-10-17 04:00:00+00:00","2025-11-14 05:00:00+00:00","51.32127","52.117830000000005","0.4944450192316481","0.5021193251192498","0.014513289519141048","14.35204743081292","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold20 train realized trade audit part 2/3 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-09-27 04:00:00+00:00","2023-10-25 04:00:00+00:00","32.011979999999994","30.71925","0.37961415083668726","0.3642843086585045","-0.04136250288173365","-31.403582815858606","Closed"],["2023-10-27 04:00:00+00:00","2023-11-27 05:00:00+00:00","30.67064","33.736230000000006","0.36392020640096234","0.4002947374032873","0.09890196503887788","71.98484706082085","Closed"],["2024-04-15 04:00:00+00:00","2024-05-13 04:00:00+00:00","39.24921","40.49946","0.39989464271320685","0.41263294437719156","0.03083821725329002","24.664075740834694","Closed"],["2024-05-29 04:00:00+00:00","2024-06-27 04:00:00+00:00","39.47944","39.64032","0.41222051764611933","0.41390032964145945","0.003072994956362354","2.5335031432715787","Closed"],["2024-08-06 04:00:00+00:00","2024-09-04 04:00:00+00:00","39.829789999999996","44.07588","0.41348663615849546","0.45756674481407833","0.10555258174848539","87.28916393006517","Closed"],["2025-03-05 05:00:00+00:00","2025-04-02 04:00:00+00:00","48.878829999999994","48.381569999999996","0.4571094067382546","0.45245908627042913","-0.011168233773189607","-10.210209428754743","Closed"],["2025-04-04 04:00:00+00:00","2025-05-05 04:00:00+00:00","45.25521","48.37158","0.45200685330064516","0.4831330064534083","0.06782769552942088","61.31716644577532","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold20 train realized trade audit part 1/3 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-05-02 04:00:00+00:00","35.87584","32.17779","0.4997501249374636","0.4482363220683794","-0.1040275799814023","-103.97559218530965","Closed"],["2022-05-06 04:00:00+00:00","2022-06-06 04:00:00+00:00","32.41238","32.62734","0.4477883097524682","0.4507580569621582","0.00562871779239892","5.040948052663921","Closed"],["2022-06-08 04:00:00+00:00","2022-07-08 04:00:00+00:00","32.52249","30.07989","0.4503075241715351","0.41648719988087657","-0.07606739797598513","-68.50744330548197","Closed"],["2022-09-15 04:00:00+00:00","2022-10-13 04:00:00+00:00","31.121089999999995","27.84213","0.4160709208205162","0.3722331276541018","-0.10630866753060364","-88.4638903813228","Closed"],["2022-10-21 04:00:00+00:00","2022-11-18 05:00:00+00:00","29.459429999999998","33.34662","0.37186108054993383","0.42092838000905775","0.130884642880056","97.3418094575569","Closed"],["2023-03-08 05:00:00+00:00","2023-04-05 04:00:00+00:00","33.14310999999999","30.039930000000002","0.4205076619880401","0.3811356487241228","-0.0945829018459641","-79.5456698385849","Closed"],["2023-04-11 04:00:00+00:00","2023-05-09 04:00:00+00:00","30.540509999999998","30.479490000000002","0.38075470354795016","0.3799939548895493","-0.0029970029970027975","-2.282245975312456","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 train realized trade audit part 4/4 = 2
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-10-17 04:00:00+00:00","2025-10-31 04:00:00+00:00","51.32127","51.32862","0.5419622494925989","0.5420398668730871","-0.0008568561339186402","-0.928767355660388","Closed"],["2025-11-04 05:00:00+00:00","2025-11-18 05:00:00+00:00","51.37131999999999","50.609339999999996","0.5414980978905533","0.5334661703359772","-0.01582537357420433","-17.138819377682957","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 train realized trade audit part 3/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-05-29 04:00:00+00:00","2024-06-12 04:00:00+00:00","39.47944","39.840120000000006","0.4788375203066835","0.4832121293899366","0.008131326584166557","7.78716851673288","Closed"],["2024-06-14 04:00:00+00:00","2024-07-01 04:00:00+00:00","39.169129999999996","40.009949999999996","0.4827291587457694","0.49309161334357615","0.02045566138436062","19.749088423325507","Closed"],["2024-08-06 04:00:00+00:00","2024-08-20 04:00:00+00:00","39.829789999999996","42.60735","0.4925987681527886","0.5269505092609424","0.06870087514897776","67.68393293881535","Closed"],["2025-03-05 05:00:00+00:00","2025-03-19 04:00:00+00:00","48.87882999999999","47.92203","0.5264238220952393","0.5161191091350575","-0.020565149165804243","-21.65196885164381","Closed"],["2025-03-31 04:00:00+00:00","2025-04-14 04:00:00+00:00","47.85780999999999","46.42353","0.5156032479565056","0.5001508186355907","-0.030954627259375124","-31.92061270843398","Closed"],["2025-04-17 04:00:00+00:00","2025-05-02 04:00:00+00:00","45.67563","48.52143","0.49965091776732606","0.5307814480257008","0.06127340706630664","61.23062815082991","Closed"],["2025-08-08 04:00:00+00:00","2025-08-22 04:00:00+00:00","50.930879999999995","52.107839999999996","0.5302509318357806","0.5425044828589103","0.022097412021940373","23.43434663158566","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 train realized trade audit part 2/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-10-21 04:00:00+00:00","2022-11-04 04:00:00+00:00","29.459429999999998","31.67829","0.4573535418657002","0.49180103388801977","0.07428151664848934","67.94582946869899","Closed"],["2023-03-08 05:00:00+00:00","2023-03-22 04:00:00+00:00","33.14310999999999","30.30966","0.49130947863170604","0.44930675643009693","-0.08644862793503665","-84.94606063838769","Closed"],["2023-03-24 04:00:00+00:00","2023-04-10 04:00:00+00:00","29.109079999999995","30.229740000000003","0.4488576742147643","0.4661380843543438","0.03747939096666785","33.64582452056952","Closed"],["2023-09-27 04:00:00+00:00","2023-10-11 04:00:00+00:00","32.011979999999994","31.968","0.46567217922245163","0.465032410534639","-0.0023731737305843427","-2.210241965589865","Closed"],["2023-10-19 04:00:00+00:00","2023-11-02 04:00:00+00:00","31.72169","31.458509999999997","0.46456761052411366","0.4607133107141772","-0.009292383224223","-8.633880541103203","Closed"],["2024-04-15 04:00:00+00:00","2024-04-29 04:00:00+00:00","39.24921","39.39057","0.46025282764492204","0.46191047475982866","0.002599800352669633","2.3931309272573213","Closed"],["2024-05-01 04:00:00+00:00","2024-05-15 04:00:00+00:00","39.00897","40.51944","0.46144879512485204","0.47931659736555793","0.03770173360127187","34.79483908885269","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold10 train realized trade audit part 1/4 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-04-18 04:00:00+00:00","35.87584","34.025940000000006","0.4997501249374636","0.47398103476091286","-0.05253816746869168","-52.511911512935214","Closed"],["2022-05-06 04:00:00+00:00","2022-05-20 04:00:00+00:00","32.41238","30.81915","0.47350729059814967","0.45023204760158136","-0.05013040588194989","-47.47422533150367","Closed"],["2022-05-25 04:00:00+00:00","2022-06-09 04:00:00+00:00","31.471439999999998","32.09787","0.44978204055746573","0.4587348232603727","0.01889476125020029","16.997048541923803","Closed"],["2022-06-13 04:00:00+00:00","2022-06-28 04:00:00+00:00","29.489459999999998","30.37959","0.4582763176898652","0.47210924303560786","0.02916959059270682","26.735465130695115","Closed"],["2022-07-05 04:00:00+00:00","2022-07-19 04:00:00+00:00","29.339309999999994","29.93004","0.4716373697291374","0.4811335147789949","0.019124353128959444","18.03951921503063","Closed"],["2022-09-15 04:00:00+00:00","2022-09-29 04:00:00+00:00","31.121089999999995","28.79118","0.4806526217106466","0.44466810607038876","-0.07582851805640456","-72.8943520085036","Closed"],["2022-10-03 04:00:00+00:00","2022-10-17 04:00:00+00:00","28.818789999999996","29.70027","0.44422366018716275","0.45781112419882564","0.029571695064227355","26.272893238745212","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 5/5 = 3
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-08-08 04:00:00+00:00","2025-08-15 04:00:00+00:00","50.930879999999995","52.26768","0.4167569293605311","0.4276956891693726","0.02523421389930837","21.03306699900882","Closed"],["2025-10-17 04:00:00+00:00","2025-10-24 04:00:00+00:00","51.32127","52.15779","0.42726820722111825","0.4342325399569935","0.015291524742080776","13.067164724454258","Closed"],["2025-10-30 04:00:00+00:00","2025-11-06 05:00:00+00:00","51.44139","51.828120000000006","0.4337985244247875","0.43705976801388147","0.006514117231280283","5.651628885719134","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 4/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2024-06-12 04:00:00+00:00","2024-06-20 04:00:00+00:00","39.91988","39.750209999999996","0.4159835981932929","0.4142155583819095","-0.005248138145705856","-4.366278779332345","Closed"],["2024-08-06 04:00:00+00:00","2024-08-13 04:00:00+00:00","39.829789999999996","41.11884","0.41380154982778095","0.4271938094356392","0.0313477847862116","25.943523856405672","Closed"],["2025-03-05 05:00:00+00:00","2025-03-12 04:00:00+00:00","48.878829999999994","47.00295","0.4267668291163318","0.410388299609769","-0.03935897995103388","-33.594214141914485","Closed"],["2025-03-14 04:00:00+00:00","2025-03-21 04:00:00+00:00","46.856809999999996","48.24171","0.4099781164017031","0.42209543069193384","0.028541224637357972","23.402555033247246","Closed"],["2025-03-31 04:00:00+00:00","2025-04-07 04:00:00+00:00","47.85780999999999","41.99796","0.42167354620346487","0.3700426059301954","-0.1233816985148295","-104.0535966987151","Closed"],["2025-04-09 04:00:00+00:00","2025-04-16 04:00:00+00:00","42.472429999999996","46.24371","0.36967274825303775","0.4024973227366445","0.08774920413077403","64.87697889609169","Closed"],["2025-04-22 04:00:00+00:00","2025-04-29 04:00:00+00:00","45.525479999999995","47.23272","0.40209502656193763","0.41717389477266986","0.03648200743847201","29.33846750001462","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 3/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2023-09-27 04:00:00+00:00","2023-10-04 04:00:00+00:00","32.011979999999994","30.988979999999998","0.400224171687114","0.38743429340923224","-0.03294080778508528","-26.367415020984485","Closed"],["2023-10-06 04:00:00+00:00","2023-10-13 04:00:00+00:00","31.28125","31.91805","0.3870470527360794","0.39492626354718496","0.01934706413586429","14.976448305767454","Closed"],["2023-10-19 04:00:00+00:00","2023-10-26 04:00:00+00:00","31.72169","30.63933","0.3945315346480811","0.3810699204704788","-0.03510344215582447","-27.69882981033558","Closed"],["2023-10-30 04:00:00+00:00","2023-11-06 05:00:00+00:00","30.37033999999999","32.417550000000006","0.38068904098975054","0.4063506045943915","0.06637449745376615","50.5360875637015","Closed"],["2024-04-15 04:00:00+00:00","2024-04-22 04:00:00+00:00","39.24921","39.19076999999999","0.4059444570634696","0.40534002721463575","-0.0024882026924873697","-2.0201441821317596","Closed"],["2024-05-01 04:00:00+00:00","2024-05-08 04:00:00+00:00","39.00897","39.74022","0.4049348897560776","0.4125256730589186","0.017736315647401267","14.364106042721435","Closed"],["2024-05-29 04:00:00+00:00","2024-06-05 04:00:00+00:00","39.47944","39.89007","0.4121133535455783","0.4163997898873284","0.00939590949111765","7.74435953999116","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 2/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-09-26 04:00:00+00:00","2022-10-03 04:00:00+00:00","28.968939999999996","28.76121","0.4012101622828368","0.39833317102916427","-0.00816719821298238","-6.553525840855129","Closed"],["2022-10-11 04:00:00+00:00","2022-10-18 04:00:00+00:00","28.708679999999998","30.59937","0.3979350369251051","0.4241421559903647","0.06482485349378675","51.59216093743974","Closed"],["2022-10-21 04:00:00+00:00","2022-10-28 04:00:00+00:00","29.459429999999998","31.37859","0.42371822579946183","0.45132171541978194","0.06411329037934554","54.33193929940502","Closed"],["2023-03-08 05:00:00+00:00","2023-03-15 04:00:00+00:00","33.14310999999999","29.59038","0.45087061925244143","0.4025401645927371","-0.1081400250308433","-97.51432010326262","Closed"],["2023-03-17 04:00:00+00:00","2023-03-24 04:00:00+00:00","29.98996","29.050919999999998","0.402137825597606","0.38954616146240434","-0.03229615644702422","-25.97501225753517","Closed"],["2023-03-29 04:00:00+00:00","2023-04-05 04:00:00+00:00","30.17014","30.039930000000002","0.38915680997661184","0.38747726496207563","-0.0053136987431942045","-4.135724104157152","Closed"],["2023-04-11 04:00:00+00:00","2023-04-18 04:00:00+00:00","30.540509999999998","31.60836","0.38708998133893147","0.40062459607105544","0.0339475524475526","26.28151488685063","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC hold5 train realized trade audit part 1/5 = 7
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2022-04-01 04:00:00+00:00","2022-04-08 04:00:00+00:00","35.87584","34.95501","0.4997501249374636","0.4869229714117539","-0.02665430063797789","-26.640980147903942","Closed"],["2022-05-06 04:00:00+00:00","2022-05-13 04:00:00+00:00","32.41238","31.04892","0.48643629178013725","0.4659738503799716","-0.043044992376369676","-41.87729294253287","Closed"],["2022-05-17 04:00:00+00:00","2022-05-24 04:00:00+00:00","31.521489999999996","31.358610000000002","0.46550810940004794","0.4631027040445897","-0.006164684791232668","-5.7394215244283115","Closed"],["2022-06-06 04:00:00+00:00","2022-06-13 04:00:00+00:00","32.69266","29.43054","0.46263983277617626","0.4164769738562925","-0.10073152811670862","-93.20483464640616","Closed"],["2022-06-15 04:00:00+00:00","2022-06-23 04:00:00+00:00","29.409379999999995","29.23074","0.4160607050167755","0.4135334472390922","-0.007071215374142286","-5.884109707783341","Closed"],["2022-07-05 04:00:00+00:00","2022-07-12 04:00:00+00:00","29.339309999999998","29.46051","0.4131201204552326","0.4148267099626049","0.003128911007109672","2.5852321843017796","Closed"],["2022-09-15 04:00:00+00:00","2022-09-22 04:00:00+00:00","31.121089999999995","30.15981","0.41441209056233674","0.40161157315065255","-0.031872934077822955","-26.417058487092667","Closed"]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC costed backtest metrics part 1/1 = 6
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; [{"period":"train","hold":5,"ret":-12.631752374025087,"dd":26.028483074553975,"n":31,"p":0.4838709677419355,"W":3.4001898061428593,"L":3.7998625190829034},{"period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242},{"period":"train","hold":20,"ret":0.3736530913380648,"dd":28.498943492138718,"n":16,"p":0.5625,"W":5.351890201644434,"L":6.235918385512589},{"period":"test","hold":5,"ret":-7.460626034008272,"dd":9.769433309137431,"n":6,"p":0.3333333333333333,"W":0.8393908103091665,"L":2.316370743870734},{"period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0.0,"W":null,"L":1.6448197783722456},{"period":"test","hold":20,"ret":-5.588785312956509,"dd":7.275713674932749,"n":2,"p":0.0,"W":null,"L":2.835697430891199}]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC variance forecast windows part 8/8 = 12
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2026-03-03","test",1,0.043886265,0.018101152,0.047627847,0.2980818,0.347496004,0.049414204],["2026-03-17","test",3,0.033899113,0.037407931,0.03741031,0.00501377,2e-09,-0.005013768],["2026-03-31","test",1,0.031959598,0.030890065,0.034684356,0.000572774,0.006459259,0.005886485],["2026-04-15","test",0,0.034134746,0.007581559,0.041779709,0.72670379,0.88815707,0.16145328],["2026-04-29","test",2,0.020520762,0.009169924,0.025101329,0.252368948,0.372308056,0.119939109],["2026-05-13","test",2,0.012418598,0.014616362,0.01519063,0.014027203,0.000733111,-0.013294092],["2026-05-28","test",2,0.013532244,0.026432529,0.01655286,0.283779662,0.128819208,-0.154960454],["2026-06-11","test",0,0.020344128,0.015397346,0.024900485,0.035441892,0.099047398,0.063605505],["2026-06-26","test",0,0.018972547,0.033634006,0.023221719,0.200227732,0.077936085,-0.122291646],["2026-07-13","test",2,0.024353901,0.008668275,0.029790087,0.388951889,0.525484395,0.136532506],["2026-07-27","test",0,0.019256652,0.015784034,0.023569454,0.018524216,0.070634413,0.052110197],["2026-08-10","test",0,0.013896282,0.01352038,0.017008553,0.000372601,0.024434685,0.024062084]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000
XLF 06UTC variance forecast windows part 7/8 = 14
Options mispricing2026-09-08 06:08
Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2025-08-06","train",2,0.018374471,0.014038099,0.022475951,0.03318744,0.095253996,0.062066556],["2025-08-20","train",0,0.015732696,0.013815025,0.019256257,0.008093516,0.049509717,0.041416201],["2025-09-04","train",0,0.014336578,0.018832819,0.017547459,0.040833378,0.002558607,-0.038274771],["2025-09-18","train",0,0.016014662,0.0055728,0.019601374,0.403588143,0.542008598,0.138420455],["2025-10-02","train",2,0.01172195,0.03968801,0.014338479,1.16619971,0.749834886,-0.416364824],["2025-10-16","train",3,0.024984684,0.017907752,0.027572544,0.049778486,0.081064473,0.031285987],["2025-10-30","train",3,0.026063593,0.010072953,0.028763204,0.337161536,0.399445779,0.062284243],["2025-11-13","train",1,0.015946818,0.02458426,0.017306385,0.108793378,0.069500309,-0.039293069],["2025-11-28","train",0,0.018853559,0.018573133,0.023076082,0.000111726,0.021945697,0.021833971],["2025-12-12","train",0,0.020837014,0.00730701,0.02550376,0.398571322,0.536498937,0.137927615],["2026-01-02","test",2,0.01178059,0.029957077,0.014410208,0.609605953,0.347050126,-0.262555827],["2026-01-16","test",2,0.019152901,0.028613526,0.023428139,0.092527227,0.021389854,-0.071137372],["2026-02-02","test",0,0.025783924,0.036991718,0.031558601,0.073738611,0.013311742,-0.060426869],["2026-02-17","test",3,0.031034478,0.056576328,0.034248962,0.222523403,0.149979237,-0.072544166]]
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000