Notes

Dated Sep7 2026; read Sep8 ~04:03UTC. BTSE says its platform and user assets are unaffected and platform operates normally. First-party source closest to BTSE operations, reputational incentive; unaudited self-report, no balances or test payouts provided. Does not establish Liquid-wide service recovery or exposure at other exchanges. https://www.btse.com/blog/update-on-liquid-network-security-incident/

Issuer pages retrievedSep8 2026 state1PAXGbackedby1finetroyounceLondonGoodDeliverygold; physicalbarredemptionminimum430PAXGplusfee. AtSep7venueclose4424.4795,430tokens1902526.185USD vastlyexceedquant245.69book. This physicalbarfloorisnotminimumsecondarymarketpurchase. Venue63dayvol25.07651%,momentum6.62253%,20daymedianvolume12186.771USDwith7zero-volumeobservationsin208returnedbars. Goldbeta/illiquiditynotcasharbitrage;directfeesnotvenuefees. https://www.paxos.com/pax-gold ; https://www.paxos.com/terms-and-conditions/pax-gold-terms-conditions

Issuer terms retrievedSep8 2026; contemporaneouscontractdescription,notquantforecast. USDC itself generates no interest or return forholder; directissuerredemptionrequireseligibleCircleMintregistration. Thusreserveassetinterestisnot automaticallyspotUSDCyield. 63dayvenuevol.109402%,momentum0%,20daymedianprice*volume1206524.41USD;lowvolscreenwouldmechanicallyselectpegwithoutpositivepricedrift. https://www.circle.com/legal/usdc-terms

{"closed":3,"open":0,"returns":[-5.392364480519829,7.939941307427634,-5.130499047026326],"win_probability":0.3333333333333333,"average_win_pct":7.939941307427634,"average_loss_pct":5.261431763773078,"quarterKelly":0,"quant_cash":245.69,"account_equity":850.99,"risk_budget":8.5099,"position_cap":212.7475,"account_gain_hurdle_pct":41.01223281119637,"required_daily_pct":1.4422872667282594,"caveat":"All3operatorliquidations censor intended4-6weekexits; noarrivalquotes so intendedstop/targetratesandslippagecannotbeestimated"} query_trades fund=quant 2026-09-08T02:24UTC ; supplied account snapshot 2026-09-08T02:00:39UTC

DirectSep8 02:22UTC:owntradesempty. Job22remaining5,next06:00:34,last02:00holidaySkip exit0;cohortQQQ/SPY/SOFI/IBIT. Newjob74remaining16,initialnextRunAt02:18:44pending,lastRunAtNULL:scheduledbutnotyetexecuted,so exactfirstpostopen sample unconfirmed; priornominal14:18 conditionalonly. ManualprobeHTTP200/2007contracts1419bytes, notscheduledexecution. Newmonitor71plus5existingarmed,none duebefore04research. Noorders/capchange. runway:query_trades/list_jobs?fund=mispricing

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. PSA$M,PSA$N,PSA$O,PSA$P,PSA$Q,PSA$R,PSA$S,PSA$T,PSA$U,PSEC$A,PW$A,QXO$B,RC$C,RC$E,REXR$B,REXR$C,RF$C,RF$E,RF$F,RITM$A,RITM$B,RITM$C,RITM$D,RITM$E,RITM$F,RIV$A,RLJ$A,RNR$F,RNR$G,RPT$C,RWT$A,SACH$A,SB$C,SB$D,SCE$G,SCE$L,SCE$M,SCE$N,SCHW$D,SCHW$J,SEAL$A,SEAL$B,SF$B,SF$C,SF$D,SHO$H,SHO$I,SLG$I,SNUS$H,SNUS$I,SPE$C,SPG$J,SRG$A,STT$G,SYF$A,SYF$B,T$A,T$C,TDS$U,TDS$V,TEN$E,TEN$F,TFC$I,TFC$O,TFC$R,TFIN$,TRTN$A,TRTN$B,TRTN$C,TRTN$D,TRTN$E,TRTN$F,TRTN$G,TRTX$C,TWO$A,TWO$B,TWO$C,TY$,UMH$D,USB$A,USB$H,USB$P,USB$Q,USB$R,USB$S,VNO$L,VNO$M,VNO$N,VNO$O,VOYA$B,WAL$A,WFC$A,WFC$C,WFC$D,WFC$L,WFC$Y,WFC$Z,WHR$A,WRB$E,WRB$F,WRB$G,WRB$H,XRN$A,XRN$B https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. FLG$A,FLG$U,FOUR$A,FRT$C,GAB$G,GAB$H,GAB$K,GAM$B,GDV$H,GDV$K,GGN$B,GGT$E,GGT$G,GL$D,GLOP$A,GLOP$B,GLOP$C,GLU$A,GLU$B,GNL$A,GNL$B,GNL$D,GNL$E,GNT$A,GPMT$A,GPUS$D,GRBK$A,GS$A,GS$C,GS$D,GSL$B,GUT$C,HFRO$A,HFRO$B,HIG$G,HL$B,HPE$C,HPP$C,ICR$A,IIPR$A,INN$E,INN$F,IVR$C,JPM$C,JPM$D,JPM$J,JPM$K,JPM$L,JPM$M,JXN$A,KEY$I,KEY$J,KEY$K,KEY$L,KIM$L,KIM$M,KIM$N,KKR$D,KREF$A,LFT$A,LNC$D,LOB$A,LXP$C,MAA$I,MER$K,MET$A,MET$E,MET$F,MFA$B,MFA$C,MITT$A,MITT$B,MITT$C,MS$A,MS$E,MS$F,MS$I,MS$K,MS$L,MS$O,MS$P,MS$Q,MTB$H,MTB$J,MTB$K,MTB$L,NCV$A,NCZ$A,NEE$N,NEE$S,NEE$T,NEE$U,NEE$V,NEE$W,NGL$B,NGL$C,NLY$F,NLY$G,NLY$I,NLY$J,NREF$A,NXDT$A,OAK$A,OAK$B,OPP$A,OPP$B,OPP$C,ORCL$D,PBI$B,PCG$A,PCG$B,PCG$C,PCG$D,PCG$E,PCG$G,PCG$H,PCG$I,PCG$X,PEB$E,PEB$F,PEB$G,PEB$H,PHXE$,PINE$A,PMT$A,PMT$B,PMT$C,PNFP$A,PNFP$B,PNFP$C,PRIF$D,PRIF$K,PRIF$L,PSA$F,PSA$G,PSA$H,PSA$I,PSA$J,PSA$K,PSA$L https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. ABR$D,ABR$E,ABR$F,ACP$A,ACR$C,ACR$D,ADC$A,AGM$D,AGM$E,AGM$F,AGM$G,AGM$H,AGM$I,AHL$D,AHL$E,AHL$F,AHRT$A,AHT$D,AHT$F,AHT$G,AHT$H,AHT$I,ALB$A,ALL$B,ALL$H,ALL$I,ALL$J,ALTG$A,AMH$G,AMH$H,ANG$D,ARES$B,ARR$C,ASB$E,ASB$F,ATH$A,ATH$B,ATH$D,ATH$E,AUB$A,AXS$E,BA$A,BAC$B,BAC$E,BAC$K,BAC$L,BAC$M,BAC$N,BAC$O,BAC$P,BAC$Q,BAC$S,BANC$F,BC$C,BCV$A,BEP$A,BFH$A,BFH$B,BFS$D,BFS$E,BHR$B,BHR$D,BIP$A,BIP$B,BML$G,BML$H,BML$J,BML$L,BNY$K,BOH$A,BOH$B,BW$A,C$N,C$R,CDR$B,CDR$C,CFG$E,CFG$H,CFG$I,CFR$B,CFTR$A,CHMI$A,CHMI$B,CIM$A,CIM$B,CIM$C,CIM$D,CLDT$A,CMRE$B,CMRE$C,CMRE$D,CMS$B,CMS$C,CNO$A,CODI$A,CODI$B,CODI$C,COF$I,COF$J,COF$K,COF$L,COF$N,CTA$A,CTA$B,CTO$A,DBRG$H,DBRG$I,DBRG$J,DCOM$,DLNG$A,DLR$J,DLR$K,DLR$L,DSX$B,DUK$A,DX$C,ECC$D,ECF$A,EFC$B,EFC$C,EFC$D,EP$C,EPR$C,EPR$E,EPR$G,EQH$A,EQH$C,ET$I,ETI$,F$B,F$C,F$D,FBRT$E,FHN$E,FHN$F,FHN$H,FITB$A,FITB$I,FITB$K,FITB$M https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. SF$D,SHO$H,SHO$I,SKYH.W,SLG$I,SLND.W,SNUS$H,SNUS$I,SOUL.R,SPE$C,SPG$J,SRG$A,STT$G,SYF$A,SYF$B,T$A,T$C,TDS$U,TDS$V,TEN$E,TEN$F,TFC$I,TFC$O,TFC$R,TFIN$,TGE.W,TIPE,TIPF,TIPG,TIPH,TONT.U,TONT.W,TRAD.R,TRTN$A,TRTN$B,TRTN$C,TRTN$D,TRTN$E,TRTN$F,TRTN$G,TRTX$C,TSCZ,TWO$A,TWO$B,TWO$C,TY$,UAC.W,UMH$D,USB$A,USB$H,USB$P,USB$Q,USB$R,USB$S,VACI.W,VAL.W,VECA.R,VII.W,VNO$L,VNO$M,VNO$N,VNO$O,VOYA$B,WAL$A,WENC.R,WFC$A,WFC$C,WFC$D,WFC$L,WFC$Y,WFC$Z,WHR$A,WPAC.R,WRB$E,WRB$F,WRB$G,WRB$H,XFLH.R,XRN$A,XRN$B,XVAP,XVNV,XWNG,YCY.W,ZCBB,ZCBC,ZCBE,ZCBF,ZCBG https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. MS$P,MS$Q,MTAL.W,MTB$H,MTB$J,MTB$K,MTB$L,MTNE.W,MUNF,MUNG,MUNH,MUNJ,MZYX.W,NCV$A,NCZ$A,NE.A,NE.W,NEE$N,NEE$S,NEE$T,NEE$U,NEE$V,NEE$W,NGL$B,NGL$C,NLY$F,NLY$G,NLY$I,NLY$J,NMCO.V,NPWR.W,NREF$A,NVA.W,NWAX.W,NXDT$A,OAK$A,OAK$B,OCAC.R,OCAC.W,OPP$A,OPP$B,OPP$C,ORCL$D,OTAI.R,OXY.W,PAII.W,PBI$B,PCG$A,PCG$B,PCG$C,PCG$D,PCG$E,PCG$G,PCG$H,PCG$I,PCG$X,PEB$E,PEB$F,PEB$G,PEB$H,PEW.W,PHXE$,PINE$A,PJIN,PJSM,PLUN.R,PMT$A,PMT$B,PMT$C,PMTL,PNFP$A,PNFP$B,PNFP$C,PRIF$D,PRIF$K,PRIF$L,PSA$F,PSA$G,PSA$H,PSA$I,PSA$J,PSA$K,PSA$L,PSA$M,PSA$N,PSA$O,PSA$P,PSA$Q,PSA$R,PSA$S,PSA$T,PSA$U,PSEC$A,PSQH.W,PW$A,QLEP.W,QRED.R,QXO$B,RAC.W,RC$C,RC$E,REXR$B,REXR$C,RF$C,RF$E,RF$F,RITM$A,RITM$B,RITM$C,RITM$D,RITM$E,RITM$F,RIV$A,RIV.R,RLJ$A,RNMN,RNR$F,RNR$G,ROBX,RPT$C,RWT$A,SAC.W,SACH$A,SAGU.R,SAGU.W,SAMO.W,SB$C,SB$D,SBXD.W,SBXE.W,SCE$G,SCE$L,SCE$M,SCE$N,SCHW$D,SCHW$J,SEAL$A,SEAL$B,SF$B,SF$C https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. DSX.W,DUK$A,DVVY,DX$C,ECC$D,ECF$A,EFC$B,EFC$C,EFC$D,EMFI,EONR.W,EP$C,EPR$C,EPR$E,EPR$G,EQH$A,EQH$C,ET$I,ETI$,ETSS.W,EVAC.W,EVEX.W,F$B,F$C,F$D,FBRT$E,FCRS.W,FHN$E,FHN$F,FHN$H,FITB$A,FITB$I,FITB$K,FITB$M,FLG$A,FLG$U,FLXI,FLYX.W,FOUR$A,FRT$C,FRUT,FTRA.W,FTW.W,GAB$G,GAB$H,GAB$K,GAM$B,GCTS.W,GDV$H,GDV$K,GFR.R,GGN$B,GGT$E,GGT$G,GL$D,GLED.R,GLOP$A,GLOP$B,GLOP$C,GLU$A,GLU$B,GME.W,GNL$A,GNL$B,GNL$D,GNL$E,GNT$A,GPMT$A,GPUS$D,GRBK$A,GROY.W,GS$A,GS$C,GS$D,GSL$B,GUT$C,HFRO$A,HFRO$B,HIG$G,HL$B,HPE$C,HPP$C,IACL,IAUX.W,ICR$A,IIPR$A,INFQ.W,INN$E,INN$F,IONQ.W,IRAB.W,IVR$C,JACS.R,JENA.R,JPM$C,JPM$D,JPM$J,JPM$K,JPM$L,JPM$M,JXN$A,KCAC.W,KEY$I,KEY$J,KEY$K,KEY$L,KIM$L,KIM$M,KIM$N,KKR$D,KPET.W,KREF$A,KRSP.W,LEGO.W,LFT$A,LNC$D,LOB$A,LVWR.W,LXP$C,LZM.W,MAA$I,MDCR,MER$K,MET$A,MET$E,MET$F,MFA$B,MFA$C,MITT$A,MITT$B,MITT$C,MJUN,MMAR,MS$A,MS$E,MS$F,MS$I,MS$K,MS$L,MS$O https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

Sep8 retrieval of Sep4directory; missing is notzero liquidity ornooptions. HQDG,HWGV,OSPRW,SVA,VLOSU,VLOSW,AAC.W,ABR$D,ABR$E,ABR$F,ACHR.W,ACP$A,ACR$C,ACR$D,ADC$A,AGM$D,AGM$E,AGM$F,AGM$G,AGM$H,AGM$I,AHL$D,AHL$E,AHL$F,AHRT$A,AHT$D,AHT$F,AHT$G,AHT$H,AHT$I,AIIA.R,AIQD,ALB$A,ALL$B,ALL$H,ALL$I,ALL$J,ALTG$A,ALUB.W,AMH$G,AMH$H,AMPX.W,ANG$D,ARES$B,ARR$C,ASB$E,ASB$F,ATH$A,ATH$B,ATH$D,ATH$E,AUB$A,AXS$E,BA$A,BAC$B,BAC$E,BAC$K,BAC$L,BAC$M,BAC$N,BAC$O,BAC$P,BAC$Q,BAC$S,BANC$F,BBAI.W,BC$C,BCSS.W,BCV$A,BEBE.W,BEP$A,BESS.W,BFH$A,BFH$B,BFS$D,BFS$E,BHR$B,BHR$D,BIII.W,BIP$A,BIP$B,BKKT.W,BML$G,BML$H,BML$J,BML$L,BNY$K,BOH$A,BOH$B,BW$A,BWIV.W,C$N,C$R,CDPI,CDR$B,CDR$C,CELG.R,CFG$E,CFG$H,CFG$I,CFR$B,CFTR$A,CHMI$A,CHMI$B,CIM$A,CIM$B,CIM$C,CIM$D,CJUL,CLBR.W,CLDT$A,CMRE$B,CMRE$C,CMRE$D,CMS$B,CMS$C,CNO$A,CODI$A,CODI$B,CODI$C,COF$I,COF$J,COF$K,COF$L,COF$N,COPL.W,COPR.W,CTA$A,CTA$B,CTO$A,DBRG$H,DBRG$I,DBRG$J,DCOM$,DGAC.R,DLNG$A,DLR$J,DLR$K,DLR$L,DSX$B https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

478parts IDs11129-12190noncontiguous;sortmetricQLV90802archiveNNN/478orvalue1..478;concatenatenote,base64decode,LZMAdecompress,JSONfilename:text.950968charactersSHA2560a32d7b2fefa9620a09a210030ab8928c19cee906cea99cc14a2836657ea127a. Exactreadback==localarchiveverifiedSep8~02:23UTC.17files:6scripts,18788studyinputbars,12682measuredcensusrows,600screenranks,initialpartialranks,28world+1error,36cryptoranks,252metrics,21parentmetrics,diagnostics,manifest,384excludedformats. Fullraw600panel/crypto/worldbarsremainlocalwithhashes;derivedmeasurementsdurableandrequestsreproduciblebutlaterproviderrevisionspossible. Full84varianttradeledgersregenerablefromarchivedcode/studybars. NoPDFcopyrightsourcecopiedintojournal. QLV90802 archive readback via query_research fundquant symbolSPLV limit500 ; NasdaqTrader, SIP, Yahoo, Alpaca primary-source URLs in manifest

{"block_mean_ci_pct":[-0.29728727155797635,0.07314602774647383],"sim12month_pnl_q":[-11.406859748662596,-2.629555011795105,5.538357547097565],"sim_loss_pct":69.21000000000001,"holdout_exit_reasons":{"stop":13,"target":13,"gapstop":7,"samebar_breakeven":3},"close":76.865,"atr14":0.6781428571428572,"atr_pct":0.8822518144055906,"ma100":72.961,"mom63":8.352128559345928,"maxwhole":2,"riskper_share_atr":0.6781428571428572,"nominaltarget":77.88221428571428,"nominalstop":76.18685714285714} QLV90802 diagnostics.py seed90803 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"block_mean_ci_pct":[-0.35240526858858257,-0.03836687781005466],"sim12month_pnl_q":[-13.295645959770054,-4.8968366890622,3.2564752488672783],"sim_loss_pct":83.78999999999999,"holdout_exit_reasons":{"stop":18,"target":12,"gapstop":6,"samebar_breakeven":3},"close":94.78,"atr14":0.6557142857142841,"atr_pct":0.6918276911946446,"ma100":90.57130000000001,"mom63":8.555720994158733,"maxwhole":2,"riskper_share_atr":0.6557142857142841,"nominaltarget":95.76357142857142,"nominalstop":94.12428571428572} QLV90802 diagnostics.py seed90803 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"block_mean_ci_pct":[-0.4781382859370451,-0.008777382124063692],"sim12month_pnl_q":[-15.799182891955628,-5.95455747131102,3.4655803730368575],"sim_loss_pct":84.38,"holdout_exit_reasons":{"stop":21,"target":10,"samebar_breakeven":6,"gapstop":4,"time":3},"close":100.8,"atr14":0.7171357142857145,"atr_pct":0.7114441609977327,"ma100":96.939,"mom63":5.726872246696035,"maxwhole":2,"riskper_share_atr":0.7171357142857145,"nominaltarget":101.87570357142857,"nominalstop":100.08286428571428} QLV90802 diagnostics.py seed90803 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"block_mean_ci_pct":[-0.47147626175392443,-0.00257552758224461],"sim12month_pnl_q":[-16.017940453983904,-5.938522551175568,3.5874491876936645],"sim_loss_pct":84.3,"holdout_exit_reasons":{"stop":20,"samebar_breakeven":9,"target":7,"time":4,"gapstop":2},"close":74.74,"atr14":0.6814285714285739,"atr_pct":0.9117320998509152,"ma100":74.4079,"mom63":2.2994798795510363,"maxwhole":2,"riskper_share_atr":0.6814285714285739,"nominaltarget":75.76214285714286,"nominalstop":74.05857142857143} QLV90802 diagnostics.py seed90803 ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"EEM","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":82.74063815626789,"drawdown":38.19235225955955,"vol":21.95130305224878,"beta":1.0000051250427182,"alpha_zero_rf_pct":-0.020088366110381603},{"symbol":"EEM","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":16.619254569363264,"drawdown":39.816799844085125,"vol":18.270318225338393,"beta":0.9993125262150829,"alpha_zero_rf_pct":-0.4006980009232583},{"symbol":"EEM","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":23.31427571406236,"drawdown":14.23957309366658,"vol":28.416209939993685,"beta":0.9888020780186308,"alpha_zero_rf_pct":-3.073933410104232}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py

[{"symbol":"EFA","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":45.45423770520611,"drawdown":34.204643164230255,"vol":18.741333030210498,"beta":1.0000450213696646,"alpha_zero_rf_pct":-0.020294673381773085},{"symbol":"EFA","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":50.48832177109506,"drawdown":29.532497149372837,"vol":16.03498340676162,"beta":0.9992749117252295,"alpha_zero_rf_pct":-0.4189417447858307},{"symbol":"EFA","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":13.20510525291384,"drawdown":11.421978655898446,"vol":17.54930005574859,"beta":0.994606649546434,"alpha_zero_rf_pct":-1.731730229064825}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py

[{"symbol":"SPY","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":103.22045968890264,"drawdown":33.79381911340275,"vol":18.347630828427718,"beta":0.9999680861940043,"alpha_zero_rf_pct":-0.01963904842383962},{"symbol":"SPY","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":94.25626181400352,"drawdown":24.49606194099595,"vol":17.11949248066145,"beta":1.000433208487748,"alpha_zero_rf_pct":-0.10177728616468235},{"symbol":"SPY","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":12.697186309725808,"drawdown":8.879990748503852,"vol":13.419105152843905,"beta":0.9998085188823955,"alpha_zero_rf_pct":-1.1122986495971838}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py

Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-1.7656574447237559,"occ":"PATH260911C00018000","scenario":"exclude_last","paths":20000,"observations_per_path":4,"pvol":0.5850790140390076,"exit_iv":0.8365,"stop":0.01,"target":0.055,"target_probability":0.0526,"stop_probability":0.94735,"win_probability":0.05265,"avg_win_usd":8.220559514677698,"avg_loss_usd":2.0471175099339343,"mean_pnl_usd":-1.5065243145881322,"quarter_kelly_conditional":-0.04581574745302473,"actual_option_holdout":0,"allocation":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative