QLV90802 parents measurements 10-12 = 3
Quant replication2026-09-08 02:21
[{"symbol":"EEMV","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":45.821769624425144,"drawdown":31.553030303030372,"vol":15.922460685638947,"beta":0.7033458678408749,"alpha_zero_rf_pct":-1.3880790906602305},{"symbol":"EEMV","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":17.578673009516535,"drawdown":21.98321091290668,"vol":11.292580415058678,"beta":0.575905132450329,"alpha_zero_rf_pct":0.9193519969335949},{"symbol":"EEMV","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":19.618624067954656,"drawdown":9.500909799844026,"vol":19.673823017656268,"beta":0.6618607900581581,"alpha_zero_rf_pct":2.9341606844373804}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 lower_vol_crush = -1.9636900228368486
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-1.9636900228368486,"occ":"PATH260911C00018000","scenario":"lower_vol_crush","paths":20000,"observations_per_path":4,"pvol":0.7109165969619561,"exit_iv":0.6692,"stop":0.01,"target":0.055,"target_probability":0.0337,"stop_probability":0.9663,"win_probability":0.0337,"avg_win_usd":11.95218213848602,"avg_loss_usd":2.1472627784713327,"mean_pnl_usd":-1.67211148476987,"quarter_kelly_conditional":-0.03497502517522871,"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
QLV90802 parents measurements 7-9 = 3
Quant replication2026-09-08 02:21
[{"symbol":"EFAV","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":33.15953860085068,"drawdown":27.477904040404034,"vol":14.410529549015987,"beta":0.7323146376277618,"alpha_zero_rf_pct":0.0022413976551790595},{"symbol":"EFAV","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":33.79928598845362,"drawdown":27.455552317108744,"vol":11.609403575519652,"beta":0.6550401910661086,"alpha_zero_rf_pct":0.023990414613229483},{"symbol":"EFAV","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":11.12620937256196,"drawdown":6.658790677693027,"vol":11.623275820360586,"beta":0.5080862909065579,"alpha_zero_rf_pct":5.25408911044875}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
PATH Conditional Monte Carlo target-overshoot stress PATH260911C00018000 frozen = -1.281398091230042
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-1.281398091230042,"occ":"PATH260911C00018000","scenario":"frozen","paths":20000,"observations_per_path":4,"pvol":0.8886457462024451,"exit_iv":0.8365,"stop":0.01,"target":0.055,"target_probability":0.1483,"stop_probability":0.85165,"win_probability":0.1483,"avg_win_usd":13.950299767317231,"avg_loss_usd":2.0791218636022566,"mean_pnl_usd":0.2980413642631036,"quarter_kelly_conditional":0.005341128313266691,"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
QLV90802 parents measurements 4-6 = 3
Quant replication2026-09-08 02:21
[{"symbol":"USMV","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":81.40978398732332,"drawdown":33.071748878923756,"vol":16.02944078822933,"beta":0.8142454331781649,"alpha_zero_rf_pct":0.32799390477560497},{"symbol":"USMV","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":50.061487566146724,"drawdown":17.9231485174845,"vol":12.551699441804958,"beta":0.6208620136411566,"alpha_zero_rf_pct":-0.3070958535800599},{"symbol":"USMV","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":7.431227519116561,"drawdown":6.4565956132221825,"vol":8.873243704124901,"beta":0.3292531940149217,"alpha_zero_rf_pct":4.52103915460995}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 exclude_last = -3.2775085073039882
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-3.2775085073039882,"occ":"RIOT260911P00019000","scenario":"exclude_last","paths":20000,"observations_per_path":4,"pvol":0.9613389928589193,"exit_iv":0.9056,"stop":0.04,"target":0.205,"target_probability":0.2003,"stop_probability":0.799,"win_probability":0.2007,"avg_win_usd":36.72349197139237,"avg_loss_usd":7.185621500642166,"mean_pnl_usd":1.6269375731951647,"quarter_kelly_conditional":0.011075591439279185,"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
QLV90802 parents measurements 1-3 = 3
Quant replication2026-09-08 02:21
[{"symbol":"SPLV","period":"train","n":1259,"start":"2016-01-04 05:00:00+00:00","end":"2020-12-31 05:00:00+00:00","return_pct":63.73521465397104,"drawdown":36.259259259259224,"vol":17.26001505168495,"beta":0.8276159603911938,"alpha_zero_rf_pct":-1.696572505523388},{"symbol":"SPLV","period":"holdout","n":1255,"start":"2021-01-04 05:00:00+00:00","end":"2025-12-31 05:00:00+00:00","return_pct":40.31848278624446,"drawdown":17.26539009336918,"vol":12.550622383308896,"beta":0.49404021338578047,"alpha_zero_rf_pct":0.23318053109773457},{"symbol":"SPLV","period":"recent","n":170,"start":"2026-01-02 05:00:00+00:00","end":"2026-09-04 04:00:00+00:00","return_pct":6.073193071622171,"drawdown":7.416111763937794,"vol":10.941084687590791,"beta":0.0029176813960540334,"alpha_zero_rf_pct":9.278272802473538}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 vectorbt study.py
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 lower_vol_crush = -6.19370262888606
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-6.19370262888606,"occ":"RIOT260911P00019000","scenario":"lower_vol_crush","paths":20000,"observations_per_path":4,"pvol":0.7583071390725208,"exit_iv":0.72448,"stop":0.04,"target":0.205,"target_probability":0.065,"stop_probability":0.934,"win_probability":0.06575,"avg_win_usd":34.88983308579682,"avg_loss_usd":7.489978688395841,"mean_pnl_usd":-4.703506064242673,"quarter_kelly_conditional":-0.03370255492965805,"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
QLV90802 crypto measurements 34-36 = 3
Quant replication2026-09-08 02:21
[{"symbol":"XTZ/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.235071,"mom63":-5.554149340083169,"vol63":54.04873811626968,"dv20":112.0793097446242,"zero_volume":18},{"symbol":"YFI/USD","n":219,"date":"2026-09-07T00:00:00Z","close":2281.015,"mom63":-15.358240828526437,"vol63":70.31835459497161,"dv20":142.96853020224324,"zero_volume":47},{"symbol":"USDG/USD","n":140,"date":"2026-09-04T00:00:00Z","close":1,"mom63":0,"vol63":0.9608461198971093,"dv20":213.588125,"zero_volume":44}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
RIOT Conditional Monte Carlo target-overshoot stress RIOT260911P00019000 frozen = -3.3627548276088826
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-3.3627548276088826,"occ":"RIOT260911P00019000","scenario":"frozen","paths":20000,"observations_per_path":4,"pvol":0.9478839238406509,"exit_iv":0.9056,"stop":0.04,"target":0.205,"target_probability":0.19445,"stop_probability":0.8046,"win_probability":0.1952,"avg_win_usd":36.63021303416761,"avg_loss_usd":7.158055269482577,"mean_pnl_usd":1.3894147033899418,"quarter_kelly_conditional":0.009482709683492248,"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
QLV90802 crypto measurements 31-33 = 3
Quant replication2026-09-08 02:21
[{"symbol":"USDT/USD","n":218,"date":"2026-09-07T00:00:00Z","close":0.9995975,"mom63":0.06777316112744902,"vol63":15.59872236786301,"dv20":3527.613284485692,"zero_volume":8},{"symbol":"WIF/USD","n":201,"date":"2026-09-07T00:00:00Z","close":0.2161,"mom63":26.083024592315994,"vol63":84.8031426059052,"dv20":333.65603462133856,"zero_volume":30},{"symbol":"XRP/USD","n":219,"date":"2026-09-07T00:00:00Z","close":1.397,"mom63":22.11805327913634,"vol63":68.56978931951157,"dv20":47725.31008614472,"zero_volume":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 exclude_last = -2.3754981313011654
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-2.3754981313011654,"occ":"PATH261016P00011000","scenario":"exclude_last","paths":20000,"observations_per_path":5,"pvol":0.5850790140390076,"exit_iv":0.6237,"stop":0.03,"target":0.18000000000000005,"target_probability":0.06475,"stop_probability":0.6286,"win_probability":0.20655,"avg_win_usd":7.154116513094608,"avg_loss_usd":4.532849691353772,"mean_pnl_usd":-2.1189068218249596,"quarter_kelly_conditional":-0.07404502072151736,"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
QLV90802 crypto measurements 28-30 = 3
Quant replication2026-09-08 02:21
[{"symbol":"RENDER/USD","n":201,"date":"2026-09-07T00:00:00Z","close":1.543915,"mom63":-4.4045076003839,"vol63":52.40885566689431,"dv20":371.326730464864,"zero_volume":17},{"symbol":"SHIB/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.000005435,"mom63":23.66325369738338,"vol63":84.48008372014574,"dv20":886.3974320222555,"zero_volume":2},{"symbol":"SKY/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.0688726,"mom63":22.62329523199089,"vol63":61.965628191498475,"dv20":213.15506839782984,"zero_volume":13}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 lower_vol_crush = -5.98696745277244
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-5.98696745277244,"occ":"PATH261016P00011000","scenario":"lower_vol_crush","paths":20000,"observations_per_path":5,"pvol":0.7109165969619561,"exit_iv":0.49896000000000007,"stop":0.03,"target":0.18000000000000005,"target_probability":0.014,"stop_probability":0.96585,"win_probability":0.02375,"avg_win_usd":12.015438997521638,"avg_loss_usd":6.32698107972301,"mean_pnl_usd":-5.891348602888449,"quarter_kelly_conditional":-0.1225787215120402,"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
QLV90802 crypto measurements 25-27 = 3
Quant replication2026-09-08 02:21
[{"symbol":"USDC/USD","n":217,"date":"2026-09-07T00:00:00Z","close":0.999755,"mom63":0,"vol63":0.10940155862601662,"dv20":1206524.4085819235,"zero_volume":4},{"symbol":"PEPE/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.00000362,"mom63":32.3583180987203,"vol63":97.19565761635212,"dv20":1303.992048436356,"zero_volume":1},{"symbol":"POL/USD","n":201,"date":"2026-09-07T00:00:00Z","close":0.09500555,"mom63":27.074775793000594,"vol63":76.10285693887606,"dv20":225.53814492180447,"zero_volume":36}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261016P00011000 frozen = -1.3030207307048867
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-1.3030207307048867,"occ":"PATH261016P00011000","scenario":"frozen","paths":20000,"observations_per_path":5,"pvol":0.8886457462024451,"exit_iv":0.6237,"stop":0.03,"target":0.18000000000000005,"target_probability":0.19155,"stop_probability":0.64685,"win_probability":0.27745,"avg_win_usd":13.270860760349699,"avg_loss_usd":5.158375768846476,"mean_pnl_usd":-0.04518409382099772,"quarter_kelly_conditional":-0.0008511899611666068,"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
QLV90802 crypto measurements 22-24 = 3
Quant replication2026-09-08 02:21
[{"symbol":"SUSHI/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.23825,"mom63":43.12962768274182,"vol63":101.1622559769364,"dv20":1638.1266131217867,"zero_volume":13},{"symbol":"TRUMP/USD","n":219,"date":"2026-09-07T00:00:00Z","close":2.30346,"mom63":36.135079548946834,"vol63":125.08378831587476,"dv20":529.0211214293457,"zero_volume":20},{"symbol":"UNI/USD","n":219,"date":"2026-09-07T00:00:00Z","close":6.85844,"mom63":115.78685729028359,"vol63":90.54672890463257,"dv20":18081.33837965726,"zero_volume":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 exclude_last = -5.617151897796834
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-5.617151897796834,"occ":"PATH261002P00012000","scenario":"exclude_last","paths":20000,"observations_per_path":5,"pvol":0.5850790140390076,"exit_iv":0.5529,"stop":0.03,"target":0.18000000000000005,"target_probability":0.0324,"stop_probability":0.93265,"win_probability":0.0506,"avg_win_usd":12.481896756038966,"avg_loss_usd":6.365936457806022,"mean_pnl_usd":-5.412236097185466,"quarter_kelly_conditional":-0.10840171576020545,"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
QLV90802 crypto measurements 19-21 = 3
Quant replication2026-09-08 02:21
[{"symbol":"FIL/USD","n":204,"date":"2026-09-07T00:00:00Z","close":0.836525,"mom63":5.316664463455023,"vol63":74.20599988598984,"dv20":261.6134279458918,"zero_volume":16},{"symbol":"PAXG/USD","n":208,"date":"2026-09-07T00:00:00Z","close":4424.4795,"mom63":6.622532196262032,"vol63":25.07650993234783,"dv20":12186.77108336868,"zero_volume":7},{"symbol":"SOL/USD","n":219,"date":"2026-09-07T00:00:00Z","close":103.8095,"mom63":26.769326584318943,"vol63":52.70607412390411,"dv20":56553.77584743187,"zero_volume":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 lower_vol_crush = -6.900353387056496
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-6.900353387056496,"occ":"PATH261002P00012000","scenario":"lower_vol_crush","paths":20000,"observations_per_path":5,"pvol":0.7109165969619561,"exit_iv":0.44232,"stop":0.03,"target":0.18000000000000005,"target_probability":0.0083,"stop_probability":0.9898,"win_probability":0.0094,"avg_win_usd":19.182502159242492,"avg_loss_usd":7.061350817384814,"mean_pnl_usd":-6.814658599404516,"quarter_kelly_conditional":-0.08881347363906181,"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
QLV90802 crypto measurements 16-18 = 3
Quant replication2026-09-08 02:21
[{"symbol":"LINK/USD","n":219,"date":"2026-09-07T00:00:00Z","close":12.75,"mom63":59.05004088521642,"vol63":64.75658608989168,"dv20":15099.990571150549,"zero_volume":0},{"symbol":"LTC/USD","n":219,"date":"2026-09-07T00:00:00Z","close":55.20535,"mom63":23.253739674034392,"vol63":45.77595649870827,"dv20":2676.788656190998,"zero_volume":0},{"symbol":"ONDO/USD","n":203,"date":"2026-09-07T00:00:00Z","close":0.38375,"mom63":15.316771791489248,"vol63":82.71119250459252,"dv20":727.9276222806034,"zero_volume":16}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
PATH Conditional Monte Carlo target-overshoot stress PATH261002P00012000 frozen = -4.504421125575187
Options mispricing2026-09-08 02:21
Sep8NumPyseed20260908,N20000,4or5dailychecks;frozenSep4S/askhypotheticalSep8entry;GBMphysicaldrift0,quotedIVexitEuropeanvalue-halfspread;fees.20USD. Cap each positive overshoot at100*(target-ask)-.20, NOT15minfillmodel; fractionalcenttargetsdiagnosticsnotorders. {"capped_mean_pnl_usd":-4.504421125575187,"occ":"PATH261002P00012000","scenario":"frozen","paths":20000,"observations_per_path":5,"pvol":0.8886457462024451,"exit_iv":0.5529,"stop":0.03,"target":0.18000000000000005,"target_probability":0.10875,"stop_probability":0.869,"win_probability":0.1208,"avg_win_usd":19.851953073754043,"avg_loss_usd":6.519255658386521,"mean_pnl_usd":-3.333613643543941,"quarter_kelly_conditional":-0.04198092791120964,"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
QLV90802 crypto measurements 13-15 = 3
Quant replication2026-09-08 02:21
[{"symbol":"GRT/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.01934395,"mom63":5.104458148822277,"vol63":70.3370115135175,"dv20":1492.5883276251059,"zero_volume":4},{"symbol":"HYPE/USD","n":203,"date":"2026-09-07T00:00:00Z","close":85.155,"mom63":20.647761807272435,"vol63":76.3642385387001,"dv20":4277.093606806461,"zero_volume":16},{"symbol":"LDO/USD","n":203,"date":"2026-09-07T00:00:00Z","close":0.39325,"mom63":39.901810807926275,"vol63":86.30708897261424,"dv20":112.10539289378184,"zero_volume":37}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 crypto measurements 10-12 = 3
Quant replication2026-09-08 02:21
[{"symbol":"DOGE/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.09049485,"mom63":18.13802570333658,"vol63":60.07709215852073,"dv20":6755.9124688149,"zero_volume":0},{"symbol":"DOT/USD","n":219,"date":"2026-09-07T00:00:00Z","close":1.0625,"mom63":20.16036460895576,"vol63":62.16448294318104,"dv20":4588.3383733969395,"zero_volume":0},{"symbol":"ETH/USD","n":219,"date":"2026-09-07T00:00:00Z","close":2490.4615,"mom63":38.48218289772816,"vol63":59.02281276075806,"dv20":76239.74850463506,"zero_volume":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 crypto measurements 7-9 = 3
Quant replication2026-09-08 02:21
[{"symbol":"AVAX/USD","n":219,"date":"2026-09-07T00:00:00Z","close":8.0753,"mom63":16.63651562257393,"vol63":56.39718086633246,"dv20":4839.549621845136,"zero_volume":0},{"symbol":"BAT/USD","n":219,"date":"2026-09-07T00:00:00Z","close":0.0743235,"mom63":-16.41061688129112,"vol63":53.07959531310891,"dv20":99.84217131498059,"zero_volume":23},{"symbol":"BTC/USD","n":219,"date":"2026-09-07T00:00:00Z","close":79096.805,"mom63":23.55645938178972,"vol63":39.23515989196104,"dv20":230180.5406333001,"zero_volume":0}]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support