Notes

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"META","bars":672,"S":616.77,"asof":"2026-09-04T04:00:00Z","sigma":0.3523089041,"rv20":0.3301685352,"rv60":0.4596753649,"atr14":18.6976928571,"rsi14":62.3981853632,"ema20":583.5754591007,"ema60":592.0410716921,"ret20":0.0416652592,"holdout_n":16,"holdout_variance_ratio":1.0919632041,"holdout_qlike_diff":0.3330818629},{"symbol":"NBIS","bars":629,"S":226.39,"asof":"2026-09-04T04:00:00Z","sigma":1.2693482822,"rv20":1.3080018462,"rv60":1.372925726,"atr14":15.4788785714,"rsi14":53.5292755802,"ema20":216.028826272,"ema60":212.001960463,"ret20":0.2043943182,"holdout_n":16,"holdout_variance_ratio":1.1918811334,"holdout_qlike_diff":0.0018649428},{"symbol":"NVDA","bars":672,"S":230.36,"asof":"2026-09-04T04:00:00Z","sigma":0.4468299881,"rv20":0.4480247258,"rv60":0.4056228883,"atr14":7.6192714286,"rsi14":60.3929428224,"ema20":219.2993621989,"ema60":212.5205863481,"ret20":0.0285765315,"holdout_n":16,"holdout_variance_ratio":1.0012376748,"holdout_qlike_diff":0.0398114143},{"symbol":"PATH","bars":672,"S":15.19,"asof":"2026-09-04T04:00:00Z","sigma":0.8886457462,"rv20":0.8678726124,"rv60":0.6871727843,"atr14":0.9588285714,"rsi14":45.2656744878,"ema20":16.4552565711,"ema60":14.2345822015,"ret20":0.0093023256,"holdout_n":16,"holdout_variance_ratio":0.9279944229,"holdout_qlike_diff":0.0392297606},{"symbol":"RIOT","bars":672,"S":21.8,"asof":"2026-09-04T04:00:00Z","sigma":0.9478839238,"rv20":0.9070289614,"rv60":0.9555046819,"atr14":1.6236071429,"rsi14":55.5457967235,"ema20":20.1660950704,"ema60":21.0622096871,"ret20":0.0623781676,"holdout_n":16,"holdout_variance_ratio":1.0594343367,"holdout_qlike_diff":0.0274386812}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"INTC","bars":672,"S":95.8,"asof":"2026-09-04T04:00:00Z","sigma":0.5418566515,"rv20":0.4802915539,"rv60":0.7761373426,"atr14":4.2502071429,"rsi14":51.7444967609,"ema20":93.2718232794,"ema60":97.7219456655,"ret20":-0.0575504181,"holdout_n":16,"holdout_variance_ratio":1.0625614016,"holdout_qlike_diff":0.0494591617},{"symbol":"IOT","bars":672,"S":40.2,"asof":"2026-09-04T04:00:00Z","sigma":0.5512606302,"rv20":0.5095287331,"rv60":0.5991965304,"atr14":2.2870071429,"rsi14":53.9922372295,"ema20":39.2897847726,"ema60":37.1696654736,"ret20":-0.0166340509,"holdout_n":16,"holdout_variance_ratio":1.0207132422,"holdout_qlike_diff":0.0230485198},{"symbol":"IREN","bars":672,"S":44.68,"asof":"2026-09-04T04:00:00Z","sigma":1.0017887326,"rv20":0.9143190315,"rv60":1.149214324,"atr14":3.2217714286,"rsi14":57.1595017535,"ema20":40.5192084215,"ema60":42.6962965346,"ret20":0.0836769343,"holdout_n":16,"holdout_variance_ratio":1.0218757226,"holdout_qlike_diff":0.0322048614},{"symbol":"KRE","bars":672,"S":75.27,"asof":"2026-09-04T04:00:00Z","sigma":0.158723679,"rv20":0.1546613189,"rv60":0.174229135,"atr14":1.1703571429,"rsi14":51.1233695614,"ema20":74.9922646485,"ema60":74.3517807588,"ret20":-0.0123343393,"holdout_n":16,"holdout_variance_ratio":1.0064300423,"holdout_qlike_diff":-0.005080899},{"symbol":"MARA","bars":672,"S":11.31,"asof":"2026-09-04T04:00:00Z","sigma":0.9935342097,"rv20":0.9990702576,"rv60":0.9221481706,"atr14":0.9921357143,"rsi14":52.4247453954,"ema20":10.8880211655,"ema60":11.3874610634,"ret20":0.1209117939,"holdout_n":16,"holdout_variance_ratio":1.0994957471,"holdout_qlike_diff":0.0414120329}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

PgD40eagCVpoE7ZW0XE0ukpeJt1Ur+79FjdYGdtuqOwEb4y338+RjSR6qiLMvUIe5equih96jcJX9S7Ts3nIAZCKw+jvOGefNHcuoU4FD87/XCyz0gY0RnuVSFWzRjjowI/2+XogcSZjZ3uxC4fYCSxMXg2EEfj2kkTEzXkjHjTCjGeECmMLUVu2DBxw3rEQGzUsPoZM8aBOZR+HbmAKxbeSZfGDtHWvw2TTn0mBWqA6Z9zYBjkaVBpwsG18s9ER8/zTYt+jn53Jx7XFLazC+5jzVMlygiXSHZIQXZrvlqCBBbyXkY4g/Hx6RYZFrYDutzl1sV3pO+VlLvQStdAXqOaCMRkHzwHie9R1arzOpToohblIJg2gVy/N0iECsikO/k3moEmg5X7viyz9vNJBOJM/CsVhEZ2JFQsJRfaUqKiuQsfPGBvWNnmkd+NrBO6njQ8SvFoFMOJMELGWlJlcoGMbtkwDsu80CwG+PV1V7H5jzv+vVn4kBzO7NVXcyjE1EAT8bCX/p7HLWLjoKYpRvMvpXQblyIE7rJqdqXuWPPnzKyEtuQx4arpmSbGA/z14sslja73cCxp1Bz/1YiU1LlMesZSp4DwWexSDRISae29AkgGRJzVg747PgsrP5DTEfEUIii/zTDce/OPJsnAL2bwRIc73xphoJYkrDh8d9jJsxqASiSfhCyd2MY7OcGO5zVLZgGn4qhlBIhdqMzDvrdjH0zt5ViLk8xs/RG6ZYVwRwdS5c5puADfMPNl5IJz60o6Yig4hIPpqBPB6wGSgziobIr9mwAiO0cGnJlcn03iCOePxAk9Gj0FjwPcRhJmrk51aN25hEoBgJhUe6ywNU3vx1ONj6ppen58K+3am154YfrLyL9P75kphOvEbHK+f/chP04eSfxBk7ydcJDKcqLLlz4ALKjV0gFsUsE8xt48n1410B8UkhvHwe1ChbpOVi4AhcJDiKX9L/SFjJcIJl9QlfB7Ec8t+AlbbgPs74dfW+zuePF3pOsZCTmliywwD2IFnKssBzHlC2Uv+qtxQJxm0dLmLrQAJbEVNkO72hJCp7/4AFhb3UCUL12FU11MQwx3M5RKDCguIi3p1vp4hoeVnKcINbbxLYWg8bNqDTcM70cIj4oUX5HZw8Hx3iDERFDlK1zaiQwRFDcLlyW94lSmuY3l+Gn0NZ+Bu4B/n5lVIveNkWsOCh92IK+plnwzKAAzexMHdjdtGLzFxdawnaLc4WwjPjyhXzUQixY40pECr/h4a0UZHvD+7T7nX8IzM/I2Z3qR5mo3P4E31skNQudtjCM0P6MshRy0oQ6NFG75hAqk34NJrK4jrlnmOMXUPMjFny2Yboh2WA0eS0/nsIhLmeB5ud1N++M5a9yCLdWSBEu2C+NZnmLWRIizsk7vfg+rC4+eqlwU6MM9SDKEhDS5VDOStVEMCfsfakpltzne7qwsivTx/pyYy4bzRnOWw0Z8QqqaLdMGsx8Q19bJaFNkClWbPc3YmWn77NLba2I1kVl1tXtkLSJlaa2YOLqZoGHKMu4Vg2EO05v2ks8S3OfWLiqVqHyUJeFSl53+L0GPkOCBLOcFiDS18xHgumYOYhSlj+lQ5+IHcga1PAGRm+BKM31Jaf9pdp0iZPP4Fezm/MY1694jLiKLj2BGyqCViQx9efk5t+gfddstp3XbvZoyMeNuu806qUgmy1LcphqH6mK+qSERdimqQK7RszHOEdas5rmHNtbE2fKFCqcaM1MkqUaLe3Y/AtpzEQa2zQKqCbi6P4QSobjVg5iMulpvcEM66xnBmkHgkhMEM7KX+UQlt/kqkHuS5uyghjw9eQeypFOCNvTxi2gIgH2DEAkBaK/UFSnWg00091IEriRnrIOiFQ9o1TNBPY5fQdi1OsOy46/ymkyGDpqnBCHy/obOZZKO3MP9qyRga66BdJORycQSsN4Hs5J+K2dXevVRboZl9NLg8KKq4Q2ahH4vRyLtEWZPkLi QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"FXI","bars":672,"S":35.88,"asof":"2026-09-04T04:00:00Z","sigma":0.1513356226,"rv20":0.1526331361,"rv60":0.180129184,"atr14":0.4007142857,"rsi14":57.6334379772,"ema20":35.4661195137,"ema60":35.2010427804,"ret20":-0.0080176942,"holdout_n":16,"holdout_variance_ratio":0.9600415118,"holdout_qlike_diff":0.0244836947},{"symbol":"GDX","bars":672,"S":99.26,"asof":"2026-09-04T04:00:00Z","sigma":0.5163855774,"rv20":0.5115872252,"rv60":0.50566631,"atr14":4.0085,"rsi14":58.4554332386,"ema20":95.7809654461,"ema60":88.7393989436,"ret20":0.1042385137,"holdout_n":16,"holdout_variance_ratio":1.038706244,"holdout_qlike_diff":0.0209170767},{"symbol":"GLD","bars":672,"S":406.77,"asof":"2026-09-04T04:00:00Z","sigma":0.2708526489,"rv20":0.2712997183,"rv60":0.2572505807,"atr14":8.6149928571,"rsi14":52.4050312938,"ema20":406.0692895965,"ema60":399.1266698255,"ret20":0.0208296735,"holdout_n":16,"holdout_variance_ratio":0.9843287776,"holdout_qlike_diff":-0.1716661935},{"symbol":"IBIT","bars":665,"S":45.23,"asof":"2026-09-04T04:00:00Z","sigma":0.446808915,"rv20":0.4540212166,"rv60":0.3816690142,"atr14":1.6296285714,"rsi14":67.3326884202,"ema20":42.1115736641,"ema60":39.6502790535,"ret20":0.229076087,"holdout_n":16,"holdout_variance_ratio":1.0596312977,"holdout_qlike_diff":0.0406514922},{"symbol":"INDA","bars":672,"S":49.91,"asof":"2026-09-04T04:00:00Z","sigma":0.0981088457,"rv20":0.0908793624,"rv60":0.1258406511,"atr14":0.34195,"rsi14":54.174941407,"ema20":49.7189805657,"ema60":49.4465796386,"ret20":-0.0090340514,"holdout_n":16,"holdout_variance_ratio":0.9652944531,"holdout_qlike_diff":-0.0788397814}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"EWU","bars":672,"S":48.59,"asof":"2026-09-04T04:00:00Z","sigma":0.089855198,"rv20":0.0801575535,"rv60":0.1243930549,"atr14":0.375,"rsi14":55.1106357855,"ema20":48.4354334201,"ema60":47.6633553596,"ret20":-0.0010279605,"holdout_n":16,"holdout_variance_ratio":0.9873106089,"holdout_qlike_diff":-0.0627221626},{"symbol":"EWW","bars":672,"S":76.63,"asof":"2026-09-04T04:00:00Z","sigma":0.1521114305,"rv20":0.1494097642,"rv60":0.1830407531,"atr14":1.2402928571,"rsi14":51.6592425227,"ema20":76.4438309864,"ema60":76.1653193187,"ret20":-0.0114809082,"holdout_n":16,"holdout_variance_ratio":0.9775137179,"holdout_qlike_diff":-0.0881279351},{"symbol":"EWZ","bars":672,"S":37.86,"asof":"2026-09-04T04:00:00Z","sigma":0.246667866,"rv20":0.2491300832,"rv60":0.2215795147,"atr14":0.86535,"rsi14":69.3538581619,"ema20":36.0310556921,"ema60":35.6706720497,"ret20":0.0713073005,"holdout_n":16,"holdout_variance_ratio":0.9650037342,"holdout_qlike_diff":0.0425787095},{"symbol":"FICO","bars":672,"S":932.26,"asof":"2026-09-04T04:00:00Z","sigma":0.8399426141,"rv20":0.7879899176,"rv60":0.6935986529,"atr14":56.0134285714,"rsi14":30.2377969084,"ema20":1110.645016644,"ema60":1146.9909881817,"ret20":-0.1048012291,"holdout_n":16,"holdout_variance_ratio":1.1716483346,"holdout_qlike_diff":-0.1117213814},{"symbol":"FIVE","bars":672,"S":252.2,"asof":"2026-09-04T04:00:00Z","sigma":0.436192182,"rv20":0.4400476962,"rv60":0.378262162,"atr14":11.1826928571,"rsi14":60.6845223481,"ema20":241.7187344039,"ema60":225.4972546499,"ret20":0.0320415763,"holdout_n":16,"holdout_variance_ratio":1.0897655135,"holdout_qlike_diff":0.1192059728}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"EWA","bars":672,"S":30.23,"asof":"2026-09-04T04:00:00Z","sigma":0.1375163124,"rv20":0.1286678896,"rv60":0.1562673101,"atr14":0.3212571429,"rsi14":57.1909250948,"ema20":29.937831871,"ema60":29.3769284292,"ret20":-0.0059191056,"holdout_n":16,"holdout_variance_ratio":1.0206598033,"holdout_qlike_diff":0.0045080583},{"symbol":"EWC","bars":672,"S":62.04,"asof":"2026-09-04T04:00:00Z","sigma":0.1307828826,"rv20":0.1267235787,"rv60":0.1134748202,"atr14":0.7260571429,"rsi14":56.417675846,"ema20":61.5557419216,"ema60":60.1988019494,"ret20":0.0120717781,"holdout_n":16,"holdout_variance_ratio":0.9643864387,"holdout_qlike_diff":0.1035787263},{"symbol":"EWG","bars":672,"S":43.89,"asof":"2026-09-04T04:00:00Z","sigma":0.11802761,"rv20":0.1032147223,"rv60":0.152807651,"atr14":0.3502928571,"rsi14":53.7952711963,"ema20":43.8144755678,"ema60":42.9094179051,"ret20":-0.0029532031,"holdout_n":16,"holdout_variance_ratio":1.000717384,"holdout_qlike_diff":-0.1039896058},{"symbol":"EWJ","bars":672,"S":98.28,"asof":"2026-09-04T04:00:00Z","sigma":0.1745975473,"rv20":0.1619137442,"rv60":0.227283189,"atr14":1.1908642857,"rsi14":63.7182802257,"ema20":95.8884618444,"ema60":94.0955244398,"ret20":0.0142414861,"holdout_n":16,"holdout_variance_ratio":1.063272302,"holdout_qlike_diff":-0.0034637842},{"symbol":"EWT","bars":672,"S":112.18,"asof":"2026-09-04T04:00:00Z","sigma":0.2588062012,"rv20":0.21393262,"rv60":0.3893214692,"atr14":1.9945642857,"rsi14":67.6635333111,"ema20":106.7166937517,"ema60":102.4371882343,"ret20":0.0881753807,"holdout_n":16,"holdout_variance_ratio":1.0783655443,"holdout_qlike_diff":-0.0665445284}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"COHR","bars":672,"S":281.86,"asof":"2026-09-04T04:00:00Z","sigma":0.9752434644,"rv20":0.9908204836,"rv60":1.0357283171,"atr14":18.3981285714,"rsi14":46.0266377899,"ema20":290.6041636456,"ema60":309.5723851865,"ret20":-0.256561074,"holdout_n":16,"holdout_variance_ratio":1.1552967558,"holdout_qlike_diff":0.0529636331},{"symbol":"COIN","bars":672,"S":184.64,"asof":"2026-09-04T04:00:00Z","sigma":0.8203750054,"rv20":0.82289101,"rv60":0.7182549691,"atr14":13.2451071429,"rsi14":56.4004252178,"ema20":174.3378842422,"ema60":169.1383592682,"ret20":0.2020833333,"holdout_n":16,"holdout_variance_ratio":1.0712886975,"holdout_qlike_diff":0.059330779},{"symbol":"DELL","bars":672,"S":524.14,"asof":"2026-09-04T04:00:00Z","sigma":0.8383410418,"rv20":0.8085881793,"rv60":0.7763000665,"atr14":29.97815,"rsi14":63.6733459047,"ema20":465.3593948359,"ema60":422.2640816704,"ret20":0.155078564,"holdout_n":16,"holdout_variance_ratio":1.1160800719,"holdout_qlike_diff":-0.0696833078},{"symbol":"EEM","bars":672,"S":68.7,"asof":"2026-09-04T04:00:00Z","sigma":0.2020844551,"rv20":0.1816840605,"rv60":0.2943590291,"atr14":0.9553571429,"rsi14":62.3779110571,"ema20":66.7855201514,"ema60":65.9156219307,"ret20":0.0466179159,"holdout_n":16,"holdout_variance_ratio":1.0322299785,"holdout_qlike_diff":-0.1494598205},{"symbol":"ETHA","bars":533,"S":18.52,"asof":"2026-09-04T04:00:00Z","sigma":0.5525294078,"rv20":0.5677460982,"rv60":0.5130607892,"atr14":0.7706,"rsi14":66.6304069206,"ema20":17.2531043935,"ema60":15.7512482309,"ret20":0.2798894264,"holdout_n":16,"holdout_variance_ratio":1.0123556297,"holdout_qlike_diff":0.1244522525}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculated throughSep4; annual252,ATR14simple,RSI14Wilder,EMA20/60;2026holdout fixed10sessionwindows. Not optiontradeedge. [{"symbol":"AMZN","bars":672,"S":258.51,"asof":"2026-09-04T04:00:00Z","sigma":0.3300851653,"rv20":0.265062066,"rv60":0.4311874547,"atr14":5.8646428571,"rsi14":49.5490749371,"ema20":259.5985624698,"ema60":255.1020700138,"ret20":-0.0581827456,"holdout_n":16,"holdout_variance_ratio":1.233179264,"holdout_qlike_diff":0.0829503242},{"symbol":"AVGO","bars":672,"S":357.895,"asof":"2026-09-04T04:00:00Z","sigma":0.3727224511,"rv20":0.3563519214,"rv60":0.4377911054,"atr14":11.5455642857,"rsi14":38.0485541432,"ema20":373.5476638491,"ema60":383.6125357665,"ret20":-0.1633275669,"holdout_n":16,"holdout_variance_ratio":0.9836655871,"holdout_qlike_diff":0.0636535337},{"symbol":"BE","bars":672,"S":252.87,"asof":"2026-09-04T04:00:00Z","sigma":0.8738459083,"rv20":0.7755314861,"rv60":1.1932147168,"atr14":15.8569928571,"rsi14":63.0866790099,"ema20":220.5965144046,"ema60":228.0121419906,"ret20":0.152867694,"holdout_n":16,"holdout_variance_ratio":0.9808087059,"holdout_qlike_diff":-0.0039982749},{"symbol":"BITO","bars":672,"S":10.74,"asof":"2026-09-04T04:00:00Z","sigma":0.4484828391,"rv20":0.4569643503,"rv60":0.3765875398,"atr14":0.3922142857,"rsi14":66.6506908907,"ema20":10.0162534886,"ema60":9.4551737472,"ret20":0.2230953194,"holdout_n":16,"holdout_variance_ratio":1.061427515,"holdout_qlike_diff":0.034873199},{"symbol":"CDNS","bars":672,"S":292.7,"asof":"2026-09-04T04:00:00Z","sigma":0.4407799748,"rv20":0.4220637766,"rv60":0.3874143045,"atr14":11.7708857143,"rsi14":31.0471401833,"ema20":322.9258901767,"ema60":337.4187567411,"ret20":-0.1371890107,"holdout_n":16,"holdout_variance_ratio":1.0214618265,"holdout_qlike_diff":0.1957939767}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

IVMOc4xl9hJKzl/VTZR7jGZtrmKRa8+cCDWOGFd/xodcQuVQEuvaLHStW2aeFtwGfbEs7ypwA9+3HH4JQ9spzHWNLEygmhtu17PrfM6wFnhwX11yxvOwXKV+vEjqxXu7NJQIl53oYHZyofCbPMP4RvPRyQZ9Fx6xXKb+FIV5PQoy04xW0AIfDvTKC7Y45dZCiNGzwIpiknAAnDe0z5td80b0dpynj8GKP8Cugm8m9mX2BZcusi8xJCzMPnw8zbtY2xUPgw9HuG85IlZz1s7fCkRzbaxm7wZs6uNiTQGtitbbDDJWVxOdPyVU+wblgY4uvtrMbnpCJHuj3G7Y2sNbSIYBtdJ2vl25wxIRied9OTwrTU39nhFW3CYKSw/7nrvsfAjgsKDzZM4g1uKXkGXwOVYIlfrmlILU+RWX7XXfkStvMORn/XIzeCbqtLcf47+rUG2mRi6AVD4iWSpuwhmRmKTGgBAmWB0jCTKnjoXcwQgpo82shc1sYQqNGckN6KPlDPEQVWlsDnJ7IGU1KU6LIOWILK9oSgHfz1H3qlHKNMKU56wwY8797brD/7OlMxjpS+fhNn5nwrmQPSdqHyNgA8Svd473WFXIZR4v0GNaj3AIlJ6jhoUKbzFOws4dU4NJe5dmTyrdgkgDvzlHfKJkQe1kQeUYaSq5FNW4NAs+m7VzePIlLaQ1hnxesShQ7ConKqkPZ8aTzhz7EMUIBtexAKIHXMQs6QhN73WsfFwoHhu3q+V+GBYiiUbRnW6l9zsyeeZky2B6X//x0kq4+1n77QassLLOsU7rHc97D0zWH2TykDIc1qeuyRPR7wNTbxiOzpk01McIHBizJ8JoFOkiCI4akfg1QzQ80gA1dgylJyo9y4+uiW4g5pf8X9PdJqDAsKjRleSRLfC/uzJsS67u3MXib+AinmkL8ClhSr/DfKeX8spXKRiX4rpDKnokUqaZYv5tJaly701z22QC6lISGSGwumud+cELSM89JFymsW/8Oj39sqoGqUeAYdtRC/ROw2m1LysGLF1KAEgGKNtMJewPeMdR8KwjRazjHQ7JyCANzGjvAaBcYFf2zkJgo5A/iwULBrttAcMt1vyTx0tUWabLb5PaKh1Z+fYG75xPWsHYNyCWtSb9/YCzKn4mo2i5ANdWN+w8bFPIw0uiYUD9mbLElJEixaOoLi950Q9ByYnudppEcKRHhXdxUwZfYpNbxqXItrVMtfkVCgeTBOp/sCZ+BqsIb4+jD8WJV0GtTqb0CJxo7Z07YHNRy77Kam2n8JAF8X97T49nfIwk+4VocNi+8mFm6D/19ItuDCz/bTJ8Ry3IKay5IbXpdXIxs8JUCHF6Qc+0qMz/jRV/st2OWiIpK7ESkxOv5vLZBqwX7CFUHauUmj99KKah5SC2VRMapejjvU/ofWNuM424AtHgq1DxY4Xy3i0h8cuxzwEaxn4mwluBdw4ZQskulixJu50iKYiFZ4dD0eLIGM3Nj354MpyVYetvzUYYxi0j2iEfSFQp/XJFnnKIX191mLNfmY8PG1CPR6lrzZhYDw3cCtRf3jP8UaYxtNBcSzROGfyEc40ocGcdZY/74cyoyWWYWMKuFTyAGkP5k6sdUypBazH6CEnKk6N8ZwpZDkSksrYSjUEliFL5mXaF272MdkALdpBbl129XETVivP25PKFcOgl98cepvopRQ4YfQIbzVQw3Rj0+itxpniS6mrjQM6gJFH4EOzQTiX1apZhu/jWcGdCDJ8BMKp0ia59o2iRi4F7Fj4eC4rg6S0lJJICx8RLwwfJpFpGYO5+wb7QPfkUVCYgtDi3FmpDFGyiatgDPBq/oqkl98Bu5k84xIwxW3wmDQC4LdbXAzDQmgmc6MRyxbTXTiDfhCS1AT90Y1J5+UUxhT/+TK+0QN7nPNuO4KdK8DJjcDkQ7qEVYrLLxm1G7ZXHmy8TXqsZTkLBaLpqPxbTlKCLCO0dLNGBp2daXhkJSSquBYmw8J QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLV","occ":"XLV260918C00185000","S":171.45,"K":185.0,"T":0.0383561644,"sigma":0.1823632835,"iv":0.2084,"greeks":{"delta":0.02,"gamma":0.0078,"rho":0.001,"theta":-0.014,"vega":0.0144},"bid":0.04,"ask":0.05,"bs":5,"as":1,"quote_time":"2026-09-04T19:20:06.755805525Z","fair_low":0.0070581335,"fair":0.0418544625,"fair_high":0.1266603984,"hurdle":0.057,"surplus":-0.0151455375,"surplus_low":-0.0499418665,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLU","occ":"XLU260918P00040000","S":43.08,"K":40.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.2767,"greeks":{"delta":-0.0558,"gamma":0.0544,"rho":-0.0007,"theta":-0.0103,"vega":0.0084},"bid":0.03,"ask":0.07,"bs":544,"as":493,"quote_time":"2026-09-04T19:59:59.496981186Z","fair_low":5.49982e-05,"fair":0.0009111151,"fair_high":0.0046794927,"hurdle":0.092,"surplus":-0.0910888849,"surplus_low":-0.0919450018,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLU","occ":"XLU260911C00044000","S":43.08,"K":44.0,"T":0.0191780822,"sigma":0.1392471179,"iv":0.1886,"greeks":{"delta":0.1491,"gamma":0.273,"rho":0.0007,"theta":-0.0253,"vega":0.0105},"bid":0.05,"ask":0.08,"bs":484,"as":493,"quote_time":"2026-09-04T19:59:59.406469169Z","fair_low":0.0293016918,"fair":0.0628020647,"fair_high":0.1051305547,"hurdle":0.097,"surplus":-0.0341979353,"surplus_low":-0.0676983082,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLV","occ":"XLV260918P00152000","S":171.45,"K":152.0,"T":0.0383561644,"sigma":0.1823632835,"iv":0.3244,"greeks":{"delta":-0.0144,"gamma":0.0038,"rho":-0.0008,"theta":-0.0158,"vega":0.0109},"bid":0.03,"ask":0.07,"bs":1,"as":42,"quote_time":"2026-09-04T19:59:58.200303964Z","fair_low":8.4361e-06,"fair":0.000444203,"fair_high":0.0043740052,"hurdle":0.092,"surplus":-0.091555797,"surplus_low":-0.0919915639,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLU","occ":"XLU260911P00042000","S":43.08,"K":42.0,"T":0.0191780822,"sigma":0.1392471179,"iv":0.2204,"greeks":{"delta":-0.1294,"gamma":0.2122,"rho":-0.0006,"theta":-0.0256,"vega":0.0095},"bid":0.05,"ask":0.08,"bs":5,"as":1,"quote_time":"2026-09-04T19:58:36.164460992Z","fair_low":0.0121903674,"fair":0.0332238928,"fair_high":0.0638291101,"hurdle":0.097,"surplus":-0.0637761072,"surplus_low":-0.0848096326,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLU","occ":"XLU260918C00045000","S":43.08,"K":45.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.1917,"greeks":{"delta":0.1038,"gamma":0.1257,"rho":0.0013,"theta":-0.0122,"vega":0.0135},"bid":0.06,"ask":0.08,"bs":204,"as":206,"quote_time":"2026-09-04T19:59:59.495883575Z","fair_low":0.0097376212,"fair":0.0318331632,"fair_high":0.0676803004,"hurdle":0.092,"surplus":-0.0601668368,"surplus_low":-0.0822623788,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLU","occ":"XLU260918C00046000","S":43.08,"K":46.0,"T":0.0383561644,"sigma":0.1392471179,"iv":0.2302,"greeks":{"delta":0.0555,"gamma":0.0651,"rho":0.0007,"theta":-0.009,"vega":0.0084},"bid":0.03,"ask":0.05,"bs":87,"as":757,"quote_time":"2026-09-04T19:59:59.539318208Z","fair_low":0.0004467686,"fair":0.00373418,"fair_high":0.0137083936,"hurdle":0.062,"surplus":-0.05826582,"surplus_low":-0.0615532314,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261016P00045000","S":58.1,"K":45.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3837,"greeks":{"delta":-0.0165,"gamma":0.0056,"rho":-0.0011,"theta":-0.0037,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":71,"as":69,"quote_time":"2026-09-04T19:59:59.00327059Z","fair_low":0.0,"fair":1e-10,"fair_high":4.54e-08,"hurdle":0.117,"surplus":-0.1169999999,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLI","occ":"XLI260911P00167000","S":175.27,"K":167.0,"T":0.0191780822,"sigma":0.1382586892,"iv":0.2503,"greeks":{"delta":-0.0306,"gamma":0.015,"rho":-0.0006,"theta":-0.0391,"vega":0.0127},"bid":0.03,"ask":0.08,"bs":69,"as":14,"quote_time":"2026-09-04T19:59:59.614901589Z","fair_low":0.0004568755,"fair":0.0052632977,"fair_high":0.022699887,"hurdle":0.107,"surplus":-0.1017367023,"surplus_low":-0.1065431245,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLI","occ":"XLI260925P00130000","S":175.27,"K":130.0,"T":0.0575342466,"sigma":0.1382586892,"iv":0.5476,"greeks":{"delta":-0.0057,"gamma":0.0008,"rho":-0.0005,"theta":-0.0094,"vega":0.0063},"bid":0.01,"ask":0.07,"bs":25,"as":1,"quote_time":"2026-09-04T19:59:58.644541626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260911C00060500","S":58.1,"K":60.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.215,"greeks":{"delta":0.0384,"gamma":0.0638,"rho":0.0002,"theta":-0.0139,"vega":0.0051},"bid":0.01,"ask":0.03,"bs":514,"as":853,"quote_time":"2026-09-04T19:59:58.674327263Z","fair_low":0.0004407091,"fair":0.0035677211,"fair_high":0.0124759614,"hurdle":0.042,"surplus":-0.0384322789,"surplus_low":-0.0415592909,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016C00071000","S":58.1,"K":71.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2927,"greeks":{"delta":0.0224,"gamma":0.0096,"rho":0.0013,"theta":-0.0039,"vega":0.0101},"bid":0.03,"ask":0.06,"bs":40,"as":73,"quote_time":"2026-09-04T19:59:59.003476571Z","fair_low":6e-10,"fair":6.898e-07,"fair_high":3.41144e-05,"hurdle":0.077,"surplus":-0.0769993102,"surplus_low":-0.0769999994,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00052000","S":58.1,"K":52.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.3703,"greeks":{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0125,"vega":0.0068},"bid":0.01,"ask":0.08,"bs":51,"as":64,"quote_time":"2026-09-04T19:59:58.700413519Z","fair_low":1e-10,"fair":1.61e-07,"fair_high":9.777e-06,"hurdle":0.117,"surplus":-0.116999839,"surplus_low":-0.1169999999,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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