Notes

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":"SMCI","occ":"SMCI260911P00029500","S":39.59,"K":29.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":46,"as":1,"quote_time":"2026-09-04T19:59:59.941814045Z","fair_low":0.0004676908,"fair":0.0057075868,"fair_high":0.0251874236,"hurdle":0.047,"surplus":-0.0412924132,"surplus_low":-0.0465323092,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918C00090000","S":39.59,"K":90.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":14,"quote_time":"2026-09-04T19:59:58.678967872Z","fair_low":0.0,"fair":2.164e-07,"fair_high":2.24763e-05,"hurdle":0.047,"surplus":-0.0469997836,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260911C00049500","S":39.59,"K":49.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":55,"as":181,"quote_time":"2026-09-04T19:59:59.768926316Z","fair_low":0.0093941348,"fair":0.0473660485,"fair_high":0.1304020491,"hurdle":0.097,"surplus":-0.0496339515,"surplus_low":-0.0876058652,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI261002P00025000","S":39.59,"K":25.0,"T":0.0767123288,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":28,"as":16,"quote_time":"2026-09-04T19:59:59.339724034Z","fair_low":0.009796681,"fair":0.0548303315,"fair_high":0.1566902691,"hurdle":0.072,"surplus":-0.0171696685,"surplus_low":-0.062203319,"fullrisk":6.2,"required_bid_target":0.155}] 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":"SMCI","occ":"SMCI260911P00030000","S":39.59,"K":30.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":154,"quote_time":"2026-09-04T19:59:59.594807132Z","fair_low":0.0009509216,"fair":0.0091413844,"fair_high":0.035892433,"hurdle":0.027,"surplus":-0.0178586156,"surplus_low":-0.0260490784,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918C00060000","S":39.59,"K":60.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":41,"as":166,"quote_time":"2026-09-04T19:59:59.939798354Z","fair_low":0.0010254458,"fair":0.0121534708,"fair_high":0.0528203641,"hurdle":0.077,"surplus":-0.0648465292,"surplus_low":-0.0759745542,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260918C00080000","S":39.59,"K":80.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":10,"quote_time":"2026-09-04T19:59:58.678962152Z","fair_low":2.09e-08,"fair":1.0071e-05,"fair_high":0.0003381239,"hurdle":0.057,"surplus":-0.056989929,"surplus_low":-0.0569999791,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260925P00026000","S":39.59,"K":26.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":13,"as":1,"quote_time":"2026-09-04T19:59:59.95687416Z","fair_low":0.0055153436,"fair":0.035282299,"fair_high":0.1109599061,"hurdle":0.102,"surplus":-0.066717701,"surplus_low":-0.0964846564,"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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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"EWJ","entry":1.5,"period":"training","return":17.715227967635506,"drawdown":10.110974106041915,"win_rate":72.72727272727273,"sample":11,"avg_win_pct":2.3889247912988893,"avg_loss_pct":0.8098238830089257,"open_positions":0},{"symbol":"EWJ","entry":1.5,"period":"holdout","return":2.739769756375688,"drawdown":8.341845420497119,"win_rate":66.66666666666666,"sample":3,"avg_win_pct":2.0375558843681945,"avg_loss_pct":1.3191969319150945,"open_positions":0},{"symbol":"EWJ","entry":2,"period":"training","return":33.39823977676606,"drawdown":3.2017752417181855,"win_rate":100,"sample":6,"avg_win_pct":4.996414489656648,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2,"period":"holdout","return":6.608426482187724,"drawdown":6.082102570066262,"win_rate":100,"sample":3,"avg_win_pct":2.1578714283491793,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2.5,"period":"training","return":33.18577222185779,"drawdown":3.2017752417181855,"win_rate":100,"sample":5,"avg_win_pct":5.969590361143103,"avg_loss_pct":0,"open_positions":0},{"symbol":"EWJ","entry":2.5,"period":"holdout","return":0,"drawdown":0,"win_rate":0,"sample":0,"avg_win_pct":0,"avg_loss_pct":0,"open_positions":0}] 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 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"SLV","occ":"SLV261016P00040000","S":59.82,"K":40.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.558,"greeks":{"delta":-0.0102,"gamma":0.0025,"rho":-0.0007,"theta":-0.0037,"vega":0.0053},"bid":0.03,"ask":0.05,"bs":1653,"as":723,"quote_time":"2026-09-04T19:59:59.779248145Z","fair_low":6.21574e-05,"fair":0.0017764591,"fair_high":0.0120926303,"hurdle":0.062,"surplus":-0.0602235409,"surplus_low":-0.0619378426,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261009P00030000","S":59.82,"K":30.0,"T":0.095890411,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":269,"quote_time":"2026-09-04T19:59:59.696875256Z","fair_low":0.0,"fair":2.2e-09,"fair_high":7.53e-07,"hurdle":0.042,"surplus":-0.0419999978,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV261016C00105000","S":59.82,"K":105.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7361,"greeks":{"delta":0.0139,"gamma":0.0025,"rho":0.0008,"theta":-0.0066,"vega":0.0069},"bid":0.05,"ask":0.08,"bs":706,"as":557,"quote_time":"2026-09-04T19:59:59.816589449Z","fair_low":6.63e-08,"fair":2.25039e-05,"fair_high":0.0006128376,"hurdle":0.097,"surplus":-0.0969774961,"surplus_low":-0.0969999337,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00036000","S":59.82,"K":36.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7166,"greeks":{"delta":-0.0107,"gamma":0.002,"rho":-0.0007,"theta":-0.005,"vega":0.0055},"bid":0.04,"ask":0.07,"bs":59,"as":52,"quote_time":"2026-09-04T19:59:57.060235373Z","fair_low":4.292e-07,"fair":6.60409e-05,"fair_high":0.0011475814,"hurdle":0.087,"surplus":-0.0869339591,"surplus_low":-0.0869995708,"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

yCQS/WyinEjtKJct+yDu4TCkAsPEdq+pnsC5K9oCvRQXxxCwKQslubpK6QqX9PTvDtOvaOSwF6CWwMQPaR20Ql8y8SDbSKNRKWNs273RB1El7848g5jkWNKCCXxFbQpkN2PgTxt+3JftZ4wNEVPnlrx4pVvLw2DE+orjpx1oqbOxgjx4CqYBEGH1H3Gvn4sMe/LrwvaYILw7L9fsWwKemqpo6ySUm0phSnkvudBVDvPWQ7Ptzf9Tb/CKMz62OsgjYFsDJ6NYyv2WKLEiDQq12fm8hS342ojqcREd1KTmny7zUAvyE1NkQrFy97jTbD/tnMeJbDxpzeCuth5tMHPZRMgUSo9dAbbecPm0psKaWBP5/eyTJUmXKsvAi78ZzluYUqZrVnPAv3B9w82qTFwLzgf+mBKijPX/ym/afmfIrKlOeyPZCDpjN3M2qPwrevFWwe+8ozJy69EgR5vkspigAlKYxA3ruD5WnuTnVJ725hMRo7gAAL4JgQHSNaTwdtmoJulRAPaB3quhZpy5ut3261r3cEmWh+m7UDnT6+T9dvOX0xa/AHkfASNurxHNINlPa2z2lhFdpeZDi2IGdDmw/87MMrJ/cbQaUHEG/DJsI9EoHC2dCNcE4X88C5NprfYYiALjcFI3usqYAaRSqE4GXED1qmn9wy8Zibjna/OBgiHaTQyFHFaGv5C5ebRRZHmq0p7wadYiAjE03OoGqeWTztAxRsWV+bbRsSZMoxHhKc4mvEkiM9p2VV3JtDOnd9I247jZyPkdd4QN947EcvUcS1UaxDPE/byA6+zYJyYDlWmN+TDkUERXOfpkyQom5OHsUofGOAZ9Ty9QhDNriZRd2LpPVG0N5JyMcQlYXZS3ASdH6+5M5vHBT7LxssM9Wy8DjLpO1MGy/LnxMxOeckVwxRn+MFZLGQLxWpmziUB36PBywLzZG8Q1IdFHawrpZl/bGHgs9WZvuOsTt6AMqeF2KgW97MVca4l3WCjROsnXM6SCeXbRw/UktSo1wVsTdqibiEJeyOJxC4ZFssrh7OSb+ipdqoML7bYqjZ13HaVwNu0ebx3Ei/O6motCDOwd1r8itqp1ENZxnGV6ApGKAJmc/GIMUwf508UZjrDXOwB6AXW6y3zOE9l5EqapwlNy5+IkEb71zOAymE/zzYkAZ80P9fhndy8O9jLl/Afunrmrz3juVig1tVw97AEPNxHnF4CUS4PGxs/eClP7z7/LDRO4YxLtPlTn4rF3x+wWW/Ol9iWN+jO8fRnuinS+X0YFxfEaS5gOf0hpl1AwUNB51zltRpIhICsNeYDnHR9jb1FTL50mcfeaZ++65ttqIMrv14iRNWVA8UIj4LFhQFKrYqsT9DNf9UET3LaNGO/4hELOanSFcUyoPsmae4BPX1+wQ6XwadlOhEl0m/xhCCAhg8pAjSH4FcRqPH11o8zmLr/BvmFP4QNvljBkc2UO+mXOIaRIvPOEwy18qNkzQ7phmsR/JV6zVOqxfq5fyJXWLCKp3R3TZLiIo4FdJwF5pXSabJqhEFksti0Yqru7DIJ15Xvfy9jUxM1AGOOn04QkEK4K/07oJUGvT7mNXHtpVXzOeNvFUAENjLE6ZBvrt9LK/fxXRRWtsU/PSgpUR++eeM4zLDTG1xIVwwB0fkwHE4CyEiM8A0FjQlTveZRVmOH2j/8iY2cp8w5HGhpFRhIw5OOIFG5Qwzd+lEVW/YJ+YvVN7XQ3ykD411URfptemE73RUBsiDtt5N13zUikAO3D7Vg/RvyNtgCUpycSf0p84an1CG3Zj0Nzc3BUPUS5ruKo8debCQVtBs57zSASoY7lxdwdXzYGPdnejLMvWlwiGBloNQi6/VAuPK35yeG4OukqpG8AZCXZcxBU9LeKK7o/ICRvacIe8W+oPPEpLLFVneo1NNUFTMsRuWkrgpZ5e0yCihLsfM+63e7UNLyunRkuSR6pzbPdPFbYx/tGqMS2eI021j8JpcYjDv QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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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":"SLV","occ":"SLV261016P00030000","S":59.82,"K":30.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:55.081432289Z","fair_low":0.0,"fair":4.82e-08,"fair_high":6.879e-06,"hurdle":0.047,"surplus":-0.0469999518,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV261016P00041000","S":59.82,"K":41.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.552,"greeks":{"delta":-0.0137,"gamma":0.0032,"rho":-0.0009,"theta":-0.0048,"vega":0.0068},"bid":0.03,"ask":0.08,"bs":52,"as":760,"quote_time":"2026-09-04T19:59:59.552970945Z","fair_low":0.0001750944,"fair":0.0034704328,"fair_high":0.0200799373,"hurdle":0.107,"surplus":-0.1035295672,"surplus_low":-0.1068249056,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00031000","S":59.82,"K":31.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":646,"as":260,"quote_time":"2026-09-04T19:59:59.514850107Z","fair_low":1e-10,"fair":2.1e-07,"fair_high":1.91072e-05,"hurdle":0.062,"surplus":-0.06199979,"surplus_low":-0.0619999999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261002P00035000","S":59.82,"K":35.0,"T":0.0767123288,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":343,"as":989,"quote_time":"2026-09-04T19:59:59.69707546Z","fair_low":1e-10,"fair":1.944e-07,"fair_high":1.74113e-05,"hurdle":0.042,"surplus":-0.0419998056,"surplus_low":-0.0419999999,"fullrisk":3.2,"required_bid_target":0.08}] 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 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"RIOT","entry":1.5,"period":"training","return":40.084661442145084,"drawdown":35.634066838044745,"win_rate":83.33333333333334,"sample":12,"avg_win_pct":8.27865483067583,"avg_loss_pct":19.73955343800729,"open_positions":1},{"symbol":"RIOT","entry":1.5,"period":"holdout","return":96.63843125865226,"drawdown":23.728751638578338,"win_rate":83.33333333333334,"sample":6,"avg_win_pct":15.1888413402613,"avg_loss_pct":2.573865258355935,"open_positions":0},{"symbol":"RIOT","entry":2,"period":"training","return":9.786890637173586,"drawdown":26.61662817551964,"win_rate":60,"sample":5,"avg_win_pct":9.256150016928215,"avg_loss_pct":8.160748479508054,"open_positions":0},{"symbol":"RIOT","entry":2,"period":"holdout","return":69.52496458272182,"drawdown":23.728751638578327,"win_rate":75,"sample":4,"avg_win_pct":20.321761026773665,"avg_loss_pct":2.5738652583559407,"open_positions":0},{"symbol":"RIOT","entry":2.5,"period":"training","return":0.9891608221640468,"drawdown":22.96519494661847,"win_rate":50,"sample":2,"avg_win_pct":9.690240029029288,"avg_loss_pct":7.932308983892061,"open_positions":0},{"symbol":"RIOT","entry":2.5,"period":"holdout","return":60.93161189923008,"drawdown":20.157411456055975,"win_rate":100,"sample":3,"avg_win_pct":17.74605005907829,"avg_loss_pct":0,"open_positions":0}] 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 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"SLV","occ":"SLV261009P00035000","S":59.82,"K":35.0,"T":0.095890411,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":2,"as":113,"quote_time":"2026-09-04T19:59:55.019598446Z","fair_low":5.2e-09,"fair":3.5941e-06,"fair_high":0.0001362906,"hurdle":0.077,"surplus":-0.0769964059,"surplus_low":-0.0769999948,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV261016P00035000","S":59.82,"K":35.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7422,"greeks":{"delta":-0.0095,"gamma":0.0017,"rho":-0.0007,"theta":-0.0047,"vega":0.005},"bid":0.04,"ask":0.06,"bs":52,"as":61,"quote_time":"2026-09-04T19:59:47.331041632Z","fair_low":9.89e-08,"fair":2.51682e-05,"fair_high":0.0005553172,"hurdle":0.072,"surplus":-0.0719748318,"surplus_low":-0.0719999011,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV261002C00100000","S":59.82,"K":100.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.8035,"greeks":{"delta":0.01,"gamma":0.0021,"rho":0.0004,"theta":-0.0068,"vega":0.0042},"bid":0.03,"ask":0.05,"bs":10,"as":655,"quote_time":"2026-09-04T19:59:59.536588757Z","fair_low":9e-10,"fair":1.4022e-06,"fair_high":7.81218e-05,"hurdle":0.062,"surplus":-0.0619985978,"surplus_low":-0.0619999991,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261016P00033000","S":59.82,"K":33.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":95,"as":46,"quote_time":"2026-09-04T19:59:59.602911734Z","fair_low":3.4e-09,"fair":2.7416e-06,"fair_high":0.0001185074,"hurdle":0.062,"surplus":-0.0619972584,"surplus_low":-0.0619999966,"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

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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":"SLV","occ":"SLV261002P00040000","S":59.82,"K":40.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.7061,"greeks":{"delta":-0.0112,"gamma":0.0027,"rho":-0.0005,"theta":-0.0064,"vega":0.0046},"bid":0.01,"ask":0.08,"bs":83,"as":286,"quote_time":"2026-09-04T19:59:59.042149455Z","fair_low":8.211e-07,"fair":9.73154e-05,"fair_high":0.0013940011,"hurdle":0.117,"surplus":-0.1169026846,"surplus_low":-0.1169991789,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00034000","S":59.82,"K":34.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.7556,"greeks":{"delta":-0.0076,"gamma":0.0014,"rho":-0.0005,"theta":-0.0039,"vega":0.0041},"bid":0.03,"ask":0.05,"bs":712,"as":114,"quote_time":"2026-09-04T19:59:58.074511412Z","fair_low":1.98e-08,"fair":8.6369e-06,"fair_high":0.0002628234,"hurdle":0.062,"surplus":-0.0619913631,"surplus_low":-0.0619999802,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV261016P00037000","S":59.82,"K":37.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.6295,"greeks":{"delta":-0.007,"gamma":0.0016,"rho":-0.0005,"theta":-0.003,"vega":0.0038},"bid":0.01,"ask":0.05,"bs":563,"as":845,"quote_time":"2026-09-04T19:59:59.530402105Z","fair_low":1.7702e-06,"fair":0.0001665091,"fair_high":0.0022134541,"hurdle":0.072,"surplus":-0.0718334909,"surplus_low":-0.0719982298,"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 computation. Long-stock only; z=(close-MA20)/sampleSD20; yesterdayz<-entry,nextopenentry,yesterdayz>=0,nextopenexit;fee.0005perside+slippage.001perside;training2024-25,2026holdout,parameterneighborsnotselected. [{"symbol":"PATH","entry":1.5,"period":"training","return":-40.7866872495944,"drawdown":47.504275883796275,"win_rate":44.44444444444444,"sample":9,"avg_win_pct":6.685560474265831,"avg_loss_pct":13.588303668933987,"open_positions":0},{"symbol":"PATH","entry":1.5,"period":"holdout","return":-9.860140980082873,"drawdown":36.060426528815725,"win_rate":50,"sample":4,"avg_win_pct":11.014117219323904,"avg_loss_pct":13.49872384271977,"open_positions":0},{"symbol":"PATH","entry":2,"period":"training","return":-12.79632211992383,"drawdown":27.00145312234259,"win_rate":28.57142857142857,"sample":7,"avg_win_pct":9.833839276649694,"avg_loss_pct":6.087356561324218,"open_positions":0},{"symbol":"PATH","entry":2,"period":"holdout","return":-10.077163443412928,"drawdown":34.389438943894405,"win_rate":66.66666666666666,"sample":3,"avg_win_pct":8.6612661633446,"avg_loss_pct":23.8453325759647,"open_positions":0},{"symbol":"PATH","entry":2.5,"period":"training","return":-12.7528603343466,"drawdown":24.738422363655545,"win_rate":40,"sample":5,"avg_win_pct":2.239298352383739,"avg_loss_pct":5.567481434328563,"open_positions":0},{"symbol":"PATH","entry":2.5,"period":"holdout","return":15.75391167925411,"drawdown":0,"win_rate":100,"sample":1,"avg_win_pct":15.761788635093746,"avg_loss_pct":0,"open_positions":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

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":"SLV","occ":"SLV261016P00032000","S":59.82,"K":32.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":52,"as":52,"quote_time":"2026-09-04T19:59:55.055827656Z","fair_low":5e-10,"fair":8.208e-07,"fair_high":4.79315e-05,"hurdle":0.042,"surplus":-0.0419991792,"surplus_low":-0.0419999995,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV261002P00045000","S":59.82,"K":45.0,"T":0.0767123288,"sigma":0.3892471821,"iv":0.5579,"greeks":{"delta":-0.0207,"gamma":0.0057,"rho":-0.0009,"theta":-0.0086,"vega":0.0078},"bid":0.06,"ask":0.08,"bs":65,"as":275,"quote_time":"2026-09-04T19:59:57.078843271Z","fair_low":0.0004715009,"fair":0.0064410936,"fair_high":0.0304060343,"hurdle":0.092,"surplus":-0.0855589064,"surplus_low":-0.0915284991,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016P00038000","S":59.82,"K":38.0,"T":0.1150684932,"sigma":0.3892471821,"iv":0.6306,"greeks":{"delta":-0.0101,"gamma":0.0022,"rho":-0.0007,"theta":-0.0042,"vega":0.0052},"bid":0.01,"ask":0.08,"bs":73,"as":55,"quote_time":"2026-09-04T19:59:59.530352359Z","fair_low":6.5405e-06,"fair":0.0003867755,"fair_high":0.0040509306,"hurdle":0.117,"surplus":-0.1166132245,"surplus_low":-0.1169934595,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV261016C00115000","S":59.82,"K":115.0,"T":0.1150684932,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1223,"as":152,"quote_time":"2026-09-04T19:59:57.089443529Z","fair_low":3e-10,"fair":6.584e-07,"fair_high":5.25533e-05,"hurdle":0.047,"surplus":-0.0469993416,"surplus_low":-0.0469999997,"fullrisk":4.2,"required_bid_target":0.105}] 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":"SLV","occ":"SLV260914C00075000","S":59.82,"K":75.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7951,"greeks":{"delta":0.0232,"gamma":0.0083,"rho":0.0003,"theta":-0.0259,"vega":0.0045},"bid":0.04,"ask":0.07,"bs":70,"as":82,"quote_time":"2026-09-04T19:59:58.120901956Z","fair_low":3.7096e-06,"fair":0.0002409363,"fair_high":0.0026216301,"hurdle":0.087,"surplus":-0.0867590637,"surplus_low":-0.0869962904,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00053500","S":59.82,"K":53.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5116,"greeks":{"delta":-0.017,"gamma":0.0132,"rho":-0.0001,"theta":-0.0168,"vega":0.0026},"bid":0.01,"ask":0.03,"bs":907,"as":203,"quote_time":"2026-09-04T19:59:55.810880894Z","fair_low":0.003429526,"fair":0.0204378188,"fair_high":0.0606740921,"hurdle":0.042,"surplus":-0.0215621812,"surplus_low":-0.038570474,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930C00101000","S":59.82,"K":101.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":453,"as":57,"quote_time":"2026-09-04T19:59:57.38293261Z","fair_low":1e-10,"fair":3.011e-07,"fair_high":2.69224e-05,"hurdle":0.047,"surplus":-0.0469996989,"surplus_low":-0.0469999999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260930P00036000","S":59.82,"K":36.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":938,"quote_time":"2026-09-04T19:59:59.614197753Z","fair_low":1e-10,"fair":3.164e-07,"fair_high":2.36059e-05,"hurdle":0.077,"surplus":-0.0769996836,"surplus_low":-0.0769999999,"fullrisk":6.2,"required_bid_target":0.155}] 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":"SLV","occ":"SLV260911P00054500","S":59.82,"K":54.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5546,"greeks":{"delta":-0.0505,"gamma":0.0299,"rho":-0.0003,"theta":-0.0448,"vega":0.0065},"bid":0.07,"ask":0.08,"bs":942,"as":224,"quote_time":"2026-09-04T19:59:57.079544182Z","fair_low":0.0127135519,"fair":0.050557862,"fair_high":0.120398354,"hurdle":0.087,"surplus":-0.036442138,"surplus_low":-0.0742864481,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00086000","S":59.82,"K":86.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":32,"as":260,"quote_time":"2026-09-04T19:59:59.692724069Z","fair_low":6e-10,"fair":9.049e-07,"fair_high":5.03989e-05,"hurdle":0.067,"surplus":-0.0669990951,"surplus_low":-0.0669999994,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260914P00047000","S":59.82,"K":47.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.8174,"greeks":{"delta":-0.0141,"gamma":0.0053,"rho":-0.0002,"theta":-0.0173,"vega":0.003},"bid":0.03,"ask":0.04,"bs":10,"as":23,"quote_time":"2026-09-04T19:59:59.486973935Z","fair_low":5.425e-07,"fair":6.34724e-05,"fair_high":0.0009113912,"hurdle":0.047,"surplus":-0.0469365276,"surplus_low":-0.0469994575,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

HR1Tt8XONccyoamCRY7dwHGTE4TZpuQvx6M0rGZesJs+LJ57FMb3FgW3WNsPnPyV9TPRAPuq1SDZcTEkxGMzQvJYtizSt1a+lS1KJIzryI4RJhjt/GJuIK1qwgkS0b3nD1rDJoURZayl86uJv8aoWKsoZ6+Y93ozd6DR6OkvJKgOq1KScMmO5dnv9jBV6sdKjlD5TKa7fi5OewYXLaiQmLPPamzlPrz13JxL+FjWPI5I0DiKaRwRO5rzNDiQsdSMkl+SEaK8CiGZ2+0XV/Mj+J/AH4Y7bLRPBl0YkMkB4rjdZlAhWcvYWObhd/IoqNtCnL19ydDvameuT03yydzTrnCujZJYz/qHfRMPETqgvgEuXgsoo0bPFDa/eRmkXWf/f6LZ7nNTRVKWrpCD6oFKWFSgeRKuQHg49lGkEMa8gc1BTPeyrw4OzH6tpGiGuYlGVo+UyCRqXEcunAp13afsNijZaE4cXsx8Z98RX3Iqxibwih+i1q6GUxhPKcrFX3zUxgd6vPFCzs5K/mRUrHa0UGFiYsaNzbqfroCIFViID2JsJ2l5Zn/Bl/kKkdiAFp9fo6bY8z0vShooIGIkh10su4BdV/+GiAlJ57MN3IobsiWhOeod6Z0TL9lSqLrPfPfAheknSy8xRIJsn3xW7K986Jl44kNOW4tCHCmZj6iwU3bOUoQqowt+7p8KovQhpvfyF5WRsaNx41GBOiMFQH/eH+6F3yRm+9ydV3VLETPjq6vBC1jSljJ9ieE6867NmAfDZb1oNDX8KoK8S1jpT4RWPnoNqR63WxN3UDo1BZRNL17oHkDITc6YH3LqRHK8CvBtpMsdbWQFH1W1RFaRxTWR82WELfzFIz8tXH+0WLxCyVutgewzACVoglUVBm8ei82PDk78ldteHhKATiIjsTxa1OGqO5WzyVHxif0C/YkPXh89vgPw4/XKk7prOsVx/u7q4VDklDAK3nlset9Yq6yeuXpS9G87LbiESKgv2nWjYMB6i5/poNG0Xrd6VYN5eYjXp1G+rxCN2aVBzo1mIOsGwS8ISF+WRdNFx7jngHwFZGQINrhzlOQVtX2nB+41Oy2RI0ts6c9yXtUmJlKOQl6d1JPwm0oAcoQ15RIU7xdCngP1BGMZLXKrsSEc8W8qiTSprnzF2NivazHavkYAaKABBLH1h8UI+fsW3AAaRI5kzc2/0E039OGHjL8hHwUxz2qfzfsLcUvTCDg9OtoNjVTMCvQ0eNPK4I50GZCLYt1y4vp9H5fRO/DJKKsvLuxckQKFS2asbNhZSxWhHOZEOdRwtT3lAOyMQmnjWEJWg1m4SHPnHY7JfiL+q6+3X9XXQn8vAzxtGhagI9rYDAB8GwsKEij0j7rPGrpsLTdWduOQb/FKTf1jB0pVIuO6L4wzLwzOoQxAlNqtM//uTHGubYR4HaOOu42wl4YlGvDQ1yUdA4KbR/NAXd6IhCCRaU1DksGDGFdS7+XjYnNLwLYJWhLDBwzZ91tuuemJ7u62aJJwTFq4lhdheHa64vxmXGWr4OnMQ9VsAEz1KNHZmeZ9Myl8aqSIaLv+tGsT2nwz66X9CIvcpogXkFzOCk3jOvf66gz43ji70Ln/FdrUQGe1OMbiJ6giLoHy2bBzoeMYFvGZgameM9aGRi/fwUEuabjUxPcJMf8Wg9ZLVsoAgPoElJ8sWvKgBjnAsPfouFOi472jOpvIePa665pQim3G57qsZs6LOl9nQxQgxqrHAhrPaz4/fiB0HCD2ArQaD7BSjo48xcVT3ixkO7TrBH16hNAzIL6QmlIftqEGwUZNR7V00YDQSt2ANP7/kM9nn5Es+qbk9MSdBE5/q2aXMvkFXBrQ9MBZGM11gi5NLvqSlR9/KuqQpnYDXjQI9KOmVeJJ17UDuE4hdaoT/yobe3dDU3flD0nlLOu7Arx+xPs0nOBwCHY4nI3pKXKZwq+HKVRM64imzkR9VSRNbOdDAyBFq3CE7GQXGZiqS3 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code