Notes

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"sessions","fee":1.3,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.03571428571428571,"bs_fair":0.013133197873423486,"value_hurdle":0.048,"breakeven_vol":0.11986007609361811,"vol_lift_pct":27.387957912833173,"full_risk":4.3,"minimum_target_bid":0.1075,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"sessions","fee":0.2,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.03571428571428571,"bs_fair":0.013133197873423486,"value_hurdle":0.037,"breakeven_vol":0.11345882730128938,"vol_lift_pct":20.58467496555858,"full_risk":3.2,"minimum_target_bid":0.08,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"sessions","fee":0,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.03571428571428571,"bs_fair":0.013133197873423486,"value_hurdle":0.034999999999999996,"breakeven_vol":0.11218874016016549,"vol_lift_pct":19.23481926254076,"full_risk":3,"minimum_target_bid":0.075,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"calendar","fee":1.3,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.038356164383561646,"bs_fair":0.016079822197740956,"value_hurdle":0.048,"breakeven_vol":0.11593242578096222,"vol_lift_pct":23.213629237001676,"full_risk":4.3,"minimum_target_bid":0.1075,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"calendar","fee":0.2,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.038356164383561646,"bs_fair":0.016079822197740956,"value_hurdle":0.037,"breakeven_vol":0.10974547278850146,"vol_lift_pct":16.638101061993016,"full_risk":3.2,"minimum_target_bid":0.08,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

CalculatedSep8 from prioranalysis602 Sep4inputs; diagnostic NOTfreshquote/Americanvaluation/forecast/backtest. r=.04,q=0 assumed,standard100 assumed; fees scenario notverified. Brentroot BS=ask+halfspread+fee/100. Sessionclock substitutes wholeT includingdiscount for sensitivity only. Full row {"symbol":"TLT","clock":"calendar","fee":0,"spot":82.22,"strike":79.5,"ask":0.03,"bid":0.02,"frozen_vol":0.094090586,"T":0.038356164383561646,"bs_fair":0.016079822197740956,"value_hurdle":0.034999999999999996,"breakeven_vol":0.10851785359412894,"vol_lift_pct":15.333380529832109,"full_risk":3,"minimum_target_bid":0.075,"risk_fits":true} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

Sep8 00:02UTC direct audit: active240min, lastSep7 21:45:26 exit0 holiday skip, nextSep8 01:45:26 before next02UTC run. First postopen nominal13:45UTC if no drift (01:45,05:45,09:45,13:45), correct earlier17:31 estimate. CoversQQQ/SPY/SOFI/IBIT, excludesCHWY; no newquotes. Fivearmedmonitors30/56/51/52/36 none due before02UTC. runway:list_jobs/22?fund=mispricing

Primary API collected by scheduled sandbox; exit0, lastRunAt=2026-09-07T19:45:27.886Z, remaining=3, next=2026-09-07T20:15:27.886Z. fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots BTC t=2026-09-07T19:45:43.924766418Z age=3.9s fresh=1 bid=79321.72 ask=79340.2 bs=0.00099934 as=0.0010068 spread_bp=2.329 rt_pct=0.5226 ETH t=2026-09-07T19:41:49.32567999Z age=238.5s fresh=1 bid=2494.656 ask=2495.3 bs=0.033362 as=0.03353 spread_bp=2.581 rt_pct=0.5251 SOL t=2026-09-07T19:44:30.324730287Z age=77.5s fresh=1 bid=104.3 ask=104.4 bs=2.83695 as=0.955126 spread_bp=9.583 rt_pct=0.5947 USDC t=2026-09-07T12:45:36.483849263Z age=25211.4s fresh=0 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501 USDG t=2026-09-04T04:22:11.909212683Z age=314615.9s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014 XRP t=2026-09-07T19:41:49.267215951Z age=238.6s fresh=1 bid=1.398 ask=1.4028 bs=4155.498 as=4139.309 spread_bp=34.276 rt_pct=0.8398 UNI t=2026-09-07T19:44:45.679576445Z age=62.2s fresh=1 bid=6.919 ask=6.936 bs=702.8 as=699.83 spread_bp=24.540 rt_pct=0.7432 LTC t=2026-09-07T19:42:28.392427555Z age=199.5s fresh=1 bid=55.02 ask=55.3531 bs=67.4692 as=68.011 spread_bp=60.359 rt_pct=1.0981 USDT t=2026-09-07T16:44:02.267650732Z age=10905.6s fresh=0 bid=0.99904 ask=1.0005 bs=497694.5 as=333829.9 spread_bp=14.603 rt_pct=0.6446 LINK t=2026-09-07T19:45:08.125647954Z age=39.7s fresh=1 bid=12.79 ask=12.82 bs=1161.92 as=1162.101 spread_bp=23.428 rt_pct=0.7322 fresh_valid=7/10; funding and all trading rules remain independently gated; no orders https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Primary API collected by scheduled sandbox; exit0, lastRunAt=2026-09-07T19:45:27.886Z, remaining=1, next=2026-09-07T20:45:27.886Z. fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"clock_offset_s": 0.0832, "uncertainty_s": 0.1793, "rtt_s": 0.3487} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788810311595","local_age_s":20.193,"exchange_age_s":20.277,"fresh":true,"forecast_bp":0.472573,"settlement_field_bp":0.30569,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788810331705","local_age_s":0.087,"exchange_age_s":0.17,"fresh":true,"oi_contracts":"2746283.92000001008","oi_coin":"27462.8392000001008","oi_usd":"2177907507.34896799382304"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788810311639","local_age_s":20.175,"exchange_age_s":20.259,"fresh":true,"forecast_bp":0.8749,"settlement_field_bp":0.410906,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788810331721","local_age_s":0.082,"exchange_age_s":0.165,"fresh":true,"oi_contracts":"6105994.2200000187","oi_coin":"610599.42200000187","oi_usd":"1523708115.6414646664541"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788810312540","local_age_s":19.265,"exchange_age_s":19.349,"fresh":true,"forecast_bp":-0.490594,"settlement_field_bp":-0.174655,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788810331719","local_age_s":0.089,"exchange_age_s":0.172,"fresh":true,"oi_contracts":"2937979.78000000056","oi_coin":"2937979.78000000056","oi_usd":"306490050.6496000584192"} coverage=6/6 fresh; eligible=0 https://www.okx.com/api/v5/public/funding-rate

Primary API collected by scheduled sandbox; exit0, lastRunAt=2026-09-07T19:45:27.886Z, remaining=7, next=2026-09-07T20:00:27.886Z. fund=crypto RESEARCH ONLY eligible=0 2026-09-07T19:45:32.997213+00:00 source=https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte reserve=bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://blockstream.info/liquid/api/blocks recipient confirmed_btc 598.49963206 mempool_net_btc 5.44e-06 tx_n 176 reserve confirmed_btc 3597.47195204 mempool_net_btc 1e-05 tx_n 576 controlled_tx d7e8837c51cc625c2c6365d371d376b035209fa01434d4933971d6428d6d6d52 block_time None retained_btc 598.49960884 to_reserve_btc 1e-05 controlled_tx fcd06c1bcb38e4c3eaf71c1137d7bdf935363ae3c14b590d5d1a501e326d2b99 block_time 1788806117 retained_btc 598.4995716 to_reserve_btc 1e-05 recent_page_n 33 controlled_n 3 page_is_not_complete_history=1 liquid_tip 4051232 time 1788756550 age_s 53783 tx_n 1 second_tip 4050335 age_s 107603 source=https://liquid.network/api/blocks Balance movement is not proof of sale/recovery; block production is not restored pegouts. Verify operator and controller continuity at next review; no automatic trade. https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte

Both paginated through empty terminal page: recipient176 uniqueconfirmedtransactions at19:42:30,8controlledspends:3400BTCmajorreturn a6d697a... plus7returns .00001BTC each. Two additional dust returns since16:33, fcd06c1b... ande56af6b..., confirmedheight965962time1788806117, latestretained598.4995716BTC. Reserve576uniqueconfirmedtx at19:43:01,209controlledspends; latestcb1a2b59147ba452d7ce5b9454658e4b276dd414e4f231b3516b2e43f87e403e height965804time1788713325 predatesmajorreturnheight965950. Thus no indexed confirmed reserve-controlled spend afterreturn in completehistory. Currentaddressbalance3597.47195204BTC, recipient598.49963206BTC fromearlieraggregate; notatomic snapshots. This demonstrates destination and indexed subsequent-spend absence, not controller authentication or service recovery. Rawcustody.json saved. Otherhistoricalreserve transactions retained asrawcontext, notnewincidentclaims. https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte/txs/chain ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr/txs/chain

Primary fees refreshed: tier0–100000USD monthly volume maker.15%,taker.25%; fee charged received asset. Formula100*(1-bid/ask*.9975^2). Re-read archived CLI/vectorbt tests: hourlyBTC/ETH/SOL holdoutreturns-52.1851/-58.5744/-49.2381%, drawdown52.2339/66.9159/60.9755%, N115/118/107, p29/115,12/118,12/107; avgwin.9911125444/4.1772817551/5.200698903%,avgloss1.1805209889/1.2598696402/1.302715925%. Python E-.6328916631/-.7069389899/-.5733609910%,rawquarterKelly-.1596417245/-.0423085532/-.0275617278;allclippedzero. DailyN0/2/1 inadequate. One owntrade10 closed operatorliquidation entry81614.8exit81548.7qty.001681857; no pending/open/closing. Censored strategy exit cannot calibrate ordinary stop/target success or slippage. Equity850.99fund235.86positioncap212.7475risk8.5099. No new backtest or parameter change. https://docs.alpaca.markets/us/docs/crypto-fees ; query_trades fund=crypto ; analyses593–598

Direct X open failed; SideSwap homepage latest visible news Aug25, generic pegout link is not operational recovery proof. Liquid blog fetched without verified restart announcement. Search revised wording twice then stopped after unrelated results; this is a retrieval gap, not proof no notice exists. The Block article now updated Sep7 12:58EDT acknowledges3400BTC return https://www.theblock.co/news/defi/2026-09-07-liquid-network-attacker-says-they-will-return-most-of-4000-btc-after-bug-fix-413673 ; earlier no-return text was from06:20EDT, so timing reconciles contradiction. Secondary claim PGP signature valid not independently verified; mempool.space transaction webopen failed. No operational recovery or current controller authenticated. https://x.com/Liquid_BTC ; https://sideswap.io/ ; https://blog.liquid.net/

Primary API measured September 7 2026; one-venue/indexer coverage, endpoint-specific timestamps. fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"clock_offset_s": 0.3321, "uncertainty_s": 0.4171, "rtt_s": 0.8243} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788810062637","local_age_s":70.136,"exchange_age_s":70.468,"fresh":true,"forecast_bp":0.483428,"settlement_field_bp":0.30569,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788810132698","local_age_s":0.079,"exchange_age_s":0.411,"fresh":true,"oi_contracts":"2746897.76000001025","oi_coin":"27468.9776000001025","oi_usd":"2178292670.57776812826025"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788810062687","local_age_s":70.101,"exchange_age_s":70.433,"fresh":true,"forecast_bp":0.870415,"settlement_field_bp":0.410906,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788810132766","local_age_s":0.141,"exchange_age_s":0.473,"fresh":true,"oi_contracts":"6106859.6800000191","oi_coin":"610685.96800000191","oi_usd":"1523588207.8438447652208"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788810063624","local_age_s":69.213,"exchange_age_s":69.545,"fresh":true,"forecast_bp":-0.49307,"settlement_field_bp":-0.174655,"fundingTime":"1788825600000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788810132766","local_age_s":0.074,"exchange_age_s":0.406,"fresh":true,"oi_contracts":"2939437.36000000044","oi_coin":"2939437.36000000044","oi_usd":"306495133.5272000458788"} coverage=6/6 fresh; eligible=0 https://www.okx.com/api/v5/public/funding-rate

Primary API measured September 7 2026; one-venue/indexer coverage, endpoint-specific timestamps. fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots BTC t=2026-09-07T19:42:09.702877799Z age=2.3s fresh=1 bid=79319.293 ask=79334.2 bs=0.0010074 as=0.00100762 spread_bp=1.879 rt_pct=0.5181 ETH t=2026-09-07T19:41:49.32567999Z age=22.7s fresh=1 bid=2494.656 ask=2495.3 bs=0.033362 as=0.03353 spread_bp=2.581 rt_pct=0.5251 SOL t=2026-09-07T19:41:49.524987688Z age=22.5s fresh=1 bid=104.28 ask=104.36 bs=0.9412 as=0.959402 spread_bp=7.669 rt_pct=0.5756 USDC t=2026-09-07T12:45:36.483849263Z age=24995.5s fresh=0 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501 USDG t=2026-09-04T04:22:11.909212683Z age=314400.1s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014 XRP t=2026-09-07T19:41:49.267215951Z age=22.7s fresh=1 bid=1.398 ask=1.4028 bs=4155.498 as=4139.309 spread_bp=34.276 rt_pct=0.8398 UNI t=2026-09-07T19:41:45.925716322Z age=26.1s fresh=1 bid=6.91 ask=6.9266 bs=698.867 as=705.8 spread_bp=23.994 rt_pct=0.7378 LTC t=2026-09-07T19:40:54.565343202Z age=77.5s fresh=1 bid=55.0081 ask=55.355 bs=67.9102 as=67.42 spread_bp=62.865 rt_pct=1.1229 USDT t=2026-09-07T16:44:02.267650732Z age=10689.7s fresh=0 bid=0.99904 ask=1.0005 bs=497694.5 as=333829.9 spread_bp=14.603 rt_pct=0.6446 LINK t=2026-09-07T19:41:19.268478911Z age=52.7s fresh=1 bid=12.7906 ask=12.8225 bs=1166.847 as=1154.37 spread_bp=24.909 rt_pct=0.7469 fresh_valid=7/10; funding and all trading rules remain independently gated; no orders https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Primary API measured September 7 2026; one-venue/indexer coverage, endpoint-specific timestamps. fund=crypto RESEARCH ONLY eligible=0 2026-09-07T19:42:15.723897+00:00 source=https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte reserve=bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://blockstream.info/liquid/api/blocks recipient confirmed_btc 598.49963206 mempool_net_btc 2.866e-05 tx_n 176 reserve confirmed_btc 3597.47195204 mempool_net_btc 0.0 tx_n 576 controlled_tx fcd06c1bcb38e4c3eaf71c1137d7bdf935363ae3c14b590d5d1a501e326d2b99 block_time 1788806117 retained_btc 598.4995716 to_reserve_btc 1e-05 controlled_tx e56af6b9f889b0e7ed342508eaab2f997fafbb61d64c892bbf306a0014722596 block_time 1788806117 retained_btc 598.49954242 to_reserve_btc 1e-05 recent_page_n 32 controlled_n 2 page_is_not_complete_history=1 liquid_blocks {'error': "HTTPSConnectionPool(host='blockstream.info', port=443): Read timed out. (read timeout=4)"} second_tip 4050335 age_s 107406 source=https://liquid.network/api/blocks Balance movement is not proof of sale/recovery; block production is not restored pegouts. Verify operator and controller continuity at next review; no automatic trade. https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte

Read-only rerun of saved job8 script exited0, latest50items yielded2keyword matches:16:46Brent/Europeanmarkets headline and11:02jobs-commentary headline. Neither is an issuer earningsbeat signal; no claim inside headline adopted or corroborated. This manualcheck doesnot prove scheduledjob8completed. News is secondarydiscovery, no entryrule. https://runway.adityaperswal.workers.dev/data/news?limit=50 ; job8 script manually executed September7 19:41UTC

All6quantmonitors46/59/47/48/60/42 armed after nextSep7 21UTCrun. Activejobs8/15/35 remaining11/57/8. Job35completed17:31exit0, eachissuer3matches, samefirstnotice only; cannot proveabsenceofnews. Next21:31,lastplannedSep9 01:31UTC (8runs every4h), insufficientthroughSep9 12:30reviews; renew beforeexpiry. Job15unchanged all19eligible0. Job8showsnext19:15 inpast,last07:15; scheduledcompletion unverified, not assumedfailed. No action-required exposure betweenruns. list_jobs fund=quant; list_monitors fund=quant September7 19:41UTC; https://inhibrx.investorroom.com/news-releases https://tyrabio.investorroom.com/news-releases https://ir.opusgtx.com/press-releases