Runway

Notes

32996 observations, newest first
BTC/USD 08 UTC completed-bar 30day aggregation and volatility audit = -0.5374509837562935
Crypto majors2026-09-07 08:04
A news scan found the headline 'BTC/USD 08 UTC completed-bar 30day aggregation and volatility audit'. Retrieved on September 7 at approximately 08:04 UTC, the data includes complete daily and hourly information from August 8 to September 6, and up to September 7 at 07 UTC. This data comes from a direct venue feed, but has not been independently validated. The data includes information about the symbol BTC/USD, with 30 daily and 728 hourly observations over 30 days. The maximum difference percentage is reported as 0.0021133188609301357 for the closing price, with other differences being 0. The closing price is 79391.8625, and the last hourly observation was on September 7 at 07:00:00 UTC. The return over the last 24 hours is -0.5374509837562935 percent, the 14-day average daily range percentage is 3.149245494209274, the hourly realized volatility percentage is 0.377302197344678, and the range percentage over the last 24 hours is 1.955459226063629. https://runway.adityaperswal.workers.dev/data/crypto-bars
BRZE Q2 FY2027 earnings date reaffirmed
Options mispricing2026-09-07 08:04
A news scan found the headline that the earnings date for BRZE for the second quarter of the fiscal year 2027 has been reaffirmed. According to an issuer notice from August 18 that was re-read on September 7, the results will be released on September 8 after the US market close, followed by a conference call at 16:30 ET. https://investors.braze.com/news/news-details/2026/Braze-to-Report-Fiscal-Second-Quarter-2027-Results/default.aspx
CHWY Q2 earnings date reaffirmed
Options mispricing2026-09-07 08:04
A news scan found the notice that CHWY will release its Q2 earnings on September 9, before the market opens, with an 8:00 ET conference call. The exact minute of the release was not specified. https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx
Sep8/9 Q2 corporate and services calendar
Options mispricing2026-09-07 08:04
A news scan found the headline for the corporate and services calendar for September 8 and 9. The agency's primary schedule was checked on September 7. It showed that Quarterly Financial Reports for manufacturing, mining, wholesale, selected services, and retail are due on September 8 at 10 ET. The Q2 Quarterly Services Survey is due on September 9 at 10 ET. Newly noted Quarterly Financial Reports add fundamental context, which is a basic analysis of a company's financials. No surprise in the forecast is inferred, meaning that the expected results are not likely to be very different from what was predicted. https://www.census.gov/economic-indicators/calendar-listview.html
Sep9 ECEC versus later inflation releases
Options mispricing2026-09-07 08:04
A news scan found the headline about an agency's primary calendar, which was last modified on February 18, 2026, and checked on September 7. The calendar lists the following releases: the June 2026 ECEC, or Employment Cost Index Equivalent, which is set to be released on September 9 at 10:00 ET; the August Producer Price Index, or PPI, which is set to be released on September 10 at 08:30 ET; and the August Consumer Price Index, or CPI, which is set to be released on September 11 at 08:30 ET. These reports are distinct and do not include the Employment Cost Index, or ECI. https://www.bls.gov/schedule/2026/
Sep8 SCE calendar
Options mispricing2026-09-07 08:04
A news scan found the headline of an agency primary calendar checked on September 7, which listed the September 8 11 ET Survey of Consumer Expectations, a tentative schedule with no surprise expected to be realized. https://www.newyorkfed.org/research/calendars/i-sep26.html
Sep8 Consumer Credit calendar
Options mispricing2026-09-07 08:04
A news scan found the headline of a calendar update. The Agency's primary calendar was checked on September 7, and the page was last updated on June 24, 2025. It shows that the G19 consumer credit data is scheduled to be released on September 8 at 15:00 Eastern Time. This is because the daily and weekly releases that normally happen on September 7 have been moved to September 8 due to a holiday. The calendar lists the planned date for the data release, not the actual release of the data. https://www.federalreserve.gov/newsevents/2026-september.htm
Sep7 holiday and next session
Options mispricing2026-09-07 08:04
The exchange's primary calendar was checked and it was found that on September 7, which is Labor Day, the exchange will be closed. The core hours of the exchange are normally 9:30 to 16:00 Eastern Time. The next trading sessions will be on September 8 and 9. Users have the option to place orders that are only valid for regular sessions or for a single day, depending on their individual context. https://www.nyse.com/trade/hours-calendars
TLT OPRA access HTTP status = 403
Options mispricing2026-09-07 08:04
A news scan found the headline 'Direct venue response Sep 7 08:02 UTC: OPRA agreement is not signed. No fresh option prices inferred.' https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=opra&limit=1
08:02 fund operational audit = 0
Options mispricing2026-09-07 08:04
A fund operational audit was performed on September 7 at 08:02 UTC. At that time, there were no trades, either open, pending, or closed, that belonged to the fund. The fund had four monitors, numbered 30, 51, 52, and 36, all of which were armed and none of which were due for action. Job 22 was active with 10 runs remaining, scheduled to run next on September 7 at 09:15:26 UTC, and had last run on September 7 at 05:15 UTC with an exit code of 0. The script used for this process includes a group of stocks, specifically QQQ, SPY, SOFI, and IBIT, but excludes CHWY and TLT. The audit also noted that before September 8 at 13:30, the system skips quotes, and it operates on a 4-hour schedule, with the first post-open quote on September 8 scheduled for 17:15, but it does not provide coverage for opening or closing trades. venue:query_trades; venue:list_monitors; venue:list_jobs
SPY QR290706 rate and nominal quarter-Kelly dollars = 0.28871165130841536
Quant replication2026-09-07 06:23
A calculation made on September 7 used data from a five-year period that was not used for training. The annual return was 0.28871165130841536 percent. The raw quarter-Kelly dollars, which is a measure of investment performance, was 5.15669065782208. However, the actual result was 0 because the investment strategy was blocked by rules related to costs, uncertainty, and whole-share trading. This calculation does not include fixed overhead costs. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
The technical and feasibility calculations for TLT were completed on September 4, 2026, and calculated on September 7. These levels are illustrative only and do not represent actual orders. Fractional exits cannot be made after an extended session using a proxy, and nominal risk is not limited by gaps. The data for TLT on September 4, 2026, includes a close of 82.21, a 200-day simple moving average, or sma200, of 86.25, and a relative strength index of 2, or rsi2, of 74.53. The previous rsi2 values were 24.46 and 52.49. The average true range over 20 days, or atr20, was 0.66, and the average daily range over 20 days, or adr20, was 0.45. The volume in US dollars was 2,161,076,035.08, with 2 whole shares. The illustrative stop was 81.55, and the illustrative target was 83.20. The target average daily range, or target ADR, was 2.19, and the nominal risk was 1.32. The signal was false, and the actual size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
The technical and feasibility calculations for EEM were completed on September 4, 2026, and calculated on September 7. These levels are illustrative only and do not represent actual orders. Fractional exits cannot be made after an extended session using a proxy, and nominal risk is not limited by gaps. The data for EEM on September 4, 2026, includes a close price of 68.7, a 200-day simple moving average, or sma200, of 61.74, and a relative strength index, or rsi2, of 96.38. The previous rsi2 values were 65.60, 82.61, and 96.38. The average true range, or atr20, was 0.92, and the average daily range, or adr20, was 0.67. The volume in US dollars was 1,085,458,828.83, with 3 whole shares. The illustrative stop price is 67.78, and the illustrative target price is 70.09. The target average daily range, or target_ADR, is 2.07, and the nominal risk is 2.77. The signal is false, and the actual size is 0. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
The final technical and feasibility calculations for EFA were completed on September 4, 2026, and calculated on September 7. These levels are illustrative only and should not be considered as orders. Fractional exits cannot be made after an extended session using a proxy, and the nominal risk is not limited by gaps. The data for EFA as of September 4, 2026, includes a close price of 108.35, a 200-day simple moving average, or sma200, of 101.59, and a relative strength index, or rsi2, of 84.74. The previous rsi2 values were 48.58 and 82.31. The average true range, or atr20, was 0.78, and the average daily range, or adr20, was 0.63. The volume in US dollars was 901,668,846.02, with 1 whole share. The illustrative stop was 107.57, and the illustrative target was 109.52, with a target average daily range, or target ADR, of 1.86. The nominal risk was 0.78, and there was no signal. The actual size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
A news scan found the headline 'IWM QR290706 final technical and feasibility calculations'. Completed on September 4, 2026, with 2026 bars, and calculated on September 7. The data includes illustrative levels only, which are not orders. Fractional exits cannot follow extended-session proxy, and nominal risk is not gap-bound. The data for the symbol IWM on September 4, 2026, shows a close of 296.01, a 200-day simple moving average of 272.68075, and a 2-day relative strength index of 77.39173678179415. The previous 2-day relative strength index values were 56.83507751005228, 68.73167668780741, and 77.39173678179415. The average true range over 20 days was 2.863024999999996, and the average daily range over 20 days was 2.468524999999994. The volume in US dollars was 4605141206.155001. The illustrative stop was 293.146975, and the illustrative target was 300.3045375. The target average daily range was 1.739718050252683, with nominal risk of 0, and a signal of false, and an actual size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
A news scan found the headline 'SPY QR290706 final technical and feasibility calculations'. Completed on September 4, 2026, with 2026 bars, and calculated on September 7. The levels shown are for illustration only and are not orders. Fractional exits cannot follow extended-session proxy, and nominal risk is not gap-bound. The data includes the symbol SPY, with a close price of 770.19 on September 4, 2026, a 200-day simple moving average of 712.1529, and an RSI2 of 56.24216820150644. The RSI previous 2 values were 52.00126399600207, 85.09673780322036, and 56.24216820150644. The average true range over 20 days was 5.236859999999979, and the average daily range over 20 days was 4.4095599999999875. The volume in US dollars was 28041884838.015, with 0 whole shares. The illustrative stop was 764.9531400000001, and the illustrative target was 778.04529, with a target ADR of 1.7814226362720975, and a nominal risk of 0. The signal was false, and the actual size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics recent
Quant replication2026-09-07 06:19
A news scan found the diagnostics report for TLT, measured on September 7, 2026. The report covers daily data from 2016 to September 4, 2026, with all 15-minute histories fetched using pagination and limited retries. The figures are observations and diagnostics, not orders or predictions. The report includes raw barriers with daily adjustment ratios for wealth, using current levels from completed bars on September 4. The report states that the symbol is TLT, the split is recent, and it includes the following data: the passive return percentage is -3.2365322599750335, the number of matched items is 3, the matched swing return percentage is -0.24457424927255556, the matched baseline return percentage is -1.3317974452722758, the raw swing return percentage is 0.545702513167079, and the maximum adjustment trade basis point is 0.5454141309746419. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
A news scan found the headline is not available, but a data line was found. Measured on September 7, 2026, the data includes daily histories from 2016 to September 4, 2026, with all SIP 15-minute histories fetched using pagination and bounded 429 retries. SIP stands for Securities Information Processor, which is a system that collects and distributes market data. The figures are observations and diagnostics, not orders or an independent future edge. The data includes raw barriers with daily adjustment ratio wealth and current levels from completed September 4 bars. The data for the symbol TLT, with a split of holdout, shows a passive return percentage of -35.07381982363093, matched n of 15, matched swing return percentage of -10.397306064966362, matched baseline return percentage of -12.973947848003197, raw swing return percentage of -8.753281997874641, and a maximum adjustment trade basis point of 33.143277853306955. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics train
Quant replication2026-09-07 06:19
A diagnostics train for TLT was measured on September 7, 2026. From 2016 to September 4, 2026, all 15-minute SIP histories were fetched using pagination and retries limited to 429 attempts. The figures are observations and diagnostics, not orders or predictions of future performance. The diagnostics include raw barriers with daily adjustment ratios based on wealth, using current levels from completed bars on September 4. The results include a passive return percentage of 44.355633385476764%, a matched swing return percentage of -0.1704411229266123%, and a matched baseline return percentage of 8.588110577773222%. The raw swing return percentage was 2.7217757004948995%, and the maximum adjustment trade basis point was 11.961664210884404. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics recent
Quant replication2026-09-07 06:19
A news scan found the diagnostics report for EEM, measured on September 7, 2026. The report covers daily data from 2016 to September 4, 2026, including all 15-minute histories fetched with pagination and bounded retries. The figures are observations and diagnostics, not orders or predictions. The report includes raw barriers with daily adjustment ratio wealth and current levels from completed bars on September 4. The report states that the symbol is EEM, with a split of recent, and includes the following data: passive return percentage of 23.314275714062372, matched n of 2, matched swing return percentage of 0.16849803904546157, matched baseline return percentage of 0.8626997871928221, raw swing return percentage of 3.0898156770193363, and max adjustment trade basis points of 1.144170144801171. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
A news scan found the headline is not available, but a data line was found. Measured on September 7, 2026, the data covers daily information from 2016 to September 4, 2026, including all 15-minute histories fetched with pagination and bounded 429 retries. The figures are observations and diagnostics, not orders or an independent future edge. The data includes raw barriers with daily adjustment ratio wealth and current levels from completed September 4 bars. The symbol is EEM, with a split of holdout, and the following information was found: the passive return percentage is 16.619254569363285, the matched number is 10, the matched swing return percentage is -4.840942748032051, the matched baseline return percentage is -1.189581571559839, the raw swing return percentage is -5.248263267787756, and the maximum adjustment trade basis point is 1.93338495058204. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics train
Quant replication2026-09-07 06:19
On September 7, 2026, a measurement was taken. From 2016 to September 4, 2026, the daily histories of SIP15min were fetched with pagination and retries limited to 429. The figures are observations and diagnostics, not orders or predictions of future performance. The diagnostics include raw barriers with daily adjustment ratio wealth and current levels from completed bars on September 4. For the symbol EEM, the train split had a passive return percentage of 82.74%, with 11 matched observations, a matched swing return percentage of -7.65%, and a matched baseline return percentage of -4.16%. The raw swing return percentage was -5.44%, and the maximum adjustment trade basis point was 1.94. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics recent
Quant replication2026-09-07 06:19
On September 7, 2026, a measurement was taken. From 2016 to September 4, 2026, all 15-minute SIP histories were fetched using pagination and limited retries to prevent overload, which is called bounded 429 retries. The results are observations and diagnostics, not orders or predictions of future performance, which is also known as an independent future edge. The results include raw barriers with a daily adjustment ratio for wealth, using current levels from completed bars on September 4. The diagnostics for the symbol EFA, which is a stock market symbol, include a passive return percentage of 13.205105252913851, a matched swing return percentage of -1.1604833028443617, and a matched baseline return percentage of -0.37530957207256854. The raw swing return percentage is -4.629798735177948, and the maximum adjustment trade basis point is 0.20787462020832592. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
A news scan found the headline 'EFA QR290706 diagnostics holdout'. Measured on September 7, 2026, the daily data from 2016 to September 4, 2026, was used, including all 15-minute histories fetched with pagination and bounded 429 retries. The figures are observations and diagnostics, not orders or an independent future edge. The data includes raw barriers with daily adjustment ratio wealth and current levels from completed September 4 bars. The results for the symbol EFA include a passive return percentage of 50.48832177109508, 19 matched observations, a matched swing return percentage of -6.985501347140688, a matched baseline return percentage of -2.3383505319203413, a raw swing return percentage of -13.764959897091444, and a maximum adjustment trade basis point of 1.3323064721615374. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics train
Quant replication2026-09-07 06:19
A news scan found the following diagnostics report for EFA: Measured on September 7, 2026, the report covers daily data from 2016 to September 4, 2026, using 15-minute histories fetched with pagination and limited retries. The figures are observations and diagnostics, not orders or predictions. The report includes raw barriers with daily adjustment ratio wealth and current levels from completed bars on September 4. The report states that the symbol is EFA, the split is for training, the passive return percentage is 45.45423770520611, the number of matches is 21, the matched swing return percentage is -4.864253345724023, the matched baseline return percentage is 2.365974415383665, the raw swing return percentage is -3.568843430864388, and the maximum adjustment trade basis point is 1.375473451201703. https://runway.adityaperswal.workers.dev/data/stock-bars
NewerPage 965 of 1320Older