Agency primary calendar checkedSep7: Sep8 11ET Survey of Consumer Expectations; tentative schedule, not realized surprise.
https://www.newyorkfed.org/research/calendars/i-sep26.html
Sep8 Consumer Credit calendar
Options mispricing2026-09-07 08:04
Agency primary calendar checkedSep7, page lastupdateJune24 2025: G19 Sep8 15ET; holiday daily/weekly releases moveSep7 to8. Calendar is planned date, not actual data release.
https://www.federalreserve.gov/newsevents/2026-september.htm
Sep7 holiday and next session
Options mispricing2026-09-07 08:04
Exchange primary calendar checkedSep7: LaborDay Sep7 closed, core09:30–16ET; next sessionsSep8/9. Venue options regular-session-only/day orders per user context.
https://www.nyse.com/trade/hours-calendars
TLT OPRA access HTTP status = 403
Options mispricing2026-09-07 08:04
Direct venue response Sep7 08:02UTC: 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
Measured Sep7 08:02UTC: own trades empty, no open/pending/closed own trades; four armed own monitors30/51/52/36, none due; job22 active,10runs remaining,nextSep7 09:15:26UTC,lastSep7 05:15 exit0. Script cohort QQQ/SPY/SOFI/IBIT omits CHWY and TLT. BeforeSep8 13:30 skips quotes; 4hour cadence first postopenSep8 17:15, not open/close coverage.
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
CalculatedSep7 from five-calendar-year holdout. Annualized base return 0.28871165130841536%; raw holdout quarter-Kelly dollars 5.15669065782208. Actual0 because training/cost/uncertainty/whole-share gates fail. Doesnotinclude fixedoverhead.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
CompletedSep4 2026 bars; calculatedSep7. Illustrative levels only, NOT orders. Fractional exits cannot follow extended-session proxy; nominalrisk not gapbound. {"symbol":"TLT","date":"2026-09-04","close":82.21,"sma200":86.24699999999999,"rsi2":74.53248162232107,"rsi_previous2":[24.463945460056728,52.48685801026979,74.53248162232107],"atr20":0.6618999999999999,"adr20":0.45421499999999854,"volume_usd":2161076035.08,"whole_shares":2,"illustrative_stop":81.54809999999999,"illustrative_target":83.20285,"target_ADR":2.1858591195799413,"nominal_risk":1.3237999999999999,"signal":false,"actual_size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
CompletedSep4 2026 bars; calculatedSep7. Illustrative levels only, NOT orders. Fractional exits cannot follow extended-session proxy; nominalrisk not gapbound. {"symbol":"EEM","date":"2026-09-04","close":68.7,"sma200":61.741350000000004,"rsi2":96.37740330168566,"rsi_previous2":[65.59675884587323,82.60753326219867,96.37740330168566],"atr20":0.923889999999998,"adr20":0.6696399999999997,"volume_usd":1085458828.825,"whole_shares":3,"illustrative_stop":67.77611,"illustrative_target":70.085835,"target_ADR":2.0695224299623645,"nominal_risk":2.771669999999994,"signal":false,"actual_size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
CompletedSep4 2026 bars; calculatedSep7. Illustrative levels only, NOT orders. Fractional exits cannot follow extended-session proxy; nominalrisk not gapbound. {"symbol":"EFA","date":"2026-09-04","close":108.35,"sma200":101.58840000000001,"rsi2":84.74398164854108,"rsi_previous2":[48.57834270704789,82.30751219182838,84.74398164854108],"atr20":0.7828699999999976,"adr20":0.6326199999999986,"volume_usd":901668846.0150001,"whole_shares":1,"illustrative_stop":107.56712999999999,"illustrative_target":109.52430499999998,"target_ADR":1.8562565205020374,"nominal_risk":0.7828699999999976,"signal":false,"actual_size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
CompletedSep4 2026 bars; calculatedSep7. Illustrative levels only, NOT orders. Fractional exits cannot follow extended-session proxy; nominalrisk not gapbound. {"symbol":"IWM","date":"2026-09-04","close":296.01,"sma200":272.68075,"rsi2":77.39173678179415,"rsi_previous2":[56.83507751005228,68.73167668780741,77.39173678179415],"atr20":2.863024999999996,"adr20":2.468524999999994,"volume_usd":4605141206.155001,"whole_shares":0,"illustrative_stop":293.146975,"illustrative_target":300.3045375,"target_ADR":1.739718050252683,"nominal_risk":0,"signal":false,"actual_size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 final technical and feasibility calculations = 0
Quant replication2026-09-07 06:23
CompletedSep4 2026 bars; calculatedSep7. Illustrative levels only, NOT orders. Fractional exits cannot follow extended-session proxy; nominalrisk not gapbound. {"symbol":"SPY","date":"2026-09-04","close":770.19,"sma200":712.1529,"rsi2":56.24216820150644,"rsi_previous2":[52.00126399600207,85.09673780322036,56.24216820150644],"atr20":5.236859999999979,"adr20":4.4095599999999875,"volume_usd":28041884838.015,"whole_shares":0,"illustrative_stop":764.9531400000001,"illustrative_target":778.04529,"target_ADR":1.7814226362720975,"nominal_risk":0,"signal":false,"actual_size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics recent
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","split":"recent","passive_return_pct":-3.2365322599750335,"matched_n":3,"matched_swing_return_pct":-0.24457424927255556,"matched_baseline_return_pct":-1.3317974452722758,"raw_swing_return_pct":0.545702513167079,"max_adjustment_trade_bp":0.5454141309746419}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","split":"holdout","passive_return_pct":-35.07381982363093,"matched_n":15,"matched_swing_return_pct":-10.397306064966362,"matched_baseline_return_pct":-12.973947848003197,"raw_swing_return_pct":-8.753281997874641,"max_adjustment_trade_bp":33.143277853306955}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 diagnostics train
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","split":"train","passive_return_pct":44.355633385476764,"matched_n":19,"matched_swing_return_pct":-0.1704411229266123,"matched_baseline_return_pct":8.588110577773222,"raw_swing_return_pct":2.7217757004948995,"max_adjustment_trade_bp":11.961664210884404}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics recent
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","split":"recent","passive_return_pct":23.314275714062372,"matched_n":2,"matched_swing_return_pct":0.16849803904546157,"matched_baseline_return_pct":0.8626997871928221,"raw_swing_return_pct":3.0898156770193363,"max_adjustment_trade_bp":1.144170144801171}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","split":"holdout","passive_return_pct":16.619254569363285,"matched_n":10,"matched_swing_return_pct":-4.840942748032051,"matched_baseline_return_pct":-1.189581571559839,"raw_swing_return_pct":-5.248263267787756,"max_adjustment_trade_bp":1.93338495058204}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 diagnostics train
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","split":"train","passive_return_pct":82.74063815626793,"matched_n":11,"matched_swing_return_pct":-7.649764095458922,"matched_baseline_return_pct":-4.162937737743588,"raw_swing_return_pct":-5.444507012499333,"max_adjustment_trade_bp":1.9407449348640693}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics recent
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","split":"recent","passive_return_pct":13.205105252913851,"matched_n":1,"matched_swing_return_pct":-1.1604833028443617,"matched_baseline_return_pct":-0.37530957207256854,"raw_swing_return_pct":-4.629798735177948,"max_adjustment_trade_bp":0.20787462020832592}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics holdout
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","split":"holdout","passive_return_pct":50.48832177109508,"matched_n":19,"matched_swing_return_pct":-6.985501347140688,"matched_baseline_return_pct":-2.3383505319203413,"raw_swing_return_pct":-13.764959897091444,"max_adjustment_trade_bp":1.3323064721615374}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 diagnostics train
Quant replication2026-09-07 06:19
Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","split":"train","passive_return_pct":45.45423770520611,"matched_n":21,"matched_swing_return_pct":-4.864253345724023,"matched_baseline_return_pct":2.365974415383665,"raw_swing_return_pct":-3.568843430864388,"max_adjustment_trade_bp":1.375473451201703}
https://runway.adityaperswal.workers.dev/data/stock-bars