Notes

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00750000","strike":750,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":1,"ax":"A","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:30:56.21146118Z"},"iv":null,"greeks":null,"fair":8.867242485894375e-73,"low_session_fair":0,"high_fair":1.7571271347296573e-46,"q6_fair":3.318062570203413e-73,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":3.160536349591632e-22,"posthoc_calibration_upper_net":-6.2},{"symbol":"GLD","occ":"GLD260918P00310000","strike":310,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":23,"ax":"M","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472887632Z"},"iv":0.5851,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0176,"vega":0.0067},"fair":2.1641681383075415e-13,"low_session_fair":5.111262282734865e-22,"high_fair":1.6686059434719033e-9,"q6_fair":3.3917218835914915e-13,"net":-10.19999999997836,"robust_net":-10.2,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00003801985252658474,"posthoc_calibration_upper_net":-10.19619801474734}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00284000","strike":284,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469778898Z"},"iv":0.7797,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0239,"vega":0.0068},"fair":7.822078527658072e-23,"low_session_fair":7.017867171229688e-39,"high_fair":6.206062445827583e-16,"q6_fair":1.405713361891272e-22,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.01253066775532e-8,"posthoc_calibration_upper_net":-10.699997987469333},{"symbol":"GLD","occ":"GLD260918C00650000","strike":650,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":112,"ax":"B","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.624387201Z"},"iv":null,"greeks":null,"fair":9.32780773294013e-39,"low_session_fair":2.521365020235818e-71,"high_fair":2.4820632363361143e-26,"q6_fair":4.3615516110243114e-39,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.533336647226717e-13,"posthoc_calibration_upper_net":-12.199999999974667}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00740000","strike":740,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468280993Z"},"iv":null,"greeks":null,"fair":1.5948732159838139e-68,"low_session_fair":0,"high_fair":2.7570220974820003e-44,"q6_fair":6.094045047652549e-69,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.9295913880010936e-21,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918C00840000","strike":840,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":51,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471552554Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":9.82773013074607e-71,"q6_fair":0,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.435758465822313e-31,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-74.57358092050977,"drawdown_pct":77.80655275335934,"n":189,"win_pct":23.28042328042328,"avg_win_pct":2.4755119432519397,"avg_loss_pct":1.6597116245877692,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-60.10635678268213,"drawdown_pct":63.13429208328253,"n":120,"win_pct":22.5,"avg_win_pct":2.4203030633398037,"avg_loss_pct":1.6605357443897715,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-80.58185043716529,"drawdown_pct":81.24258623257381,"n":120,"win_pct":20,"avg_win_pct":2.0787405046590512,"avg_loss_pct":2.195870541513364,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00220000","strike":220,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.469116526Z"},"iv":null,"greeks":null,"fair":1.0119041621863347e-74,"low_session_fair":0,"high_fair":7.828117020052117e-48,"q6_fair":2.7187745945213895e-74,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.138289733575323e-23,"posthoc_calibration_upper_net":-10.700000000000001},{"symbol":"GLD","occ":"GLD260918P00281000","strike":281,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":107,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.470084824Z"},"iv":null,"greeks":null,"fair":4.0253931763800555e-24,"low_session_fair":2.3408022260632554e-41,"high_fair":7.666406035057761e-17,"q6_fair":7.341894418233117e-24,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.106865308140337e-9,"posthoc_calibration_upper_net":-12.19999928931347}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-67.1747292799874,"drawdown_pct":78.45034843820777,"n":161,"win_pct":11.180124223602485,"avg_win_pct":7.640835723695691,"avg_loss_pct":1.655309117449448,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-49.238119151324845,"drawdown_pct":60.975473151711704,"n":107,"win_pct":11.214953271028037,"avg_win_pct":5.200698903131276,"avg_loss_pct":1.3027159249263265,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-73.28733409773052,"drawdown_pct":78.58304299040222,"n":107,"win_pct":7.476635514018691,"avg_win_pct":7.041230717618661,"avg_loss_pct":1.8362945172498244,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00291000","strike":291,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":39,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469654793Z"},"iv":0.7314,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0237,"vega":0.0072},"fair":7.48581873430771e-20,"low_session_fair":1.3491200282247342e-33,"high_fair":5.840824810154026e-14,"q6_fair":1.2925368753034458e-19,"net":-10.700000000000001,"robust_net":-10.700000000000001,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.9828964957772126e-7,"posthoc_calibration_upper_net":-10.699980171035042},{"symbol":"GLD","occ":"GLD260918C00615000","strike":615,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":100,"ax":"Z","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.466832523Z"},"iv":null,"greeks":null,"fair":1.2870885251677383e-29,"low_session_fair":3.175134543855163e-52,"high_fair":2.0149223814224778e-20,"q6_fair":6.579362986532046e-30,"net":-11.7,"robust_net":-11.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.5481198440779416e-10,"posthoc_calibration_upper_net":-11.6999999845188}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-77.73408374087519,"drawdown_pct":79.41986261657811,"n":243,"win_pct":22.22222222222222,"avg_win_pct":2.894024435555897,"avg_loss_pct":1.582273743360334,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-70.32419614731359,"drawdown_pct":72.80308267950197,"n":162,"win_pct":19.753086419753085,"avg_win_pct":2.198799746102939,"avg_loss_pct":1.4554778175766587,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-88.77301650362396,"drawdown_pct":89.27347371263618,"n":162,"win_pct":16.666666666666664,"avg_win_pct":1.9212382278663402,"avg_loss_pct":1.9829800656307208,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00655000","strike":655,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":316,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.465132334Z"},"iv":null,"greeks":null,"fair":4.892410142806572e-40,"low_session_fair":5.760013739110204e-75,"high_fair":3.550455346582478e-27,"q6_fair":2.2662706980904743e-40,"net":-6.2,"robust_net":-6.2,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":9.437031662785225e-14,"posthoc_calibration_upper_net":-6.199999999990563},{"symbol":"GLD","occ":"GLD260918P00334000","strike":334,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":95,"ax":"E","bp":0.05,"bs":164,"bx":"N","c":"A","t":"2026-09-04T19:59:59.470269412Z"},"iv":0.4623,"greeks":{"delta":-0.006,"gamma":0.0005,"rho":-0.0008,"theta":-0.0251,"vega":0.0121},"fair":1.5538624627052181e-7,"low_session_fair":4.646140964467259e-12,"high_fair":0.00002009719935639191,"q6_fair":2.171572693699457e-7,"net":-9.699984461375372,"robust_net":-9.699999999535384,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.005484398361195391,"posthoc_calibration_upper_net":-9.15156016388046}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-69.82129340063193,"drawdown_pct":80.89096955545693,"n":234,"win_pct":14.102564102564102,"avg_win_pct":6.1318400966913735,"avg_loss_pct":1.5376876586770443,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-61.43004578055474,"drawdown_pct":70.32906397517529,"n":167,"win_pct":13.17365269461078,"avg_win_pct":4.156516743705834,"avg_loss_pct":1.245827918846873,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-85.83943044071617,"drawdown_pct":88.41957361091285,"n":167,"win_pct":10.778443113772456,"avg_win_pct":4.393709632412245,"avg_loss_pct":1.8011857918233933,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00780000","strike":780,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468871305Z"},"iv":null,"greeks":null,"fair":2.0173778883685674e-88,"low_session_fair":0,"high_fair":8.837782754568826e-54,"q6_fair":7.094068473893171e-89,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.5420897114278815e-25,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00285000","strike":285,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":36,"ax":"T","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469637815Z"},"iv":null,"greeks":null,"fair":2.330636676803576e-22,"low_session_fair":4.376880275886137e-38,"high_fair":1.2250728280611687e-15,"q6_fair":4.161414081214542e-22,"net":-9.200000000000001,"robust_net":-9.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.831777207207352e-8,"posthoc_calibration_upper_net":-9.199997168222794}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-88.8902781550064,"drawdown_pct":89.5496491941081,"n":343,"win_pct":22.157434402332363,"avg_win_pct":2.0955222529446695,"avg_loss_pct":1.3954172329531696,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-79.23737748996233,"drawdown_pct":79.50543643009178,"n":239,"win_pct":18.410041841004183,"avg_win_pct":1.7523054299333738,"avg_loss_pct":1.1876692330231442,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-95.0512411455007,"drawdown_pct":95.03608887859741,"n":239,"win_pct":12.552301255230125,"avg_win_pct":1.8452089069113502,"avg_loss_pct":1.6889778131836473,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00289000","strike":289,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":107,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469494518Z"},"iv":0.7213,"greeks":{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.0182,"vega":0.0056},"fair":1.045053970261411e-20,"low_session_fair":4.835387692354802e-35,"high_fair":1.556745387439162e-14,"q6_fair":1.8271935736791177e-20,"net":-6.200000000000001,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.0300136004601199e-7,"posthoc_calibration_upper_net":-6.1999896998639965},{"symbol":"GLD","occ":"GLD260918C00635000","strike":635,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":107,"ax":"Z","bp":0.01,"bs":6,"bx":"X","c":" ","t":"2026-09-04T19:59:59.902951667Z"},"iv":null,"greeks":null,"fair":1.281900764424606e-34,"low_session_fair":1.9475597507435372e-62,"high_fair":1.0320319378339675e-23,"q6_fair":6.235679349756002e-35,"net":-5.7,"robust_net":-5.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.0570725304211285e-12,"posthoc_calibration_upper_net":-5.699999999594293}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-94.74187970819081,"drawdown_pct":96.13249509486575,"n":461,"win_pct":18.655097613882862,"avg_win_pct":3.1815073057107153,"avg_loss_pct":1.4748373446561989,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-80.02384552998258,"drawdown_pct":84.02002749609454,"n":303,"win_pct":15.841584158415841,"avg_win_pct":2.8855291397077947,"avg_loss_pct":1.147842749509512,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-96.75694101728565,"drawdown_pct":97.14430534618225,"n":303,"win_pct":11.221122112211221,"avg_win_pct":3.33801737965665,"avg_loss_pct":1.670301494882953,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00580000","strike":580,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":7,"ax":"D","bp":0.03,"bs":1,"bx":"A","c":" ","t":"2026-09-04T19:59:50.514024441Z"},"iv":0.7171,"greeks":{"delta":0.0027,"gamma":0.0002,"rho":0.0003,"theta":-0.0194,"vega":0.0059},"fair":8.711512214541087e-22,"low_session_fair":3.183042641965133e-37,"high_fair":3.691858477667218e-15,"q6_fair":4.874207337814404e-22,"net":-6.200000000000001,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":5.9317911410743253e-8,"posthoc_calibration_upper_net":-6.19999406820886},{"symbol":"GLD","occ":"GLD260918P00235000","strike":235,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":99,"ax":"I","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.764551157Z"},"iv":null,"greeks":null,"fair":5.309478243768331e-56,"low_session_fair":0,"high_fair":3.681148216746342e-37,"q6_fair":1.2852538840308166e-55,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.0284918988159838e-18,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.01195730403312,"drawdown_pct":76.64882876325578,"n":205,"win_pct":27.31707317073171,"avg_win_pct":1.8000384746649483,"avg_loss_pct":1.5799138559244825,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.49127786597519,"drawdown_pct":60.51247001447595,"n":120,"win_pct":27.500000000000004,"avg_win_pct":1.1943655889294764,"avg_loss_pct":1.4444665491839288,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.7957140647725,"drawdown_pct":80.28808591540073,"n":120,"win_pct":16.666666666666664,"avg_win_pct":1.2049556624379743,"avg_loss_pct":1.821957010754427,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00294000","strike":294,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":77,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},"iv":0.6791,"greeks":{"delta":-0.0024,"gamma":0.0002,"rho":-0.0003,"theta":-0.0161,"vega":0.0053},"fair":9.936892502110476e-19,"low_session_fair":1.6236596205911763e-31,"high_fair":3.5454392945815576e-13,"q6_fair":1.690685900364761e-18,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.965251518953563e-7,"posthoc_calibration_upper_net":-4.69995034748481},{"symbol":"GLD","occ":"GLD260918C00600000","strike":600,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":2,"ax":"Q","bp":0.03,"bs":5,"bx":"N","c":"B","t":"2026-09-04T19:59:05.31250979Z"},"iv":null,"greeks":null,"fair":4.1904654584224954e-26,"low_session_fair":1.7237407350834684e-45,"high_fair":3.7707836108164455e-18,"q6_fair":2.2280252478193807e-26,"net":-7.7,"robust_net":-7.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.0524759712856103e-9,"posthoc_calibration_upper_net":-7.699999794752402}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-72.90466149190284,"drawdown_pct":75.91778335672821,"n":174,"win_pct":8.045977011494253,"avg_win_pct":9.431038777419053,"avg_loss_pct":1.5333827099802955,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.574446162336734,"drawdown_pct":66.9158842741608,"n":118,"win_pct":10.16949152542373,"avg_win_pct":4.177281755083314,"avg_loss_pct":1.259869640230063,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.5927697979208,"drawdown_pct":82.7976626310336,"n":118,"win_pct":5.932203389830509,"avg_win_pct":6.425458728840372,"avg_loss_pct":1.7932126555083023,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00325000","strike":325,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":88,"ax":"E","bp":0.03,"bs":177,"bx":"N","c":"A","t":"2026-09-04T19:59:59.46820024Z"},"iv":0.4984,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.0189,"vega":0.0084},"fair":1.8958589744701463e-9,"low_session_fair":2.677096558402508e-15,"high_fair":8.852235882158499e-7,"q6_fair":2.7604429781399984e-9,"net":-7.699999810414101,"robust_net":-7.699999999999732,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0010337578559724634,"posthoc_calibration_upper_net":-7.596624214402753},{"symbol":"GLD","occ":"GLD260918C00870000","strike":870,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":14,"ax":"X","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:30:04.43581478Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.5513655056550906e-80,"q6_fair":0,"net":-4.7,"robust_net":-4.7,"instant_1_5ATR_target_bid":0,"target_net":-3.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":3.943023947595488e-34,"posthoc_calibration_upper_net":-4.7}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-81.95781210269942,"drawdown_pct":82.89656674810423,"n":285,"win_pct":25.263157894736842,"avg_win_pct":1.836780076214968,"avg_loss_pct":1.4027193987132198,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-64.62434656911621,"drawdown_pct":66.09756628148011,"n":165,"win_pct":25.454545454545453,"avg_win_pct":1.1181881561140536,"avg_loss_pct":1.215053572082983,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-86.85539117024693,"drawdown_pct":87.0990179413001,"n":165,"win_pct":15.757575757575756,"avg_win_pct":1.0291840260050176,"avg_loss_pct":1.640904697458737,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918P00313000","strike":313,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":47,"ax":"A","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469679106Z"},"iv":0.5912,"greeks":{"delta":-0.0045,"gamma":0.0003,"rho":-0.0006,"theta":-0.0246,"vega":0.0092},"fair":1.6332882234889254e-12,"low_session_fair":1.610484771547268e-20,"high_fair":6.407071077583635e-9,"q6_fair":2.5179394716163625e-12,"net":-10.19999999983667,"robust_net":-10.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00007783235482478969,"posthoc_calibration_upper_net":-10.19221676451752},{"symbol":"GLD","occ":"GLD260918P00307000","strike":307,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":9,"ax":"B","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.973575725Z"},"iv":0.6182,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0213,"vega":0.0076},"fair":2.8518286344909716e-14,"low_session_fair":1.32313602128262e-23,"high_fair":4.007984157268224e-10,"q6_fair":4.5335767359382547e-14,"net":-7.199999999997147,"robust_net":-7.199999999999999,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000017992508800988785,"posthoc_calibration_upper_net":-7.198200749119901}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative

Two closedtradesFRO/STNGbothoperatorliquidations;FRO44.49to46.182917,STNG79.76to80.36; noobservedlosses,nostop/targetexecution orquotebenchmark, cannotestimate winprobability,avgloss,slippage. Flat/noqueuepercontext. Active12/18/36/39/43. Carrier39Sep706UTC4HTTP200hashesunchanged,9runsleft,next10UTC. USDA18nowfresh04:30runbutperiodstillAug23–29predatesSep1quota; cannotmeasurequotafill. Helium36lastSep612:45has3sourcefailures,nextSep712:45; notfreshsuccess. No armedsupplyreviewbefore08UTC. query_trades fund=supply; list_jobs fund=supply; https://www.maersk.com/news ; https://www.ams.usda.gov/mnreports/lswimpe.pdf

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-76.72014919788514,"drawdown_pct":78.10843394276041,"n":247,"win_pct":13.765182186234817,"avg_win_pct":5.291845515592775,"avg_loss_pct":1.462812007719174,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.50011144161022,"drawdown_pct":66.6613469600414,"n":165,"win_pct":15.757575757575756,"avg_win_pct":3.0034918753926094,"avg_loss_pct":1.160400533652742,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-84.57979574443296,"drawdown_pct":86.64004164153638,"n":165,"win_pct":11.515151515151516,"avg_win_pct":3.397645661586015,"avg_loss_pct":1.6894999119360143,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"GLD","occ":"GLD260918C00595000","strike":595,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":272,"ax":"W","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.965009572Z"},"iv":0.7433,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0002,"theta":-0.0154,"vega":0.0045},"fair":5.330313983047157e-25,"low_session_fair":3.7589649716777206e-43,"high_fair":2.406221342353412e-17,"q6_fair":2.8704859886634404e-25,"net":-7.200000000000001,"robust_net":-7.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":4.948569871898455e-9,"posthoc_calibration_upper_net":-7.199999505143014},{"symbol":"GLD","occ":"GLD260918C00680000","strike":680,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":49,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471394454Z"},"iv":null,"greeks":null,"fair":2.11733561578169e-47,"low_session_fair":0,"high_fair":8.091630934644853e-32,"q6_fair":9.234021660168495e-48,"net":-12.2,"robust_net":-12.2,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":7.180548923524079e-16,"posthoc_calibration_upper_net":-12.199999999999926}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative