Notes

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":24,"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":-92.10713633623234,"drawdown_pct":92.36814003428118,"n":397,"win_pct":19.899244332493705,"avg_win_pct":1.9243072833348953,"avg_loss_pct":1.2597292352083316,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-73.99333367362655,"drawdown_pct":74.22237040972432,"n":235,"win_pct":17.872340425531917,"avg_win_pct":1.5174004666437562,"avg_loss_pct":1.0188793958600202,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-93.65075676926142,"drawdown_pct":93.65075676926142,"n":235,"win_pct":11.914893617021278,"avg_win_pct":1.5355553182879709,"avg_loss_pct":1.5300738336007103,"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":"GLD260918C00565000","strike":565,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":124,"ax":"E","bp":0.01,"bs":1,"bx":"N","c":"A","t":"2026-09-04T19:59:58.958318214Z"},"iv":0.6613,"greeks":{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0171,"vega":0.0057},"fair":1.0003762544846422e-18,"low_session_fair":1.3667844174567548e-31,"high_fair":4.2553658338327383e-13,"q6_fair":5.83221433497886e-19,"net":-8.7,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":6.388239554082724e-7,"posthoc_calibration_upper_net":-8.699936117604459},{"symbol":"GLD","occ":"GLD260918P00283000","strike":283,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469724388Z"},"iv":null,"greeks":null,"fair":3.0017222455287916e-23,"low_session_fair":1.0875697571042145e-39,"high_fair":2.85935606253733e-16,"q6_fair":5.413225937108066e-23,"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":1.394016779244773e-8,"posthoc_calibration_upper_net":-4.699998605983222}] 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":24,"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":-93.9483136934512,"drawdown_pct":94.15977919164057,"n":480,"win_pct":15.208333333333332,"avg_win_pct":3.5949825583676995,"avg_loss_pct":1.2917592671346152,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-81.94434519873491,"drawdown_pct":85.12806656694411,"n":318,"win_pct":13.522012578616351,"avg_win_pct":2.9700134716870323,"avg_loss_pct":1.0602523487365354,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-97.32102154669174,"drawdown_pct":97.55981074280096,"n":318,"win_pct":9.433962264150944,"avg_win_pct":3.5173939137734282,"avg_loss_pct":1.5971833872899008,"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":"GLD260918P00210000","strike":210,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.02,"as":99,"ax":"I","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.464837803Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.9938961790975532e-56,"q6_fair":0,"net":-3.2,"robust_net":-3.2,"instant_1_5ATR_target_bid":0,"target_net":-2.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":2.3666179421218248e-26,"posthoc_calibration_upper_net":-3.2},{"symbol":"GLD","occ":"GLD260918P00299000","strike":299,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":114,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.502065119Z"},"iv":0.6371,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.014,"vega":0.0049},"fair":6.788016411349436e-17,"low_session_fair":2.8698698845724106e-28,"high_fair":6.309360856278617e-12,"q6_fair":1.1242144152461673e-16,"net":-7.199999999999994,"robust_net":-7.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000002125664917175029,"posthoc_calibration_upper_net":-7.199787433508282}] 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":"BTC/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":-66.04792756089931,"drawdown_pct":69.04777020650184,"n":195,"win_pct":24.102564102564102,"avg_win_pct":1.1314467135006339,"avg_loss_pct":1.0791567296137812,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-52.1851116188622,"drawdown_pct":52.23390581422426,"n":115,"win_pct":25.217391304347824,"avg_win_pct":0.9911125443723964,"avg_loss_pct":1.1805209889270263,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-76.01739896008941,"drawdown_pct":76.01739896008952,"n":115,"win_pct":16.52173913043478,"avg_win_pct":0.7884044363718706,"avg_loss_pct":1.6317236889566762,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"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":"GLD260918C00575000","strike":575,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":258,"ax":"E","bp":0.03,"bs":4,"bx":"T","c":"A","t":"2026-09-04T19:59:59.986917768Z"},"iv":0.7094,"greeks":{"delta":0.0031,"gamma":0.0002,"rho":0.0004,"theta":-0.0214,"vega":0.0066},"fair":9.685102289204899e-21,"low_session_fair":3.3625314844412933e-35,"high_fair":1.7520534402772473e-14,"q6_fair":5.493609320252357e-21,"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":1.31634140895462e-7,"posthoc_calibration_upper_net":-7.699986836585911},{"symbol":"GLD","occ":"GLD260918C00810000","strike":810,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":49,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471523729Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":8.957015412176916e-62,"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":4.747264480663925e-28,"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":"BTC/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":-74.88408449508479,"drawdown_pct":78.33637476330551,"n":184,"win_pct":9.239130434782608,"avg_win_pct":3.323246526414312,"avg_loss_pct":1.1492831529288503,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-37.620687900885216,"drawdown_pct":50.08721081040868,"n":96,"win_pct":13.541666666666666,"avg_win_pct":3.290467233558477,"avg_loss_pct":1.04957191042016,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-64.93418839622511,"drawdown_pct":71.0875997440215,"n":96,"win_pct":10.416666666666668,"avg_win_pct":3.532762424140995,"avg_loss_pct":1.5956520638275093,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} 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":"GLD260918C00620000","strike":620,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":72,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471983515Z"},"iv":null,"greeks":null,"fair":7.286161341114755e-31,"low_session_fair":1.4351833675498853e-54,"high_fair":2.9730459698991933e-21,"q6_fair":3.674934941691407e-31,"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":6.373674340483106e-11,"posthoc_calibration_upper_net":-10.699999993626326},{"symbol":"GLD","occ":"GLD260918P00265000","strike":265,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.01,"as":1,"ax":"X","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:58.209301873Z"},"iv":null,"greeks":null,"fair":1.4681328019754434e-32,"low_session_fair":1.1228953432268137e-57,"high_fair":2.0950355322176343e-22,"q6_fair":2.9354557268535884e-32,"net":-1.7,"robust_net":-1.7,"instant_1_5ATR_target_bid":0,"target_net":-1.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":1.3410934314901953e-11,"posthoc_calibration_upper_net":-1.6999999986589067}] 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":"BTC/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":-71.76178435492147,"drawdown_pct":73.57883417814406,"n":234,"win_pct":22.22222222222222,"avg_win_pct":1.2903045792692054,"avg_loss_pct":1.0533287189338172,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-71.4279749770682,"drawdown_pct":71.45713219186179,"n":177,"win_pct":19.2090395480226,"avg_win_pct":0.8267344314001729,"avg_loss_pct":1.0658244407470188,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-90.12096254566936,"drawdown_pct":90.12096254566936,"n":177,"win_pct":9.03954802259887,"avg_win_pct":0.8603071822850444,"avg_loss_pct":1.5158143864426261,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} 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":"GLD260918P00309000","strike":309,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":25,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.472860756Z"},"iv":0.6115,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.023,"vega":0.0083},"fair":1.156047542242598e-13,"low_session_fair":1.5463405852545818e-22,"high_fair":1.037044599548945e-9,"q6_fair":1.8177510784492656e-13,"net":-8.69999999998844,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000029337625546242356,"posthoc_calibration_upper_net":-8.697066237445375},{"symbol":"GLD","occ":"GLD260918P00324000","strike":324,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":41,"ax":"A","bp":0.01,"bs":40,"bx":"T","c":"A","t":"2026-09-04T19:59:59.468225638Z"},"iv":0.4837,"greeks":{"delta":-0.0029,"gamma":0.0003,"rho":-0.0004,"theta":-0.0135,"vega":0.0062},"fair":1.0636999045189265e-9,"low_session_fair":1.0641369854245657e-15,"high_fair":6.065928314208602e-7,"q6_fair":1.5556448510083827e-9,"net":-7.19999989363001,"robust_net":-7.199999999999894,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0008413243741517562,"posthoc_calibration_upper_net":-7.115867562584826}] 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":"BTC/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":-82.18456787281478,"drawdown_pct":83.4018058388565,"n":246,"win_pct":9.34959349593496,"avg_win_pct":3.4689364924171455,"avg_loss_pct":1.1142949290557056,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-66.03921622895899,"drawdown_pct":69.38287674734225,"n":173,"win_pct":13.294797687861271,"avg_win_pct":2.5916619669154035,"avg_loss_pct":1.0947500796718816,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-87.97252369274095,"drawdown_pct":88.33000976056134,"n":173,"win_pct":9.826589595375722,"avg_win_pct":2.7917687126826323,"avg_loss_pct":1.6391399803071416,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} 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":"GLD260918C00700000","strike":700,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":110,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.470379903Z"},"iv":null,"greeks":null,"fair":4.8233091604135123e-54,"low_session_fair":0,"high_fair":9.36182162634182e-36,"q6_fair":2.0045398294497379e-54,"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":1.2889822629283226e-17,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00311000","strike":311,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":27,"ax":"M","bp":0.04,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.921094729Z"},"iv":0.5985,"greeks":{"delta":-0.0041,"gamma":0.0003,"rho":-0.0005,"theta":-0.0229,"vega":0.0085},"fair":4.499755105200793e-13,"low_session_fair":1.6517350715603224e-21,"high_fair":2.556310939350404e-9,"q6_fair":7.010136301258667e-13,"net":-8.699999999955002,"robust_net":-8.7,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00004815954730600883,"posthoc_calibration_upper_net":-8.695184045269398}] 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":"BTC/USD","timeframe":"1Hour","window":24,"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":-88.35753713173564,"drawdown_pct":89.01994591903437,"n":379,"win_pct":16.358839050131927,"avg_win_pct":1.2020159133682857,"avg_loss_pct":0.9078302341503922,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-79.00473794573534,"drawdown_pct":79.00473794573531,"n":239,"win_pct":15.899581589958158,"avg_win_pct":0.8686074624177528,"avg_loss_pct":0.9361626535740121,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-94.99579164706462,"drawdown_pct":94.99579164706464,"n":239,"win_pct":7.949790794979079,"avg_win_pct":0.843244644627886,"avg_loss_pct":1.4287588803360367,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} 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":"GLD260918P00317000","strike":317,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":28,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.473316549Z"},"iv":0.548,"greeks":{"delta":-0.0037,"gamma":0.0003,"rho":-0.0005,"theta":-0.0192,"vega":0.0078},"fair":1.9278585663833768e-11,"low_session_fair":1.1486669656796707e-18,"high_fair":3.7523654221926756e-8,"q6_fair":2.9154916060157923e-11,"net":-11.699999998072142,"robust_net":-11.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00019172388645411688,"posthoc_calibration_upper_net":-11.680827611354587},{"symbol":"GLD","occ":"GLD260918C00710000","strike":710,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":70,"ax":"E","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.474239789Z"},"iv":null,"greeks":null,"fair":2.4234371541810423e-57,"low_session_fair":0,"high_fair":6.712646609108523e-38,"q6_fair":9.862232104951079e-58,"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":1.6579616194843472e-18,"posthoc_calibration_upper_net":-6.2}] 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":"BTC/USD","timeframe":"1Hour","window":24,"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":-95.62181401684037,"drawdown_pct":95.89537689226508,"n":495,"win_pct":12.727272727272727,"avg_win_pct":1.845332454830416,"avg_loss_pct":0.9846577762327356,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-82.89270879132414,"drawdown_pct":84.61370611190809,"n":309,"win_pct":13.915857605177994,"avg_win_pct":2.10329843339074,"avg_loss_pct":0.9888304910513636,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-97.32089697260743,"drawdown_pct":97.32367554509942,"n":309,"win_pct":9.385113268608414,"avg_win_pct":2.382605280815946,"avg_loss_pct":1.524462205911887,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} 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":"GLD260918P00318000","strike":318,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":25,"ax":"M","bp":0.05,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.471839696Z"},"iv":0.564,"greeks":{"delta":-0.005,"gamma":0.0004,"rho":-0.0006,"theta":-0.026,"vega":0.0102},"fair":3.663854098082199e-11,"low_session_fair":3.128510055829483e-18,"high_fair":5.551081267463553e-8,"q6_fair":5.5165752305493134e-11,"net":-9.699999996336146,"robust_net":-9.7,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00024111610793767577,"posthoc_calibration_upper_net":-9.675888389206232},{"symbol":"GLD","occ":"GLD260918P00293000","strike":293,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":87,"ax":"E","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},"iv":0.703,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0004,"theta":-0.0199,"vega":0.0063},"fair":4.005781260462787e-19,"low_session_fair":3.3760667135369577e-32,"high_fair":1.9989889307098133e-13,"q6_fair":6.844665253100652e-19,"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":3.659817109937767e-7,"posthoc_calibration_upper_net":-11.699963401828901}] 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":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-14.152136702871122,"drawdown_pct":30.700941590224474,"n":7,"win_pct":42.857142857142854,"avg_win_pct":5.341287020373827,"avg_loss_pct":7.323961241691427,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":10.156988229433829,"drawdown_pct":0.2641862256420935,"n":1,"win_pct":100,"avg_win_pct":10.18238070000741,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":9.498017117897943,"drawdown_pct":0.5639184797605279,"n":1,"win_pct":100,"avg_win_pct":9.545507203487432,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} 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":"GLD260918C00820000","strike":820,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":51,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.471236869Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":2.1789253627444355e-64,"q6_fair":0,"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":4.9429370736104863e-29,"posthoc_calibration_upper_net":-10.700000000000001},{"symbol":"GLD","occ":"GLD260918P00245000","strike":245,"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":"2026-09-04T13:35:10.013562993Z"},"iv":null,"greeks":null,"fair":1.1505102631325817e-46,"low_session_fair":0,"high_fair":1.79563728414236e-31,"q6_fair":2.602300378855891e-46,"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":7.326078063737045e-16,"posthoc_calibration_upper_net":-6.1999999999999265}] 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":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-0.5460856269006218,"drawdown_pct":28.374602519078596,"n":5,"win_pct":40,"avg_win_pct":6.460802495383756,"avg_loss_pct":4.235571481114971,"quarter_kelly":0.001663032940382711,"buyhold_pct":-10.40127824079402},"test":{"return_pct":29.53035414752314,"drawdown_pct":8.41502519468621,"n":2,"win_pct":50,"avg_win_pct":33.24932822590179,"avg_loss_pct":2.7372879789393343,"quarter_kelly":0.1147092357763527,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":27.985260076011,"drawdown_pct":8.415025194686198,"n":2,"win_pct":50,"avg_win_pct":32.531645182518666,"avg_loss_pct":3.328900498886843,"quarter_kelly":0.11220899112152928,"buyhold_pct":-22.646310432569972}} 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":"GLD260918C00880000","strike":880,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":1000,"ax":"W","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:35:10.030272713Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":1.307042554933806e-84,"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":3.3071423581103983e-35,"posthoc_calibration_upper_net":-4.7},{"symbol":"GLD","occ":"GLD260918C00645000","strike":645,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":176,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.470886957Z"},"iv":null,"greeks":null,"fair":2.6099716735848933e-37,"low_session_fair":2.5070690908893895e-68,"high_fair":2.0148339394070372e-25,"q6_fair":1.2369810956902992e-37,"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":6.263830058759543e-13,"posthoc_calibration_upper_net":-6.199999999937362}] 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":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-9.724226444103223,"drawdown_pct":30.857496443126152,"n":4,"win_pct":75,"avg_win_pct":4.17028742552645,"avg_loss_pct":20.15482586675412,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":7.235153334892129,"drawdown_pct":2.7899038814380384,"n":3,"win_pct":33.33333333333333,"avg_win_pct":10.182380700007416,"avg_loss_pct":1.33822856455473,"quarter_kelly":0.06142901638982201,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":5.322165680575544,"drawdown_pct":3.8136320156612724,"n":3,"win_pct":33.33333333333333,"avg_win_pct":9.545507203487439,"avg_loss_pct":1.934742355343745,"quarter_kelly":0.04955230396004363,"buyhold_pct":-22.646310432569972}} 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":"GLD260918C00755000","strike":755,"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":"2026-09-04T19:59:59.468522015Z"},"iv":null,"greeks":null,"fair":2.6122436807459157e-75,"low_session_fair":0,"high_fair":1.2901998929561234e-47,"q6_fair":9.644749074680328e-76,"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":1.1231425033951214e-22,"posthoc_calibration_upper_net":-12.2},{"symbol":"GLD","occ":"GLD260918P00260000","strike":260,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":105,"ax":"B","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.468360224Z"},"iv":null,"greeks":null,"fair":1.171409290666678e-35,"low_session_fair":3.532748347446823e-64,"high_fair":1.8044972049406337e-24,"q6_fair":2.417372749181561e-35,"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":1.4439172193671464e-12,"posthoc_calibration_upper_net":-6.199999999855608}] 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":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-6.980826987386826,"drawdown_pct":39.15222081733243,"n":4,"win_pct":50,"avg_win_pct":9.362793638304339,"avg_loss_pct":11.004779300223632,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":10.084097584323372,"drawdown_pct":24.56348381877913,"n":7,"win_pct":14.285714285714285,"avg_win_pct":33.249328225901785,"avg_loss_pct":3.1107543780385187,"quarter_kelly":0.0156660543835212,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":5.556260185595274,"drawdown_pct":27.01300293677974,"n":7,"win_pct":14.285714285714285,"avg_win_pct":32.53164518251865,"avg_loss_pct":3.701058547566211,"quarter_kelly":0.011335439516102996,"buyhold_pct":-22.646310432569972}} 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":"GLD260918P00297000","strike":297,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":114,"ax":"W","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469579323Z"},"iv":0.6685,"greeks":{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.018,"vega":0.0059},"fair":1.3019002846716437e-17,"low_session_fair":1.5518087455452757e-29,"high_fair":1.9775849575718847e-12,"q6_fair":2.1770738365383985e-17,"net":-6.199999999999999,"robust_net":-6.200000000000001,"instant_1_5ATR_target_bid":0,"target_net":-5.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.000001200049202786573,"posthoc_calibration_upper_net":-6.199879995079722},{"symbol":"GLD","occ":"GLD260918P00300000","strike":300,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.06,"as":133,"ax":"A","bp":0.03,"bs":51,"bx":"W","c":"A","t":"2026-09-04T19:59:59.460235437Z"},"iv":0.6568,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0197,"vega":0.0067},"fair":1.5535122187432664e-16,"low_session_fair":1.1908375499409789e-27,"high_fair":1.0127862170341609e-11,"q6_fair":2.5576781401411967e-16,"net":-7.699999999999984,"robust_net":-7.7,"instant_1_5ATR_target_bid":0,"target_net":-6.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0000028014867019265928,"posthoc_calibration_upper_net":-7.6997198513298075}] 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":"GLD260918C00665000","strike":665,"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":"2026-09-04T19:59:59.764526476Z"},"iv":null,"greeks":null,"fair":6.212328044244951e-43,"low_session_fair":3.8827923301325404e-82,"high_fair":5.512415988126819e-29,"q6_fair":2.8051789246998286e-43,"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":1.3876059340990173e-14,"posthoc_calibration_upper_net":-12.19999999999861},{"symbol":"GLD","occ":"GLD260918C00725000","strike":725,"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":" ","t":"2026-09-04T19:59:59.466913505Z"},"iv":null,"greeks":null,"fair":5.496732329976409e-63,"low_session_fair":0,"high_fair":4.3877018474913124e-41,"q6_fair":2.1607665385793296e-63,"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":7.175283182321733e-20,"posthoc_calibration_upper_net":-12.2}] https://runway.adityaperswal.workers.dev/data/option-chain/GLD?feed=indicative