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":"SOL/USD","timeframe":"1Day","window":20,"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":0.7855037843530227,"drawdown_pct":21.26705186999931,"n":5,"win_pct":40,"avg_win_pct":10.477430096801719,"avg_loss_pct":6.092529553928922,"quarter_kelly":0.012776375060874534,"buyhold_pct":-10.40127824079402},"test":{"return_pct":11.795919892012188,"drawdown_pct":2.223082017955158,"n":1,"win_pct":100,"avg_win_pct":11.825409691742214,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":11.127144512614777,"drawdown_pct":2.3771617790064425,"n":1,"win_pct":100,"avg_win_pct":11.182780235177857,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"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":"GLD260918P00280000","strike":280,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":427,"ax":"E","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.975830545Z"},"iv":null,"greeks":null,"fair":1.3164198362955966e-24,"low_session_fair":3.2350115701956714e-42,"high_fair":3.4321343897948774e-17,"q6_fair":2.416270197561697e-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":4.8700880223817305e-9,"posthoc_calibration_upper_net":-12.199999512991196},{"symbol":"GLD","occ":"GLD260918C00590000","strike":590,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":1,"ax":"C","bp":0.03,"bs":10,"bx":"U","c":" ","t":"2026-09-04T19:59:58.170410228Z"},"iv":null,"greeks":null,"fair":6.384628350725592e-24,"low_session_fair":3.162773852342024e-41,"high_fair":1.3065980129322245e-16,"q6_fair":3.482020811741817e-24,"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":1.1396257460071281e-8,"posthoc_calibration_upper_net":-6.199998860374254}] 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":20,"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":-18.10888758859763,"drawdown_pct":41.96039671003915,"n":9,"win_pct":33.33333333333333,"avg_win_pct":12.557487590715724,"avg_loss_pct":8.5056802599874,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-5.898286569423835,"drawdown_pct":39.24346693409508,"n":14,"win_pct":21.428571428571427,"avg_win_pct":13.493360389871079,"avg_loss_pct":3.663960724942175,"quarter_kelly":0.00023359795133788552,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-13.480032450381513,"drawdown_pct":43.123980174690516,"n":14,"win_pct":21.428571428571427,"avg_win_pct":12.8448876660103,"avg_loss_pct":4.252326868029007,"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":"GLD260918C00630000","strike":630,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":120,"ax":"B","bp":0.01,"bs":2,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.475587488Z"},"iv":null,"greeks":null,"fair":2.0943866772933894e-33,"low_session_fair":9.204141576669893e-60,"high_fair":6.879689939288397e-23,"q6_fair":1.0305770914492676e-33,"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":1.049402843552918e-11,"posthoc_calibration_upper_net":-7.199999998950597},{"symbol":"GLD","occ":"GLD260918C00510000","strike":510,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":3,"ax":"U","bp":0.03,"bs":411,"bx":"W","c":"O","t":"2026-09-04T19:59:59.468219413Z"},"iv":0.4961,"greeks":{"delta":0.0051,"gamma":0.0004,"rho":0.0006,"theta":-0.0236,"vega":0.0104},"fair":2.9884342195709703e-9,"low_session_fair":4.410581053649051e-15,"high_fair":0.0000012502465637637988,"q6_fair":2.044584296108211e-9,"net":-10.699999701156578,"robust_net":-10.699999999999559,"instant_1_5ATR_target_bid":0,"target_net":-8.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.0014121441277170322,"posthoc_calibration_upper_net":-10.558785587228297}] 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":"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":64.25649926752598,"drawdown_pct":17.803262934477203,"n":2,"win_pct":50,"avg_win_pct":68.95526654444701,"avg_loss_pct":2.6887291611748028,"quarter_kelly":0.1201259539410204,"buyhold_pct":24.437868997997512},"test":{"return_pct":15.755535709885718,"drawdown_pct":3.411253271133363,"n":2,"win_pct":50,"avg_win_pct":19.225909971471186,"avg_loss_pct":2.878875655090507,"quarter_kelly":0.10628257869612938,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":14.374753628750023,"drawdown_pct":4.275729089162217,"n":2,"win_pct":50,"avg_win_pct":18.557354627942573,"avg_loss_pct":3.4699921563975664,"quarter_kelly":0.10162657052980051,"buyhold_pct":-20.628244741013535},"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":"GLD260918P00316000","strike":316,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":33,"ax":"A","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469487727Z"},"iv":0.5224,"greeks":{"delta":-0.0022,"gamma":0.0002,"rho":-0.0003,"theta":-0.0117,"vega":0.005},"fair":1.1187715793512752e-11,"low_session_fair":4.1045183053423816e-19,"high_fair":2.3479949290660553e-8,"q6_fair":1.6993103134499576e-11,"net":-5.699999998881228,"robust_net":-5.7,"instant_1_5ATR_target_bid":0,"target_net":-4.2,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00015437889736516638,"posthoc_calibration_upper_net":-5.684562110263483},{"symbol":"GLD","occ":"GLD260918C00790000","strike":790,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.4685671Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":2.9015615511866095e-56,"q6_fair":0,"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":4.473716953517574e-26,"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":"ETH/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":44.70892690623423,"drawdown_pct":24.538316529226513,"n":2,"win_pct":50,"avg_win_pct":51.8211729292528,"avg_loss_pct":4.614927835982634,"quarter_kelly":0.11386814120773806,"buyhold_pct":24.437868997997512},"test":{"return_pct":27.4452837976559,"drawdown_pct":4.930616196854198,"n":2,"win_pct":50,"avg_win_pct":31.29136568862988,"avg_loss_pct":2.878875655090507,"quarter_kelly":0.11349972032326244,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":25.925061346834266,"drawdown_pct":4.930616196854221,"n":2,"win_pct":50,"avg_win_pct":30.580541899824492,"avg_loss_pct":3.4699921563975664,"quarter_kelly":0.11081617614983516,"buyhold_pct":-20.628244741013535}} 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":"GLD260918C00850000","strike":850,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.01,"as":1000,"ax":"W","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:35:10.030296255Z"},"iv":null,"greeks":null,"fair":0,"low_session_fair":0,"high_fair":9.504515145406294e-74,"q6_fair":0,"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":4.3739890965189737e-32,"posthoc_calibration_upper_net":-1.7},{"symbol":"GLD","occ":"GLD260918C00625000","strike":625,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.46954869Z"},"iv":null,"greeks":null,"fair":3.7487335012681916e-32,"low_session_fair":2.459687405066918e-57,"high_fair":4.806540166490502e-22,"q6_fair":1.8653656426904906e-32,"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":2.5523352620455856e-11,"posthoc_calibration_upper_net":-4.699999997447665}] 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":"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":38.01865903406588,"drawdown_pct":13.926057550390459,"n":5,"win_pct":20,"avg_win_pct":65.18535811039624,"avg_loss_pct":4.370713146203534,"quarter_kelly":0.03658989296706353,"buyhold_pct":24.437868997997512},"test":{"return_pct":16.736561828293816,"drawdown_pct":4.206445178775587,"n":1,"win_pct":100,"avg_win_pct":16.778403232864544,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":16.03823099026611,"drawdown_pct":4.492467505000841,"n":1,"win_pct":100,"avg_win_pct":16.11842214521743,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-20.628244741013535}} 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":"GLD260918P00326000","strike":326,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.07,"as":97,"ax":"E","bp":0.01,"bs":195,"bx":"N","c":"A","t":"2026-09-04T19:59:59.467571073Z"},"iv":0.4861,"greeks":{"delta":-0.0037,"gamma":0.0003,"rho":-0.0005,"theta":-0.0171,"vega":0.0078},"fair":3.273822579654883e-9,"low_session_fair":6.58532162354061e-15,"high_fair":0.0000012543392121294236,"q6_fair":4.741288052053328e-9,"net":-10.199999672617743,"robust_net":-10.19999999999934,"instant_1_5ATR_target_bid":0,"target_net":-7.200000000000001,"posthoc_calibration_upper_vol":0.3240313137536862,"posthoc_calibration_upper_fair":0.00125889191288171,"posthoc_calibration_upper_net":-10.07411080871183},{"symbol":"GLD","occ":"GLD260918P00255000","strike":255,"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":5.856650732547144e-39,"low_session_fair":7.334198430029829e-72,"high_fair":1.1873688453011626e-26,"q6_fair":1.2438596741364265e-38,"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":1.3156967064660683e-13,"posthoc_calibration_upper_net":-6.199999999986844}] 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":"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":45.33651270531018,"drawdown_pct":16.019114788623455,"n":4,"win_pct":25,"avg_win_pct":62.90728843426532,"avg_loss_pct":3.708068192234843,"quarter_kelly":0.05144781823618825,"buyhold_pct":24.437868997997512},"test":{"return_pct":23.328209129368187,"drawdown_pct":17.296097301958323,"n":3,"win_pct":33.33333333333333,"avg_win_pct":37.40105041709487,"avg_loss_pct":5.229842829903856,"quarter_kelly":0.06002809292082762,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":21.128134488203905,"drawdown_pct":18.282625213432457,"n":3,"win_pct":33.33333333333333,"avg_win_pct":36.668822805619435,"avg_loss_pct":5.812723278656791,"quarter_kelly":0.05691341747606724,"buyhold_pct":-20.628244741013535}} 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":"GLD260918C00715000","strike":715,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.538077708Z"},"iv":null,"greeks":null,"fair":5.297524355821467e-59,"low_session_fair":0,"high_fair":7.902641771796444e-39,"q6_fair":2.1375151307702815e-59,"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":5.696771172658608e-19,"posthoc_calibration_upper_net":-6.2},{"symbol":"GLD","occ":"GLD260918P00250000","strike":250,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.01,"as":1,"ax":"A","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T13:30:56.21146118Z"},"iv":null,"greeks":null,"fair":1.007635475906763e-42,"low_session_fair":4.1552931100486533e-81,"high_fair":6.052028469166163e-29,"q6_fair":2.2130371139534588e-42,"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":1.0475765350656031e-14,"posthoc_calibration_upper_net":-1.6999999999989526}] 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":"1Day","window":20,"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":41.171067157201655,"drawdown_pct":13.36266669847288,"n":6,"win_pct":33.33333333333333,"avg_win_pct":24.878737615733005,"avg_loss_pct":2.2718063470608927,"quarter_kelly":0.06811413704511926,"buyhold_pct":24.437868997997512},"test":{"return_pct":10.085070732865805,"drawdown_pct":6.069587173793556,"n":3,"win_pct":33.33333333333333,"avg_win_pct":17.148906204586925,"avg_loss_pct":3.0502501889997466,"quarter_kelly":0.053688583666209974,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":8.121242877098448,"drawdown_pct":7.467143631559903,"n":3,"win_pct":33.33333333333333,"avg_win_pct":16.487627148180724,"avg_loss_pct":3.6407663205173866,"quarter_kelly":0.04653031848471986,"buyhold_pct":-20.628244741013535}} 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":"GLD260918C00605000","strike":605,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":104,"ax":"B","bp":0.03,"bs":2,"bx":"U","c":" ","t":"2026-09-04T19:59:59.47800457Z"},"iv":null,"greeks":null,"fair":3.068567979106264e-27,"low_session_fair":1.5939891507336403e-47,"high_fair":7.466314806173215e-19,"q6_fair":1.6105497221558641e-27,"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":8.981301182560695e-10,"posthoc_calibration_upper_net":-6.199999910186989},{"symbol":"GLD","occ":"GLD260918P00292000","strike":292,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.08,"as":40,"ax":"E","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469642882Z"},"iv":0.7246,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0236,"vega":0.0072},"fair":1.8230357219881957e-19,"low_session_fair":6.839227048552387e-33,"high_fair":1.0217257519900303e-13,"q6_fair":3.1298100206893325e-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":2.6439675229982127e-7,"posthoc_calibration_upper_net":-10.699973560324771}] 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":"1Day","window":20,"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":29.340708050149367,"drawdown_pct":25.123450662373315,"n":9,"win_pct":44.44444444444444,"avg_win_pct":14.690904348898876,"avg_loss_pct":5.088900767910403,"quarter_kelly":0.06300026942736783,"buyhold_pct":24.437868997997512},"test":{"return_pct":5.7634678861645074,"drawdown_pct":27.76839161396244,"n":14,"win_pct":28.57142857142857,"avg_win_pct":12.451585405623902,"avg_loss_pct":3.89826301290511,"quarter_kelly":0.015522566491463823,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":-2.757861936308036,"drawdown_pct":32.179316318706896,"n":14,"win_pct":28.57142857142857,"avg_win_pct":11.806762291852001,"avg_loss_pct":4.485808333830797,"quarter_kelly":0.003582943417360304,"buyhold_pct":-20.628244741013535}} 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":"GLD260918C00770000","strike":770,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"I","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.528865245Z"},"iv":null,"greeks":null,"fair":1.867975048773564e-82,"low_session_fair":0,"high_fair":3.330704831892836e-51,"q6_fair":6.706003564130981e-83,"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":3.984830656860932e-24,"posthoc_calibration_upper_net":-6.2},{"symbol":"GLD","occ":"GLD260918C00640000","strike":640,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":305,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.972910321Z"},"iv":null,"greeks":null,"fair":6.294617522970779e-36,"low_session_fair":1.454520608196914e-65,"high_fair":1.3975924157430057e-24,"q6_fair":3.0231227689000226e-36,"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":1.6607221084358937e-12,"posthoc_calibration_upper_net":-6.199999999833929}] 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":"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":1.86777257944399,"drawdown_pct":3.7170187743820193,"n":1,"win_pct":100,"avg_win_pct":1.8724420108925988,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"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":"GLD260918P00240000","strike":240,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.03,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.466878212Z"},"iv":null,"greeks":null,"fair":4.726742334236075e-51,"low_session_fair":0,"high_fair":3.2863658591292755e-34,"q6_fair":1.1054581468538106e-50,"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":4.2553509552073024e-17,"posthoc_calibration_upper_net":-4.699999999999996},{"symbol":"GLD","occ":"GLD260918P00287000","strike":287,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":109,"ax":"Z","bp":0.01,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469202043Z"},"iv":0.7144,"greeks":{"delta":-0.002,"gamma":0.0001,"rho":-0.0003,"theta":-0.0143,"vega":0.0044},"fair":1.757891947276896e-21,"low_session_fair":1.545787513655963e-36,"high_fair":4.614894866487407e-15,"q6_fair":3.1005997821226384e-21,"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":5.4870144714935724e-8,"posthoc_calibration_upper_net":-7.199994512985529}] 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":"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":-8.243076458419855,"drawdown_pct":10.333264540604858,"n":2,"win_pct":50,"avg_win_pct":1.8724420108925988,"avg_loss_pct":9.950277603796241,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":14.471267645541047,"drawdown_pct":3.6846127507397908,"n":1,"win_pct":100,"avg_win_pct":14.507445814654893,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":13.786488044248834,"drawdown_pct":3.6846127507397575,"n":1,"win_pct":100,"avg_win_pct":13.855420484470088,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} 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":"GLD260918P00290000","strike":290,"cp":-1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.05,"as":102,"ax":"B","bp":0.03,"bs":2,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.469674051Z"},"iv":0.7146,"greeks":{"delta":-0.0026,"gamma":0.0002,"rho":-0.0003,"theta":-0.0181,"vega":0.0056},"fair":2.870213359477523e-20,"low_session_fair":2.5899198045683795e-34,"high_fair":3.161403295764373e-14,"q6_fair":4.9864449453990016e-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":1.442390459337212e-7,"posthoc_calibration_upper_net":-6.199985576095407},{"symbol":"GLD","occ":"GLD260918C00735000","strike":735,"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":"2026-09-04T19:59:59.468590305Z"},"iv":null,"greeks":null,"fair":8.445413880285446e-67,"low_session_fair":0,"high_fair":4.394787302114118e-43,"q6_fair":3.251182017693075e-67,"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":8.219636288676932e-21,"posthoc_calibration_upper_net":-12.2}] 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":"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":-0.7058256313224774,"drawdown_pct":1.7594862707843717,"n":2,"win_pct":50,"avg_win_pct":1.1338778668703107,"avg_loss_pct":1.8208730729859286,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-1.3952684779534321,"drawdown_pct":13.501030561498206,"n":4,"win_pct":25,"avg_win_pct":6.876253132623969,"avg_loss_pct":2.646684829543737,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-3.7336380032916714,"drawdown_pct":15.035678200574177,"n":4,"win_pct":25,"avg_win_pct":6.250961865191402,"avg_loss_pct":3.2386147560071805,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} 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":"GLD260918C00685000","strike":685,"cp":1,"S":406.78,"vol":0.19356145024310162,"T":0.038356164383561646,"quote":{"ap":0.04,"as":99,"ax":"W","bp":0,"bs":0,"bx":"?","c":"A","t":"2026-09-04T19:59:59.538158432Z"},"iv":null,"greeks":null,"fair":4.123200139493882e-49,"low_session_fair":0,"high_fair":8.046650694211038e-33,"q6_fair":1.7740409884883236e-49,"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":2.7292795771102897e-16,"posthoc_calibration_upper_net":-6.1999999999999735},{"symbol":"GLD","occ":"GLD260918P00225000","strike":225,"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":"2026-09-04T19:59:59.468522015Z"},"iv":null,"greeks":null,"fair":1.1185622583303004e-67,"low_session_fair":0,"high_fair":7.995197043207325e-44,"q6_fair":2.9024554860276904e-67,"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":2.6731719599980208e-21,"posthoc_calibration_upper_net":-10.700000000000001}] 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":"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":-14.279110327445178,"drawdown_pct":14.229480003270488,"n":8,"win_pct":12.5,"avg_win_pct":1.1338778668703107,"avg_loss_pct":2.3347453390734985,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":5.677372395247785,"drawdown_pct":19.50054855426252,"n":7,"win_pct":14.285714285714285,"avg_win_pct":23.116765656399103,"avg_loss_pct":2.507959591161395,"quarter_kelly":0.012466227556852224,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":1.3307867445456396,"drawdown_pct":22.33932045404462,"n":7,"win_pct":14.285714285714285,"avg_win_pct":22.434579628339947,"avg_loss_pct":3.1003755083975455,"quarter_kelly":0.006100796565968531,"buyhold_pct":-11.912002732018856}} 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":"TLT","occ":"TLT260918C00093000","strike":93,"cp":1,"S":82.22,"vol":0.094090585784625,"T":0.038356164383561646,"quote":{"ap":0.01,"as":77,"ax":"D","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.145193899Z"},"iv":null,"greeks":null,"fair":2.505714936524297e-12,"low_session_fair":1.2872423978156125e-19,"high_fair":4.623536494234655e-9,"q6_fair":1.0547860706661535e-12,"net":-1.6999999997494284,"robust_net":-1.7,"instant_1_5ATR_target_bid":0,"target_net":-1.2,"posthoc_calibration_upper_vol":0.10008960777446416,"posthoc_calibration_upper_fair":5.526014772611261e-11,"posthoc_calibration_upper_net":-1.6999999944739852}] https://runway.adityaperswal.workers.dev/data/option-chain/TLT?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":"1Day","window":20,"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":0.2872872922661918,"drawdown_pct":2.041482932222771,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.9549055051881725,"avg_loss_pct":1.599961585589995,"quarter_kelly":0.027040147175373397,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-3.2054182101766493,"drawdown_pct":15.088947124423802,"n":5,"win_pct":20,"avg_win_pct":6.876253132623971,"avg_loss_pct":2.4446116883251157,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-6.066164951629798,"drawdown_pct":17.094357537092677,"n":5,"win_pct":20,"avg_win_pct":6.250961865191394,"avg_loss_pct":3.037249529823994,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars