Stats

1 Fresh completed provider daily bars endSep18 equities/Sep20crypto; each query paginated to exhaustion.2 Equity all-adjusted close ratios252 intervals and crypto365, SMA200, arithmeticTR20.3 Target distribution rolling60 gains endingSep21,2021 onward with June2021 warmup:1254 ETF samples,1826crypto. Table: SPY: ret17.1272%, close761.6900, SMA712.4731, ATR6.00245, abovetrue, rank4, N0.00 QQQ: ret22.8690%, close721.4500, SMA661.7726, ATR8.27368, abovetrue, rank2, N93.33 IWM: ret20.1319%, close284.1000, SMA273.5106, ATR3.21700, abovetrue, rank3, N93.33 EFA: ret16.7371%, close104.9700, SMA101.0310, ATR1.02899, abovetrue, rank5, N0.00 EEM: ret28.3116%, close67.0300, SMA62.0916, ATR0.94325, abovetrue, rank1, N93.33 GLD: ret19.0521%, close401.1700, SMA416.2206, ATR7.92345, abovefalse, rank-, N0.00 TLT: ret-5.7096%, close81.2500, SMA84.3606, ATR0.66287, abovefalse, rank-, N0.00 BTC/USD: ret-29.8497%, close81164.3450, SMA70506.9095, ATR2207.86156, abovetrue, rank6, N0.00 ETH/USD: ret-41.0320%, close2643.9205, SMA2076.2616, ATR98.36392, abovetrue, rank7, N0.00 Conclusion initial top3 EEM/QQQ/IWM, Core retiredflat/noqueued supplied. trend-ws EEMqueue separate, not exclusion. P90 gains10.720899%,16.169597%,12.827298% respectively; no revalidation of established momentum edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and /data/crypto-bars .

Premises: completed Sep18 equity and Sep20 crypto daily bars; 252/365 interval return, adjusted SIP equities; SMA200 and arithmetic TR20. Prior warmup supplies full rolling60 returns ending Sep21 2021 onward,1254 equity/1826 crypto targets. All requests one page. Core retired, no holdings/queues in supplied context; own query_trades empty. Table: SPY: return17.1272%, close761.69, SMA712.47310, ATR6.00245, rank4, size$0 QQQ: return22.8690%, close721.45, SMA661.77265, ATR8.27368, rank2, size$93.33 IWM: return20.1319%, close284.1, SMA273.51065, ATR3.21700, rank3, size$93.33 EFA: return16.7371%, close104.97, SMA101.03105, ATR1.02899, rank5, size$0 EEM: return28.3116%, close67.03, SMA62.09155, ATR0.94325, rank1, size$93.33 GLD: return19.0521%, close401.17, SMA416.22065, ATR7.92345, rankineligible, size$0 TLT: return-5.7096%, close81.25, SMA84.36060, ATR0.66287, rankineligible, size$0 BTC/USD: return-29.8497%, close81164.345, SMA70506.90951, ATR2207.86156, rank6, size$0 ETH/USD: return-41.0320%, close2643.9205, SMA2076.26164, ATR98.36392, rank7, size$0 Select ranks1–3; SPY/EFA/BTC/ETH rejected for lower rank, GLD/TLT belowSMA. Crypto negative annual returns do not independently disqualify under stated rule but rank6/7. No all-listings additions outside fixed universe. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars . No new backtest: mandate validation done. Signal aboveSMA and relative return interact; positive annual GLD alone is insufficient.

Premises: own trade query empty; supplied Core trend retired flat/no queue. SIP adjustment=all,252 return intervals ETFs;365 crypto; arithmetic ATR20,SMA200; rolling60 gains P90 endpoints trailing5 calendar years as ofSep21. Stocks Sep18 completed, crypto Sep20 completed; Sep21 excluded. Recent-end SIP request403 explicitly subscription does not permit recent SIP data; repaired equity endSep19, retained SIP. Onepage each,1332 equity/1938 crypto bars. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars . Table [{"symbol":"SPY","close":761.69,"return_pct":17.12722,"sma":712.4731,"atr":6.00245,"rank":4,"size":0,"p90_pct":10.84197},{"symbol":"QQQ","close":721.45,"return_pct":22.86902,"sma":661.77265,"atr":8.27368,"rank":2,"size":93.33,"p90_pct":16.1696},{"symbol":"IWM","close":284.1,"return_pct":20.13193,"sma":273.51065,"atr":3.217,"rank":3,"size":93.33,"p90_pct":12.8273},{"symbol":"EFA","close":104.97,"return_pct":16.7371,"sma":101.03105,"atr":1.02899,"rank":5,"size":0,"p90_pct":9.63089},{"symbol":"EEM","close":67.03,"return_pct":28.31164,"sma":62.09155,"atr":0.94325,"rank":1,"size":93.33,"p90_pct":10.7209},{"symbol":"GLD","close":401.17,"return_pct":19.05214,"sma":416.22065,"atr":7.92345,"rank":null,"size":0,"p90_pct":16.78615},{"symbol":"TLT","close":81.25,"return_pct":-5.70964,"sma":84.3606,"atr":0.66287,"rank":null,"size":0,"p90_pct":6.15314},{"symbol":"BTC/USD","close":81164.345,"return_pct":-29.84967,"sma":70506.90951,"atr":2207.86156,"rank":6,"size":0,"p90_pct":36.71866},{"symbol":"ETH/USD","close":2643.9205,"return_pct":-41.03203,"sma":2076.26164,"atr":98.36392,"rank":7,"size":0,"p90_pct":42.22825}]. Top3 unchanged. P90 equity endpoints1254 versus prior1255 because trailing calendar window advanced; tiny target changes are window aging not a new stock close. GLD/TLT belowSMA,crypto above but ranks6/7. Conditional size93.33 each,total279.99. No strategy retest required; primary bar observations30979–87 preserved.

Premises:1 daily provider bars through completed Sep18 equities and Sep19 crypto, locally excluding Sep20;2 adjustment=all for ETFs,252 return intervals/365 crypto, SMA200, arithmetic ATR20, rolling60 return P90 endpoints trailing5years;3 Core trend retired flat with no queues per supplied ledger, own query_trades empty. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars . Table [{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"eligible":true,"rank":4,"size":0},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"eligible":true,"rank":2,"size":93.33},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"eligible":true,"rank":3,"size":93.33},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"eligible":true,"rank":5,"size":0},{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"eligible":true,"rank":1,"size":93.33},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"eligible":false,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"eligible":false,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"eligible":true,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"eligible":true,"rank":7,"size":0}]. Conclusion top3 remain EEM/QQQ/IWM; sizes conditional on next regular session. GLD/TLT fail SMA, crypto ranks6/7 despite being above SMA; negative annual return alone is not an extra exclusion. Five-year P90 is a historical distribution, not forecast probability. Data-adjustment errors could alter ranks; no new discrepancy found. No strategy retest under fixed validated mandate.

Premises: 1 paginated daily provider bars with locally enforced completed-day cutoff; 2 equity adjustment=all,252 intervals and crypto365 intervals; SMA200, arithmetic ATR20 and P90 rolling60 returns with endpoints trailing5years; 3 supplied Core trend retired flat/no queues and own query_trades empty. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars; pagination and adjustment contract https://docs.alpaca.markets/us/reference/stockbars . Table [{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33},{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0}]. Conclusion retain EEM/QQQ/IWM93.33 each conditional on RTH refresh. GLD positive annual return fails SMA; crypto above SMA but negative annual returns ranks6/7. No discretionary substitution or strategy retest.

Premises:1 paginated provider daily bars, stocks SIP adjustment=all through Sep18, crypto completed Sep19;2 252/365 interval close return, SMA200, arithmetic ATR20, P90 rolling60 endpoints trailing5years;3 own ledger empty/Core retired flat noqueue from supplied context. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars . Full table [{"mode":"all","symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0},{"mode":"all","symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0},{"mode":"all","symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33},{"mode":"all","symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0},{"mode":"all","symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0},{"mode":"all","symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33},{"mode":"all","symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33},{"mode":"crypto","symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0},{"mode":"crypto","symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0}]. Above-SMA ranking selects EEM/QQQ/IWM. GLD/TLT fail SMA; crypto ranks6/7. Conditional sizes93.33 each, not executed. No strategy retest required under fixed mandate.

Premises:1 paginated adjusted SIP stocks and crypto daily bars, deduplicated and filtered before Sep20 UTC;2 fixed252/365interval annual returns and aboveSMA200;3 own query_trades empty and supplied Core retired/no positions or queues;4 equity1000 fund280. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and /data/crypto-bars. Full signal table [{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"above":true,"high20":773.38,"rank":4,"size":0},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"above":true,"high20":724.125,"rank":2,"size":93.33,"stop":704.90264,"target":838.105473380901,"risk":2.1406405278259033,"reward":15.091073990767876,"rr":7.049793645687354},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"above":true,"high20":299.61,"rank":3,"size":93.33,"stop":277.666,"target":320.5246054777956,"risk":2.1136403379091897,"reward":11.965886762557755,"rr":5.6612691137388085},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"above":true,"high20":108.83,"rank":5,"size":0},{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"above":true,"high20":69.125,"rank":1,"size":93.33,"stop":65.1435,"target":74.21425092953517,"risk":2.626690213337311,"reward":10.003075328263728,"rr":3.8082432703605487},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"above":false,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"above":false,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"above":true,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"above":true,"high20":2665.72,"rank":7,"size":0}]. SPY/EFA/BTC/ETH rejected by relative rank, GLD/TLT fail SMA filter. No all-US single-name or direct foreign-listing substitutes: outside fixed universe. Seven qualify; ranks do not require positive annual return, but negative-return crypto rank6/7. Five-year P90 uses1255ETF/1826crypto rolling60 endpoints. 1687 equitybars reflect earlier2020start versus prior1519; current metrics unchanged. No live holdings to rerank or ratchet; initial deployment retains93.33each with actual-entry refresh. Strategy validation explicitly complete; no new backtest.

Premises:1 paginated/deduplicated daily bars locally filtered before Sep20 UTC; stocks latest Sep18, crypto Sep19.2 fixed252/365interval ranking above SMA200;3 own ledger empty and retired Core has no holdings/queues supplied;4 equity1000 cap280. Full table [{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33,"stop":704.90264,"target":838.105473380901,"sma_distance_atr":7.21291493023662,"drawdown_high20":-0.003694113585361536},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33,"stop":277.666,"target":320.5246054777956,"sma_distance_atr":3.291684799502645,"drawdown_high20":-0.0517672974867327},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0},{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33,"stop":65.1435,"target":74.21425092953517,"sma_distance_atr":5.235568513119531,"drawdown_high20":-0.03030741410488247},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and /data/crypto-bars. Explicit stock end parameter returned403 subscription recent SIP error; omitted end succeeds, local timestamp cutoff enforced. New BTC annual -29.7822%, ETH -41.1235%, ranks6/7 despite aboveSMA; no weekend substitute. GLD/TLT belowSMA. EEM trend-ws67.37 queued plus93.33=160.70 under250; trend-ws is not Core exclusion. Targets reference currentclose, actualentry refresh required. No strategy backtest because validated fixed mandate explicitly forbids retesting. Counterexample: revised bars may change eligibility; verify again before entry. No holdings/exits to reset.

Premises:1 completed Sep18 bars explicitly cut before Sep19, paginated/deduplicated;2 fixed 252/365 return ranking among above SMA200;3 own query_trades empty, Core retired flat/no queued orders per supplied ledger;4 equity1000 fund280. Full table [{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33,"stop":704.90264,"target":838.105473380901,"rr":7.049793645687354},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33,"stop":277.666,"target":320.5246054777956,"rr":5.661269113738809},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0},{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33,"stop":65.1435,"target":74.21425092953517,"rr":3.8082432703605487},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-18 00:00:00+00:00","bars":2087,"close":80872.5325,"annual":-0.3095310208682954,"sma":70400.16140458945,"atr":2297.23361440355,"p90":0.36778582915826996,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-18 00:00:00+00:00","bars":2087,"close":2612.4025,"annual":-0.43082804809764197,"sma":2070.4311531083276,"atr":102.69994243532499,"p90":0.42387299348060825,"p90_n":1826,"high20":2664.8535,"above":true,"rank":7,"size":0}]. Initial selected sizes are conditional93.33 each, not orders. Core exclusions do not exclude trend-ws; EEM queue67.37+93.33=160.70<250 aggregate. GLD/TLT below SMA; crypto ranks6/7 not weekend substitutes. Five-year P90 target is return fraction multiplied by actual entry, not dollar-gain quantile. No retest of validated rule. Counterexample: adjusted feed revision can change ranks; refresh before orders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1 completed Sep18 daily provider bars with explicit end/pagination/deduplication;2 annual252/365 intervals, SMA200, arithmeticATR20, five-year rolling60 gainP90;3 Core retired flat/noqueues supplied, ownledger queried empty;4 equity1000/cap280. AboveSMA ranks determine initial basket; GLD positiveannual failsSMA, crypto negativeannual aboveSMA ranks6/7. Core exclusion does not extend to trend-ws EEMqueue; its67.37 plus93.33=160.70<250. Full table [{"symbol":"SPY","date":"2026-09-18","bars":1519,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"above":true,"high20":773.38,"rv20":0.09177563610967954,"rv60":0.11312092354477239,"sma_atr":8.199468550341958,"rank":4,"size":0},{"symbol":"QQQ","date":"2026-09-18","bars":1519,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"above":true,"high20":724.125,"rv20":0.13259575277098215,"rv60":0.20262312430252308,"sma_atr":7.21291493023662,"rank":2,"size":93.33},{"symbol":"IWM","date":"2026-09-18","bars":1519,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"above":true,"high20":299.61,"rv20":0.11570688235583014,"rv60":0.12955340911025792,"sma_atr":3.291684799502645,"rank":3,"size":93.33},{"symbol":"EFA","date":"2026-09-18","bars":1519,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"above":true,"high20":108.83,"rv20":0.11416290921426177,"rv60":0.12889421103624116,"sma_atr":3.8279583477082073,"rank":5,"size":0},{"symbol":"EEM","date":"2026-09-18","bars":1519,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"above":true,"high20":69.125,"rv20":0.1932396140694298,"rv60":0.24840144812103848,"sma_atr":5.235568513119531,"rank":1,"size":93.33},{"symbol":"GLD","date":"2026-09-18","bars":1519,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"above":false,"high20":429.42,"rv20":0.24422366642064655,"rv60":0.23863792442144555,"sma_atr":-1.8995083577913339,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-18","bars":1519,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"above":false,"high20":83.28,"rv20":0.08715413290888699,"rv60":0.09328490770712505,"sma_atr":-4.692624496507586,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-18","bars":2087,"close":80872.5325,"annual":-0.3095310208682954,"sma":70400.16140458945,"atr":2297.23361440355,"p90":0.36778582915826996,"p90_n":1826,"above":true,"high20":82233.502538071,"rv20":0.4222517733513944,"rv60":0.4154559559484917,"sma_atr":4.558687906075055,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-18","bars":2087,"close":2612.4025,"annual":-0.43082804809764197,"sma":2070.4311531083276,"atr":102.69994243532499,"p90":0.42387299348060825,"p90_n":1826,"above":true,"high20":2664.8535,"rv20":0.5023620903380691,"rv60":0.611675557757322,"sma_atr":5.277231262646301,"rank":7,"size":0}]. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars . Planned sizes conditional on fresh RTH state/entry; no momentumretest.

Premises:1 completed Sep18 stock/UTCcrypto bars with explicit cutoff, pagination and deduplication;2 annual252/365 intervals, adjustedclose totalreturn proxy, SMA200, arithmeticATR20;3 Core trend retired flat/noqueues per supplied context, own query_trades empty;4 equity1000/fund280. Rank aboveSMA only; crypto may qualify with negative annual return but rank6/7. trend-ws EEM queue is a different fund, not Core exclusion; EEM aggregate planned160.70<250. Conditional sizes not orders. Full table [{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33,"stop":65.1435,"target":74.21425092953517},{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33,"stop":704.90264,"target":838.105473380901},{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33,"stop":277.666,"target":320.5246054777956},{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0,"stop":385.32311,"target":468.49316157979604},{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0,"stop":749.6851,"target":844.2719029042942},{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0,"stop":102.91201,"target":115.0789079487016},{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1332,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0,"stop":79.92426,"target":86.24732818264036},{"symbol":"BTC/USD","date":"2026-09-18 00:00:00+00:00","bars":1936,"close":80872.5325,"annual":-0.3095310208682954,"sma":70400.16140458945,"atr":2297.23361440355,"p90":0.36778582915826996,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0,"stop":76278.0652711929,"target":110616.30392164165},{"symbol":"ETH/USD","date":"2026-09-18 00:00:00+00:00","bars":1936,"close":2612.4025,"annual":-0.43082804809764197,"sma":2070.4311531083276,"atr":102.69994243532499,"p90":0.42387299348060825,"p90_n":1826,"high20":2664.8535,"above":true,"rank":7,"size":0,"stop":2407.00261512935,"target":3719.729367851225}]. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars . No momentum retest, specific fixed mandate prevails. Hold1–3months; actualfill stopE-2ATR/targetE*(1+P90); profitable ratchet max(existingstop,SMA200,high20-2ATR), never loosen.

Premises:1 current context equity1000/cap280/positioncap250 supersedes older journal;2 own ledger empty, Core retired flat/noqueues in context;3 completed Sep18 bars yield seven aboveSMA. Method adjusted close c[t]/c[t-252]-1 ETFs,365 daily intervals crypto; SMA200; arithmetic ATR20 true ranges; P90 overlapping60bar returns with endpoints last5calendar years,1255ETF/1826crypto samples. Source primary venue proxy https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars ; stock1332 and crypto1936 daily observations. Table [{"symbol":"SPY","close":761.69,"return_pct":17.127216,"SMA200":712.4731,"ATR20":6.00245,"rank":4,"size":0,"P90_pct":10.841931},{"symbol":"QQQ","close":721.45,"return_pct":22.869016,"SMA200":661.77265,"ATR20":8.27368,"rank":2,"size":93.33,"P90_pct":16.169585},{"symbol":"IWM","close":284.1,"return_pct":20.131929,"SMA200":273.51065,"ATR20":3.217,"rank":3,"size":93.33,"P90_pct":12.821051},{"symbol":"EFA","close":104.97,"return_pct":16.7371,"SMA200":101.03105,"ATR20":1.028995,"rank":5,"size":0,"P90_pct":9.630283},{"symbol":"EEM","close":67.03,"return_pct":28.311639,"SMA200":62.09155,"ATR20":0.94325,"rank":1,"size":93.33,"P90_pct":10.717963},{"symbol":"GLD","close":401.17,"return_pct":19.052141,"SMA200":416.22065,"ATR20":7.923445,"rank":"fails SMA","size":0,"P90_pct":16.781704},{"symbol":"TLT","close":81.25,"return_pct":-5.709644,"SMA200":84.3606,"ATR20":0.66287,"rank":"fails SMA","size":0,"P90_pct":6.150558},{"symbol":"BTC/USD","close":80872.5325,"return_pct":-30.953102,"SMA200":70400.161405,"ATR20":2297.233614,"rank":6,"size":0,"P90_pct":36.778583},{"symbol":"ETH/USD","close":2612.4025,"return_pct":-43.082805,"SMA200":2070.431153,"ATR20":102.699942,"rank":7,"size":0,"P90_pct":42.387299}]. GLD/TLT fail SMA; SPY/EFA/BTC/ETH lower ranks. Negative annual crypto returns do not independently disqualify under precise rule, ranks6/7 exclude. Other listings outside fixed universe, not claimed screened. Initial deployment remains pending; after fills rerank firstmonthly tradingrun/stop, otherwise hold subject exits/horizon. No strategy revalidation as specifically directed; full datapoints observations28626–34.

Premises:1 supplied current Core book retired/flat/no queues; own query_trades empty;2 completed Sep18 bars, 1332 equity and1936crypto observations since2021-06-01, unique timestamps/validOHLC;3 annual252/365 intervals, SMA200, arithmeticTR20, P90 rolling60bar returns with endpoints since2021-09-19 (1255stock/1826crypto). Dividend/split adjustment=all is total-return proxy, not separately reconstructed reinvestment. Table [symbol,close,annual%,SMA200,ATR20,P90%,eligibleRank,plannedUSD]: [["SPY",761.69,17.127216,712.4731,6.00245,10.841931,4,0],["QQQ",721.45,22.869016,661.77265,8.27368,16.169585,2,103.2],["IWM",284.1,20.131929,273.51065,3.217,12.821051,3,83.56],["EFA",104.97,16.7371,101.03105,1.028995,9.630283,5,0],["EEM",67.03,28.311639,62.09155,0.94325,10.717963,1,90.04],["GLD",401.17,19.052141,416.22065,7.923445,16.781704,null,0],["TLT",81.25,-5.709644,84.3606,0.66287,6.150558,null,0],["BTC/USD",80872.5325,-30.953102,70400.161405,2297.233614,36.778583,6,0],["ETH/USD",2612.4025,-43.082805,2070.431153,102.699942,42.387299,7,0]]. EEM/QQQ/IWM remain1–3; SPY overtakes EFA at4/5; crypto6/7 despite positiveFriday, GLD/TLT belowSMA. SIP end00UTC returned403 recent entitlement; endSep18 23UTC succeeded without feed substitution; today daily bars may later revise. Only initial selection refreshed: after fills monthly/stop-driven rerank, otherwise hold. Sizes conditional on Monday actual entry, equity/caps and gap stress; no orders tonight under RTH rule. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1 fresh completed daily bars endSep17;2 Core retired/flat/noqueues supplied context, ownledger query empty;3 fixed annual return ranking only aboveSMA200. Paginated stock SIP adjustment=all, crypto native, 252/365 return intervals, arithmeticTR20, rolling60bar return P90 endpoints since2021-09-18, warmup2021-06-01. Adjusted-close total-return proxy. Table columns symbol,close,return%,SMA200,ATR20,P90%,eligible rank,proposed dollars: [["SPY",760.71,16.830999,712.02955,6.1515,10.841971,5,0],["QQQ",716.92,21.852639,661.24,8.31918,16.169597,2,103.11],["IWM",285.43,21.006444,273.3059,3.3055,12.827298,3,83.46],["EFA",106.04,17.482827,100.9641,0.992245,9.630888,4,0],["EEM",66.91,28.648337,62.0226,0.95325,10.720899,1,89.95],["GLD",398.36,17.306163,416.16355,8.003945,16.786147,null,0],["TLT",81.78,-5.336266,84.3833,0.671375,6.153144,null,0],["BTC/USD",76356.6755,-34.456405,70340.00432,2087.108264,36.805348,6,0],["ETH/USD",2445.7245,-46.741305,2067.503488,93.719216,42.543853,7,0]]. Initial EEM/QQQ/IWM unchanged. GLD/TLT belowSMA; crypto ranks6/7 despite negative annual returns, no overnight substitution. Target entry*(1+P90), stop entry-2ATR, horizon1–3months. Reference EEM stop65.0035,target74.083354,3.762577R; QQQ700.28164/832.843072,6.967217R; IWM278.819/322.042957,5.538187R. At actualRTH entry recompute. No repeated momentum validation per specific mandate. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1 queried own ledger empty; supplied Core retired flat/noqueue;2 freshly paginated SIP adjustment=all ETFs and crypto daily bars throughSep17 only, timestamps unique and OHLC consistent;3 current cap407.96/equity849.92 replaces stale560.95. Method252/365return intervals, SMA200, arithmeticTR20, P90 rolling60bar percentage gains endpoints since2021-09-18. Table [{"symbol":"SPY","close":760.71,"return_pct":16.830998894213046,"sma200":712.0295499999999,"atr20":6.151500000000004,"p90_pct":10.841971102491437,"rank":5,"size":0},{"symbol":"QQQ","close":716.92,"return_pct":21.852638735446583,"sma200":661.24,"atr20":8.319179999999994,"p90_pct":16.169596547248037,"rank":2,"size":103.11},{"symbol":"IWM","close":285.43,"return_pct":21.006443954553177,"sma200":273.30589999999995,"atr20":3.3055000000000065,"p90_pct":12.827297936488211,"rank":3,"size":83.46},{"symbol":"EFA","close":106.04,"return_pct":17.482827387547097,"sma200":100.9641,"atr20":0.9922449999999998,"p90_pct":9.630887522284759,"rank":4,"size":0},{"symbol":"EEM","close":66.91,"return_pct":28.648336858296485,"sma200":62.022600000000004,"atr20":0.9532499999999999,"p90_pct":10.720899217530388,"rank":1,"size":89.95},{"symbol":"GLD","close":398.36,"return_pct":17.306163314585255,"sma200":416.16355,"atr20":8.003945000000005,"p90_pct":16.786147299684146,"rank":null,"size":0},{"symbol":"TLT","close":81.78,"return_pct":-5.336265771501325,"sma200":84.3833,"atr20":0.6713750000000018,"p90_pct":6.153143932949214,"rank":null,"size":0},{"symbol":"BTC/USD","close":76356.6755,"return_pct":-34.45640525971621,"sma200":70340.00431958945,"atr20":2087.10826440355,"p90_pct":36.805348430604,"rank":6,"size":0},{"symbol":"ETH/USD","close":2445.7245,"return_pct":-46.74130474547925,"sma200":2067.5034881083275,"atr20":93.71921616629997,"p90_pct":42.543852520870196,"rank":7,"size":0}]. Conclusion initial EEM/QQQ/IWM, unchanged since04UTC; GLD/TLT belowSMA, crypto lower ranks despite aboveSMA. No repeated momentum validation, no monthly turnover implied. Sizes contingent RTH actualentry/state refresh; source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars . Source definitions https://docs.alpaca.markets/us/reference/stockbars : all includes dividend/split/spinoff adjustments. Total-return proxy; independent reinvestment not reconstructed. 2692ETF/2086crypto bars. Revised old history and one-provider errors remain possible.

Premises:1 paginated Alpaca SIP adjustment=all ETF and crypto bars pass unique timestamp/OHLC checks;2 completed throughSep17,Sep18partial excluded;3 own query_trades empty, supplied Core retired/flat/noqueues, removing EEM exclusion. Method252/365return intervals,SMA200,arithmeticTR20,P90 rolling60bar percentage gains with endpoints since2021-09-18. Adjusted-close total-return proxy; reinvestment not independently reconstructed. Table:[{"symbol":"SPY","date":"2026-09-17 04:00:00+00:00","close":760.71,"return_pct":16.830998894213046,"sma200":712.0295499999999,"atr20":6.151500000000004,"p90_pct":10.841971102491437,"rank":5,"size":0},{"symbol":"QQQ","date":"2026-09-17 04:00:00+00:00","close":716.92,"return_pct":21.852638735446583,"sma200":661.24,"atr20":8.319179999999994,"p90_pct":16.169596547248037,"rank":2,"size":103.11},{"symbol":"IWM","date":"2026-09-17 04:00:00+00:00","close":285.43,"return_pct":21.006443954553177,"sma200":273.30589999999995,"atr20":3.3055000000000065,"p90_pct":12.827297936488211,"rank":3,"size":83.46},{"symbol":"EFA","date":"2026-09-17 04:00:00+00:00","close":106.04,"return_pct":17.482827387547097,"sma200":100.9641,"atr20":0.9922449999999998,"p90_pct":9.630887522284759,"rank":4,"size":0},{"symbol":"EEM","date":"2026-09-17 04:00:00+00:00","close":66.91,"return_pct":28.648336858296485,"sma200":62.022600000000004,"atr20":0.9532499999999999,"p90_pct":10.720899217530388,"rank":1,"size":89.95},{"symbol":"GLD","date":"2026-09-17 04:00:00+00:00","close":398.36,"return_pct":17.306163314585255,"sma200":416.16355,"atr20":8.003945000000005,"p90_pct":16.786147299684146,"rank":null,"size":0},{"symbol":"TLT","date":"2026-09-17 04:00:00+00:00","close":81.78,"return_pct":-5.336265771501325,"sma200":84.3833,"atr20":0.6713750000000018,"p90_pct":6.153143932949214,"rank":null,"size":0},{"symbol":"BTC/USD","date":"2026-09-17 00:00:00+00:00","close":76356.6755,"return_pct":-34.45640525971621,"sma200":70340.00431958945,"atr20":2087.10826440355,"p90_pct":36.805348430604,"rank":6,"size":0},{"symbol":"ETH/USD","date":"2026-09-17 00:00:00+00:00","close":2445.7245,"return_pct":-46.74130474547925,"sma200":2067.5034881083275,"atr20":93.71921616629997,"p90_pct":42.543852520870196,"rank":7,"size":0}]. Initial allocation, no monthly churn. Negative crypto annual return is not separate filter; lower ranks. GLD/TLT belowSMA. ETFs2692bars begin2016-01-04 despite2000 request, crypto2086 begin2021-01-01. No repeated strategy validation. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars . Conditional sizes; actual fills zero.

Premises:1 freshly fetched paginated Alpaca SIP adjustment=all ETF and crypto bars pass unique timestamp/OHLC checks;2 completed ETFs Sep11, crypto Sep12, unfinished Sep13 excluded;3 queried own ledger empty, supplied Core EEM queue excluded. Method:252/365 return intervals,SMA200,arithmetic TR20,P90 rolling60bar percentage gains with endpoints since2021-09-13 midnight. Adjusted-close total-return proxy; dividend reinvestment not independently reconstructed. Table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. Initial complement QQQ/IWM/EFA unchanged. Negative annual crypto return is not separate filter, but both rank below selected slots. Sizes conditional; orders zero due Sunday regular-session closure. No repeated strategy validation under specific mandate. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises: 1 Fresh paginated venue Alpaca SIP adjustment=all ETF bars and crypto daily bars pass duplicate timestamp/OHLC checks. 2 ETFs end Sep11, crypto Sep12; exclude unfinished Sep13. 3 Own queried ledger empty; supplied Core queued EEM excluded. Compute 252/365 interval returns, SMA200, arithmetic TR20, P90 rolling60bar percentage gains with endpoints since2021-09-13 midnight. Adjusted closes are total-return proxy; dividend reinvestment not independently reconstructed. Table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. Initial eligible complement QQQ/IWM/EFA unchanged; size conditional, actual orders zero because Sunday RTH closed. Negative annual crypto returns do not add an exclusion beyond fixed SMA rule, but both rank below selected slots. One provider; unchanged observations add no validation evidence; no new backtest required by specific mandate. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1 fresh paginated Alpaca SIP adjustment=all ETF and crypto daily bars pass unique timestamp/OHLC checks;2 ETFs through Sep11, crypto Sep12, incomplete Sep13 excluded;3 queried own ledger empty and supplied Core queued EEM excluded. Method 252/365 return intervals, adjusted-close total-return proxy, SMA200, arithmetic true-range20, P90 rolling60bar percentage gains with endpoints since2021-09-13 midnight UTC. Dividend reinvestment not independently reconstructed; one provider. Table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. QQQ/IWM/EFA remain initial complement; annual negative return is not an extra exclusion if above SMA. First request with current-time end returned403; completed-day end succeeded. Midnight date normalization preserves prior target sample; intraday timestamp cutoff would incorrectly discard first date. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars . Specific validated mandate requires no new strategy backtest.

Premises: 1 Fresh paginated venue Alpaca SIP adjustment=all ETF bars and crypto daily bars pass unique timestamp and OHLC checks. 2 Completed ETFs through Sep11 and crypto through Sep12; exclude unfinished Sep13. 3 Own queried ledger empty; supplied Core pending EEM excluded. Method: 252/365 interval adjusted-close total-return proxy, SMA200, arithmetic mean true range20, rolling60bar percentage-gain P90 endpoints in last5years. Dividend reinvestment not independently reconstructed; one provider. Signal table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. Sizes conditional only; rank above SMA without additional positive annual-return gate. QQQ/IWM/EFA unchanged. Source https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars . No repeat strategy validation under fixed mandate.

Premises:1 fresh paginated venue Alpaca stock-bars SIP adjustment=all and crypto-bars, unique timestamps and OHLC checks passed;2 ETFs completed Sep11, crypto Sep12, Sep13 partial excluded;3 query_trades trend-frac empty and supplied context Core EEM pending excluded. Calculate 252/365 interval adjusted-close total-return proxy, SMA200, arithmetic ATR20 and P90 rolling60bar percentage gains with endpoints since2021-09-13. Dividend reinvestment not independently reconstructed. Table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. Rank above-SMA assets only; no extra positive annual-return gate. Initial complement unchanged, proposed sizes conditional; actual orders zero because Sunday and mandate requires RTH notional market orders. No repeated momentum backtest per specific mandate. Source https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises: 1 fresh paginated Alpaca venue bars,1682 per ETF/2081 per crypto, unique timestamps and OHLC checks pass; 2 ETFs completed Sep11/crypto Sep12, Sep13 partial excluded; 3 own query_trades empty and current supplied Core EEM queue excluded. 252/365 interval adjusted close total-return proxy, SMA200, arithmetic ATR20, P90 rolling60bar percentage gains whose endpoints are within last5years. Table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. QQQ/IWM/EFA remain top eligible complement; negative annual crypto returns are ranked without inventing positive-return filter. Proposed sizes conditional, actual orders zero, session closed. Specific mandate says no repeat momentum validation; no new backtest or duplicate static Monte Carlo. Source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment all and https://runway.adityaperswal.workers.dev/data/crypto-bars . One provider, dividend reinvestment not independently reconstructed.

Premises:1 fresh paginated provider bars, 1682 per ETF and2081 percrypto, duplicates and OHLC checks pass;2 completed Sep11 ETFs/Sep12 crypto only;3 own query_trades empty, Core EEM queued per current supplied context. Compute252/365 interval adjusted return proxy, SMA200, arithmeticATR20, fiveyear rolling60bar P90. Table [{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"size":93.5,"rank":3},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"size":104.34,"rank":2},{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"size":0,"rank":5},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"size":0,"rank":1},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"size":91.5,"rank":4},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"size":0,"rank":null},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"size":0,"rank":null},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"size":0,"rank":6},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"size":0,"rank":7}]. Conclusion QQQ/IWM/EFA complement, no new positive-return filter, no lowercrypto substitute. Proposed sizes conditional on entry/equity stress check, regular-session market notional only. GLD/TLT below SMA; EEM excluded. No edge rebacktest per fixed mandate. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1 completed Sep11 ETFs/Sep12 crypto, pagination exhausted and OHLC/duplicate checks passed;2 own ledger empty, supplied Core EEM queue excludes EEM;3 252/365 interval adjusted returns, SMA200, simple mean TR20, P90 rolling60bar returns with endpoints since2021-09-13. Table [{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":93.5},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":104.34},{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":91.5},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. QQQ/IWM/EFA selected; GLD/TLT below SMA; lower SPY/BTC/ETH not substitutes. No additional positive-return filter. Revised sizes depend on separate intraday stress analysis, not change in momentum evidence. Source https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars. No edge backtest under explicit validated mandate. No orders in closed regular session.

Premises:1 completed Sep11 ETF and Sep12 crypto bars, pagination exhausted, OHLC checks passed;2 Core EEM queued per supplied venue context, own query_trades empty;3 rank close>SMA200 by252/365 interval return, arithmetic ATR20 and 60bar return P90 endpoints since2021-09-13. Full table [{"symbol":"SPY","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":764.29,"ret":18.489062524223687,"sma":712.0451999999999,"atr":5.452859999999982,"p90":0.10842338318374645,"high20":778.8,"rank":5,"size":0},{"symbol":"QQQ","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":714.88,"ret":23.69878183831673,"sma":659.2565,"atr":7.868424999999997,"p90":0.1616958533244174,"high20":734.58,"rank":2,"size":96.44},{"symbol":"IWM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":288.89,"ret":23.457264957264947,"sma":273.16515,"atr":3.070524999999995,"p90":0.1282384464354598,"high20":305.18,"rank":3,"size":96.45},{"symbol":"EFA","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":106.7,"ret":19.45812807881775,"sma":100.67334999999999,"atr":0.8808699999999987,"p90":0.09630282889112697,"high20":108.89,"rank":4,"size":96.45},{"symbol":"EEM","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":67.84,"ret":34.203758654797234,"sma":61.760349999999995,"atr":0.9526399999999988,"p90":0.10717963493264468,"high20":69.125,"rank":1,"size":0},{"symbol":"GLD","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":398.77,"ret":18.94350653224364,"sma":415.93449999999996,"atr":7.952445000000003,"p90":0.16781703911009302,"high20":429.42,"rank":null,"size":0},{"symbol":"TLT","bars":1682,"date":"2026-09-11 04:00:00+00:00","close":80.87,"ret":-5.756904789651552,"sma":84.50049999999999,"atr":0.6911250000000002,"p90":0.06150557763249668,"high20":83.28,"rank":null,"size":0},{"symbol":"BTC/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":77266.385,"ret":-33.45056899540282,"sma":70095.06604458945,"atr":2335.032182487298,"p90":0.37169104405296727,"high20":82233.502538071,"rank":6,"size":0},{"symbol":"ETH/USD","bars":2081,"date":"2026-09-12 00:00:00+00:00","close":2525.045,"ret":-46.433545367857086,"sma":2055.8333431083274,"atr":94.40364558315002,"p90":0.42934306094151997,"high20":2664.8535,"rank":7,"size":0}]. EEM excluded Core queue; GLD/TLT belowSMA; SPY/BTC/ETH lower rank. No positive-return extra filter. Scope is fixed9 including developed/emerging international exposure and BTC/ETH; single names and other countries/coins rejected as outside mandate, not screened and failed. No rebacktest per explicit validated mandate. Source https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/crypto-bars. Sizes proposed, no order; RTHclosed. Adjusted closes proxy total return; actual-entry exits required.