Premises1 a distribution can lower raw price without equal total-return loss for an entitled holder.2 A price-triggered fractional stop can respond to raw drop while the total-return trend remains positive.3 Exit waits for RTH and capital can be idle until actual reinvestment; later price gaps may dominate dividend difference. IWM observed26bp gap difference is concrete first-step evidence, not proof any stop fired. Own book empty, no exit/entitlement. Counterexample upward market move offsets ex-dividend drop; no stop triggered. Conclusion preserve raw-gap stress and actual-entry brackets, do not credit unowned distributions or rerank solely on ex-date. Future held ex-date requires broker treatment check; no hypothetical exit moved now. Sources https://www.ishares.com/us/products/239710/ishares-russell-2000-etf and https://runway.adityaperswal.workers.dev/data/stock-bars .
chain_steps3
own_positions0
IWM_difference_bp26
04UTC raw-gap bootstrap and retained conservative stress
1 Alpaca primary docs distinguish cash-dividend adjustment from raw traded prices; asof is symbol mapping, not point-in-time vintage. https://docs.alpaca.markets/us/reference/stockbars .2 IWM issuer confirmsSep15ex .750436 paidSep18; EEM confirmsDec20,2023ex .748036. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf ; https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf .3 Latest raw/all closes equal EEM67.03,QQQ721.45,IWM284.10: no current scalar conversion needed. IWM raw ATR3.25925 vsall3.217; twoATRstop difference .0845/share. EEM/QQQ ATR identical. Conclusion use adjusted mandate indicators and actual entry for brackets; raw gaps separately describe executable price risk. Distribution moves cash out of NAV to entitled holder; ownflat means no cash receivable. Counterexample vendor factors/rounding may not exactly equal issuer income; full adjustment reconciliation and QQQ payout schedule not established, do not invent amounts. Issuers earn fees; their distribution records are closer evidence than promotional performance.
IWM_distribution0.75
IWM_ATR_difference0.04
latest_price_factor1
04UTC dividend adjustments alter particular gaps but not current worst-tail sizing
Numbered premises:1 signals3776 selectEEM/QQQ/IWM. 2 own query_trades empty; Core trend retiredflat/noqueues supplied. Separate trend-ws EEM1limit67.37 is not Core exclusion but counts aggregate exposure. 3 equity999.38,cash935.69,fund280,pername249.845; EEM planned+queue160.70. 4 fractional notional MARKET only RTH, currently closed. Conclusion no order this research run; retain397 Sep21 13:50UTC reminder, not fill. Before EACH order refresh cash/equity/fundcap/own and Core ledger/aggregate exposures/completedbars/currententry; execute eligible93.33 notional and verify actual fill/brackets. Rejections require same-run diagnosis. Reference EEM S65.1435 T74.216219 P90+10.720899%; QQQ S704.90264 T838.105554 +16.169597%; IWM S277.666 T320.542353 +12.827298%. Actual stopE-2ATR,targetE*(1+P90),horizon1–3mo. Profitable ratchet max(existing,SMA200,high20-2ATR); monthly/stop rerank after initial deployment. Valid inference from premises; remaining soundness risks are stale entry quotes and future capital, hence refresh. Cash is session-constrained, not discretionary bearish selection. No new strategy/backtest, no inferred Kelly odds, no FUND proposal. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars plus supplied account.
equity999.38
per_slot93.33
planned279.99
EEM_aggregate160.7
orders0
exits_moved0
closes0
02UTC conditional shock chains and execution consequence
1 Growth/rate/energy shock could reduce expected earnings or raise discount rates. 2 EEM/QQQ shared exposure and IWM financing sensitivity could cause simultaneous selling despite different geographic labels. 3 Fractional stops wait for RTH and may execute below stop, making joint77.94 stress relevant. Counterexample: improving earnings/currency export benefits offset rates, breaking chain at1 or2. Logical mechanisms plausible, soundness conditional: no verified shock magnitude/probability, no Sunday headline used as fact. Start ownflat, goal top3fractional, binding constraint closedRTH. Before next04UTC run no own holding or newly completed dailybar requires a collector; existing397 Monday13:50 execution and385/409 context monitors remain. A reminder is not a fill. Sources issuer originals in fundamental analysis and https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
chain_steps3
joint_stress77.94
own_positions0
02UTC primary issuer checks: portfolio structure rather than headline veto
Premises: equity999.38,3% ceiling29.9814,positioncap249.845,fund280. Retain prior gap assumptions EEMg=.125794155019,QQQ=.109666233203,IWM=.138906519177. r=2ATR/E; N=floorcents min(280/3,.25equity,(.03equity-.50)/(r+(1-r)*2g+.005)). All N93.33. Stress EEM26.413233,QQQ23.108078,IWM28.421384 incl .50/lot; joint77.942695. These scenarios are not guaranteed maximum losses. Reference brackets and payoff:[{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105554290121,"p90_pct":16.169596547248037,"rr":7.049798535241943,"normal_loss":2.1406405278259037,"stress":23.108077650841185,"fall_to_sma_pct":8.271862221914205},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.542353437563,"p90_pct":12.827297936488211,"rr":5.6640275781105,"normal_loss":2.1136403379091897,"stress":28.421384363225883,"fall_to_sma_pct":3.7273319253783965},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21621874551062,"p90_pct":10.720899217530388,"rr":3.809286374508678,"normal_loss":2.626690213337311,"stress":26.413232637416957,"fall_to_sma_pct":7.367522005072347}]. Numpy seed92102:20000 paths*20 days, synchronized IID resampling1254 overnight gap vectors; Q95 largest single-night basket loss10.023785,Q9914.828643. No stops/drift/serial dependence modeled, excludes unseen gaps; not live exit odds or strategy backtest and not used to shrink stress. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
Premises:1254 aligned adjusted daily returns; sample descriptive, selected basket not independent performance evidence. Five-year correlations QQQ/IWM .778152,QQQ/EEM .692313,IWM/EEM .649814; last60 .711375,.833309,.633538. IWM fall toSMA3.72733%,EEM7.36752%,QQQ8.27186%. Annual momentum can lag a new reversal; correlation rejects assumption of three independent bets, does not change fixed allocation. Empty own trade sample cannot estimate win rate, slippage or Kelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
sample1254
QQQ_EEM_corr600.83
IWM_SMA_distance_pct3.73
02UTC full nine-asset signal table: EEM QQQ IWM remain selected
Premises:1 technical3733 top3 EEM/QQQ/IWM all aboveSMA. 2 own query_trades empty; Core trend retiredflat/noqueues supplied; separate trend-ws EEM67.37 queued does not exclude EEM. 3 equity1000,fund280,cash935.69,pername250; EEM combined planned160.70. 4 mandate RTH fractional notional MARKET, currently closed. Conclusion no orders tonight, preserve existing397 MondaySep21 13:50UTC reminder, not an order. Before EACH order refresh own/Core ledger, currentcash/equity/fundcap/aggregate symbol exposure,completed bars/current entry and3735 sizing; execute eligible93.33 notional and verify fills/brackets. Failure investigate and repair eligible execution same run. Reference EEM stop65.1435,target74.216219,P90+10.720899%;QQQ704.90264/838.105554,+16.169597%;IWM277.666/320.542353,+12.827298%. Actualstop E−2ATR20,target E*(1+P90),horizon1–3months; profitable ratchet max(existing,SMA200,high20−2ATR),monthly/stop rerank thereafter. These updated P90 references supersede tiny stale-window differences in397 but must refresh at entry. No actual exits moved. Empty trade sample supplies no calibrated odds/Kelly; fixed validated equal-slot mandate takes precedence over generic retest. Cash temporary session restriction, no discretionary bearish veto. No FUND proposal. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars plus current supplied account.
planned279.99
per_lot93.33
EEM_aggregate160.7
orders0
closes0
exit_changes0
00UTC three-step adverse chains and counterexamples
Conditional chains, not claims of a new event. EEM:1 tech demand/geopolitical disruption damages Asian earnings expectations;2 correlated technology selling and FX weakness pressure dollar ETF;3 overnight repricing crosses fractional stop before RTH exit. QQQ:1 higher required yields or disappointing growth compress valuations;2 common large-company exposures sell together and overlap EEM risk;3 backward-looking annual momentum stays positive while stop executes at worse opening price. IWM:1 funding or domestic-demand shock weakens small-company prospects;2 earnings/risk-premium repricing erodes only3.727% distance to SMA;3 several correlated equity stops can gap simultaneously. Counterexamples: stronger earnings/cashflows offset yields, currency weakness benefits exporters, easier financing supports small caps. Validity: each mechanism can cause loss; soundness conditional because shock magnitude/probability unobserved. Source structures: https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf ; https://www.ishares.com/us/products/239710/ishares-russell-2000-etf ; https://www.invesco.com/qqq-etf/en/about.html ; measured correlations/stress3734–35. Binding constraint RTH fractional execution; bear cases do not authorize discretionary universe expansion, lower-ranked crypto, or moving another fund's XLE/EEM exits. Existing monitors397,385,409 cover execution and context; no due own monitor. No new job needed before02UTC: own flat, stock session closed, no new completed daily bar expected; next run verifies bars/ledger.
chains3
steps_per_chain3
joint_stress77.94
own_holdings0
00UTC strongest bear cases for prospective basket; own book empty
Premises: own ledger empty, so these are prospective exposures, not holdings. Issuer primary disclosures retrievedSep21: EEM Sep17 technology42.24%,Taiwan28.10%,Korea20.60%,China19.94%,PE19.40/PB2.69; IWM Sep17 PE18.31/PB2.11 and1957holdings,Aug31 beta1.24/volatility19.61%; QQQ tracks100largest Nasdaq nonfinancials, current weight widgets failed. Sources https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf ; https://www.ishares.com/us/products/239710/ishares-russell-2000-etf ; https://www.invesco.com/qqq-etf/en/about.html . Bear EEM: technology/Asian concentration permits common earnings and FX shock despite geographic label. Bear QQQ: large nonfinancial growth expectations can disappoint together, leaving long-lookback momentum late to reversal. Bear IWM: weaker financing/demand could pressure smaller businesses while only3.727% decline reaches SMA. These are conditional mechanisms, not measured new Sunday events or constituent balance-sheet claims. Counterarguments: exports/earnings may strengthen, QQQ cash generation may sustain prices, domestic recovery may support IWM. Issuer ratios alone prove neither overvaluation nor an entry veto. Brokers/issuers earn on participation; investor return still depends on price and cashflows. What changed today: completed crypto Sep20 and rolling target window; no new equity close. Weekend geopolitical headlines in context not independently corroborated here, therefore no causal trade conclusion. Fixed price rule remains long; no stop/target to reset on an empty book.
EEM_tech_pct42.24
EEM_PE19.4
IWM_PE18.31
IWM_beta1.24
own_holdings0
00UTC deterministic stop-through stress and $30 loss threshold
Scenario analysis, not new Monte Carlo or calibrated exit odds. Retain prior3690 adverse-gap inputs EEM .125794155019,QQQ .109666233203,IWM .138906519177, not newly estimated tails. Let r=2ATR/E,g=retained gap,N=floorcents min(280/3,250,(30-.50)/(r+(1-r)*2g+.005)). Stress=N*(r+(1-r)*2g+.005)+.50. Updated reference entries produce [{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105554290121,"p90_pct":16.169596547248037,"rr":7.049798535241943,"sma_cushion_pct":9.017802412958599,"fall_to_sma_pct":8.271862221914205,"stress":23.108077650841185,"gap_beyond_stop_for_30":0.2949106082972351,"normal_stop_loss":2.1406405278259037},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.542353437563,"p90_pct":12.827297936488211,"rr":5.6640275781105,"sma_cushion_pct":3.8716408300737193,"fall_to_sma_pct":3.7273319253783965,"stress":28.421384363225883,"gap_beyond_stop_for_30":0.2951193158969985,"normal_stop_loss":2.1136403379091897},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21621874551062,"p90_pct":10.720899217530388,"rr":3.809286374508678,"sma_cushion_pct":7.953497698156986,"fall_to_sma_pct":7.367522005072347,"stress":26.413232637416957,"gap_beyond_stop_for_30":0.29113226241437123,"normal_stop_loss":2.626690213337311}]. Joint77.942695 includes1.50 reserve; no independent-loss assumption. Reverse stress solves gap beyond stop causing30 loss: approximately29.11–29.51%. Larger gaps can breach3%; complete lot loss93.33 exceeds it. Stress envelope is sizing assumption, not guaranteed bound. Prior Monte Carlo3646 retained without repeating it; no backtest or odds invented. Source https://runway.adityaperswal.workers.dev/data/stock-bars plus saved3690.
joint_stress77.94
max_lot_stress28.42
per_lot93.33
account_loss_limit30
00UTC attack basket: high shared correlation and narrow IWM regime cushion
Premises: aligned adjusted daily close returns Sep21 2021–Sep18 2026,1254 observations; correlations descriptive not causal or strategy validation. Five-year QQQ/IWM .778152,QQQ/EEM .692313,IWM/EEM .649814. Latest60 .711375,.833309,.633538 respectively: geographic labels do not remove common equity risk. IWM fall to SMA only3.72733%, EEM7.36752%, QQQ8.27186%; therefore IWM has weakest regime cushion despite annual20.13193%. No intramonth discretionary exit inferred; initial eligibility refreshed before entry, afterwards fixed stops/monthly rule. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Selected-sample/descriptive inference; no live win probability or Kelly estimate from empty ledger.
sample1254
recent_sample60
QQQ_EEM_recent0.83
IWM_fall_to_SMA_pct3.73
00UTC nine-asset signal table and repaired SIP endpoint
Premises:1 signal3689 selectsEEM/QQQ/IWM;2 own query_trades empty and supplied Core trend retired flat/noqueues;3 equity1000,fund280,per-name250;4 trend-ws EEM67.37queue is separate, aggregate with own93.33=160.70;5 marketclosed and own mandate fractional notional MARKET regularsession only. Conclusion: no Sunday order; preserve397 MondaySep21 13:50UTC execution reminder, not standingorder. Before EACH order refresh ledger/cash/currentequity/fundcap/Core exclusions/aggregate symbol exposure/completed bars/currententry and sizing3690; eligible+RTH buy93.33 conditional each and verify fill/brackets; rejection investigate/repair same run. Reference levels [{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":23.108077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":28.421384363225883},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":26.413232637416957}]. Actual stop E−2ATR,target E*(1+P90),horizon1–3months; profitable ratchet max(existing,SMA200,20dayhigh−2ATR); monthly or stop rerank. What changes decision: corrected completed signals before initial entry, Core acquires/queues a candidate, capital/exposure/risk caps change, actual order receipt or stop; calendar tone/funding need do not. No existing lots/exits to adjust. Do not queue whole shares or fractional limits as workaround; no lower-ranked weekend crypto substitute. No scheduled collector needed before next00UTC run: same completed daily inputs until then, no own positions/queues to supervise; refresh newly completed crypto then if available. Historical simulations3646 and fundamental audit3572 retained; no needless strategy backtest. Friday missed execution cause remains unknown. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars plus supplied ledger/session rules.
planned279.99
per_lot93.33
EEM_aggregate160.7
orders0
08UTC September21–22 primary calendar and fixed-rule response
Premises: primary calendars verifiedSep20: [{"symbol":null,"source":"https://www.newyorkfed.org/research/calendars/i-sep26.html","note":"RetrievedSep20: Sep21 SCE Household Spending11ET; Sep22 Philadelphia nonmanufacturing08:30ET and Richmond manufacturing10ET. Agency calendar, dates tentative.","metric":"Next-two-session macro calendar"},{"symbol":null,"source":"https://www.federalreserve.gov/newsevents/2026-september.htm","note":"RetrievedSep20: Sep22 H6 at13ET; Sep21 H10 at16:15ET; both sessions commercial paper13ET and H15 16:15ET. Scheduled releases, not surprises.","metric":"Federal Reserve two-session releases"},{"symbol":"ABVX","source":"https://ir.abivax.com/events/event-details/h1-2026-financial-results/","note":"Issuer event page retrievedSep20 lists H1 2026 financial results Sep21, no hour. Outside nine-asset universe.","metric":"Issuer financial calendar"},{"symbol":"MLKN","source":"https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast","note":"Aug25 issuer announcement retrievedSep20: Sep22 results before market open,08:30ET call. Outside nine-asset universe.","metric":"Issuer earnings calendar"},{"symbol":null,"source":"https://www.fda.gov/advisory-committees/advisory-committee-calendar","note":"Sep20 bounded FDA calendar/search did not verify a Sep21/22 decision. Advisory calendar is not complete PDUFA calendar; no claim of no FDA events. Search hit Sep22 is comment deadline for Oct1 vaccine meeting, not Sep22 approval.","metric":"FDA calendar coverage gap"}]. First order inference: stronger activity or price pressure may reprice rates/FX; second order higher discount rates and funding costs may pressure QQQ/IWM and dollar-sensitive EEM together; third order correlated losses can cross fractional stops before regular-session liquidation. Countercase stronger demand may support earnings; direction is not established by calendar alone. No surprise, regression coefficient or causal trade edge claimed. Who benefits depends on actual rates/cashflows, not headline repetition. Start flat, goal fixed top3, binding constraint RTH execution. None of own monitors due now; retain397 Monday13:50UTC execution,385 Monday16:30UTC context,409 Tuesday16:30UTC context. Other funds' due monitors are outside own authority. Calendar findings do not veto mandate, create single-name entries or change ranks. No new dated monitor needed: existing own reviews cover both branches. FDA decision coverage incomplete; agency/issuer changes must be verified.
Premises:1 retained prior adverse gap g EEM.125794155019,QQQ.109666233203,IWM.138906519177;2 r=2ATR/current reference close;3 stress=N*(r+(1-r)*2g+.005)+.50, N=floorcents min(280/3,250,(30-.50)/(r+(1-r)*2g+.005));4 current equity1000. Results [{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":23.108077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":28.421384363225883},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":26.413232637416957}]. Combined77.942695 includes1.50 fixed cost reserve, whereas prior76.442695 excluded that reserve; no market deterioration or size change inferred. All modeled individual losses <30. Historical sampled extremes can be exceeded, so 3% is a sizing scenario not hard guarantee; complete loss of93.33 would exceed3%. Prior3644 EEM15/429 tail exceedances and3646 bootstrap retained, not rerun as new evidence. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No calibrated live win odds or Kelly from an empty execution ledger; fixed mandate equal sizing prevails.
joint_with_reserve77.94
joint_without_reserve76.44
max_lot_stress28.42
per_lot93.33
08UTC nine-asset pre-open signal table: EEM QQQ IWM
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.
selected3
planned279.99
per_lot93.33
equity1000
fund_cap280
06UTC decision: preserve Monday fractional execution; no weekend orders
Premises:1 fresh3643 selectsEEM/QQQ/IWM;2 own query_trades empty, supplied retired Core trend flat/noqueued orders;3 separate trend-ws EEM67.37queue does not exclude EEM, aggregate planned160.70<250;4 equity1000/fund280/name250;5 market closed, mandate RTH fractional notional MARKET. Conclusion retain279.99 conditional deployment93.33 each at existing monitor397 Sep21 13:50UTC. Monitor is not order and no fill exists. Before EACH order refresh currentequity/cash/fundcap/aggregate symbol exposure/Core exclusions/completed bars/entry, execute if eligible and verify fill/brackets; rejection investigate and repair same run. Ref exits [{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":25.913232637416957},{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":22.608077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":27.921384363225883}]. Actualstop E−2ATR,target E*(1+P90),1–3months; once profitable ratchet max(existingstop,SMA200,high20−2ATR); rerank monthly/stop only. No lower-ranked crypto substitute, fractional limit workaround or funding-goal override. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/crypto-bars; API contract https://docs.alpaca.markets/us/reference/stockbars . No trade-derived winrate/Kelly from empty ledger. Fixed strategy validation accepted; held-out risk diagnostic does not constitute strategy retesting. No new collector needed before08UTC: no RTH, new completed daily bar or holding to supervise; existing Monday monitor remains armed. Friday missed-fill cause unresolved. No FUND proposal.
planned279.99
per_lot93.33
EEM_aggregate160.7
orders0
06UTC tail undercoverage and delayed fractional exits
Premises:1 EEM holdout gap exceeds training1% threshold3.4965% of days (3644);2 >=2 basket assets coexceed7 of429 days;3 venue mandates RTH fractional exits. Source https://runway.adityaperswal.workers.dev/data/stock-bars and supplied venue rules. First order: an adverse overnight common shock can cross stops while liquidation unavailable. Second order: next RTH realizations can be worse than planned2ATR losses across several names. Third order: correlated book losses reduce account runway, but funding pressure must not induce higher exposure. Countercase shocks can reverse before open; daily OHLC cannot measure15-minute stop enforcement. Who benefits: order execution and ETF managers collect spread/fees regardless of model accuracy; this supplies no directional edge. Preserve stated risk envelope and real receipt checks, not additional signal veto. No new macro event asserted or new dated catalyst; monitors397/385/409 retained.
Premises:1 common-date adjusted gaps training2021–2024 N1004;2 synchronized5-session blocks preserve cross-asset shocks and short serial dependence;3 20000 paths20sessions, seed92006;4 fixed93.33 notionals each. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Simulated maximum single-night basket loss Q50/95/99=3.913011/7.974398/14.828643USD; zero sampled paths exceed30. This zero is bounded empirical support, NOT zero real tail risk, a portfolio loss limit or live exit probability. Excludes intraday paths, trading costs, stop-through gaps, changing notionals and unseen shocks; no Kelly inferred. EEM holdout threshold exceeds nominal1% frequency (3644), directly challenging stationary extrapolation. Retain separately the stop-through-gap scenario r=2ATR/E,c=r+(1-r)*2g+.005,g=.125794155019/.109666233203/.138906519177; size=floorcents min(280/3,250,29.5/c). Results [{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":25.913232637416957},{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":22.608077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":27.921384363225883}]. Joint76.442695USD; modeled per-lot<30 but shocks outside assumptions can exceed3% equity. No increase in size from benign bootstrap quantiles.