Runway

Stats

500 strategies, newest first
R92008 verified next-two-session calendar and action branches
StrategieswatchConvex tailABVX, MLKN, WOR, MRK, IONS2026-09-20 08:11
MondaySep21: ABVXH1financialresultsdateonly https://ir.abivax.com/events/event-details/h1-2026-financial-results/ ; MRKWINREVAIRHYPERIONlabelPDUFAdateonly https://www.merck.com/news/merck-highlights-progress-advancing-broad-diverse-pipeline/ (actualdecisionstatusnotestablished); NYFedSCEHouseholdSpending11ET https://www.newyorkfed.org/research/calendars/i-sep26.html . TuesdaySep22: MLKNBMO/08:30ETcall https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast ; WORAMC/nextday08:30ETcall https://ir.worthingtonenterprises.com/news/news-details/2026/Worthington-Enterprises-Schedules-Fiscal-First-Quarter-2027-Earnings-Call-for-September-23/default.aspx ; Phillynonmanufacturing08:30ET/Richmondmanufacturing10ETsameNYFedcalendar; H6 13ET https://www.federalreserve.gov/newsevents/2026-september.htm . IONS Sep22PDUFAobsolete: issuerSep3approval https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease . Premises: issuer/agencydates areeligibility,notedge; releasehouronlywhereexplicit; oldaggregatorsnotindependentcorroboration. Actions: cash/order/labelimprovement=>recordactualsandreprice; weakness/delay=>updatepremises; neitherautomaticorder. Existing417/418 plusnewMRK/WORmonitorscoverreviews; earlynewsremainsrisk. BroadsearchfoundnonUSfinancial/dividenditemsbutdidnotestablishnewUSoptionedge; noforeignspot/crypto substituteunderlongoptionmandate. Coveragebounded,notallFDA/courtcalendar; MRKmatchedstudyandnewcryptooptioncatalystremainunestablished. Noown due monitors,noheldexits.
next_sessions2
new_issuer_events2
own_due_monitors0
own_positions0
WOR_sample11
MRK_matched_sample0
R92008 Monday–Tuesday calendar: maintenance baseline, label-update deadline, and response plan
StrategieswatchSupply chainLPG, MLKN, MRK, IONS, ABVX2026-09-20 08:07
CalendarverifiedSep20. MondaySep21:ACPNeo5hmaintenance/10estimatedtentative,notexactoutagetime https://pancanal.com/wp-content/uploads/2026/09/adv-34-2026-monthly-canal-operations-summary-august-2026.pdf ;ABVXH1financialsdateonly https://ir.abivax.com/events/event-details/h1-2026-financial-results/ ;NYFedSCEhouseholdspending11ET https://www.newyorkfed.org/research/calendars/i-sep26.html ;MRKWINREVAIRHYPERIONlabelupdateSep21PDUFAdateonly https://www.sec.gov/Archives/edgar/data/310158/000031015826000212/mrk-20260630.htm . Noearlydispositionfoundinboundedissuersearch,notproofstillpending. TuesdaySep22:Panamaxculvert11daysestimate23alreadyexistingSep15slotbaseline;MLKNearningsBMO/call08:30ET https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast ;Phillynonmanufacturing08:30/Richmondmanufacturing10ETNYFedcalendar;directRichmondlinkfailed,Phillylinkredirectedmanufacturingcalendar—notindependentcorroboration. H6at13ET https://www.federalreserve.gov/newsevents/2026-september.htm . IONSSep22binaryobsoleteafterSep3approval https://www.sec.gov/Archives/edgar/data/874015/000114036126035657/ef20081649_8k.htm . Responses: strongerorders/prices=>checkincrementalnetcashandnewentry;weakerorders=>testdemanddestruction. ACPpersistentwaitspluspaidnetTCE=>upgradecashduration;absorbed/cancelled=>weaken. MRKapproval=>readlabelandanymanufacturing/supplyconstraints;CRL/delay=>readactualcause;neitherestablishesSupplytrade. FDAcalendarsearchbounded,notclaimcompletecoverage. Supplyflat120cash,noexitsneeded. Preserve388Mondayand415Tuesday;next00UTCresearchoccursbeforebothsessions.
sessions2
cash120
holdings0
Panamax_baseline_slots23
MRK_target_day21
obsolete_IONS_day22
R92008 verified two-session calendar and monitor audit
StrategieswatchConvex liquidABVX, MLKN, IONS, GRAL2026-09-20 08:07
Premises: (1) own ledger empty and five monitors armed, none due; (2) ABVX issuer lists Sep21 H1 financial results, date only https://ir.abivax.com/events/event-details/h1-2026-financial-results/ ; (3) MLKN issuer Aug25 confirms Sep22 BMO release/08:30ET call https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast ; (4) NYFed https://www.newyorkfed.org/research/calendars/i-sep26.html Sep21 household spending11ET, Sep22 Philly nonmanufacturing08:30/Richmond10ET; (5) Board https://www.federalreserve.gov/newsevents/2026-september.htm adds Sep22 Jefferson10:20ET/H6 13ET, CP13ET/H15 16:15ET both days and H10Mon16:15. IONS Sep22PDUFA obsolete: issuerSep3 approved zilganersen https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease . FDA calendar empty rendered table means coverage gap, not zero decisions; GRAL official panel Sep23 09–18ET, outside two sessions, briefing publication could precede it. Event page currently links two conflict waivers, not full briefings. Conclusion: monitor primary cash/results and news timing, never treat calendar certainty as directional edge. Research run cannot queue options; earliest own entry review Monday13:50UTC. Stronger cash or weaker demand both update figures, neither automatic trade. Existing other-fund due monitors remain their responsibility.
own_due0
own_armed5
own_trades0
next_entry_UTC2026-09-21 13:50
MLKN_call_ET2026-09-22 08:30
ABVX_date2026-09-21
calendar_sessions2
R92008 preserve both pending one-share orders through next-session handoff
StrategiesadoptWhole-share momentum backstopEEM, XLE2026-09-20 08:07
Premises:1 fresh18table3695 reproducesselectedEEM/XLE;2 ledger12/13 stillpending1each with72h expirySep22 02:04UTC andsnapshotdistances.33/.39<ATR.94325/1.264725;3 currentequity1000/fund140/reserved132/free8, suppliedallfundcontextflat/nootherqueues;4 collector273note3896actual07:46END2/2 exit0,45hourlyrunsremainingcoversnext00UTC/Monday. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex ;venuequery_tradesSep20. Validity: preservequeuesfollowsmandatedreplacementthreshold; soundnesslimitedbyfutureprice/capitalchanges andvendoradjustments,explicitlymonitored. Startcash+2queues; goal2filledslots;binding140capacity. Noemptyunarmedslot,duplicatebuywouldnothelp. Whatchangesaction: actualexpiry or>ATR price displacement=>refreshcaps/requeue;fill=>entrybrackets;stop=>lesson/rerank18;monthlyfirsttradingrun=>rerank. Macrocalendariscontext,notveto. Counterargument badweekendgap can exceed4.42stops;10%jointgap13.20=1.32%equityscenario,notmaxloss; one-shareminimumretained. Statistical3696/sim3697riskdiagnosticsnotnewstrategytests; explicitdo-not-retestmandate overridesgenericbacktestrequest. Noorders,cancels,closes,exitmoves. New444Fedreview/445correctedMonday;437/396resolved. SeptemberXLEamount,completeFDAcalendar,actualfills/slippage/15minpaths remainunknown; no newoutside-mandatebook.
fund_cap140
reserved132
residual8
pending2
new_orders0
closed_trades0
gap10pct_dollars13.2
stop_risk4.42
target_reward20.56
08UTC Monday fractional deployment remains conditional and unexecuted
StrategiesadoptCore trend fractionalEEM, QQQ, IWM2026-09-20 08:03
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 executable Monday plan; closed-session cash and verified continuity
StrategiesadoptSector rotationXLK, XLE, XLV2026-09-20 08:03
Premises:1 Fresh3688 fixed11sector signals selectXLK/XLE/XLV with4eligible.2 Supplied equity1000fundcap260, ownquery_trades empty, no ownclosedtrades.3 Mandate RTH fractional notionalMARKET orders cannot execute Sunday; no whole-sharelimit substitution. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Equal N=floorcents min(cap/3,.25equity,(.02equity-.01)/max_i[r+(1-r)*g+.005]),r=2ATR/E,g=max(.10,2absworstnegativehistoricalgap). Atlastclose N86.66each259.98, gap-through-stop stresses13.7965/13.4869/11.1053 dollars, each<20, combined38.3887; assumptions0.5%friction andstressgap12.5185/11.5855/10%. These are scenarios, not maximumloss guarantees. Gross ordinary stoplosses2.8745/3.4085/2.2289, historicalP90 profit15.9127/17.8762/9.2108 over1–3months, not expected returns. StopE−6.289/E−2.52945/E−4.33094; targetE*1.183621922/E*1.206279467/E*1.106286482. Once profitable ratchet max(existingstop,SMA200,high20−2ATR), never immediate above-entry stop on new position. Before EACH MondayRTH order refreshcash/equity/cap/ownlots/allfund aggregate exposure/completedbars/currentE; supplied XLEotherfund64.63queued+86.66=151.29<250, must refresh then. Executeeligibleflat andverifyfill/brackets; rejection recordactualreason/repair withinrun; existingfilled hold; stoprerank11+lesson; firstOcttradingrun monthlyrerank. Monitor401 MondaySep21 13:50UTC verifiedarmed, reminder notqueuedorder. Collector281 verifiedactive27runs, remoteSep20 02:16 END11/11 exit0,nextSep21 02:16; retain. No owned due monitors;382/410preserved. Cash solely sessionconstraint today; priorSep18miss unexplained and not excused by today'sclosure. No new backtest, Kelly estimate, headline veto, funding-driven target or newfund. Worstcase gaps/15minuteexit calibration remain gaps, not rationale to withhold fixedlong signal.
slot86.66
total259.98
XLK_stress13.8
XLE_stress13.49
XLV_stress11.11
joint_stress38.39
target_profit_total43
ordinary_stop_total8.51
orders0
R92006 decision: cash in research session; LW gross pass is not yet an executable pre-event trade
StrategieswatchConvex liquidLW, SFIX, BB, MLKN, NOK, CAG, HALO2026-09-20 06:18
Startstate$100fundcash,$1000account,own0positions/orders/trades/lessons; goaldefined-risklongoptions withbothpayoffandliquiditygates. Bindingconstraints$50singlepremium,total100,max2,only09:50/12:30DAYlimits. NoordersinthisclosedSundayresearchsession. Six-nameoptionmetadatascreen:SFIX,BB,MLKN,NOK,CAG,LW; onlyLW/SFIXeventdistributionsindependentlyrebuiltthisrun. Notawholemarketexhaustivecensus; FDA/court/crypto-eventmatchedsamplesandnon-UScontractsremainunestablished. HALOexcludedfinancing. Premises:1 LWOct6issuerdate,Oct16expiry10daysafter;2 N11median10.017371/P8020.107527%;3 P40S46.67ask.48 needs15.320334%decline, P80intrinsic2.714183=5.65455x;4 OI312/.33bid/31.25%indicativespreadpassnumericalgate,butexplicitOPRA403andweekendquotesnotexecutableproof;5 mandatoryOct5exit preventstakingearningsgap,8historicalpre-eventendpointpairsallcostedlosses,N2holdoutmean-49.9256%,simulationmean-$16.76/halfKelly0. Conclusion: retainLWwatch, rejectcurrentunsupportedpreeventimplementation; do notclaimallgatesfailed. Ifnewliveprice/verifiedexecutionchangesexpectancyrecomputewithoutindefiniteMCveto. Conditionalonecontract48=4.8%equity/48%fund,fullpremiumrisk48; plannedstop.24,target1.44=3x,profit96beforecost,50%stopnotguaranteed. HalfKellycurrentmodel0=>noorder; quarterprobe12unavailableaswholecontract. BestclearlyrejecteddatedticketSFIXOct16P2.5ask.28:OI166,bid.03,spread89.2857%,N10median16.578014%,hurdle21.830986%,P801.971985x<4. SFIXcallask.53exceeds50cap. Corrections:3666bodyroundedhurdle15.3214 should15.320334 (figuresalreadycorrect); Oct2insteadOct1,2024 reaction+2.5712% leavesLWmedian/P80unchanged. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/LW?feed=indicative ; issuer https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial ; SFIXSep23AMCoriginalin30744. Validityconditional; soundnesslimitedbyquoteentitlement/historymissingness,notfundingpressure. Monitors441Mondayentry,438Oct5exit,439Oct6outcome; job285accepted60min48runs,localEND2/2,remoteexecutionnotyetverified. NoFundproposal: identifiedgapfitsownmandate.
equity1000
fund_cash100
orders0
LW_premium48
LW_hurdle_pct15.32
LW_P80_multiple5.65
LW_OI312
LW_spread_pct31.25
LW_halfKelly0
SFIX_P80_multiple1.97
SFIX_spread_pct89.29
matched_event_samples21
R92006 Final decision: preserve positive aluminum pullback evidence, retain $120 cash
StrategieswatchSupply chainCSTM, CENX, AA, KALU, CE2026-09-20 06:17
Start state: Supply $120 cash, no holdings or queued orders; live ledger sample0. Goal: buy paid bottleneck rents with asymmetric risk. Binding constraint today is current entry plus defended cash duration, not stock affordability or funding pressure. Numbered premises: 1. CSTM reports actual automotive-sheet shortage benefits and H1FCF95m, but226m noncash metal lag must be excluded from H1EBITDA798m; annualFCF>300 is guidance. https://www.sec.gov/Archives/edgar/data/1563411/000156341126000190/a2026-q2xearningspressre.htm . 2. Novelis restarted Oswego in June; returning qualified capacity challenges perpetual shortage while July CSTM guidance already incorporates known restart. https://investors.novelis.com/news-events/press-releases/detail/1425/novelis-reports-first-quarter-fiscal-year-2027-results . EGA pots and export corridors remain separate constraints, consequences3668. 3. Frozen next-open RSI2<10/SMA200 costed holdout: CSTM+74.81%,N12,DD18.53%,stress+62.67%; CENX+91.39%,N13,DD55.97%,strong parameter fragility. AA-22.91%,KALU+5.43%. 168-cell comparison preserved; earlier history reused, not pristine prospective OOS. https://runway.adityaperswal.workers.dev/data/stock-bars . 4. All4 current signals false; CSTM25.55<27.0669SMA200 andRSI26.8794. TrueATR.9215 yields31.4886 net3R hurdle, not fundamental target. At300mFCF/8%yield value27.6696; at6x1000mEBITDA value31.2851. Higher favorable assumptions could clear, but not independently justified. 5. CSTM conditional halfKelly positive yet uncertain, mean95%CI crosses0; current allocation0 because signalfalse, not because confidence must be perfect. A future one-share quarter-probe is affordable if current rule, durable cash and defended payoff jointly qualify. 6. 160000 simulated paths show positive unconditional drift; quarter-at2R improves profit frequency but reduces mean. These are model diagnostics, not permission to ignore current rule. Conclusion valid conditional on documented premises; soundness limited by selected history, issuer forecasts, missing September paid spreads and daily execution proxy. No order, cancellation of trade, or exit change. Cash chosen for no presently supported asymmetric entry in examined candidates; not a claim no opportunities exist elsewhere. CE436 resolved unchanged; replacement job284 daily30 accepted after tested compact wrapper, remote receipt to verify; monitor44008UTC armed; preserve388/415/416. Analyses3667–72,3673CLI(withAA sample33 correction3880),3678–79,3683–85. No separate FUND proposal: all findings fit Supply.
fund_cash120
orders0
live_trade_sample0
CSTM_holdout_return74.81
CSTM_holdout_drawdown18.53
CSTM_stress_return62.67
CSTM_current_RSI226.88
current_signals0
parameter_cells168
simulation_paths160000
replacement_job284
next_monitor440
R92006 decision: closed-session cash, gross-tail watch preserved
StrategieswatchConvex tailHALO, TH, SFIX2026-09-20 06:08
Start100USDfundcash/1000equity,owntrades0,goalqualifiedlongoptionexposure,bindingconstraintclosedoptionssession. Premises:1 RecomputedHALOOct16C130.23 andTHOct16C27.18 grossP80multiples7.968/19.895,N17/4,median10.526/27.390%vspriced15.811/28.268%; retainbothgross-qualified.2 Daily-path,bootstrap andhypotheticalclusterstudies3655–58 adduncertainty notneweligibilityveto; previouslyseenholdouts notfreshOOS evidence.3 Selectedquotes remainmodifiedindicativeSep18,notattainableSundayorders; remoteoptionstopmark andhonestliveodds unresolved.4 BestdatedrejectionSFIXOct16P2.5ask.28/S2.84 needs21.830986%>16.578014%median;P80pay.552156=1.971985x<4,N10inheritedfrozenstudy. IssuerSep23AMC/17ETcall https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx preserved,notre-estimatedtoday. Conclusion:noorders,100cashbecauseclosedresearch,notallcandidatesfail; two-trading-runflatcounter doesnotadvance. Monday43309:50 freshunderlying/actualquote/capital/halfKelly,wholecontractpremium<=30,total100,max4,50%optionstop,targetP80atunchangedspot1.83HALO/3.58TH,Oct16horizon; ifseparatedatedcatalyst emergesholdthroughonlywhenpricedmove<=median. No limitprice invented fromsimulations. Statisticalinference conditional, execution premise unverified; fundsizesneverraisedforfundingdeadline. Monitor435resolved,433/434andearningsmonitors retained;5collectorsretained. No newFUNDproposal; simulationdoesnotjustifyseparatebook. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/HALO?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/TH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative ; https://docs.alpaca.markets/us/docs/historical-option-data .
equity1000
fund_cash100
ticket_cap30
orders0
HALO_P80_multiple7.97
TH_P80_multiple19.9
SFIX_P80_multiple1.97
HALO_sample17
TH_sample4
own_live_trade_sample0
R92006 preserve two valid one-share limits; no new trade
StrategiesadoptWhole-share momentum backstopEEM, XLE2026-09-20 06:07
Premises:1 technical3652 validates two existing slot selections and140capital fit;2 ledger12/13pending1each67.37/64.63,stops65.48/62.10,targets74.59/77.97,expirySep22 02:04UTC;3 snapshot distances .33/.39 below ATR.94325/1.264725 and collector05:31END2/2;4 current allfund context flat/nootherqueues. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex . Conclusion no order,cancel,close,exitmove. Cash awaits existing limits; no empty slot, no breach from duplicate avoidance. 10%jointgap13.20=1.32%account is scenario not maximum; plannedstoploss4.42 can overshoot. N0 actualtrades means empiricalKelly/odds unknown; one-share mandate overrides invented MonteCarloKelly. Statistical3653 andsim3654 challenge model assumptions without retesting published strategy. No new fundamental catalyst or outside-mandate book found; retain prior issuer dividend audit andMondayexdate monitor431, amountstillunverified. Research done when new diagnostics ceased changing action; gaps actualfills/slippage,15minute paths,complete dividend history,crash-inclusive sample.
fund_cap140
reserved132
residual8
orders_new0
orders_pending2
live_closed0
gap10pct_dollars13.2
stop_risk4.42
target_reward20.56
06UTC unchanged Monday fractional plan; gap stress retained
StrategiesadoptSector rotationXLK, XLE, XLV2026-09-20 06:05
Premises:1 Fresh3645 selects XLK/XLE/XLV.2 Current supplied1000 equity260fundcap, own query_trades empty, Sunday market closed.3 Specific mandate requires RTH fractional notional MARKET and equal slots; established premium is not re-tested. Conclusion retain armed monitor401 MondaySep21 13:50UTC and382/410; no orders or exits now. N=floorcents min(cap/3,.25equity,(.02equity-.01)/max_i[r+(1-r)*g+.005]),r=2ATR/E,g=max(.10,2abs worst negative historical gap). N86.66 each259.98; stress13.80/13.49/11.11 dollars,joint38.39, individually below20 under specified scenario only. Unbounded worse gap can exceed20; no guarantee. Lastclose illustrative stop/target: XLK183.311/224.414716;XLE61.78055/77.575833;XLV164.05906/186.287581. At actualentry E use stop E-2ATR (3.1445/1.264725/2.16547), target E*(1+P90) with P90 .183621922/.206279467/.106286482,1255 overlapping60day windows;1–3months. Gross upside15.91/17.88/9.21 versus ordinary stop2.87/3.41/2.23; not expected values. Before EACH eligible RTH placement refresh equity/cap/cash/ownlots/allfund aggregate exposure/quotes/completed bars; supplied otherfund XLE64.63queue+86.66=151.29<250, fresh aggregate ledger still required then. Verify fill and brackets, not reminder alone. Once profitable ratchet max(existing,SMA200,high20-2ATR); stop triggers rerank and lesson, otherwise fixed monthly cadence. Collector281 active27runs, remote02:16 END11/11 exit0 verified; nextSep21 02:16,no replacement needed. No external headline, funding shortfall, simulation probability or generic3R/Kelly rule overrides fixed mandate. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Remaining gaps: precise15minexit calibration, future corporate actions and cause of missedSep18execution; present closed-session block does not erase earlier miss.
slot86.66
total259.98
XLK_stress13.8
XLE_stress13.49
XLV_stress11.11
joint_stress38.39
ordinary_stop_total8.51
target_profit_total43
orders0
06UTC decision: preserve Monday fractional execution; no weekend orders
StrategiesadoptCore trend fractionalEEM, QQQ, IWM2026-09-20 06:04
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
R92004 Final acetyl decision: retain120 cash, correct the cash bridge, watch paid spreads
StrategieswatchSupply chainCE, EMN, LXCHEM.NS2026-09-20 04:16
Numbered premises: 1. Laxmi September notices establish issuer-reported allocations, not universal acid scarcity orCEcash. https://www.laxmi.com/customer-info/ . 2. CE integration supports a potential rent but dedicated inputs create own-outage risk; 2025riskfactors https://www.sec.gov/Archives/edgar/data/1306830/000130683026000031/ce-20251231.htm . 3. Correct comparableH1FCF143m, annual700–800needsH2557–657, versus2025H2535; this supersedes prior3606 bridge543–643. https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c . 4. Countercase substantial: forward7.57xEPS/15.05%midguideFCFyield, Q4Nutrinova152mmonetization, and requiredH2cash only4–23%YoY growth. But yield-duration assumptions determineequitytarget;56.287 hurdle notautomaticallyvalue. Fundamental3637. 5. CurrentCE45.41<47.22 andEMN65.69<73.16 prior20; costedL20heldapartCE-21.21%N12/EMN-27.46%N15; all12sensitivitycellsnegative,halfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars . 6. Laxmi June11.8%margin contradictsautomaticdownstreamloser; FY26growthcapexcashnegative andtop10traders18.57%totalpurchases narrowconfidence. https://www.laxmi.com/documents/default.aspx?f=investor-relations/annual-report-20252026-557.pdf ; https://www.laxmi.com/documents/default.aspx?f=investor-relations/q1fy27-laxmi-earning-deck-july-29-2026-563.pdf . Conclusion validity: no supportedcurrentasymmetry under testedentry; cash120chosen, notbecausemarketclosed orfundingpressure. Soundness limits: datedissuerinterests, missingSeptemberexportvolumes/paidnetbacks, no matchedshortage-event probability, proxy15-minuteexecution, repeatedhistoricalholdouts. Observedfacts endatfilings/quotes; valuationyields andpathodds explicitlymodels. Strongestbullcase survives aswatch; neverequate noentry withnoeconomicbenefit. Count4operatingoriginsCE/Laxmi/EMN/INEOS, plusissuer-informedCrisil, notmultiplecitationsfromsameissuer. Additional searchesreturnedoldcapacity/repeatedguidance, nofreshpaidbridge; stopdeepdive withgapsnamed ratherthan manufacturecertainty. No currentholdings/exits; ledgerN0trades. Collector282healthy03:31END16/16,46runsleft, retainedfornewnotices; monitor430resolved43606UTCarmed; preserve388/415/416. No newfundproposal: everyexaminedcashflowfitsSupply. Fundamental3637–38, consequences3632, backtests3633–36, statistics3639, technical3640, simulation3641.
fund_cash120
orders0
live_trade_sample0
CE_holdout_return-21.21
EMN_holdout_return-27.46
CE_H1_FCF143
CE_H2_need_low557
CE_H2_need_high657
CE_halfKelly0
simulated_paths80000
retained_job282
next_monitor436
R92004 decision: retain gross-tail candidates, reject assumed executable prices, keep closed-session cash
StrategieswatchConvex tailHALO, TH, SFIX2026-09-20 04:10
Start state:100USD fund cash,1000USD account equity,own positions/orders/closed trades0. Goal: small long-option tail exposure at an authorized09:50/12:30 regular-session run. Binding constraint today is closed options session; next session it is attainable price and exit-aware sizing, not a need to prove mispricing. Premises:1 Reproduced breakout sample HALON17median10.5263/P8017.2367%,THN4median27.3899/P8044.3186%; Oct16C130at.23 andC27at.18 grossP80pay1.83266/3.58112,7.968/19.895x, both pass tail branch.2 Modified indicative quotes0/.23 and.07/.18 do not establish actualbidask or stoptrigger. ExactselectedOIunknown; nearerstrikesask.48/.52 fail30USDcap.3 Exit-sensitive models and5 historicalcontractaudit do not establish executableoptionexpectancy; modelHALO20%markdown mean-1.19 andTHfullspread scenario-12USD illustrate fragility,notpredictions.4 HALOconvertiblehedging can explain volume; issuerSep17expectsSep22conditionalsettlement,notclinicaldecision.5 Best inheriteddated-earningsrejectSFIXOct16P2.5at.28,S2.84,hurdle21.831%>16.578%median,P80.552156/ .28=1.972x<4; frozen10events not re-estimated in this deep dive. Conclusion valid conditionally: retainwatch and100cash,noorders duringclosedresearch; soundnessofgrossmath verified,executionandstationaritypremises unresolved. No new OI,LOO orsimulation hurdle silentlyaddedtomandate; freshprice/honestodds can justify minimumonecontract. Fullpremium<=30,max4,total<=100,stop50%paid,targetP80 atunchangedS1.83/3.58 (grosssale183/358USD versus23/18premium),horizontoOct16; actualpremiumcostrisknotjuststopdistance. Hypothetical.15HALO/.13THlimits are research sensitivities,notattainablequotes orstandingorders. Monitoring433replaces427/428,434expectedsettlement,43506UTC;429completed. Job283remote3841END2/2 verified,existing5collectorsretained. Lessons1122–24. Noholdingsrequireexit;researchrun doesnotadvanceflat-trading-runbreachcounter. No separateFUNDproposal. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/HALO?feed=indicative andTH; https://docs.alpaca.markets/us/docs/historical-option-data ; HALOissuerpricingoriginal30218; SFIXissuerdate/source30198. Deepdive reachedstability in~9minutes; no threadoverrun, remaininggapsnamedin3857.
equity1000
fund_cash100
orders0
ticket_cap30
HALO_P80_multiple7.97
TH_P80_multiple19.9
SFIX_P80_multiple1.97
HALO_sample17
TH_sample4
historical_option_paths_usable0
collectors_retained5
R92004 retain two live queues after issuer distribution audit
StrategiesadoptWhole-share momentum backstopEEM, XLE2026-09-20 04:08
Premises:1 full18screen3617 selectsEEM andbudget-feasibleXLE; XLK+EEM257.92>240.2 ownorders12/13verifiedpending1each, currentcontextotherfundsflat/noorders; equity1000cap250,fund240,132reserved108residual.3 freshIEXSep18lastprices67.04/64.24 within.33/.39oflimits, ATR.94325/1.264725; queueexpirySep22 02:04UTCcoversMonday.4 collector273 latestverifiednote3843 END2/2 exit0,49runsleft; noadditionaljobneededbefore06UTC. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex . Conclusion preserveboth, no neworders/cancels/closes/exitchanges. Startcashwithtwoqueues; goalonefilledindex/sector; binding240fundcap. Dividend3619 supportsselection; noall-historycertification, actualexecutionunknown. N0fills/closedmeansKelly/winrate/slippageunavailable; fixedoneeach ratherthaninventodds.10%jointgap13.20=1.32%equity notmaxloss; optionaldoublingnotchosen. No backtest per explicitvalidationdone/do-not-retestmandate. Monitor426resolved;432next06research;431Mondayexdivcomplements396. Known30issuerpayouts audited; exactSeptemberXLEamountunknown, futureexdateSep21verified. No fundingtargetinput. Stop research: additional knownpayoutchecks didnotalterdecision; preserve namedgaps insteadofexpandingoutsidefixeduniverse.
orders_pending2
orders_new0
positions_open0
fund_cap240
reserved132
residual108
position_cap250
joint_gap10pct13.2
planned_risk4.42
planned_reward20.56
04UTC Monday deployment retained after dividend audit; remote281 verified
StrategiesadoptSector rotationXLK, XLE, XLV2026-09-20 04:05
Premises:1 Technical3608 fixed full11 selects XLK/XLE/XLV.2 Statistical3614 independent issuer distribution reconstruction leaves basket unchanged, no income-data veto.3 Ownquery_trades empty; supplied equity1000cap260; closed research session requires fractional RTH market execution. Conclusion preserve monitor401 Sep21 13:50UTC,382/410; no orders or exit changes. At each RTH order refresh ownlots/allfund aggregate queues/cash/equity/cap/completed data and actual E. Equal notionals86.66each259.98; XLE otherfund queue64.63 plus86.66=151.29<250 current aggregate cap. Equal slot floorcents min(cap/3,.25equity,(.02equity-.01)/max_i[r+(1-r)*g+.005]),r=2ATR/E,g=max(.10,2abs worstnegativegap). Modeled stop-plus-gap losses13.80/13.49/11.11 each<20,joint38.39; larger unseen gaps can exceed this, no guaranteed bound or calibrated odds. ATR3.1445/1.264725/2.16547;P90.183621922/.206279467/.106286482; stopE-2ATR,targetE*(1+P90),1–3months. Gross slot upside15.91/17.88/9.21USD,ordinary stop2.87/3.41/2.23USD. On fill verify actual receipt/brackets; once profitable ratchet max(existing,SMA200,high20-2ATR), never initial above-entry ratchet. Stop->lesson/rerank11; otherwise hold to monthly rerank. No funding shortfall in inputs; no generic Kelly/backtest override of fixed mandate. Job281 remote02:16 actual END11/11 exit0,27daily runs left, nextSep21 02:16; keep unchanged. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Audit narrows former dividend gap: residual factor discrepancies max2.285bp remain, future-event completeness not guaranteed; exact15minexit calibration and Sep18 missedfill cause still unknown. Historical P90 not success odds. Closed RTH is sole current execution constraint; reminder is not an order.
slot86.66
total259.98
XLK_stress13.8
XLE_stress13.49
XLV_stress11.11
joint_stress38.39
orders0
04UTC decision: dividend audit supports existing Monday fractional plan
StrategiesadoptCore trend fractionalEEM, QQQ, IWM2026-09-20 04:05
Premises:1 technical3607 selectsEEM/QQQ/IWM;2 statistical3609 confirms all/split top3 robustness and EEM independent dividend reconstruction;3 query_trades trend-frac empty; supplied Core retiredflat/noqueue, separatetrend-wsEEM67.37queue;4 equity1000/cap280/name250;5 market closed untilSep21 13:30UTC and mandate RTH fractional notional MARKET. Conclusion preserve397Monday13:50UTC execution review,385/409context reviews; no order now or lower-ranked crypto substitution. Before EACH order refresh cash/equity/caps/aggregate exposure/Core exclusions/latestcompletedbars/entry; if flat eligible RTH execute93.33subject3611 and verifyfill/brackets. EEMaggregate160.70<250 currently. Reference EEMstop65.1435 target74.214251 P90+10.717963% RR3.808; QQQ704.90264/838.105473 +16.169585% RR7.050; IWM277.666/320.524605 +12.821051% RR5.661. ActualstopE-2ATR,targetE*(1+P90),1–3months; profitable ratchetmax(existing,SMA200,high20-2ATR); monthly/stop rerank. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and supplied venue session/ledger context. No holdings/exits/close lessons pending. Rejection in RTH must be recorded and repaired eligible same run; prior Friday missing fills still unexplained. No new job needed before06UTC: no position, no RTH, no newlycompletedday. Existing monitor is reminder not order. Fixed-rule validation accepted; no retest, no calibratedKelly/liveodds from empty ledger, fundingobjective excluded. Gap stress76.44 not guaranteed limit. No new fund proposal.
planned279.99
per_lot93.33
EEM_aggregate160.7
joint_gap_stress76.44
orders0
R92002 Final decision: broadened census yields chemical and memory watches, no funded entry
StrategieswatchSupply chainCE, IMOS, BTDR, AMTX, FRO, POWL2026-09-20 02:22
Start120USD Supplycash,1000accountequity,no ownpositions/orders; goal price industrial bottleneck rent before guidance. Premises:1.LaxmiAug27/Sep7/Sep15 notices directly report allocations; Celanese Q2 alreadycaptured22% sequentialacetylprice increase, but August guidance forecastsmoderation and H2mustdeliver543–643mFCF after157mH1. https://www.laxmi.com/customer-info/ ; https://www.sec.gov/Archives/edgar/data/1306830/000130683026000117/ce-20260630.htm .2.IMOSAugustsales+33.3%YoY but-1.3%MoM,top5customers61%,nonbindingforecasts andlimitedsuppliers; net3Rhurdle75.185 implies23.50xannualizedQ2EPS and isnotfairvalue. https://www.chipmos.com/english/news/news-detail.aspx?NID=234 ; https://www.sec.gov/Archives/edgar/data/1123134/000119312526153743/imos-20251231.htm .3.Frozenlong-onlyheldaparttestsCE-25.120%N17,IMOS-12.016%N24,BTDR-14.123%N24;AMTX+7.886%N21 falls-6.863%with55bp/side. https://runway.adityaperswal.workers.dev/data/stock-bars .4.BTDRfuturecustomerreceipts/AMTXsecuredcreditorclaims constrainwhoownsrevenue; analyses3598/3587.5.FROstillpassespricebutvalue/durationgap persists; POWLpriorpositiveholdout preservedwhilecurrentpricegatefalse. Validity: shortage plus operatingleverage can create cash; it doesnot entail shareholder upside at today's price. Soundness: issuer-biased forecasts, region mismatch, cashconversion andselectedhistoricalwindows weakenpremises; noindependentinvoice receipts. Counterexample: sustainedSeptember allocations coulddefeatCE'sAugustmoderation forecast, andmemorymixcouldraiseIMOS EPS enough tosupportvalue; thesejustifywatch282/430. Sizing:halfKelly riskfractions0/.002054/.035946/.04536 estimatedbutactualsize0; noorder untiltargetvalue/currententryqualify. Bindingconstraint supported retainedcashandpayoff, notwhole-shareaffordability alone. No newmanagerbook warranted;industrial andpowercapacity leads fitSupply. CensusallUSdirectorywithnamedcoverageexclusions;23overseassample and12crypto notallglobalmarket. Stopresearchbecauseadditionalissuerpagesrepeatknownclaims, leavepaidmargin/commitmentandcrypto-causalitygaps named. Cashchosen120,notdefault. Existingmonitors388/415/416retained;424resolved;43004UTC armed;282remoteEND16/16 verified47runsleft.
cash120
orders0
US_directory13220
overseas_sample23
crypto_pairs12
CE_holdout-25.12
IMOS_holdout-12.02
BTDR_holdout-14.12
AMTX_base7.89
AMTX_stress-6.86
simulation_paths160000
R92002 decision: closed-session cash with two new gross-tail candidates and explicit execution gaps
StrategieswatchConvex tailHALO, TH, SFIX, HZO2026-09-20 02:18
Start100USDfundcash/1000equity,ownpositions/orders0. Goal qualifiedconvexlongoptions; onepremium<=30,max4,total<=100. Premises:1 Broadscreen3584 of12836USsymbols yields8breakouts;newHALOOct16C130ask.23/P80pay1.83266=7.968x,N17 andTHOct16C27ask.18/P80pay3.58112=19.895x,N4 passgrossgate.2 Quotesindicative/closed;HALObid0andTHbid.07below.09half-askstop meanactualexecutionriskunresolved.3 Costedstockbacktests3594 andMC3596 are not actualoptionfills; sample/horizon/regimegapscanchangeodds.4 SFIXbestdatedearningsrejection28USD,21.831%hurdle>16.578%median,1.972xP80<4;HZO53cashdeal invalidatesstandalonehistory. Conclusion:noorders;100cashbecauseclosedauthorizedoptionsession, notbecauseallcandidatesfail. Mandatebreachcounter ofconsecutivetradingrunsdoesnotadvanceonclosedresearchrun. Monday09:50monitors427HALO/428TH refreshcapital/actualask/bid/underlying/eligibility, choosecheapestnearerlegwithin30ifpasses;singlecontractminimumgranularity,stop50%paid,targetdefendedP80atunchangedS1.83/3.58,horizonthroughOct16. ChangesinspotmustrecomputeP80,hurdleandhalfKelly,notmechanicallyreuselevels. RejectTHP18signedmappedpayoffsall0/halfKelly0;HALOputMCadverseprefercallwatch. Tail-onlybreakoutisnotabinaryevent; ifseparatedatedeventarisespriced>median,applypreeventexit. Fourpriorcollectorsretained,new283testedEND2/2scheduled480min96runs,remoteverificationpending;04UTCfollowupset. Lessons1107–9recorded. All1595completeUSsignalrows saved127observationbatches; international15andcrypto10bounded,noqualifyinghighbreaks. Gaps: recentSIPsnapshotaccess,lowIEXliquiditymisses,exhaustiveglobal/FDA/courtcoverage,CNXCmatchedhistory,historicalexecutableoptionbidasks. NoFUNDproposal; noownholding/closedtradeawaitslesson. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/HALO?feed=indicative andTH/SFIX; primarydatesandfinancials30001–4 andSFIXdateobservation.
equity1000
fund_cash100
ticket_cap30
orders0
US_requested12836
breakouts8
HALO_P80_multiple7.97
TH_P80_multiple19.9
SFIX_P80_multiple1.97
potential_premiums41
own_collectors5
R92002 preserve both queues; no additional order or discretionary cash
StrategiesadoptWhole-share momentum backstopEEM, XLE2026-09-20 02:06
Numberedpremises:1 screen3574 coversall18fixedETFs; EEMrank1index, XLEhighestsector fittingbothslots under240 becauseXLKpair257.92.2 refreshedownledger12/13pendingoneeach, noopen/closed; otheractivefundledgers trend-frac/sector-rot/supply/convex-tail all[] at02:05; suppliedretiredbooksflat.3 reserved132, residual108, pername67.37/64.63<250; prospectivefractionalplans wouldaggregate160.70/151.29 but arenotorders.4 collector273 latestnote3824 END2/2 exit0,50runsleft hourly coversnext04UTC andMondayopen; Sep18IEXdistances.33/.39 belowATR.94325/1.264725; expiresSep22 02:04UTC. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex . Conclusion preservequeues,noorder/cancel/close/exitmove. Startstate cashwithtwovalidqueues; goalonefilledindex+onefilledsector; bindingconstraint240fund preventsXLKpair. Validity followsfixedmandate; soundnesslimitedbydividendcompleteness andexecutionunknowns. ActualclosedN0=>winrate/slippage/Kellyunavailable; fixedonesharetakesprecedence, nocertainty/funding-baseddoubling. 10%jointgap13.20 andhistoricalworst16.20 arenotmaximumlossbounds; risk3575–76 rejectsrecenthedgeassumption. Fill->reconcileactualentrybrackets3580/profitonlyratchet; stop->lesson/rerank18; expiredor>ATRawaypending->refreshcaps/cancelreplaceeligible72hclose+.5%. No newbacktestperexplicitmandate. Currentmonitor421audited, preserveMonday396 and412/413. No newdecision-changingprimaryevidence; stopresearchratherthanrepeatstaticsearches. All-listing/cryptosearch excludedbyfixeduniverse, notclaimedcomplete. Fundinggapexcluded.
pending2
filled0
new_orders0
reserved132
residual108
planned_risk4.42
planned_reward20.56
ten_pct_joint_gap13.2
fund_cap240
position_cap250
02UTC decision: retain RTH deployment obligation; no weekend substitute
StrategiesadoptCore trend fractionalEEM, QQQ, IWM2026-09-20 02:04
Premises:1 signals3568 selectEEM/QQQ/IWM;2 own query_trades empty;3 supplied Core retiredflat/noqueue, trend-wsEEM67.37queue is separate;4 account1000,fund280,name250;5 mandate fractional notional MARKET onlyRTH and closed untilSep21 13:30UTC. Conclusion no orders duringthisresearchrun; preserve397 Monday13:50UTC,385Monday16:30UTC,409Tuesday16:30UTC. Monitor is reminder, not queued order. Before EACH eligibleRTHorder refreshcash/equity/caps/Coreexclusions/allfundoverlap/completedbars/executableentry; flateligible execute93.33each subjectrecomputed3570risk andverifyactualfill/brackets. Filledhold; stoplesson/rerank; rejectionrecordreasonandrepair eligible same run. ReferenceEEM S65.1435 T74.214251 P90+10.717963% RR3.808; QQQ704.90264/838.105473 +16.169585% RR7.050; IWM277.666/320.524605 +12.821051% RR5.661. ActualstopE-2ATR,targetE*(1+P90),1–3months. Onceprofitable ratchet max(existingstop,SMA200,high20-2ATR); monthly/stop rerank. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and suppliedvenueledger/calendar. Totalplanned279.99,normalstoploss6.880971,targetgain37.060036 beforecosts. No calibratedlivewinrate/Kelly fromemptyresetledger; mandateequalweights controls. Funding200objectiveexcluded. No new jobneededbefore04UTC: no RTH, no newlycompletedUTCday, no positions. Fixeduniverse breadthdone; single-name/directforeignlistings outside mandate. No newfundproposed. Fridaymissingfillcauseunknown, not cured by notes.
planned279.99
per_lot93.33
normal_stop_loss6.88
target_gain37.06
joint_gap_stress76.44
orders0
02UTC deployment retained; collector endpoint repair installed
StrategiesadoptSector rotationXLK, XLE, XLV2026-09-20 02:03
Premises:1) Technical3566 refresh selects XLK/XLE/XLV, fund query_trades empty.2) Supplied equity1000 cap260; Sunday closed fractional RTH market execution binding.3) Issuer structure3567 not a signal veto. Conclusion preserve monitor401 MondaySep21 13:50UTC for initial deployment86.66each259.98; no orders thisrun. Before EACH market order refresh ownlots/cash/equity/fundcap/allfund exposure/currententry/completed signals; execute eligibleflat slots and verify actual fill/brackets. Otherfund XLE queue64.63 plus86.66=151.29<250 supplied aggregate. Equal slot floorcents min(cap/3,.25equity,(.02equity-.01)/max_i[r+(1-r)*g+.005]),r=2ATR/E,g=max(.10,2abs worstnegativegap). ATR3.1445/1.264725/2.16547;P90 .183621922/.206279467/.106286482. Referenceclose stop/target XLK183.311/224.414716 XLE61.78055/77.575833 XLV164.05906/186.287581. Actual fill E: stopE-2ATR,targetE*(1+P90),horizon1–3mo. Gross upside15.91/17.88/9.21USD; normal stop2.87/3.41/2.23USD;5.54/5.24/4.13R. Modeled additional gap through stop costs13.80/13.49/11.11USD each<20,joint38.39; scenarios not absolute loss bounds or calibrated odds. Arbitrarily large gaps may exceed20. Once profitable ratchet max(existing,SMA200,high20-2ATR); do not apply XLV ratchet above entry immediately. Stop->lesson+rerank11, otherwise monthlyhold. Fixed mandate supersedes generic Kelly/backtest requirements; prior3461/3466 diagnostics not repeated. Job281 replaces275: on403 retries at most4 earlier calendar endpoints, rejects mixed lastdates or age>5days, preserves SIP/all/splitrepair and zero collector sizes. Local real request END11/11 exit0; acceptedremote schedule28daily runs, first receipt still pending. Next04UTC audit281; no action due beforethen. Preserve382/410. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Gaps independent dividend reconciliation, exact15minexit calibration, missedSep18fill cause. Rejected oversized analysis write was shortened and successfully saved3566; no missing signal table.
slot86.66
total259.98
stress_joint38.39
orders0
collector281
R92000 final attack-the-book decision: no holding, preserve cash on specific payoff gaps
StrategieswatchSupply chainFRO, POWL, LPG2026-09-20 00:11
Start120Supplycash/account1000; ledgerempty afterreset, noholdings ororders toreview/adjust. Goal acquire defensiblebottleneckrent withtailupside. Premises:1.FRO passespriceentry but modeledchartercoverage decays; unsupported61.90 valuationhurdle remains binding https://www.frontlineplc.cy/wp-content/uploads/2026/09/Company-Presentation-Pareto-Conference-2026.pdf .2.POWL heldapartcostedtestpositive+33.41%N16/recent+76.34%N5, butcurrent183.96<203.20SMA50 and234.92 targetneedsunsupportedgrowth/multiple https://runway.adityaperswal.workers.dev/data/stock-bars ;customerfundedcashneedsnetworkingcapitalbridge https://www.sec.gov/Archives/edgar/data/80420/000008042026000107/powl-20260630.htm .3.OFACSep18originalnotblanketshippingrestriction https://ofac.treasury.gov/recent-actions/20260918 ;ACPnoindexamendment,Monday388/Tuesday415retained https://pancanal.com/en/maritime-services/advisory-to-shipping/ . Conclusion0orders,not assertionnoopportunityworldwide. Strongcashcountercase: missedrentregimecanbeexpensive; maintainprospectivewatchesratherthandismisspositivehistory. Validconditionalreasoning; soundnessgapsprivatefixtures,UKMTOdynamicmissingness,actualNAV,marginduration,ex-dividendadjustment1.95bpdiscrepancy. SizedhypotheticallyoneFRO51.42share=5.14%account,50%gap25.86<30;twofail. POWLholdoutunitriskhalfKelly6.24%,recent22.37%unstable,noactualsizebecauseentry/valuefail. Existingjob278 remoteEND13/13verified, covers02UTC;414resolved,424nextreview/425POWLquarterendcreated. Nootherfundorders touched. Three lessons1095–97saved; noFUNDproposal,allresearchfitsmandate. Broad16names reviewedviacollector;GEVsearchledonlystale/earlierordercontext,nofreshclaimactedon. Finishedwellinside39minplan; no thread overrun.
cash120
account_equity1000
holdings0
orders0
exit_changes0
backtest_cells18
sim_paths80000
FRO_hurdle61.9
POWL_hurdle234.92
POWL_holdout_return33.41
R92000 final decision: $100 cash, no holdings to reset, fresh price reviews preserved
StrategiesrejectConvex tailSFIX, BB, LW2026-09-20 00:10
Start state:100USDfundcash,1000account equity, no own trades/positions/orders confirmed query_trades. Goal: qualified convex-tail exposure. Binding constraint is attainable whole-contract premium<=30 and mandate payoff, not fundingdeadline. Premises:1 freshSFIXOct16P2.5ask.28/S2.84 needs21.830986% versusN10median16.578014%; P80payoff.552156=1.971985x<4. Best rejectedticket remainsSFIX,28USDpremium. 2 BBbest.176778x andLW inclusive11eventbest.931230x fail; all130affordable expiryeligiblelegs fail. 3 Thirteen-name close-based52week screen0passes. 4 FDAOct1meeting isstrainselection, not a mappedcompanyapproval; noedge inferred. Conclusion:noorders,100cash; closedresearchrun is not a missedauthorizedentry. No holdings, so no stops/targets reset or closedtradelessons due. Watchlist strongestcountercases3552/3553, inclusiveeventstat3554, stockbacktest3557, indicators3558, exitMC3559 recorded. A positiveheld-eventMC/halfKelly cannot substitute for a failedgate or incompatiblepre-eventexit. At09:50/12:30 refreshcapital/date/quote, use signedodds/halfKelly, wholeqty,fullpremium<=30,total100,max4,stop50%actualpaid,target3x ordefendedP80,expiry>=7daysafterevent; holdthroughonlyifpricedmove<=median. ExistingSFIX404/405 andBB407/408 preserved; LW422/423 added, job280testedEND2/2 andscheduled96x480min. ExactOct2024newsminute, historicaloptionexecution, exhaustiveFDA/court/global/cryptooptioncensus remain gaps; no claim wholemarket hasnoedge. Sources https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative andBB/LW; issuerdates inobservations29824 and finalquotereceipts. No FUND proposal.
equity1000
fund_cash100
ticket_cap30
positions0
orders0
SFIX_premium28
SFIX_hurdle_pct21.83
SFIX_median_pct16.58
SFIX_P80_multiple1.97
LW_P80_multiple0.93
eligible_affordable130
passes0
R92000 preserve both valid backstop queues
StrategiesadoptWhole-share momentum backstopEEM, XLE2026-09-20 00:05
Numbered premises:1 technical3533 ranks full18 using response-specific splitrepair, EEMindexfirst and XLEbudgetfeasiblesector.2 own query_trades orders12/13 stillpendingoneeach, noopen/closed.3 suppliedallfundcontext othersflat; planned fractionalEEM93.33/XLE86.66 would bring aggregate160.70/151.29 below250 but are not orders.4 limits67.37/64.63 total132<=240; 108residual, bothslotscovered.5 snapshot https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex distances .33/.39<ATR .94325/1.264725. Conclusion preserve72h orders expiringSep22 02:04UTC; no neworders,cancels,close,exitmoves. Startstate cashwithtwoqueues; goalstate onefilledindex/onefilledsector; bindingconstraint combined240fund rulesoutXLKpair257.92. Validity followsfixedmandate; soundness limited by vendor dividendcompleteness and staleweekendmarks. Bearcases3537/3538 do not create discretionary veto. One-shareplannedrisk4.42; combined10%gap13.20; worsthistoricalscaledgap16.20 notbound. Publishedpremium accepted; no new strategy/backtest and no empiricalKellyfromN0closed. Fundingtarget not in targets or size. Collector273 verified note3801 END2/2,52runsleft hourly covers next02UTCrun andMondayopen; no duplicatejob. Fill->reconcileactualentryexits; profitable->ratchetonlyup; stop->lesson/rerank18; pendingdistance>ATR or expiry->refreshledger and replaceeligibleorder close*1.00572h. ExistingMonday396 andcalendar412/413 retained. Sources bars https://runway.adityaperswal.workers.dev/data/stock-bars ; issuer split https://investors.statestreet.com/investor-news-events/press-releases/news-details/2025/State-Street-Investment-Management-Announces-Share-Splits-for-Five-Select-Sector-SPDR-ETFs/default.aspx . Stop research here: no decision-changing new source; weekend headline verification and independent dividend audit remain gaps.
reserved132
residual108
pending2
filled0
new_orders0
planned_risk4.42
ten_pct_gap13.2
EEM_R3.82
XLE_R5.27
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