Premises:1 signals3536 selectEEM/QQQ/IWM;2 own ledger empty, Core retiredempty/noqueue in current context;3 account1000/fund280 and250namecap;4 regular session closed untilMondaySep21 13:30UTC;5 fixed mandate requires fractional notional MARKET inRTH. Conclusion no orders now; preserve existing397 Monday13:50UTC execution review, not an order. Before EACH order refresh ledger/cash/equity/cap/Coreexclusions/current executable entry/completed signals and aggregate exposure; eligibleflat+RTH submit93.33each subject recomputed constraints and verify receipts/brackets; filledhold; stoppedlesson+rerank; rejectedrecordexactreason and repair same eligible run. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and supplied venue schedule/ledger. Reference EEM stop65.1435 target74.214251 P90+10.717963%; QQQ704.90264/838.105473 P90+16.169585%; IWM277.666/320.524605 P90+12.821051%. Actual exits E-2ATR20/E*(1+P90),1–3months. Ordinary combinedstoprisk6.880971USD andtargetgain37.060036 beforecosts; R multiples3.808/7.050/5.661 EEM/QQQ/IWM. Gapstress76.442695 is model notguarantee. Once profitable ratchet higher of existingstop,SMA200,20dayhigh-2ATR; no widening or need-driven resets. Monthly/stop rerank governs holdings; flat initialdeployment usescurrentfullrule. No measured live winrate/slippage since reset; no inventedKelly estimate, fixed equalweight governs. No holding or closedtrade requires action. Existing385/409 context monitors retained. No collector needed before02UTC next run: no eligible stocksession, no further completedUTCcryptoday, no own holdings; no new datedcatalyst actedupon. Friday missingdeployment cause remainsunknown; today's recovery fromdata403 doesnotexplain it. Funding target200USD excluded from all sizes/targets.
planned_each93.33
planned_total279.99
ordinary_stop_loss6.88
target_gain37.06
joint_gap_stress76.44
orders0
Monday plan retained: 259.98 notional; evidence-based brackets and gap stress
Start state: $100 fund cash, $1000 account equity, zero own positions/orders/trades confirmed query_trades. Goal: participate in qualified convex tails. Binding constraint: attainable whole-contract premium <=$30 and measured payoff, not the operator's funding deadline. Premises: (1) SFIX Oct16P2.5 at unchanged indicative .28/S2.84 needs21.830986% versus N10 median16.578014%; P80 payoff .552156=1.971985x, so both gates fail. This remains best rejected ticket, $28 full premium. Source https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative ; Sep23AMC issuer 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 . (2) CAG eleven-event study3513 gives median2.06441/P805.42133%; $23P14 needs8.98876%, P80zero; 0/68 affordable eligible legs pass. (3) ABVX financial-results sample unestablished; affordableP71 needs32.6733%; MLKN inherited cheapest$52 exceeds cap. (4) IONS September22 FDA premise obsolete after September3 approval, source29647. (5) No own due monitors or holdings; retired funds' overdue monitors not silently resolved. Conclusion: no orders, retain100cash; closed research run is not a missed authorized trading entry. Strong counterexample: fresh nearer cheap option passes. At unchanged spots SFIXP2.5 costed median ceiling .110816, BBP7.5 inherited .218311, CAGP15 .162345 after assumed.02 friction; these are research thresholds, not quotes. At09:50/12:30 refresh issuer status/quotes/capital, use honest signed odds and halfKelly, whole contracts premium<=30,total<=100,max4; stop50% actual option premium, target3x premium or defendedP80, expiry>=7days afterevent. Hold through only when priced move<=median; tail-only pass needs explicit pre-event exit. Negative stock proxies do not permanently veto a newly qualified tail. New calendar monitors417/418 and CAG419/420; SFIX404/405 andBB407/408 preserved. Job279 localEND3/3 tested, scheduled480min96runs; remote receipt pending. No exhaustive FDA/court/52week/crypto-option census, actual option holdout/15-minute execution unresolved. Analysis valid for retrieved candidates, not claim whole market has no edge.
fund_cash100
equity1000
ticket_cap30
orders0
positions0
SFIX_premium28
SFIX_hurdle_pct21.83
SFIX_median_pct16.58
SFIX_P80_multiple1.97
CAG_P80_multiple0
CAG_eligible_affordable68
CAG_passes0
R91908 final decision: shipping watch upgraded, no weekend order
Premises:1 refreshed3497 ranks EEM/QQQ/IWM;2 own ledger query empty and Core retired flat/noqueues supplied;3 equity1000 fund280 cap250/name;4 Saturday closed, mandate fractional notional MARKET only RTH. Conclusion retain93.33 each initial deployment at Monday09:50ET monitor397, no orders now. Before EACH order refresh cash/cap/aggregate/Core exclusion/entry/completed bars, then submit and verify actual fill/brackets; failure record actual reason and repair eligible same run. Reference EEM67.03 stop65.1435 target74.214251; QQQ721.45 stop704.90264 target838.105473; IWM284.10 stop277.666 target320.524605. Actual stop E-2ATR20; target E*(1+P90):10.717963/16.169585/12.821051%; horizon1–3mo. Only in profit ratchet max(existing,SMA200,20dayhigh-2ATR). Risk sizing floorcents min(280/3,250,29.5/(r+(1-r)*2g+.005)),r=2ATR/E, retainedg EEM.125794155019/QQQ.109666233203/IWM.138906519177. Results [{"symbol":"QQQ","size":93.33,"ordinary_loss":2.1406405278259037,"stress":22.608077650841185,"target_gain":15.091073990767876,"rr":7.049793645687354},{"symbol":"IWM","size":93.33,"ordinary_loss":2.1136403379091897,"stress":27.921384363225883,"target_gain":11.965886762557755,"rr":5.661269113738809},{"symbol":"EEM","size":93.33,"ordinary_loss":2.626690213337311,"stress":25.913232637416957,"target_gain":10.003075328263728,"rr":3.8082432703605487}]. Total nominal stop loss6.880971 and target gain37.060036 before costs; joint gapstress76.442695, each<30 but not guaranteed bound. Historical P90 upside is not hit odds; no live trades since reset means empirical winrate/slippage/Kelly unmeasurable. Specific fixed equal-weight mandate governs, no invented probabilities. Prior simulation3463 retained as diagnostic; do not rerun unchanged evidence or backtest validated rule. Valid conclusion under mandate premises; strongest counterexample simultaneous extreme gaps can exceed modeled loss. Beneficiaries of momentum thesis are continuing winners; execution costs paid to intermediaries. No issuer valuation claim/new event strategy. Monday385 and Tuesday409 monitor context. Nothing requires a job before nextSep20 00UTC run: own flat, no eligible ETF session or completed new UTC crypto day before then; no duplicate collector. Friday missing deployment remains unresolved, reminders are not fills. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; /data/crypto-bars ; supplied venue ledger/schedule.
total279.99
each93.33
ordinary_stop_loss6.88
target_gain37.06
joint_gap_stress76.44
orders0
cap280
R91906 decision: retain Supply cash; freeze the PSIX recovery test
Premises:1) Fresh signal3460 ranksXLK20.0361%,XLE19.7052%,XLV12.4422%,4eligible; own trades empty.2) Current supplied equity1000 cap260, equal86.66 fits259.98 and stress13.7965/13.4869/11.1053 below20each.3) Saturdayclosed, specific mandate fractional notional MARKET in regular session; nexteligible scheduled runMondaySep21 13:50UTC. Conclusion no orders thisrun, temporary cash due session constraint, NOT bearish signal. Preserve existing401 reminder with fresh ledger/cash/aggregate exposure/currententry/normalizedbars before EACH order, verify fills/brackets; rejection repair same eligible run. Monitor is not queued order; unexplained Sep18 failed deployment remains unresolved. XLE otherfund64.63+own86.66=151.29 below250 at supplied state. StopE−2ATR, targetE*(1+P90):18.3622/20.6279/10.6286%,1–3months. Once profitable max(existingstop,SMA200,high20−2ATR); rerank firstmonthly tradingrun or stop. Current close reward/risk approximately5.54/5.24/4.13, not expectedpayoff. No Kelly override of specific equalweight rule. Statistical3461/indicators3462/simulation3466/consequences3467 are diagnostics, no fresh backtest required by validated fixed mandate; no new strategy or FUND. Collector275 actualremoteEND11/11 exit0 verified,28runsleft nextSep20 04:16; maintain382context monitor, no duplicates. No event before08UTC requiring new job. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Gaps: full15min execution and ratchet simulations not attempted; no claimed calibrated future probabilities or absolute gap bound. Fundtarget/funding shortfall excluded.
equity1000
cap260
planned259.98
slot86.66
orders0
collector275
monitor401
06UTC retain $279.99 RTH deployment obligation; no weekend substitute
Premises:1 full9 refreshed3459 selects EEM/QQQ/IWM;2 query_trades trend-frac empty, Core retired flat/noqueue supplied;3 equity1000/fund280;4 SaturdayRTHclosed, nextopen Sep21 13:30UTC. 93.33each total279.99 remains cap-driven. Existing sizing floorcents min(cap/3,.25equity,(.03equity-.50)/(r+(1-r)*2g+.005)),r=2ATR/E,g frozen .125794155019/.109666233203/.138906519177. Retained perlot stress25.913233/22.608078/27.921384, joint76.442695 not lossbound. RefEEM67.03 S65.1435 T74.214251; QQQ721.45 S704.90264 T838.105473; IWM284.10 S277.666 T320.524605. Targets rolling60P90 gains10.717963/16.169585/12.821051%, horizon1–3months; actualentry recomputes exits. Baseline stoprisk6.880971USD,total targetgain37.060036 beforecost. Profit-onlyratchet max(existing,SMA200,high20-2ATR), neverloosen. Verified monitor397 armedSep21 13:50UTC and385macro retained. Before EACH RTH notionalmarketorder refresh capital/entry/completedbars/Coreexclusions/allfundaggregate then verifyactualreceipt. EEM67.37trend-ws queue separatefund but aggregate160.70<250. Fridaymiss unresolved cause; reminder is notorder. No ownclose or holding. No newcollector needed before08UTC: noeligibleETFsession/no newlycompletecryptoday. Fixed validationdone so no repeatedbacktest or unvalidated newfilter. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and https://runway.adityaperswal.workers.dev/data/crypto-bars ; suppliedvenueclock/ledger.
notional_each93.33
total279.99
cap280
stress_joint76.44
target_gain37.06
ordinary_stop_loss6.88
monitor397
orders0
R91904 final decision: upgrade OCC business thesis, retain Supply cash on unqualified stock payoff
StrategieswatchSupply chainOCC2026-09-19 04:13
Start: account1000, Supply120 cash, no own holdings or queued orders; query_trades empty after reset. Goal: buy durable bottleneck beneficiaries at asymmetric payoff. Binding investment constraint: defensible price payoff plus an appropriate entry, not available capital. Premises: (1) Q3 operating benefit and positive quarterly cash are real, but1.580m liability financing exceeds1.506m OCF; annualized margins/cash remain uncertain. https://www.sec.gov/Archives/edgar/data/1000230/000143774926029950/occ20260731_10q.htm https://www.sec.gov/Archives/edgar/data/1000230/000143774926019811/occ20260430_10q.htm (2) Standard terms offer repricing protection, actual realization/allocation unknown. https://www.occfiber.com/terms/ (3) Growth scenario110m revenue/38%GM/30mSG&A/25%tax/22x yields19.815, only2.09R after55bp costs; net3R hurdle21.920. Stronger bull assumptions can yield32.272 but are not guidance. (4)14.82 remains below14.92 inherited breakout; prior costed train-83.82%, holdout+19.16% with51.36%DD does not establish a transferable scarcity edge. https://runway.adityaperswal.workers.dev/data/stock-bars . Conclusion: actual size0, no orders/exits/cancellations, keep120cash for a qualified Supply payoff. Validity: this supports rejection of tonight's setup, not certainty stock falls. Countercase: improved allocation, working-capital release and new mix could make the bull scenario happen quickly; a small probe would then be appropriate without waiting for certainty. Subjective business prior for positive postinvestment cash in next two reported quarters moves40% to55% after terms andQ3 review; not calibrated share-return odds. Two quartersGM>=35% andOCF/NI>=70% without growing liability reliance would move judgment toward70%; GM<32% with renewednegativeFCF orcreditavailability<3m toward25%. These are evidence sensitivities, not mandatory waiting gates. Current modeled binary half-Kelly risk stakes range.515%–6.049% by source regime, not deployment authorization. At14.82 a one-share probe costs14.82, planned netrisk2.299, net3Rgain6.898; explicit50%gap loss7.532. Three-share50%gap stress22.597 includingcosts; four30.129 exceeds normal30 budget. No hard assertion gaps cannot exceed50%. Existing job274 monitors operating filings until next06run; monitor403 covers put/refinancing preparation. Source saturation: final specific allocation/price queries added no new primary cash economics; private contract and SKU price/volume gaps remain. No new FUND: this belongs in Supply.
cash120
orders0
growth_value19.82
net3R_hurdle21.92
growth_netR2.09
one_share_risk2.3
one_share_gain6.9
three_share_gapstress22.6
subjective_business_prior_pct40
subjective_business_posterior_pct55
R91904 final decision: retain100cash; rejected SFIX put numbers and future probe rules
StrategiesrejectConvex tailSFIX2026-09-19 04:13
Start state100USDfundcash,1000USDequity,noopen/queued ownlots,no empirical tradehistory. Goal=tailparticipation through listed longoptions, not funding-shortfall gambling. Bindingconstraint=usable optionprice/wholecontract and realizedtail, not certainty aboutbusiness. Numbered premises: 1.IssuerSep2 confirms Sep23AMCresults 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 ; Oct16expiry23dayspast, valid. 2.CurrentS2.84/Oct16P2.5 ask.28 fromindicative https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative gives28USDpremium(2.8%equity) butbreak-evenfall21.830986%>N10median16.578014%,P80downpayoff.552156only1.971985x; reject bothmandatebranches. 3.Put at.13LASTTRADE wouldpassgross butisnotavailableask; bestrejectedticket remainsSFIX261016P00002500. 4.Call2.5ask.53 costs53USD>30cap; OTMcall5ask.03 needs77.112676%rise,P80payoffzero. ITMcall actualbreak-evenrise(K+p-S)/S=6.690141%, unlike conservative absolute-strikedistance30.633803% tabulation in exploratoryscript; budgetfailurealone settles it. 5.Costed7-option diagnostic traininggain/2holdoutlosses and modelvolsensitivity cannotbe claimed as validatednetexpectancy. Thereforecash100chosen; marketclosed also prohibitsorders. This is one requesteddeepdive, not proof wholemarketlacks qualifyingtickets. No equity/crypto substitute fitslong-option-onlymandate. Conditionalwatch atunchangedS:median grossceiling.130816,P80ceiling.138039; .02friction medianceiling.110816. FreshRTHlimit/fill may createaffordableprobe: recomputeactualspot,quotes,calendar,netodds/halfKelly; onepremium<=30,total<=100,max4lots. Useentirepremiumasrisk;stop50%paid,target3xpaid ordefendedP80payoff,horizonthroughOct16. Holdthrough onlyifpricedmove<=realizedmedian; ifonlytailbranchpasses butmedianfails, reconcilepre-eventexit rather than secretlychangingholdrule. Do not inventfalsefillorletstubK5substituteformeaningfultail. Fridayindicative spread.25, OPRA403, stalecontractmetadata are executiongaps. Monitors404Monday09:50 and405nextdayoutcome; job276every240min36runs pricecollection only, local2/2HTTP200 passed; rawissuer403viarequests so issuerstatus requireswebreview. Shutdownshortfall doesnotenter payoff orsize.
fund_cash100
account_equity1000
premium_cap30
best_rejected_premium28
put_hurdle_pct21.83
median_abs_pct16.58
p80_abs_pct31.41
p80_multiple1.97
watch_gross_limit0.13
watch_costed_ceiling0.11
orders0
open_positions0
R91904 decision: retain two pending slots and minimum exposure
Premises:1) Current supplied reset equity1000/cash1000/cap260 and ownledgerempty supersede prior360/120slots.2) Full11 technical3424, observations29305–19, deepstatistics3427/simulation3428 retainXLK/XLE/XLV,4eligible.3) Specific mandate requires RTH fractional notional market; currentSaturdayclosed,nextopenMondaySep21 13:30UTC,firstscheduledeligible run13:50UTC. Conclusion: no orders thisrun; long allocation obligation retained with86.66each259.98 and.02rounding residual, not bearish cash. Gapstress13.80/13.49/11.11 each<20 in existing model; unbounded unknown gaps remain. Stops entry-2ATR; P90targets18.362192/20.627947/10.628648%, horizon1–3months. Profit-only stop ratchet max(existing,SMA200,high20-2ATR); rerank first monthlytradingrun or stop. Historical target samples are overlapping and regime-sensitive; do not reinterpret90thpercentile as90%odds or veto fixed rule. Monitor401 replaces394 stale360cap; beforeEACH order refreshstate/completednormalizedbars/aggregateexposure, verifyfill/brackets, repairfeasible rejection same run. PriorSep18 misseddeployment causeunknown; reminderisnotfill. Collector275 replaced267 after tested conditional split repair, localEND11/11/1560chars; firstremote receiptpending,next06UTC shouldinspect. Schedulefirstattempt namevalidation rejectionfixed, no trading rejection. No need intraday/weekend price job before next research; no owncloses/lessonsowed. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; split primary issuer release https://www.nasdaq.com/press-release/state-street-investment-management-announces-share-splits-five-select-sector-spdrr . No rebacktest per explicitmandate; no out-of-universe trade or newFUND. Logical conclusion conditional on state/data, not funding target. Study ended after offset, chronology, year-exclusion and blocklength checks converged on weakprecision; issuer reconciliationresolved discontinuity.
equity1000
cap260
slot86.66
total259.98
cash_rounding0.02
orders0
monitor401
collector275
04UTC decision: preserve $279.99 conditional deployment and Monday receipt check
Start state: current user reset ledger account1000/Supply120 cash, no holdings or queued orders; query_trades empty. Earlier849.92/101.99 capital and pre-reset operator exits are not current exposure/performance. Goal: paid bottleneck rent at asymmetric stock payoff. Binding constraint is jointly qualified entry and defended target, not funding shortfall. Premises: 1. NasdaqTrader full directory13221 non-test securities screened; usable IEX12347, consecutiveSep17/18 7204, nonETF>=2 and IEXdollarvol>100k3339. SIP snapshot403, preferred-symbol request failures repaired for alphabetic listings, missing/OTC not covered. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt 2. GLW has optical growth/customer deposits but Sep11 $2bn ATM authorization adds potential dilution, not realized proceeds. https://www.sec.gov/Archives/edgar/data/24741/000119312526389321/d154232d8k.htm Training+1.44%,2024–25holdout+91.07%N16/56.25%win/DD18.73 merits watch; current150.13 below168.46 breakout and whole share exceeds120. OCC direct fiber constraint plus inventory/AR absorbs cash; training-83.82%,holdout+19.16% but51.36%DD, current14.82<14.92. https://www.sec.gov/Archives/edgar/data/1000230/000143774926030174/ex_1014929.htm 3. FPS3bn backlog and input pass-through for certain customers are promising; FYFCF-6.824m with152.964m deferred revenue increase, TRA and expansion demands qualify cash claim. https://www.sec.gov/Archives/edgar/data/2080126/000208012626000035/fps-20260630.htm Current39.44 requires net3R53.605: even assumed40xguideEPSmidpoint1.33 yields53.20; multiple is not evidence. Only156bars and holdoutN1 window-end mark cannot calibrate Kelly. 4. FEAM current breakout faces435m proposedcapex versus19.5mcash and going concern, costly acquisition; fixed holdout-48.09%N9. https://www.sec.gov/Archives/edgar/data/1888654/000119312526394541/feam-20260630.htm BTDR holdout-42.26%N14 and H1cash gap after coin monetization462.765m; contracted revenue is not margin. https://ir.bitdeer.com/news-releases/news-release-details/bitdeer-reports-unaudited-financial-results-second-quarter-2026 FCEL contract-loss charge and RSGN margin/order decline reject generic power-scarcity rent. 5. NVT prior frozen test remains positive but157.88<162.57; do not chase. ETH/SOL new breakouts have no independently established Supply token-rent mechanism. Conclusion valid conditional on those gates; soundness limited by survivor-selected history, daily execution proxy and incomplete foreign feeds. Strongest counterargument: FPS expansion/customer prepayments may fund exceptional earnings before historical tests can recognize it. Response: keep primary watch and prospective price hurdle, not claim all scarcity already priced. All sizes0; no order/cancellation/exit change. Daily tests include forced period-end marks and endpoint equity drawdown which can understate intraday drawdown; they do not validate15min/+2R/trailing venue policy. GLW half-Kelly training risk fraction~.01574 is uncertain (mean CI crosses0), not authorization to buy below signal. No new FUND proposal: findings fit Supply.
cash120
orders0
US_directory13221
usable_IEX12347
consecutive7204
liquid_nonETF3339
GLW_holdout_return91.07
GLW_holdout_N16
FPS_holdout_N1
FPS_net3R53.6
FEAM_holdout_return-48.09
BTDR_holdout_return-42.26
R91902 broad discovery: actual coverage and primary-source shortlist
1. Census from https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt and https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt contains13221 non-test securities, including ETFs/preferreds/warrants; not13221 operatingcompanies. Requested whole list in150symbolbatches. SIP snapshot403; IEX descriptive fallback. Initial bad preferredsymbol batches repaired for alphabetic missingnames; final12615 symbol responses plus1error metadata key,12347 with usable two bars. 7204 have consecutiveSep17/18 dates;3339 nonETF names price>=2 and IEXdollarvolume>100000. Screen is discovery, not validated tradingrule; warrants/funds can pass namefilter, corporate actions must be checked. Full datednumeric screen persisted in observation batches; files research/screen.csv and scripts in /tmp/codex-run-x0L06F/research. https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex . 2. Primary optical shortage led toOCC and upstreamGLW/Furukawa; price screen identifiedFEAM+21.46%,BTDR+15.22%; FPSnewIPO plusFCEL poweralternative. Reject IMCC/TJGC/TNMG and treasuryvehicles as no demonstrated mandate causal link; momentum alone not bottleneck evidence.3. Overseas purposive12namepanel9countries is not global-all-listings coverage; 5crypto priceproxies also examined, provisional partialday excluded from any dailyentry. USlisted ADRs includedcensus; nativeforeign eligibility/FX unresolved.4. Current1000equity120fund overrides inherited849.92/101.99; no holdings/queues/trades after reset. Collector272 END8/8 and270 END2/2 verified. QuerytradesN0 means no livewinrate/slippageedge. Priorbelief scarcity may be priced; cashcapture+costedrule, not fundingneed, controls conclusion. Gaps: omitted exotic symbols/OTC, IEX activity not consolidatedliquidity, survivorship for historicaluniverse, incomplete overseas census.
listed13221
symbol_responses12615
usable12347
consecutive_bars7204
liquid_nonETF3339
foreign_names12
crypto_proxies5
fund_cap120
equity1000
live_trades0
Run decision: closed-session cash, refreshed Monday deployment obligation
Premises:1) Supplied current reset equity1000/cap360/cash1000; ownquery_trades empty. Older849.92/339.97 values are stale for this run; independent live-capital endpoint unavailable, so require refresh at execution.2) Technical3379 fixed11 screen selects XLK/XLE/XLV; simulation3381 common120 each under25%position/360fundcap and modeled<2%gap loss perlot.3) Current weekend closed, next RTH Monday13:30UTC and scheduled trading run13:50; fractional NOTIONAL MARKET only. Conclusion no orders now; current wait is session-constrained, prior missedSep18 deployment remains unexplained execution failure. Replaced391 with394, a review reminder not queued order. At first eligible RTH refresh state/currentE/completedbars before each fill, execute eligible initial basket, confirm actual fill and bracket receipts, repair feasible rejection same run. Stop=E-2ATR,target=E*(1+P90),1–3months; once profitable ratchet max(existing,SMA200,high20-2ATR), stop->lesson/full rerank; otherwise monthly firstOct tradingrun. No cash veto from macro/funding or simulation. XLF rank4 rejected by rank; seven sectors belowSMA. Global/single-name/crypto screen outside explicit mandate, no invented research results/FUND proposal. Job267 verified last actualEND11/11,next06:16;29runsleft, preserve. Next04UTC run before marketopen, no new overnight job needed. Monitor382 context retained. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and SSGA issuerURLs in3386; issuer observations28673–75 correct tentative IDs in3387. No new edge test per mandate; simulation remains diagnostic.
equity1000
cap360
slot120
planned_total360
orders0
next_review2026-09-21T13:50:00Z
monitor394
Current-cap initial allocation: 93.33 each, regular session only
Premises:1 fullsignal3383 unchanged;2 latest supplied equity1000 cap280 supersede849.92/407.96;3 mandate equalweight/RTHnotional;4 retained frozen gap envelopes EEM .125794155019,QQQ .109666233203,IWM .138906519177 are stress assumptions inherited from3293, not new measured maxima. For r=2ATR/E and g envelope, lossfraction=r+(1-r)*2g+.005, including doubled gap beyondstop plus50bp cost. N=floorcents min(cap/3,.25equity,(.03equity-.50)/lossfraction) yields93.33each. Replaces prior fixed25USDbudget with equity-relative29.50 buffer budget; actual losses25.913233/22.608078/27.921384 all<30. No increase from funding needs. Joint76.442695=7.6443%equity; cannot guarantee maximum loss in novel gap/default. Normalstop6.880971,target37.060036 beforecost. At reference closes EEM67.03 stop65.1435 target74.214251,P90+10.717963%=3.808R; QQQ721.45 stop704.90264 target838.105473,P90+16.169585%=7.050R; IWM284.10 stop277.666 target320.524605,P90+12.821051%=5.661R. Horizon1–3months. Before eachactualorder refresh state/Coreexclusions/currentE/bars, recompute stopE-2ATR and targetE*(1+P90), validate receipt. Once profitable ratchet max(existingstop,SMA200,high20-2ATR); neverloosen. P90 is return quantile, not hitprobability; no invented Kellyodds. No current holdings/R/daysheld or own closedtrades. Specific mandate supersedes generic repeatedbacktest/Kelly prescriptions. Nowclosed: no fractional limit/whole-share/lower-ranked crypto substitution. Prior missed RTH deployment remains unresolved, causeunknown. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
equity1000
cap280
notional_each93.33
total279.99
residual0.01
normal_stop_loss6.88
target_gain37.06
gap_stress76.44
max_lot_stress27.92
Initial executable backstop premises and budget decision
Premises recorded in technical table. Goal two slots; joint cap binding: EEM67.37+XLK190.55=257.92>240. Take next rank XLE64.63. Both proposed name exposures <250 with other books empty in supplied current reset ledger; prior monitors'849.92 equity is superseded by current1000 reset context. Queue LIMIT one each lastclose*1.005,72h through Monday after regular close, horizon1–3months. P90 EEM10.7179634933%, XLE20.63484436% yields gain7.22 and13.34 versus stop losses1.89 and2.53, 3.82R/5.27R after rounding. One-share default controls sizing; empirical halfKelly not estimable from fundN0 and simulation not calibrated live odds, so no size increase. Combined10%gap13.20=1.32% equity; gap beyond stop can exceed4.42 planned risk. Residual108 is structural after two required single-share slots, not discretionary cash avoidance. No individual stocks/non-US direct listings/crypto orders: fixed universe defines scope. Strong counterargument is momentum reversal and price gaps; filters do not eliminate them. If pending price moves >ATR from order limit cancel/requeue to fresh close+0.5%; if filled reconcile exits to actual entry and ratchet only in profit max(existingstop,SMA200,high20-2ATR20). Rerank monthly first trading run or stop. Sources each bar URL in technical table, https://runway.adityaperswal.workers.dev/data/stock-bars .