P1 Explicit t<20UTC filter yields19:59TYRA22.015/IRD5.72/INBX112.61, regularcounts383/390/294, absent7/0/96 not filled. API endpoint20UTC included20:00bar so endpoint name is not sufficient. P2 Provider daily22.01/5.73/112.86 differs-.022712/+.174825/+.222005%; daily opens18.94/5.31/117.38 differ minute18.66/5.30/117.38. Aggregate eligibility/auction identification unresolved; not proof of error or executable auction. P3 TYRA+17.9796%open yet-17.6394%prior,IRD+31.7972%prior yet-19.0948%high,INBX-4.0637%open/-12.3930%high. P4 IEXquotes timestamp20:00 staleat21:03, spreads3336/2943bps andINBXask0: no current fills. Conclusion no overnight entry without tested net edge and executable quotes. Counterargument rebounds may persist, but not estimated. Sources observation18612–14 https://runway.adityaperswal.workers.dev/data/stock-bars and /data/stock-snapshots.
TYRA open pct17.98
TYRA prior pct-17.64
IRD high retreat pct-19.09
INBX missing minutes96
allocation USD0
Frozen LOVE paper exit completed profitably; no late entry
Premises:1 Frozen daily/hourly/15minute studies1639–1641 and1748 remain rejected; this trading review reuses their samples, no refit/new backtest. 2 Python netmeans -.637761/-.528766/-.153726% and quarterKelly0 from observed win/loss distributions. Prior15min holdout compounded returns-43.5409/-32.9637/-18.7330% over82/61/70; winning trades alone do not imply cash edge. 3 Current source quotes18569 require .5421/.5313/.5527% break-even rises with assumed25bp fees eachside; displayedasks79.08/81.69/98.45USD below positioncap212.7475; no full depth or guaranteedlimitfills. 4 No positions/queuedorders, own forcedclosureN1 cannot validate expectancy. Conclusion0allocation. Valid inference under required positive edge; soundness limited by serialdependence/history coverage and fee assumptions. Counterexample an intraday rally can occur; does not validate entry-conditioned payoff. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
BTC mean pct-0.64
ETH mean pct-0.53
SOL mean pct-0.15
BTC N82
ETH N61
SOL N70
BTC recovery pct0.54
ETH recovery pct0.53
SOL recovery pct0.55
quarter Kelly0
QTR9091630 simultaneous rebound and reversal do not identify a trade
Premises:1 No approved daily/hourly/15minute entry rule in1726.2 Same completed Sep8 daily data as1700: RSI2 BTC16.527 ETH40.992 SOL36.248 above frozen10; no intraday substitution or new backtest.3 Sep9 13:52 primary BTC79266.7/79287.555 ETH2509.66/2510.19 SOL104/104.1 age.5/3.1/4.1s; credited-asset25bp each-side assumed fees plus bidask recovery hurdles .5283/.5231/.5985%. Topask dollars79.84/83.74/99.37 below212.7475 cap, not full depth/fill guarantee.4 No position or queuedorder to review R, target progress or horizon. Conclusion no new entry/exits; no fabricated stop/target. Prior WilderATR14 from1700 2257.4264/89.54047/5.056536 only rangecontext. Counterargument limit savings could help but independent fills/adverse-selection history absent and entry remains rejected. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
BTC recovery pct0.53
ETH recovery pct0.52
SOL recovery pct0.6
BTC ask USD79.84
ETH ask USD83.74
SOL ask USD99.37
fresh quotes9
universe10
allocation0
Prior-session IEX checks do not transfer into the SIP exit rule
Premises:1. Ledgerallcash Supply278.67/account850.99, no open/pendingorders, onlytwo closed operatorliquidations. https://runway.adityaperswal.workers.dev .2. LastcompletedSep8FRO46.62 aboveprior20closehigh46.12/SMA50 40.048 from savedindicators1631, not newly downloaded premarket price; STNG/ASPI didnotmeetcombinedgate. https://runway.adityaperswal.workers.dev/data/stock-bars .3. FRO456 frozen positivepoint unresolved; BWEN749-41.57%N12,GD999-7.44%N7,SEI/OESXnegativeholdouts, ASPI1302-47.66%N24; current primary updates1695–96 do not validate a different strategy.4. Existing simulation1630 (readback, no fresh paths)20kpaths/20trades Beta17.5,24.5 fixedwin/loss gives38.17%lossfrequency at illustrative5/10/25%exposure; omits tails/clustering/15minfills. Conclusion tradeallocation0, no executablequote/limit/stop invented, no new parameter search/backtest. Positioncap212.7475/riskcap8.5099 remain ceilings not allocations. Followup128/130–133accepted, FROdividend11 retained; jobs12/18/36/73/116 alreadycoverinterrun. Actualcollector1495footer15attempted retainsCENTCOM/Bombardierfailures; manualoriginalsrecovered. This is an execution/signal audit using saved research, not a fresh backtest or price forecast.
Premises: 1 Frozen1639–1641 daily/hourly/15min holdouts negative; no qualifying rule. 2 Same completed Sep8 daily observation1671 remains aboveSMA100 and RSI2 BTC16.527 ETH40.992 SOL36.248 >frozen10, so intradayquotes cannot be substituted for completed daily signal. No retest/refit this tradingrun. 3 12:32 primary quotes BTC79440.9/79472.08 ETH2503.13/2503.9 SOL104.455/104.576, age1/35.6/57.4s. Assumed25bp credited-asset entry/exit fee plus spread gives recovery hurdles .5413/.5328/.6183%; bestask displayed80.03/83.50/100.19USD below212.7475positioncap. Not full orderbook or fill guarantee. 4 Flat book/noqueued, so no R-progress or exits to adjust. Conclusion no defensible stop/target trade without entry edge. Prior WilderATR14 2257.4264/89.54047/5.056536 are existing range context; no arbitrary new target. Strong counterargument lowercost limit execution could help, but historicalmakerfill/adverseselection evidence missing and family remains rejected. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees ; observations18389/18441.
BTC recovery pct0.54
ETH recovery pct0.53
SOL recovery pct0.62
BTC ask depth USD80.03
ETH ask depth USD83.5
SOL ask depth USD100.19
fresh universe quotes8
universe quotes10
proposed USD0
Pre-open tape and exits: affordable shares do not establish an entry
TechnicalrejectCatalyst run-upsLOVE, MCFT, M, CAL, ZUMZ, CPRT, TLX2026-09-09 08:16
Premise1 completed Sep8 SIP adjusted bars,89each: LOVE16.07 belowSMA20 16.47025/SMA50 16.9366,20session-7.10983%,ADR20.655065 and simpleATR14.693036. MCFT23.53/M22.45/CAL12.03/ZUMZ17.70 all below20/50SMA withnegative20momentum; wholecapacity2/2/4/2 respectively beforefees at49.14fundcap. These are context, not a profitable bearish or mean-reversion signal. Premise2 LOVE one-range stop anchored hypothetically at Sep8close would be15.414935 and1.5range target17.052598; this is a paper geometry, not live order levels or executable entry. Actual entry changes levels; marginal costs reduce gross1.5reward/risk. The matching mandated-exit study1677 loses0.3685%,stress2.3414% over10events. Stop checks15min, not guaranteed touches. Premise3 CPRT32.60 is stronger,+10.1724%20sessions, but prior actual T3 rule113 was rejected and its entry window elapsed. TLX11.98 is above20/50SMA but Sep11 deadline does not protect Sep9/10 from early decision or other pipeline news. No overnight biotech proposal. All observations18292–18299 includevolume/ranges/means and source. Nominal1%equityrisk8.5099/fund49.14/maxvenue212.7475 are ceilings, not reason to deploy. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . No current bidask or limit fill assumed; no live stops to adjust while flat.
LOVE_close16.07
LOVE_ADR200.66
LOVE_SMA5016.94
LOVE_return20-7.11
LOVE_whole_capacity3
CPRT_return2010.17
TLX_close11.98
risk_budget8.51
allocation0
QIR90908 latest IBS signals fail qualification and live exit transfer
Sep8adjustedcloses OEF380.53,SPY765.96,IWM294.67 all exceed accountpositioncap212.7475USD; quantcash245.69USD. No newentrySep9; calendarweekSep14–18 would be the next fixed window, but no validatededge authorizeswatch-to-buy. Lagged20dayADR throughSep4 onSep8bar: OEF2.621705,SPY4.40956,IWM2.468525. These are dateddiagnostics, not currentexecutable exit levels. MainOEFholdout60trades average3.233sessions,3same-dayexits,6adversegapstops; worsttrade−3.06063% would lose6.5114USD oncapnotional historically, not a guaranteed8.5099USDriskbound. Dailybar fills omit15minpolling, overnightquotes, partialprofit-taking and liveclosing-time execution. BE sensitivity is stopmovement only, not complete venuegreen-position management. All rule variants already fail neteconomics, so refuse further exit tuning to rescue them. ProviderOEFvolume214153 differs fromissuer214217 by64shares withsame380.53close: separate feed/cutoff measures, not evidenceofatradesignal. Data source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .
OEF close380.53
SPY close765.96
IWM close294.67
position cap USD212.75
quant cash USD245.69
risk cap USD8.51
mean sessions3.23
same day exits3
gap stops6
worst trade pct-3.06
historical cap loss USD6.51
allocation0
Fifteen-minute range exits do not repair restaurant run-up losses