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Undervalued event windows

Undervalued event windows. Measured, not narrated.

Calendar
MONEYBALL
55 Instances 55 dated sessions · 2010-05-28 → 2026-07-13

Manhattanhenge

NYC sunset on the street grid. Twice a year — late May and mid-July. Calculated from the sun's azimuth, not a story. · Internet of Events · live event tape · axis 2026-07-13

Asset Holding Period (Days)

1 Trading Day Hold · equal-weight QQQ, IWM, SPYG [Purchased at Close to Sold at Close] (55 Instances). SPY is the benchmark, not the trade. Latest window: Jul 13, 2026.

Event DateJul 13, 2026
0Jul 13, 2026
Asset Purchased at CloseJul 13, 2026
+1Jul 14, 2026
Asset Sold at CloseJul 14, 2026
Pattern History · 55 sessions-3%-2%-1%0%1%2%3%Hold return %20102011201220132014201520162017201820192020202120222023202420252026
Win Rate by year0%25%50%75%100%Percent of instances20102011201220132014201520162017201820192020202120222023202420252026

Instance report

55 sessions · 34 wins · 21 losses. Sleeve is equal-weight QQQ, IWM, SPYG. SPY is the same window, not the trade. MFE/MAE are running high/low vs the entry close through the exit bar. Click a row for day-by-day closes between entry and exit. Click a year on Pattern History or Win Rate to filter this table.

Every measured session · equal-weight trades vs SPY
#EventBuySellQQQIWMSPYGSleeveSPYMFEMAEvs SPYResult
12010-05-282010-05-282010-06-01-0.92%-3.03%-1.91%-1.96%-1.68%+0.69%-2.02%NL
22010-06-012010-06-012010-06-02+2.37%+2.85%+2.26%+2.49%+2.60%+2.53%-0.15%NW
32010-07-122010-07-122010-07-13+1.30%+3.17%+1.59%+2.02%+1.51%+2.36%+0.00%YW
42011-05-312011-05-312011-06-01-2.18%-3.22%-1.43%-2.28%-2.25%+0.05%-2.34%NL
52011-07-112011-07-112011-07-12-0.76%-0.56%-0.29%-0.54%-0.43%+0.43%-0.60%NL
62011-07-122011-07-122011-07-13+0.42%+0.89%+0.15%+0.49%+0.33%+1.56%+0.00%YW
72012-05-292012-05-292012-05-30-0.84%-1.92%-0.90%-1.22%-1.45%+0.00%-1.68%YL
82012-07-112012-07-112012-07-12-0.94%-0.34%-0.21%-0.49%-0.48%+0.02%-1.62%NL
92012-07-122012-07-122012-07-13+1.52%+1.25%+1.28%+1.35%+1.68%+1.56%+0.00%NW
102013-05-282013-05-282013-05-29-0.47%-0.93%-0.79%-0.73%-0.65%+0.01%-1.32%NL
112013-05-292013-05-292013-05-30+0.53%+0.67%+0.40%+0.54%+0.37%+0.92%+0.00%YW
122013-07-112013-07-112013-07-12+0.44%+0.20%+0.09%+0.25%+0.04%+0.44%-0.17%YW
132013-07-122013-07-122013-07-15+0.23%+0.88%+0.09%+0.40%+0.39%+0.50%-0.07%YW
142014-05-282014-05-282014-05-29+0.64%+0.34%+0.63%+0.54%+0.52%+0.60%-0.09%YW
152014-05-292014-05-292014-05-30+0.01%-0.45%+0.22%-0.07%+0.16%+0.14%-0.56%NL
162014-07-112014-07-112014-07-14+0.60%+0.51%+0.68%+0.60%+0.50%+0.95%+0.00%YW
172014-07-142014-07-142014-07-15-0.34%-0.99%-0.35%-0.56%-0.19%+0.26%-1.11%NL
182015-05-282015-05-282015-05-29-0.60%-0.60%-0.66%-0.62%-0.62%+0.05%-0.92%YL
192015-05-292015-05-292015-06-01+0.34%+0.31%+0.22%+0.29%+0.20%+0.68%-0.45%YW
202015-07-132015-07-132015-07-14+0.66%+0.56%+0.48%+0.56%+0.43%+0.78%-0.04%YW
212016-05-312016-05-312016-06-01+0.01%+0.68%+0.06%+0.25%+0.20%+0.40%-0.44%YW
222016-07-112016-07-112016-07-12+0.50%+1.34%+0.46%+0.77%+0.73%+1.13%+0.00%YW
232016-07-122016-07-122016-07-13-0.24%-0.39%-0.02%-0.22%-0.01%+0.36%-0.35%NL
242017-05-302017-05-302017-05-31-0.04%-0.10%+0.17%+0.01%-0.02%+0.34%-0.70%YW
252017-07-112017-07-112017-07-12+1.19%+0.77%+1.03%+0.99%+0.75%+1.27%+0.00%YW
262017-07-122017-07-122017-07-13+0.22%+0.08%+0.22%+0.17%+0.17%+0.30%-0.26%YW
272018-05-292018-05-292018-05-30+0.72%+1.58%+1.09%+1.13%+1.33%+1.30%+0.00%NW
282018-07-112018-07-112018-07-12+1.72%+0.48%+1.25%+1.15%+0.91%+1.22%-0.09%YW
292018-07-122018-07-122018-07-13+0.08%-0.30%+0.16%-0.02%+0.08%+0.32%-0.28%NL
302019-05-282019-05-282019-05-29-0.82%-0.84%-0.78%-0.81%-0.67%+0.00%-1.39%NL
312019-05-292019-05-292019-05-30+0.42%-0.28%+0.49%+0.21%+0.27%+0.72%-0.35%NW
322019-07-112019-07-112019-07-12+0.58%+0.77%+0.30%+0.55%+0.45%+0.67%-0.07%YW
332019-07-122019-07-122019-07-15+0.32%-0.53%+0.05%-0.05%+0.03%+0.27%-0.33%NL
342020-05-282020-05-282020-05-29+1.47%-0.57%+0.63%+0.51%+0.45%+0.84%-1.21%YW
352020-05-292020-05-292020-06-01+0.30%+0.96%+0.55%+0.60%+0.40%+1.07%-0.34%YW
362020-07-132020-07-132020-07-14+0.71%+1.66%+1.13%+1.16%+1.30%+1.30%-1.45%NW
372021-05-282021-05-282021-06-01-0.33%+1.14%-0.45%+0.12%-0.09%+0.80%-0.46%YW
382021-06-012021-06-012021-06-02+0.20%+0.12%+0.12%+0.14%+0.16%+0.42%-0.38%NW
392021-07-122021-07-122021-07-13+0.00%-1.88%-0.05%-0.64%-0.34%+0.50%-0.81%NL
402022-05-312022-05-312022-06-01-0.74%-0.57%-0.72%-0.67%-0.81%+1.22%-1.57%YL
412022-07-112022-07-112022-07-12-0.97%-0.34%-1.41%-0.91%-0.88%+0.90%-1.44%NL
422022-07-122022-07-122022-07-13-0.21%-0.09%-0.32%-0.20%-0.53%+0.53%-1.95%YL
432023-05-302023-05-302023-05-31-0.57%-0.99%-0.57%-0.71%-0.55%+0.16%-1.21%NL
442023-07-112023-07-112023-07-12+1.26%+1.09%+0.79%+1.05%+0.80%+1.53%+0.00%YW
452023-07-122023-07-122023-07-13+1.70%+0.81%+1.02%+1.17%+0.79%+1.36%-0.01%YW
462024-05-282024-05-282024-05-29-0.70%-1.48%-0.41%-0.86%-0.70%+0.00%-1.13%NL
472024-07-112024-07-112024-07-12+0.59%+1.17%+0.64%+0.80%+0.63%+1.69%+0.00%YW
482024-07-122024-07-122024-07-15+0.27%+1.90%+0.33%+0.83%+0.28%+1.62%-0.09%YW
492025-05-282025-05-282025-05-29+0.20%+0.30%+0.38%+0.29%+0.39%+1.20%-0.32%NW
502025-05-292025-05-292025-05-30-0.16%-0.51%-0.23%-0.30%-0.11%+0.10%-1.42%NL
512025-07-112025-07-112025-07-14+0.36%+0.67%+0.37%+0.47%+0.19%+0.58%-0.36%YW
522025-07-142025-07-142025-07-15+0.09%-1.96%+0.06%-0.60%-0.43%+0.74%-0.66%NL
532026-05-282026-05-282026-05-29+0.37%-0.55%+0.57%+0.13%+0.25%+0.58%-0.44%NW
542026-05-292026-05-292026-06-01+0.60%-0.50%+0.91%+0.34%+0.27%+0.74%-0.58%YW
552026-07-132026-07-132026-07-14+1.12%+0.35%+1.07%+0.84%+0.36%+1.20%+0.00%YW

Why this window

Manhattanhenge · QQQ+IWM+SPYG EW · 55 measured dates · hold 1 bar(s) · corridor T0–T+4

Measured · not exceptional

This tape is measured, not exceptional. Path consistency is 0 because the scatter of one-session terminals (σ) is at least as large as the average (|μ|) — so 1 − σ/|μ| clips to 0, and quality is gated to 0. The corridor still has a p25–p75 band, MFE, MAE, and SPY on the same marks.

Always in the market vs event windows Cumulative close-to-close % · QQQ · IWM · SPYG trades · SPY benchmark · event path is cash (flat) between holds -200%0%200%400%600% IS Event windows only (flat when out) SPY same windows Always in the market (every session) 20102011201220132014201520162017201820192020202120222023202420252026

Navy is equal-weight QQQ · IWM · SPYG invested only on the 1-session event holds — flat cash between those windows. Gold is SPY on the same hold days (in-sample split marked IS). Grey is SPY buy-and-hold every session from 2010-05-28 to 2026-07-21. Hover a shaded trade window or a ledger row for day-by-day closes between entry and exit.

Win rate62%at T+1 close
MFE ≻ MAE60%|MFE| ≥ |MAE| at exit
Path consistency0.001 − σ/|μ| · σ=0.86%
Quality0.00ungated 0.35
Terminal avg+0.16%-0.08–+0.38% CI
Avg MFE / MAE+0.76%-0.60% MAE
Beat SPY55%same window
Cadence slope+0.01not a next-date call
Hold corridor · MFE / MAE · p25–p75 -3%-2%-1%0%1%2%3% Avg close path Avg MFE Avg MAE SPY same marks T0T+1 exitT+2T+3T+4

Shaded band is T0 through the trade exit. Dots are each instance close at exit — click one to pin that trade. T+2… is after you are flat — MFE/MAE still run so the excursion is visible, not extra P/L.

Corridor by session (close-to-close vs entry close)
BarRoleAvgMedianp10p25p75p90Avg MFEAvg MAEWinSPY avg
T0in trade+0.00%+0.00%+0.00%+0.00%+0.00%+0.00%+0.00%+0.00%0%+0.00%
T+1exit+0.16%+0.25%-0.78%-0.52%+0.60%+1.14%+0.76%-0.60%62%+0.13%
T+2after exit+0.36%+0.38%-0.88%-0.32%+0.94%+1.80%+1.06%-0.85%62%+0.30%
T+3after exit+0.28%+0.30%-1.51%-0.39%+1.46%+1.89%+1.33%-1.13%64%+0.26%
T+4after exit+0.23%+0.51%-1.95%-0.68%+1.34%+2.20%+1.55%-1.40%64%+0.21%

Viability · not a slogan

These are the same 55 close-to-close exits. Capture is sleeve ÷ SPY when SPY is up (or down). CI is a 2,000-draw bootstrap of the mean — not a forecast interval.

Expectancy+0.16%E[win] mix
Payoff0.99avg win / |avg loss|
Profit factor1.60gross win / |gross loss|
95% CI-0.08–+0.38%bootstrap mean
Beat SPY55%same-window hit
ρ vs SPY+0.97exit terminals
Up / down capture1.24down 1.81
Bars to MFE / MAE3.2MAE 2.7
Terminal distribution · T+1 close %051015-3-2-10123T+1 close %Count
May grid vs July grid (same hold rule)
SeasonNAvgWin
May grid24-0.22%54%
July grid29+0.39%66%
Other2+1.32%100%
Best five exits
DateSleeveSPYMFEMAE
2010-06-01+2.49%+2.60%+2.53%-0.15%
2010-07-12+2.02%+1.51%+2.36%+0.00%
2012-07-12+1.35%+1.68%+1.56%+0.00%
2023-07-12+1.17%+0.79%+1.36%-0.01%
2020-07-13+1.16%+1.30%+1.30%-1.45%
Worst five exits
DateSleeveSPYMFEMAE
2011-05-31-2.28%-2.25%+0.05%-2.34%
2010-05-28-1.96%-1.68%+0.69%-2.02%
2012-05-29-1.22%-1.45%+0.00%-1.68%
2022-07-11-0.91%-0.88%+0.90%-1.44%
2024-05-28-0.86%-0.70%+0.00%-1.13%

Primary path is equal-weight QQQ+IWM+SPYG EW — the actual trades. SPY on the same marks is the benchmark. Price-sum is not this object.

Equal-weight sleeve vs names vs SPY · stats at trade exit
NameNAvgσWinMFE≻MAEAvg MFEAvg MAEPath CQuality
Sleeve EW55+0.16%+0.86%62%60%+0.76%-0.60%0.000.00
QQQ55+0.22%+0.81%65%62%+0.78%-0.55%0.000.00
IWM55+0.07%+1.21%53%51%+0.83%-0.82%0.000.00
SPYG55+0.19%+0.76%67%65%+0.68%-0.45%0.000.00
SPY (benchmark)55+0.13%+0.80%64%62%+0.60%-0.47%0.000.00
Sleeve metric explorer · any statistic versus any statistic

Same dated tape as the paper object. Native SVG — not a charting vendor. Hover a point; click to pin that session. Hold-day table and instance evolution collapse below when the pack is large.

Hold-day statistics table
Instance evolution
Instance # versus Evolution Sharpe (1…n)-0.2-0.100.10.20.30.40204060Instance #Evolution Sharpe (1…n)SleeveNames · SPY

55 instances · Sharpe of 1–k at each k (defined from k=3)

Pattern frequency

Temporal intelligence (cadence, not a forecast)

Median gap 42.0 days · cadence slope +0.01 (positive = dates bunch). Not a next-date prediction.

2010-05-282010-06-012010-07-122011-05-312011-07-112011-07-122012-05-292012-07-112012-07-122013-05-282013-05-292013-07-112013-07-122014-05-282014-05-292014-07-112014-07-142015-05-282015-05-292015-07-132016-05-312016-07-112016-07-122017-05-302017-07-112017-07-122018-05-292018-07-112018-07-122019-05-282019-05-292019-07-112019-07-122020-05-282020-05-292020-07-132021-05-282021-06-012021-07-122022-05-312022-07-112022-07-122023-05-302023-07-112023-07-122024-05-282024-07-112024-07-122025-05-282025-05-292025-07-112025-07-142026-05-282026-05-292026-07-13

Trade is 1 session(s) (T0 close → T+1 close) equal-weight `QQQ+IWM+SPYG EW`. SPY is the benchmark on the same marks, not a sleeve name. Corridor continues to T+4 so MFE/MAE have a path after exit — that tail is not the P/L. Entry bar is marked 0% (no lookback on the entry session high/low). Path consistency is 1 − σ/|μ| on the 55 T+1 close terminals (σ=0.86%, μ=+0.16%). Quality uses the hold-profiler mix (0.35 win + 0.30 path + 0.20 MFE≻MAE + 0.15 MAE-efficiency) and is gated to 0 when path consistency is 0. 95% bootstrap CI on the mean is -0.08% to +0.38%. Bar source: daily closes.

Event Basket Sleeve

Manhattanhenge · NYC sunset on the street grid. Twice a year — late May and mid-July. Calculated from the sun's azimuth, not a story. · equal-weight micro-portfolio · 55 measured dates

Tape-validated
Always in the market vs event windows Cumulative close-to-close % · QQQ · IWM · SPYG trades · SPY benchmark · event path is cash (flat) between holds -200%0%200%400%600% Event windows only (flat when out) SPY same windows Always in the market (every session) 20102011201220132014201520162017201820192020202120222023202420252026

Navy is equal-weight QQQ · IWM · SPYG invested only on the 1-session event holds — flat cash between those windows. Gold is SPY on the same hold days (in-sample split marked IS). Grey is SPY buy-and-hold every session from 2010-05-28 to 2026-07-21. Hover a shaded trade window or a ledger row for day-by-day closes between entry and exit.

Basket Sharpe0.34
IS Sharpe0.41
OOS Sharpe0.16
OOS eff.0.39
Max DD-4.10%
vs SPY (IS exposure)+0.31%
vs SPY (always-in)-575.27%
Index overlays (actual daily closes)
PathSleeve / timedSPY
IS exposure-window parity+7.84%+7.53%
Always in the market+8.90%+584.18%
Micro-Portfolio Weights
SymbolWeightAvg ReturnSharpeContribution
QQQ33%+0.22%0.51+0.07%
IWM33%+0.07%0.10+0.02%
SPYG33%+0.19%0.46+0.06%

Trades are equal-weight QQQ, IWM, and SPYG. SPY is the benchmark: same hold days (IS exposure-window parity on the first 70% of instances) plus always-in every session. Daily overlay compounds close-to-close. IS/OOS Sharpe is instance walk-forward. Paper sleeve — not a live allocation mandate. Bar source: daily closes. Window 2010-05-28 → 2026-07-21.

Outperformers
StockMarket DirectionMedian ReturnAvg. Return
QQQ+65.45%+0.22%+0.22%
IWM+52.73%+0.07%+0.07%
SPYG+67.27%+0.19%+0.19%
StockMarket DirectionMedian ReturnAvg. Return
SPY (Benchmark)+63.64% +0.13% +0.13%
Object contract

This is the 2020 Finance Edition object (Event Date, Purchased at Close, Sold at Close, Pattern History, Win Rate). When the Internet of Events tape is live, those four slots fill from measured hold returns and win rate on that series — they are not frozen 2010 museum numbers. Sleeve Sharpe / vs-the-market fill from daily closes or we refuse to invent them. This week's grid is scored from historical dates on each event series. Notes never change the ranking. This is not millions of dates per race.

This week

This week's windows

Dates with a measured pattern — how often they worked, how long the hold. Real history, not a story.

Loading measured windows…

Free list

See the object. Join the list.

The 2020 hold-bar is the product. Weekly, buyback, and earnings each have their own Stripe Price — none of them is $4,999/month. Watch overlay is Holdings OS Full $4,999/month.

Weekly Buyback Earnings Quant daily Watch overlay

Internet of Events

Events move the tape. We score the window.

Same hold on every historical date we have: did it work, how long, versus sitting in the market. That is the product — not a count of rows. The object at the top of this page is one fully processed example. Weekly, buyback, and earnings are the same method on different calendars.

Who this is for

Event desks that want measured windows, not a story. Free list sees the object. Weekly is the mixed live grid. Buyback is issuer repurchase calendars. Earnings is earnings-print calendars — never mixed into buybacks. Watch overlay is the Holdings OS Full seat at $4,999/mo. Newsletter checkouts never substitute that price. This lake is not a hotel staffing feed and not a prediction-market settlement tape.

Join the free list Weekly Buyback Earnings Watch overlay

Lake honesty — counts are not the product

Live COUNT is how we refuse invented scale. It is not the sell. Documented Almanac IoE floor is ≥313,000 occurrence rows — rows, not types, and not millions of dates per race.

Almanac IoE floor≥313,000
IoE series (types)live registry
Lake dateslive lake
Monaco GP occurrencesAIoE needle

How the tape is scored

  1. OccurrencesHundreds of thousands of dated rows in the Almanac IoE floor (live COUNT; documented floor ≥313,000). Rows, not types.
  2. Series (types)Monaco Grand Prix 2025 normalizes to Monaco Grand Prix. One type. Every historical edition we hold is that series' tape.
  3. Scored datesEach date on the series is a hold we can measure versus SPY — how often it worked, how bumpy the path was. Notes never change the ranking.
Scored serieslive registry
High-rank unprofilednone queued
Longest series tapelive registry
Monaco GP seriesseries tape
Earliest lake datelive lake

Documented Almanac Internet of Events floor is ≥313,000 occurrence rows. Live COUNT hydrates on GET /api/v10/moneyball/site/ioe when the mothership is up.

Scale honesty: the 313K+ figure is occurrence rows across the lake, not hundreds of thousands of types, and not millions of dates per race. Longest series tape in this lake is live registry dated instances — the empirical per-type length (MAX(occurrence_count) as the named top series). Earliest dated row in this process is live lake. Chrome does not invent a founding year.

Notes never change the ranking. High-rank unprofiled (none queued) is coverage remainder — series we have not scored yet. Paper book, not live cash.

How we measure a window

How we measure a window

  1. Series tapeHistorical dates for that event — the same tape the weekly issue uses.
  2. The holdWin rate, how bumpy the path was, versus sitting in the market. Not a marketed versus-the-market percentage painted as a live fact.
  3. Walk-forwardEqual-weight basket of the names, earlier dates then later dates, versus SPY. Paper book, not live cash.

Price ladder — five existing rungs

  1. Free list See the measured object. Email capture only — no invented CPM, no invented dollar.
  2. Weekly Mixed live grid. Own Stripe Price. If unset, checkout errors — it never substitutes Holdings Full $4,999.
  3. Buyback Issuer repurchase windows — last week’s paper plus this week’s calendar. Own Stripe Price. Never weekly. Never $4,999.
  4. Earnings Earnings-print windows — same method, separate book. Own Stripe Price. Never weekly. Never buyback. Never $4,999.
  5. Watch overlay Holdings OS Full $4,999/mo. Existing SKU. Never a minted cheaper watch price.
Contract, moat, and what this site refuses

Data moat — Internet of Events

The tape you cannot copy is a scored hold on dated windows versus sitting in the market. Occurrence counts are lake honesty (live COUNT; documented floor ≥313,000), not the product. Series are types — Monaco Grand Prix 2025 collapses to Monaco Grand Prix. Dates on that series are instances, not millions of dates per race.

Internet of Events funnel · IoE snapshot JSON

Informational switching cost

The archive is the history a new vendor would not have: weekly issues, quant daily, and watch overlay on circadian.moneyball_newsletter_archive. That is the CI OS Type 3 moat (informational), not a second CMS table.

Open the archive · prefixes week / MBQ- / WATCH-*

Track record is paper, then measured

The 2020 object plus the Event Basket Sleeve (tape-validated daily closes: in-sample exposure-window parity vs SPY + SPY always-in buy-and-hold, walk-forward on past then later instances) is the product. Rank comes from the dated tape. The paper book is not live cash, not an order, not a vendor marketed versus-S&P percentage painted as a live fact.

Weekly · Paper book JSON

Cadence we actually ship

Weekly + quant daily. That is two editions, not a fake five-issues-per-week Diff clone. Workflow lock is the hold-grid object returning every week, not invented send volume.

Prediction-market beat — composed, not cloned

The xlsx “white space” (a dedicated quantitative PM desk letter) is an INFERENCE, not a FACT: forecasting-as-product already exists elsewhere, and Circadian already has Polymarket/Kalshi honesty routes. This site composes those surfaces onto event windows. Notes never change the ranking. HTTP 200 on venue status is not live_ready.

Markets beat

What this site refuses

  • Competitor revenue estimates as FACT on chrome
  • Invented open rates
  • Affiliate-majority monetization as the product
  • Fear/hope back-end funnels
  • WordPress / a second archive table / Actix GET / on the mothership
  • Weekly checkout substituting $4,999
  • Plant vendor names on public chrome
  • Millions of historical dates per event type, or a founding-year slogan

Who this is for

Event desks that want measured windows, not a story.

Weekly is the mixed live grid. Buyback is issuer repurchase calendars. Earnings is earnings-print calendars — never mixed into buybacks. Watch overlay is the Holdings OS Full seat, already priced.

Free list — this page's measured object.

Weekly / buyback / earnings — three Stripe Prices. If a Price is unset, checkout errors. It never substitutes Holdings OS Full $4,999/month.

Watch overlay — Holdings OS Full $4,999/month. Never a cheaper watch SKU.

How this site is built

The original object

The 2020 Finance Edition was white paper: Asset Holding Period callouts (Event Date, Asset Purchased at Open, Asset Sold at Close) and outperformers versus SPY with signed arrows. This site renders that object in Circadian SSR — not a WordPress theme, not Highcharts, not a second archive table, not a pundit blog with a stats garnish. Live tape fills purchase at the session close (close-to-close). The 2020 replica keeps Purchased at Open as the museum object until the tape hydrates.

We score each window from the historical dates we actually have: how often it worked, how long to hold, and how that compared to just sitting in the market. Notes can explain. They never change the ranking.

Editions persist on circadian.moneyball_newsletter_archive (prefixes week / MBBB- / MBEE- / MBQ- / WATCH-*). SKU jurisdica_holdings_full · existing Stripe Price · never the weekly Moneyball Stripe Price. Buyback and earnings checkouts are distinct env Prices and never substitute each other or $4,999. Inserts tier=free on the existing Moneyball subscriber table. Paid weekly checkout is a different POST. If that Price is unset, checkout errors — it does not substitute Holdings Full $4,999.

Ask Moneyball

Ask about this week's windows, paper fills, or the forward calendar. Numbers come from dated tapes. Not a story.

Not investment advice. Numbers come from dated tapes. Paper is paper. Reports never auto-publish.

Not investment advice. Overlay ranks are not fund NAV. Buy alerts are not OrderSend. Public listing href stays null. Coverage 0.0000% is silent cells on the asked book, not mill exhaustiveness.

Protocol: site JSON · cashflow · strategy shelf · API twin /api/v10/moneyball/site