2026-09-01 · midday

Nothing new broke and nothing was traded. The book is byte-for-byte the same 32 positions the 06:41 run read, the same four structural rails are open, and the runbook sweep is clear on every row. Alphabet slid further through the session - GOOG $330.85, down 1.4% - which pulled tranche-2 weakness at $317 in to 4.2%, the nearest any trigger has been in this series. The standing long-leg fix got $0.12 cheaper, the first time it has moved in Gabriel's favour after three consecutive readings of one-way drift.

What to do

280P x5 sit above the $260 long-leg ceiling.
BUY TO CLOSE 5 GOOGL Dec15'28 360 PUT / SELL TO CLOSE 5 GOOGL Dec15'28 280 PUT
one spread, limit, day · ~$19,176 debit ($38.35 net per spread on this run's marks)
Your playbook: “long leg never above $260 (must sit at/above the $230-250 floor zone, never below $230 where protection stops paying before history bottoms)”
The same standing order as prior runs, repriced from the book's own marks. $38.35 against $38.47 at this morning's open - DOWN $0.12, the first reading to move in his favour after three consecutive sessions of one-way drift up. The move came from the short 360P losing $0.46 while the long 280P only lost $0.35. Still the second-dearest reading in the series, so the drift is interrupted rather than reversed. Closing the pair also cuts defined max loss, so it moves the program_cap rail the same direction rather than against it. The 8x Dec-28 300P also trip this rail and remain the separate matter; no order is proposed against them.

Still over, unchanged

These fire every run until you act on them. No order attached.

rail	now	limit
program_cap	$175,059	$100,000 cap	1.8x, $75,059 over
gross_leverage	1.730x	1.50 red / 1.30 amber	red
net_cash / NLV	-0.072	-0.05 amber / -0.10 red	amber
uncapped_shorts	0 uncapped, 10 GOOG short / 10 long and 30 GOOGL short / 38 long	every short leg capped	clear, and measured this run

Why each one reads the way it does

program_cap
Unchanged from this morning to the dollar, because nothing in the put program was touched. Every leg carried a contract_description this run, so the number is complete.
gross_leverage
Down from 1.740x at the open, entirely because gross position value fell with Alphabet and Micron while NLV fell less. No position changed. The IPS row this proxies measures total DELTA notional / NLV, a different number that is not measured here. See gaps.
net_cash / NLV
Cash -$99,051 on NLV $1,382,733, the identical cash balance as the open run. Signed at -14.8% and already red that day, so this is the improved end of a known accepted state.
uncapped_shorts
Measured on complete descriptions and passing, same counts as the open run.

Everything else clear

Nearest trigger is tranche 2 weakness (the quote the script reads) at $317, 4% away.

All 22 triggers swept, with today's number

price trigger	now	fires at	distance
GOOG · tranche 2 weakness (the quote the script reads)	$330.85	≤ $317	4.2% down
GOOGL · tranche 2 weakness	$333.99	≤ $317	5.1% down
GOOGL · tranche 3 confirm	$333.99	≥ $360	7.8% up
GOOG · tranche 3 confirm	$330.85	≥ $360	8.8% up
GOOGL · thesis break, close regardless	$333.99	≤ $280	16.2% down
GOOGL · Rule 8 crash powder / washout buy	$333.99	≤ $260	22.1% down
GOOGL · Rule 6, close every short put	$333.99	≥ $434	29.9% up
MU · roll the collar	$931.09	≥ $1,250	34.2% up
GOOGL · long spreads near max, sell-or-hold test	$333.99	≥ $500	49.7% up
GOOGL · shares capped by the 600Cs	$333.99	≥ $600	79.7% up

level trigger	now	fires at	distance
Dec-28 30-delta put IV	35.4%	> 43%	+7.6 pt
Dec-28 put IV · Part 3 crash trigger	35.4%	> 50%	+14.6 pt
GOOGL Dec-28 340P extrinsic	$52.76	< $5	+$47.76
11x Dec-28 300/400 call spread, % of width	40.5%	>= 90%	+49.5 pt
8x Sep-27 300/440 call spread, % of width	36.8%	>= 90%	+53.2 pt
10x Dec-28 350/500 call spread, % of width	28.1%	>= 90%	+61.9 pt
Excess liquidity / NLV	74.90%	< 40% amber	+34.9 pt
NLV change over one week	-2.90%	-8% in a week = 72h freeze	+5.1 pt

calendar	date	away
Wash-sale window opens for the 6/05 GOOG loss lots	2026-09-17	16d
Q3 print, the first scheduled adjudicator	2026-10-28	57d
Deploy the $100k reserve at market if no crash by then	2026-10-29	58d
First GOOG vest collar leg (leg 9, +66 sh)	2027-03-13	193d

Spot prices

	last	day
GOOG	$330.85	-1.4%
GOOGL	$333.99	-1.6%
MU	$931.09	-2.9%
AMZN	$254.20	-2.1%
BRK B	$501.87	-0.4%
DIS	$106.27	-1.2%
EQT	$55.62	+2.7%
INTC	$88.51	-1.1%
META	$579.85	+1.3%
NVDA	$217.15	-1.6%
RDDT	$145.17	-1.8%
TSLA	$355.61	-3.4%
VOO	$699.49	-0.8%

The check itself

found this run prior-close is intermittent per call, not a fixed set of tickers.
For weeks the field came back empty on all 13 tickers every run. This morning it populated on GOOG, EQT and RDDT, which read as a partial break. This run it populated on BRK B and DIS and on neither of the three, so it is not a subset of tickers that started working - it is a per-call coin flip. Practical consequence: nothing. The derived priors are cross-checked against daily_pnl on every run and both directly-reported values matched their derivation to the cent today, so the check does not depend on the field either way.
will happen again the standing long-leg fix is priced off marks, not a quote.
$38.35 net is the difference of two mid marks on a Dec-2028 chain, not a fill. The 340P's own bid/ask this run is 58.25 / 58.90, a 65c spread on a $58 option, so a real fill on a two-leg combo three years out will land somewhere inside a wider band than the quoted figure implies. The number tracks direction honestly run to run because it is computed the same way each time; it is not a promise about execution.
source broke the Dec-2028 340P quote is delayed while the equities are realtime.
All 13 equities returned top_status REALTIME. The option feeding the IV rail returned DELAYED, as it has on every run in the series. Both IV fields validated (0.3539 midpoint, 0.3530 implied_vol, 0.08 pt apart), and at 35.4% against a 43% trigger the delay cannot change the verdict, but the IV rail is not being read off the same clock as the price rails.

Rails that could not be evaluated

stressed_excess_liquidity - needs IBKR Risk Navigator (-30% price, +50% IV) with the TWS gateway up. Never yet measured. This is also half of the live net_cash amber action, which asks for a stress re-run within seven days.
top2_name_delta_ratio - needs per-leg option deltas, which summary.json does not carry. Roughly 0.90 at IPS signing and already red then. Still the only rail that could adjudicate whether Sunday's Sep-2027 call spread raised or lowered net delta in the top name.
short_dec28_340p_extrinsic as a RAIL is unevaluated (it wants a live Dec-2028 chain pull), though the runbook Part 4 row it mirrors was swept by hand this run and is clear at $52.76 against the < $5 line.
SemiAnalysis composite has not published past 2026-04 ($2.82). Re-checked at this morning's run, the first 6:35 run of the month; unchanged, so no row was appended. The anchor the daily marketplace prints are read against is five months old, and the written tripwire is defined on it.
gpu-spot-daily.csv still has no row for 2026-08-29 - the 6:35 pull never fired that Saturday. Nothing has been synthesized to fill it and nothing should be.
The GPU intraday health check still cannot see a capture that ran and collected nothing. It only asks whether the newest row is stale or empty, so an all-empty row that is not the newest passes silently. 3 such rows in 95 as of this morning.
The cron schedule '35 6,12 * * *' still has no trading-day guard, which is what produced seven weekend runs in August that could not by construction carry new information.
rails.py reads GOOGL spot levels off the GOOG quote, so every GOOGL price rail is evaluated about 1% low. Both tickers agree tranche-2 is nearest today, so it changes nothing, but both readings are published rather than one picked.
rails.py keys option-leg matching on contract_description with no contract_id fallback, so a run where the broker drops that label silently under-reports defined max loss. It happened on 2026-08-28 and has not recurred since.
Seeking Alpha still 403s every headless route and is reachable only through the connected Chrome, so a closed browser silently costs the run that source. Not exercised at midday.

Where the numbers came from

get_account_positions, get_account_summary and get_price_snapshot all succeeded. All 13 underlyings returned top_status REALTIME with live last-trade stamps between 12:36:18 and 12:37:55 PT.
This run fired at 12:37 PT, close to its 12:35 cron slot.
positions.json carries 32 rows, the same 32 the open run read. A field-by-field quantity diff against the open run's file shows zero changes: no trade was placed between 06:41 and 12:37. contract_description present on all 32 rows.
prior-close came back populated on 2 of 13 (BRK B $504.03, DIS $107.55) - a DIFFERENT pair from the open run's 3 (GOOG, EQT, RDDT). The field is intermittent per-ticker per-call, not a fixed subset, which refines this morning's reading of it as a partial break in the all-empty pattern.
The other 11 priors are derived as last minus the broker's own change field, then all 12 stock priors independently re-checked against each position's daily_pnl divided by share count, a second broker number that never touches the change field. All 12 of 12 match to the cent, including both tickers that also reported a prior-close directly.
GOOGL holds no shares and has no second check; its $339.35 is unchanged from the open run, where it was confirmed against the broker's own daily price history returning 339.35 as the 2026-08-31 close.
Dec-28 30-delta put IV read from GOOGL Dec15'28 340P (844342518): option-midpoint-iv annualIv 0.353880 with isValid TRUE. implied_vol annual_iv 0.353047 agrees to within 0.08 of a point. Bid 58.25 / ask 58.90.
GOOG contract id 208813720, GOOGL 208813719.
Sections 4b (GPU spot) and 5 (forecast pass) are 6:35-only and correctly did not run; both ran at 06:45 today.