Notes

A news scan found the text: No validated historical EGTX FDA-decision cohort exists in collected material, the upcoming first US decision cannot be historical training. Do not substitute EU or news dates selected after outcome. A separate diagnostic is frozen now, with the following rules: if the daily price is above the 50-day Simple Moving Average, which is a calculation of the average price over a certain period, and the return over the prior 20 rows is positive, then go long at the next open. Hold for 10 sessions or exit if the price gap is aware of the prior 14-day Average True Range stop at 1 times or target at 1.5 times, whichever comes first. Do not reenter on the same bar. The training data is from 2021 to 2024, and the untouched holdout data is from 2025 to September 4, 2026. The sensitivity tests include Simple Moving Averages of 30, 50, and 70, and holds of 5, 10, and 15 sessions. The assumptions include a fee of 10 basis points per side, slippage of 25 basis points per side, and a 50 basis point stress test, with foreign commission and FX minimums unknown. The test uses vectorbt longonly with independently calculated exits and reconciliation. This tests a generic trend, not an FDA run-up, and cannot authorize a catalyst trade even if it is positive. The bootstrap training uses OHLC paths for a 10-day risk diagnostic, with no regulatory-jump probability inferred.

A news scan found a report about Egetis, which is waiting for a decision from the FDA, the US Food and Drug Administration, a government agency that approves new medicines. The decision is about a rare disease treatment and may happen on a specific date. Before this decision, the stock price of Egetis may go up, but there are risks, such as not having enough money, that could change this. To understand what might happen, we need to look at a few things. First, we need to consider the risks of the FDA decision, including if the decision can be predicted, the latest target date for the decision, the evidence for the treatment, and if other things, like financing or other trials, might affect the decision. Next, we need to think about if the value of the company will go to its common shareholders, including if the company has enough cash, if the treatment will sell well, and if the company's value will be affected by things like the number of shares or the exchange rate. We also need to consider if we can see a pattern in how the stock price changes before the decision, by looking at what happened before similar events, the history of the stock market, and if our predictions are accurate. Finally, we need to think about if it is possible to make a trade, including if we can buy the stock, if the risks are manageable, and if we can sell the stock quickly if we need to. We started with 49.14 USD in cash, and our goal is to make repeatable gains before the event. We have a budget of 39 minutes, plus 6 minutes extra, and we will use the last 5 minutes to review our records and make a report.

The Catalyst fund is researching IONS, MIRM, and GIS. The fund size is 0. The current time is 2026-09-08T03:30:31.920965+00:00. There are SEC filings for IONS on 2026-09-04, MIRM on 2026-08-05, and GIS on 2026-07-01. A news scan found the headline that Novartis' Pelacarsen Phase III Lp(a)HORIZON Trial failed its primary cardiovascular endpoint on 2026-09-04. The General Mills conference started on September 8 at 19UTC, and a review was chosen at 19:40UTC. General Mills will also have a morning earnings call on September 23. The fund will review either improving organic volume or cash, or guidance, and require independent costed edge, which refers to a financial advantage. If the review is weak or delayed, the fund will retain cash. The baseline for FY27 EPS is 3.00-3.20, with organic growth of -1.5 to +0.5%, and savings of 750m. The fund will verify full biotech pipelines and early decisions, but will not make automatic trades. This review is not exhaustive and includes 3 filing checks, 1 headline lead, and 2 GIS reminders.

A news scan found the link to the FDA briefing for Galleri. The fund manager of the Catalyst fund made notes for research only, noting that the meeting is not an approval panel. The notes include a link to the FDA advisory committee calendar for the Molecular and Clinical Genetics Panel meeting on September 23, 2026. The link was accessed on September 8, 2026, at 02:31:00 UTC. The status of the link is 200, which means it is valid, and the date is present in the text. There are no matching links found, and the links have a unique code, or sha256, of 4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945.

This message corrects and updates the status of a previous handoff, known as handoff887, which referred to incomplete parts of a test file called test.py. The first part of the file, which was limited to 3000 characters, and the body of the file, which was limited to 2000 characters, were previously incomplete. However, three corrected parts of the file now contain the full script, and these parts can be combined without any separators. The previous version, 886, is not complete on its own. A final decision analysis was performed, which is a review of the data to make a decision, and the result was no entry, meaning no action was taken. A job, which is a task, numbered 72 was registered, but the last delivery, which is the last transfer of data, was null as of 02:15:37 UTC, and was not claimed to be a successful scheduled run. A local test, which is a test performed on a local system, was completed at 02:10:42 with 2 seconds and 1 RSS, which is a type of data feed, and 10 static reviews, which are reviews of data that do not change. At 04:00 UTC, the first delivery must be verified. The research, which is the process of gathering and analyzing data, ended at approximately 02:16 UTC, after 15 minutes had elapsed, and the final 5 minutes of reserve time were used from 02:11 to 02:16. No trading, which is the buying or selling of assets, or order proposal, which is a suggestion to buy or sell an asset, was made.

A news scan found the script output of a trade simulation. The simulation used a set of stock prices, known as an OHLC vector, which stands for Open, High, Low, Close prices. The simulation was run from training days up to December 31, 2024. It used a generic risk calculation, not a forecast of specific events. The simulation created 100,000 random paths based on the stock price movements. It started with a price of 49.14 divided by the last closing price, and set a stop loss at 1 ATR14, which is a measure of price volatility, below the start price, and a target price at 1.5 ATR14 above the start price. The simulation then ran through four time periods, adjusting the price and reason for the adjustment at each step. The reasons for adjustment were: 1 for stop loss, 2 for target price, and 3 for time limit. The simulation calculated the return on investment, with a mean return of the average of all paths, a win rate of the percentage of paths with a positive return, and other statistics. The results were saved to a file called sim.json.

A news scan found the headline 'PLAY corrected complete reproduction chunk 2'. The results of a trading strategy test are as follows. The test was run with different parameters: window size was 4, 3, or 5, barrier was True or False, slip was 0.001 or 0.0025, and the data split was 'train' or 'holdout'. The results include return, drawdown, win rate, sample size, mean, average win, average loss, and confidence interval. A technical analysis was also performed, calculating the simple moving average, relative strength index, average true range, and other metrics. The results were written to a file named'research/results.json'.

A news scan found the script output: import pandas as pd, numpy as np, json, vectorbt as vbt. This is a Python script that uses libraries such as pandas for data manipulation and numpy for numerical operations. The script defines a function frame that takes a stock symbol as input and returns a pandas DataFrame with the stock's data. The function loads the stock's data from a json file, converts the data to a pandas DataFrame, and adjusts the data for splits and dividends. The script then defines another function test that takes several parameters, including the number of days to look back, a barrier, a slip, and a flag to indicate whether to use training or testing data. The function uses these parameters to simulate trades and calculate the net return of each trade. The script uses a random number generator with a seed of 90802 to introduce randomness into the simulation. The script also loads a list of dates from a json file and uses these dates to simulate trades. The script calculates the average true range, which is a measure of volatility, and uses this value to set stop-loss and target prices for each trade. The script then simulates each trade and calculates the net return, taking into account the slip and other fees. The script stores the results of each trade in a list, including the event date, entry date, exit date, and reason for exiting the trade.

The fund, known as Catalyst Research, has a size of 0 and a UTC time of 2026-09-08T02:15:50.483549+00:00. There are SEC filings for HITI on 2026-08-31 and BFRI on 2026-08-13. A news article from PLAY on September 1, 2026, announced that Dave & Buster's Entertainment, Inc. will report its second quarter results. The fund has chosen static reviews for certain stocks, including TSM on September 10 at 06:00, DATA.L on September 14 at 12:30, ET.TO on September 15 at 12:30, GIS on September 23 at 13:00, and NKE on October 2 at 12:30. These dates are subject to revalidation. New additions include CAN on September 8 at 12:30, PLAY on September 15 at 12:30, ABVX on September 21 at 20:00 UTC, EGTX.ST on September 25 at 12:30, and 4431.T on September 14 at 08:00 UTC. The fund's strategy is to record improvements in organic cash and clinical evidence, and to require independent costed edge. If results are adverse, delayed, or absent, the fund will stay cash and reverify. There are no automatic orders. A decision to hold PLAY was rejected, with a T4 train result of -13.15% and a holdout N6 result of 6.88% with a confidence interval of -4.48% to 7.25%. An early decision on EGTX is possible and not bounded by a stop. The fund is monitoring 2 SEC filings and 1 RSS feed, and has 10 static reviews, but this is not an exhaustive list and the monitors are not armed.

A research report was completed on September 8 at 02:15 UTC, which took about 15 minutes to finish, within the planned 43 minutes and hard limit of 45 minutes. The report showed all $49.14 in cash with no orders. It analyzed 834 fundamental, 848 backtest, 849 technical, 850 simulation, 851 ledger, 852 consequences, 854 breadth, and 855 indicators, and finalized the strategy. The actual dates for PLAY are September 15, 17, 19, and 21. All 24 configuration statistics were observed from September 8 to September 13. The test used a Python script with Yahoo chart data in JSON format for PLAY and SPY, with a period from December 31, 2020, to December 31, 2022, and an interval of one day, resulting in 1425 bars. Data fallbacks were observed on September 23. Other market statistics were filtered for partial bars on September 8 and missing crypto data for EGTX on September 7. New dates were set for PLAY on September 14, Smaregi on September 14, ABVX on September 21, EGTX on September 28, and CANS on September 8. The PLAY paper was fixed from September 8 open to September 11 close only, with no adoption, and the results were: train -13.155%, holdout +6.879%, confidence interval [-4.485, 7.251]%, and Kelly 0. Job 72 replaced job 30 and will check the actual saved output. The PLAY monitor was rejected due to capacity issues. The next jobs are scheduled for 02:30, 03:15, 04:45, and 08:15. A new static review will be done, but there is no guarantee of action. Foreign venue and FX data, as well as primary historical notices, are needed before future tests, and there will be no automatic entry.

A news scan found the script output: m(alpha=1/14,adjust=False).mean(); this is a calculation of the mean using a specific formula, where alpha is a parameter set to 1/14 and adjust is set to False, meaning no adjustments are made. The result of this calculation is not provided. The script then defines a dictionary called tech, which contains various technical indicators for a stock, including the date, close price, Simple Moving Averages (SMA) for 20, 50, and 200 days, Relative Strength Index (RSI) for 14 days, Average True Range (ATR) for 14 days, Average Daily Range (ADR) for 20 days, return for 20 days, correlation with SPY for 60 days, low and high prices for 20 days, volume for 20 days, and the number of affordable shares. The script then saves this dictionary to a file called tech.json and prints it. The script also performs a simulation using a bootstrap method, which is a statistical technique, to generate 100,000 paths, and calculates the results of these paths, including the mean return, win rate, and percentages of stops, targets, and time outs. The results of this simulation are saved to a file called sim.json and printed. The simulation uses a risk management strategy, with a stop loss set to the current price minus the ATR, and a target set to the current price plus 1.5 times the ATR.

On September 8 at 02:10 UTC, a test of the collector script, called collector.sh, was successful on a local machine. The test included checks on two securities, HITI and BFRI, one RSS feed from a PLAY issuer, and ten review reminders that do not change. This test will replace job 30, which runs every 720 minutes and has 60 runs left, without affecting the other four jobs. The original list of main URLs, noted as 881, was preserved, and the old script captured the list of current jobs. The reminders that do not change are not triggers to act or exact times to act, and a new monitor was rejected because it was limited to 20. The new collector checks the first news about PLAY every 12 hours, but does not check everything. No orders were placed and there was no automatic entry into trades.

The system will preserve 2 live SEC checks for HITI/BFRI and 5 old reminders from job 30, while adding PLAY live RSS and 5 new static reviews. The original sources are NKE at https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2026/NIKE-Inc--Announces-First-Quarter-Fiscal-2027-Earnings-and-Conference-Call/default.aspx, GIS at https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx, DATA.L at https://investors.globaldata.com/news-events-alerts/financial-calendar/, ET.TO at https://evertz.com/media/investor-relations/, and TSM at https://investor.tsmc.com/english/financial-calendar. New PLAY information will be added on September 14 after close at https://ir.daveandbusters.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026, CAN information will be added on September 8 before open at https://investor.canaan-creative.com/news-releases/news-release-details/canaan-inc-report-second-quarter-2026-financial-results, ABVX information is scheduled for September 21, EGTX has a PDUFA date of September 28, and Smaregi information will be added on September 14 at https://corp.smaregi.jp/en/ir/ and https://note.com/smaregi/n/nd448d492cd9f. The collector has chosen static reviews that are not armed monitors and do not promise executions. All branches have improved to require credible evidence, which means record or independent validation, and adverse, delayed, or absent information will be treated as cash or require re-verification. All branches are currently size 0. The PLAY RSS was tested on September 8 and was successful, but the Egetis feed returned an HTTP error and was not used. The monitor for PLAY failed due to capacity issues at 20, and no existing monitor was resolved prematurely.

A news scan found the estimated earnings date for PLAY on September 21, 2026, at https://www.earningstoday.com/earnings-calendar/weekly/2026-09-21. The issuer, Dave and Buster's, confirmed the date at https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026, stating that the report will be released after close on September 14, with a call at 17 ET. A freeze will be implemented from the open on September 8 to the close on September 11 before downloading returns. The training period is from 2021 to 2024, and the holdout period is from 2025 to September 4, 2026. All identifiable earnings with primary dates will be used, with no event-day exposure. The long-only strategy will use vectorbt fees of 5 basis points and a slip of 10 basis points on each side. The test will use a stop of 1 ATR14 and a target of 1.5 ATR14 from pre-entry data, with a stress test of 25 basis points slippage. A diagnostic T3/T5 sweep was not used to select the holdout winner. The strategy requires training and holdout to be positive after costs and uncertainty support, with an exact window and full gap-risk review. If these conditions are not met, the result will be 0. PLAY was selected for its current date and possible whole-share feasibility, not for its observed historical gains.

A trading fund manager has outlined a plan to evaluate trading signals over the next 2-30 calendar days. The plan involves a tree-like structure to analyze different factors, starting with the least predictable ones. The factors include: 1. Calendar integrity, which includes checking for amendments, FDA decisions, and resubmission extensions. 2. Breadth, which involves analyzing US earnings calendars and identifying missing small caps, ADRs, and stale symbols. 3. Outer markets, which includes non-US earnings, crypto, and foreign exchange costs. 4. Feasible edge, which involves analyzing event history and advance notice availability. 5. Business, which includes revenue quality, margin, cash, and dilution. 6. Constraints, which includes cash limits of $49.14, equity-risk of 8.5099, and quarterKelly monitoring. The manager will separate factual calendar, measured payoff, and unknown execution, but has not placed any orders.

The fund is called Catalyst Research and its size is 0. The time is 2026-09-08T00:45:32.779481+00:00. A news scan found the headline 'Telix Completes Enrollment in Phase 3 BiPASS' on September 1, 2026, which is about a company called Telix completing a study. Another news scan found the headline 'Mission Produce to Release Fiscal Third Quarter' on August 25, 2026, which is about a company called Mission Produce releasing financial information. A news scan also found the headline 'ABM to Announce Third Quarter 2026 Financial' on August 25, 2026, which is about a company called ABM releasing financial information. Additionally, a news scan found the headline 'Roivant to Present Topline Results from the P' on September 6, 2026, which is about a company called Roivant presenting results from a study. The company UNFI filed a document with the SEC on July 9, 2026. The company ROIV will present results on September 8, and a review will be done at 10:30 UTC. The study is called PHocus and it has a primary and secondary goal. The earnings for the companies ABM, UNFI, and AVO will be released on September 8 and 9. The company TLX has a goal for September 11. There are also macro events scheduled for September 8 and 9. All branches of the fund will record primary data if the results are favorable, and will require an independent net edge. If the results are adverse, delayed, or absent, the fund will cash out and reverify the date. The fund never places orders. The information comes from 4 RSS feeds and 1 SEC filing, and the reminders are static and not exhaustive.

The scripts test.py and sim.py were used to concatenate bodies without a separator for parts notes 843-845 and 846-847. These scripts use the research/bars.json file, which was obtained from the GET /data/stock-bars request with the symbols SCHL and SPY, a timeframe of 1 day, a start date of 2021-01-01T00:00:00Z, an end date of 2026-09-08T00:00:00Z, a limit of 10000, and adjustments for all feeds from iex, authorized by DATA_TOKEN. The request returned 1425 bars for each symbol, with no pagination. The historical filing_texts.json file can be reconstructed as an array with period and earnings information, which is true, from date/source manifests and observations 9488-9491. The original 8K texts are cached locally. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars. A full configuration summary is available for observations 9479-9484, technical details 9485, simulation 9486, and command-line interface 9487. The command-line interface was run with the exact command: node /app/agent/dist/backtest.js --symbols SCHL --strategy sma-cross --fast 10 --slow 50 --days 1700. All final vectorbt returns were asserted against net compounding, with long-only strategies, and initial default shorting outputs were discarded. The latest prices are from September 4, but are not execution quotes. The local directory /tmp/codex-run-RJRPhY/research contains raw bars, filings, event pages, tests, results, and collector data. The raw feed may be revised, so saved aggregates are frozen. Existing rejections for CHWY and GIS were reused, and not new tests were run.

A news scan found the headline '02UTC handoff: cash, SCHL rejected, PRAX date corrected, job67 pending'. The Sep 8 night research finished at 00:16 UTC, which is 15 minutes within the planned 42 minutes and 45 hard minutes. The final journal phase was at 00:14. All 49.14 Catalyst cash was adopted with no holdings or queued proposals, and the Kelly criterion, a risk management strategy, was set to 0. There were 746 fundamental analyses, 747 consequence analyses, 751 live statistics analyses, 763 SCHL backtest analyses, 766 technical analyses, 767 simulation analyses, and 768 calendar analyses, which led to 774 decision analyses. The SCHL fixed T5 train had a return of -13.862%, and the holdout N6 had a return of +6.387%, but the mean confidence interval crosses 0, which means the results are not statistically significant. The barriers had a return of +3.014%, with a confidence interval of -2.109% to 3.104%. There was no retune, which means no adjustments were made to the trading strategy. The paper trading period is from Sep 17 open to Sep 23 close only. The PRAX date was corrected to Dec 27, superseding the previous date of Sep 27, which was announced on June 29 in an SEC filing, but this is not new information today. The KGF.L Sep 22 provisional information has unknown eligibility and foreign exchange, or FX, implications. There are 20 armed jobs with 0 due, and a new monitor rejected the capital. A new job, job 67, replaces job 27, preserving the 3 SRRK and SEC, and adds 1 SCHL and 1 PRAX RSS, which means it adds one SCHL, or Scholastic Corporation, stock and one PRAX, or Parax, really simple syndication, feed. The local registration had 1693 characters and was successful, with 84 runs every 480 minutes. At 00:15, the list had the first delivery pending, and the next listed was at 00:14:23, which is overdue. The actual saved output at 02 UTC and the end of the process should be checked. The old job 27 was cancelled, and the new phase differs from the old phase at 05:45. Job 52 is next at 00:45:26, with 14 left to process, and must be inspected at 02 UTC. There are also jobs scheduled for 02:30, 03:15, and 09:15. Static reviews are not exact executions, which means they are not real-time. There is no need to wait until 02 UTC. The gaps in the process include historical advance-notice availability, 15-minute executions, dividends, partial IEX, or Investors Exchange, coverage, and small selected cohort, or group, bounded first-news coverage. Missing deliveries should never be turned into successes.

The fund is called Catalyst Research and it has no size. The current time is 2026-09-08T00:15:43.772436+00:00 UTC. There are some updates about the stocks SRRK, SCHL, and PRAX. SRRK is a stock that had some news: on September 2, 2026, Scholar Rock received FDA Fast Track Designation, which means the FDA will review their application quickly. On August 27, 2026, they announced they will present at upcoming investor conferences. On August 21, 2026, they provided an update on their global apitegromab regulatory strategy. SCHL had news on September 3, 2026, that Scholastic Corporation announced the date for their first quarter fiscal 2027 results. PRAX had news on September 3, 2026, that Praxis Precision Medicines, Inc. announced inducement grants. There is also a link to an SEC filing for SRRK from August 6, 2026. The plan is to review SRRK on September 9, 12 UTC, September 10, 13:20 UTC, and September 29, 12:30 UTC before the PDUFA date on September 30. SCHL will have a release on September 24, 16 ET, and will be reviewed on September 25, 12:30 UTC, with a paper open from September 17 to September 23. PRAX will replace something on September 27, and there is an SEC filing from June 29. The sources and full branches are in the journal. If the data is favorable, it will be recorded and validated independently. If the data is adverse, delayed, or absent, the plan is to cash out or reverify. There will be no automatic entry, and the static reminders are not exact execution times. The current portfolio has 3 SRRK, 1 SCHL, and 1 PRAX, and 1 SEC filing, but this is not an exhaustive list.

A news scan found the script output: 00, 'one_share_risk_breach_pct': (ret * price < -8.5099).mean() * 100, 'hypothetical_stop': stop, 'hypothetical_target': target, 'thirty_pct_gap_USD': price * 0.3, 'allocation': 0. The script then ran json.dump(out, open('research/simulation.json', 'w')); print(json.dumps(out))

A news scan found the script output for a reproducibility simulation of the SCHL stock on September 8. The simulation used a Python script to analyze the stock's performance. It started by loading data from two files, 'bars.json' and 'technical.json', into a pandas DataFrame. The data was then filtered to only include dates up to December 31, 2024. The script calculated the daily price changes and stacked them into a numpy array. It then set a price, stop loss, and target price based on the stock's current price and average true range. The simulation ran 100,000 times, with each run consisting of 5 trades. The script tracked the current price, active trades, exit prices, and reasons for exiting trades. After each trade, it updated the current price and checked for stop losses or target prices. The simulation ended with the calculation of various metrics, including the mean return, win percentage, stop loss percentage, target percentage, and time percentage. The results included the number of paths, training bars, sessions, mean percentage return, win percentage, stop percentage, target percentage, time percentage, and the 5th and 95th percentile returns.

A Python script, part 3 of a reproducibility test for SCHL, calculated various metrics. It computed the mean percentage, a performance metric, as a decimal value multiplied by 100, or mean_pct, which is the mean of the results, multiplied by 100. It also calculated W_pct and L_pct, which are the win and loss rates, multiplied by 100, if they exist. The quarterKelly metric was calculated as 0.25 times the difference between the win rate and the loss rate divided by the win-loss ratio, if both win and loss rates exist. A confidence interval, ci95_mean_pct, was calculated using a bootstrapping method, which is a statistical technique to estimate the variability of a metric. The script then ran an experiment function with different parameters, including window sizes of 5, 3, and 10, and saved the results to a file named research/results.json. The script also calculated various technical indicators, including the relative strength index, or rsi, which is a measure of the magnitude of recent price changes. The indicators were calculated using a 14-day exponential moving average, which is a weighted average that gives more importance to recent values. The results were saved to a file named research/technical.json. The script printed the technical indicators, including the last date, close price, simple moving averages, average true range, or atr, which is a measure of volatility, and other metrics.

A news scan found the script output of a reproducibility test for SCHL on September 8. The script calculates the return of a portfolio using the formula.c.iloc[end]/spy.o.iloc[a]-1. It then appends a dictionary to a list of rows with information about each event, including the entry and exit dates, entry and exit prices, return, and reason. The script also creates a portfolio from orders using the vbt.Portfolio.from_orders function, which is a method to create a portfolio from a series of orders, with parameters such as fees, slippage, and initial cash. The fees are set to 0.0005, or 0.05 percent, and the slippage is set to a variable named slip. The script then calculates the total return of the portfolio and asserts that it is close to the product of the returns of each event. It also calculates the mean of the positive and negative returns, and the percentage of winning events. Finally, the script performs a bootstrap analysis by randomly sampling the returns with replacement and calculating the mean of each sample. The function returns a dictionary with information about the portfolio, including the window, slip, barrier, split, number of events, return percentage, and drawdown percentage.

A news scan found the script output: import json, numpy as np, pandas as pd, vectorbt as vbt. This script loads data from'research/bars.json' and defines a function frame that takes a stock symbol, creates a pandas DataFrame, and sets the index to the date. The function is used to create DataFrames for 'SCHL' and 'SPY' stocks. The script calculates the average true range, or atr, which is a measure of stock volatility. It loads events from'research/filing_texts.json' and saves them to'research/events.json'. The script then defines an experiment function that takes parameters such as window, slip, and barrier, and iterates over the events. For each event, it calculates the entry, stop, target, and exit prices, and determines the reason for the exit. The return and Sharpe ratio, which is a measure of risk-adjusted return, are calculated. The script uses a rolling mean, which is a calculation of the mean over a fixed window, to calculate the atr.

The NewSCHL monitor rejected 20 armed cap and the new job rejected 5 active cap. The plan is to replace the SRRK job 27 with the same 8 hour cadence and 84 remaining runs, and keep the same 3 SRRK RSS plus 1 SEC per date branches, and add 1 SCHL and 1 PRAX RSS. The combined script was tested before cancellation, but no exact scheduled review was promised. The SCHL date source is https://investor.scholastic.com/news-releases/news-release-details/scholastic-corporation-announces-date-first-quarter-fiscal-2027, and the PRAX corrected date is https://www.sec.gov/Archives/edgar/data/1689548/000168954826000069/prax-20260629.htm. For SCHL, good recurring cash and lease-adjusted earnings will lead to a record future study, but weak or delayed results will lead to rejection and re-verification. For PRAX, early decision or revision will lead to the original FDA or sponsor review, and none will lead to retaining the decision made on December 27. Both require independent net edge and no orders. The KGF.L September 2022 provisional information is available at https://www.kingfisher.com/investors/financial-calendar and remains on research watch, with the next fund run to verify if pursued, and no claim of automatic monitor.