Notes

The automated trading fund manager reported on the distribution of its own trades. It closed three trades: MIRM with a loss of 0.4393212688%, IONS with a loss of 2.8424202128%, and RARE with a loss of 45.8600619195%. The win percentage was 0%, the mean loss was 16.3806011%, and the average win was undefined. The Wilson 95% upper limit was 56.150608%. For RARE, the fill price was 13.98976, which was 41.709333% below the stop price of 24. The price loss was 6.440348, based on an entry price of 25.84 and a risk of 1.84. The manager noted that the MIRM and IONS trades involved operator liquidations and a censored horizon, which means a limited view of the market, and were not clean strategy trials. Additionally, there were no arrival quotes, so the manager could not estimate the actual slippage by session or order, where slippage refers to the difference between expected and actual trade prices. runway:query_trades?fund=catalyst

A data line found the following information about collector receipt 233: it has an id of 233, it has not run yet as indicated by lastRunAt being null, it is scheduled to run next at 2026-09-12T02:20:28.122Z, it has 96 remaining runs, its last exit code is null, it has 0 characters, and it has not had a server execution yet, with a note that local test or scheduling acceptance is not considered server execution, and this is for research purposes only with no automatic orders being placed. runway:list_jobs?fund=catalyst

A data line was found with the following information: the id is 224, the last run was at 2026-09-12T00:30:34.666Z, and the next run is scheduled for 2026-09-12T08:30:34.666Z. There are 59 remaining runs. The last exit code was 0, which means the process completed successfully. The number of characters is 1970. The process ended with the message 'END actual original completed' and included additional details such as 'panels=11' and 'rawsha=92a68dd5897f7acb1613725c896fad66ec6bfa1cb1027dd877c701113a310e18 previews only', which is a unique identifier, and'read originals before action', which is a reminder to review original data before taking any action. This is for local testing or scheduling acceptance and does not represent actual server execution. It is for research purposes only and will not generate any automatic orders. runway:list_jobs?fund=catalyst

A data line found the following information: the collector receipt number is 223. It last ran on September 12, 2026, at 01:31:05.525 UTC and will run next at 03:31:05.525 UTC on the same day. There are 36 remaining runs. The last exit code was 0, which means the program ran without errors. A total of 1478 characters were processed. The process ended with the message 'END actual original completed' and included details such as 7 panels and a rawsha, a type of data checksum, of e4fe705f137d1d9881f0a0674a8c6cd6028404fa5c365403b963a4a4ce03dbd4, indicating previews only. Note that this is for research purposes and does not include automatic orders, and it is also noted that local test or scheduling acceptance is not the same as server execution. runway:list_jobs?fund=catalyst

A news scan found the headline 'SEP1202 actual collector receipt 172'. The details are as follows: the last run was at 2026-09-12T01:15:59.374Z and the next run is scheduled for 2026-09-12T05:15:59.374Z. There are 79 remaining runs. The last exit code was 0, which means the run was successful. The number of characters is 1540. The research notes say to read originals and validate for strong and new information, and to cash and reverify for weak or absent information, or in case of an error. It also mentions IPHA for September 17 and a Sobi receipt conditional on Q1-2028. Certain monitors, numbered 165, 168, 167, 137, and 22, should be preserved. The sources and dates are listed in the job script and journal. No orders have been placed. This is for research and testing purposes only and does not represent actual server execution or automatic orders. runway:list_jobs?fund=catalyst

A news scan found the headline about a collector receipt with the id number 132. The last run was at 2026-09-12T02:16:00.761Z and the next run is scheduled for 2026-09-12T06:16:00.761Z, with 79 runs remaining. The last exit code was 0, which means the run was successful, and it processed 1575 characters. The end message was 'END 4SEC+3RSS+FDA', which refers to the end of a data feed that includes four security exchanges, three really simple syndications, and the Food and Drug Administration, noting that the Securities and Exchange Commission data may be delayed compared to news. Reviews are scheduled for the following times in UTC: September 9 at 12:30 for new morning results, September 10 at 12:30 for LOVE, and September 24 at 12:30 for SFIX, which is after the September 23 AMC, or after-market close. There is also a GRAL panel on September 23, but it is not for approval. The system has rules for handling cash, which include recording and validating strong cash, and reverifying weak, early, or absent cash. No automatic orders were placed. This is a local test or scheduling acceptance and not a server execution, and it is for research purposes only, with no automatic orders. runway:list_jobs?fund=catalyst

A news scan found the event 2026-07-15 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2026-06-30 and an exit date of 2026-06-30, with a lookback period of 10 days, which is a term used to describe a period of time used to analyze data. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 13.74, and the average true range prior to the event, or atr_prior, which is a measure of volatility, was 0.42750000000000005. The stop price, or the price at which a trade is automatically stopped, was 13.3125, and the target price was 15.0225. The exit price was 13.3125, and the reason for the exit was a stop. The net return was -0.032275503635353475, and the train, or the process of training a model, was set to false. The maximum gain as a ratio, or max_gain_R, was 1.5204678362573105, and the momentum over 20 days, or mom20, was 0.05255140898705246. The distance from the simple moving average, or sma_dist, was 0.049753133308013675, and the runup of the spy, or spy_runup, which refers to the performance of the S&P 500 index, was 0.014218457014124164. The second variant had the same dates, lookback period, and other values, except the slip was 0.0015, and the net return was -0.03420902056129471. The daily proxy, which is a term used to describe a substitute for a daily value, fee of 1 basis point per side, and slippage of 5/15 basis points were used. The T5 primary, which refers to a specific trading strategy, was used, and alternatives were not selected. The prior 20 average true range, or Prior20ATR, was used, and the stopfirst ifboth rule, which means to stop the trade if both conditions are met, was applied. The model returns are not actual fills, meaning they are based on the model's predictions rather than actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-and-full-year-results-prn-122958 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2026-07-15, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2026-07-10 and an exit date of 2026-07-14, with a lookback period of 3 days, a slip of 0.0005, an entry price of 13.31, and an average true range prior to the event of 0.48. The stop price was 12.83 and the target price was 14.75. The exit price was 13.99, and the reason for exit was time. The net return was 0.0498, and the maximum gain was 2.25. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but a slip of 0.0015. The stop and target prices were also the same, as was the exit price and reason for exit. The net return was 0.0477. A daily proxy was used, with a fee of 1 basis point per side and slippage of 5 to 15 basis points. The T5 level was primary, but alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. Note that the model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-and-full-year-results-prn-122958 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2026-07-15 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2026-07-08 and an exit date of 2026-07-09, with a lookback period of 5 days, which is a term used to describe the amount of time used to calculate certain values. The slip, or the difference between expected and actual prices, was 0.0005. The entry price was 13.88. The atr prior, or average true range, which is a measure of volatility, was 0.49. The stop price was 13.39. The target price was 15.35. The exit price was 13.39. The reason for exit was a stop, meaning the stock reached a predetermined low price. The net return was -0.0365, or a loss of 3.65 percent. The train value was false, indicating this was not a training scenario. The max gain R, or maximum gain as a ratio, was 1.0408. The mom20, or momentum over 20 days, was 0.0785. The sma dist, or distance from the simple moving average, was 0.0315. The spy runup, or the increase in the SPY index, was 0.0117. The second variant had the same values as the first. The daily proxy, a substitute for daily data, was used, with a fee of 1 basis point per side, which is a unit of measurement for interest rates and fees, and slippage of 5 to 15 basis points. The T5 primary was used, with alternatives not selected. The prior 20 ATR was used, and the stop first if both rule was applied, meaning if both conditions were met, the stop would be triggered first. The model returns were not actual fills, meaning they were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-and-full-year-results-prn-122958 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event date of 2026-04-01 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2026-03-18 and an exit date of 2026-03-18, with a lookback period of 10 days, a slip of 0.0005, an entry price of 15.46, and an average true range prior to the event of 0.5505000000000003. The stop price was 14.909500000000001 and the target price was 17.111500000000003. The exit price was 14.909500000000001, with a reason for exit of stop, resulting in a net return of -0.036764597070086724. The maximum gain was 0.16348773841961817, the momentum over 20 days was -0.1432491767288694, the distance from the simple moving average was -0.10990734141126168, and the runup of the S&P 500, referred to as spy_runup, was -0.02426293622141995. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but with a slip of 0.0015. The stop and target prices, and the exit price and reason, were also the same as the first variant, resulting in a net return of -0.03868914477165597. The maximum gain, momentum, distance from the simple moving average, and spy_runup were the same as the first variant. This was a daily proxy with a fee of 1 basis point per side, slippage of 5 to 15 basis points, and a primary time period of 5 days, referred to as T5. Alternatives were not selected. The prior 20-day average true range, referred to as Prior20ATR, was used, and the strategy was to stop first if both conditions were met. Note that the model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122950 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2026-04-01 for CAG. This event had two variants. The first variant had an entry date of 2026-03-27 and an exit date of 2026-03-31, with a lookback period of 3 days, a slip of 0.0005, an entry price of 14.72, and an average true range prior to the event of 0.5495. The stop price was 14.1705 and the target price was 16.3685. The exit price was 15.16, and the reason for exit was time. The net return was 0.0287, and the maximum gain was 1.1829. The momentum over 20 days was -0.1883, the distance from the simple moving average was -0.106, and the runup of the S&P 500 was 0.0122. The second variant had the same entry and exit dates, lookback period, entry price, average true range prior, stop price, target price, exit price, and reason for exit. However, the slip was 0.0015, and the net return was 0.0266. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered, with T5 as the primary and no alternatives selected. The prior 20-day average true range was used, and the stop was first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122950 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2026-04-01, an event called CAG SEP1202 occurred. It involved two variants that started on 2026-03-25 and ended on 2026-03-31. The first variant had a 5-day lookback period, a slip of 0.0005, an entry price of 15.03, and a prior average true range, or atr, of 0.561. The stop price was 14.469 and the target price was 16.713. The exit price was 15.16, and the reason for exiting was time. The net return was 0.0074, and the maximum gain was 0.606. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price. However, it had a slip of 0.0015, and the net return was 0.0054. Both variants used a daily proxy, a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, and alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122950 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-12-19, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2025-12-05 and an exit date of 2025-12-18, with a lookback period of 10 days, a slip of 0.0005, and an entry price of 16. The average true range, or atr, prior to this was 0.3605000000000006, which is a measure of volatility. The stop loss was set at 15.6395 and the target price was 17.081500000000002. The exit price was 16.83, and the reason for exiting was due to time, meaning the trade reached its scheduled end. The net return was 0.050613506958899324, and the maximum gain was 2.968099861303741. The momentum over 20 days, or mom20, was -0.008044554455445496, and the distance from the simple moving average, or sma_dist, was -0.02398928397467115. The runup of the spy, or spy_runup, was -0.01313602330062802. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop loss, target price, and exit price, but with a slip of 0.0015. The net return was 0.04851437750009335. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which refers to a specific trading strategy, was used, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used to determine the stop loss, and the strategy was to stop the trade first if both conditions were met. The model returns are not the actual fills, meaning they are based on the model's predictions rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-12-19 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2025-12-16 and an exit date of 2025-12-18, with a lookback period of 3 days, which is the time frame used to analyze past data. The slip, or the difference between expected and actual prices, was 0.0005. The entry price was 16.98, and the atr_prior, which is the average true range before the event, was 0.3295. The stop price, or the price at which the trade would be stopped, was 16.6505, and the target price was 17.9685. The exit price was 16.83, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was -0.0100, or a loss of 1.00 percent. The train, or the process of training a model, was set to false, meaning this was not a training session. The max_gain_R, or the maximum gain as a ratio, was 0.2124, and the mom20, or the momentum over 20 days, was 0.0285. The sma_dist, or the distance from the simple moving average, was 0.0283, and the spy_runup, or the runup in the S&P 500 index, was -0.0041. The second variant had the same dates, lookback, entry price, atr_prior, stop price, target price, exit price, and reason as the first variant, but the slip was 0.0015, and the net return was -0.0120, or a loss of 1.20 percent. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which refers to the fifth percentile of daily returns, was used, and alternatives were not selected. The Prior20ATR, or the average true range over 20 days before the event, was used, and the stopfirst ifboth rule, which means stopping the trade if both conditions are met, was applied. The model returns were not actual fills, meaning the returns were based on the model's predictions rather than actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2025-12-19. The event had two variants. The first variant had an entry date of 2025-12-12 and an exit date of 2025-12-18, with a lookback period of 5 days, a slip of 0.0005, an entry price of 16.73, and an average true range, or atr, prior to the event of 0.3379999999999998. The stop price was 16.392 and the target price was 17.744. The exit price was 16.83, and the reason for exit was time. The net return was 0.0047708374980508506, and the maximum gain was 1.0059171597633139. The momentum over 20 days, or mom20, was 0.014634146341463428, and the distance from the simple moving average, or sma_dist, was 0.010689990281826933. The spy runup, which refers to the performance of the S&P 500 index, was -0.016996835072090044. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.0027633018530479614. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, and alternatives were not selected. The prior 20-day average true range, or Prior20ATR, was used, and the stop-first rule was applied if both conditions were met. The model returns were not actual fills, meaning they were based on the model's predictions rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event date of 2025-10-01 for CAG SEP1202. This event had two variants, which are different versions of a trade. The first variant started on 2025-09-17 and ended on 2025-09-19. It had a lookback period of 10 days, which is a time frame used to analyze data, and a slip of 0.0005, meaning a small difference between expected and actual prices. The entry price was 17.53, and the stop price, which is the price at which a trade is automatically stopped to limit losses, was 17.1095. The target price was 18.7915. The trade actually exited at 17.1095 because it hit the stop price, and the reason for exiting was a stop. The net return was -0.025157962779322918, which is a loss. The maximum gain during this trade was 0.6896551724137912, and the momentum over 20 days, or mom20, was -0.0022740193291642674. The distance from the simple moving average, or sma_dist, was -0.011462528515504111, and the runup of the SPY, a stock market index fund, was 0.01213328226733057. The second variant had the same dates, lookback, and prices, but a slightly different slip of 0.0015, and a net return of -0.02710570057677031. The daily proxy, which is a substitute for a daily trade, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The primary time frame was T5, and alternatives were not selected. The prior 20-day average true range, or ATR, was used, and the stop was triggered first if both conditions were met. The model returns are not the actual fills, meaning they are based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the headline 'CAG SEP1202 event 2025-10-01 T3 levels and cost outcomes'. This is a report about an automated trading event that occurred on 2025-10-01. The event had two variants, which are different versions of the same trade. The first variant started on 2025-09-26 and ended on 2025-09-30, with a lookback period of 3 days, which means the system looked at the last 3 days of data to make decisions. The slip, or difference between expected and actual price, was 0.0005. The system entered the trade at a price of 16.84, with a stop loss at 16.4445, which is the price at which the system would automatically sell to limit losses, and a target price of 18.0265. The system actually exited the trade at 16.97, because the time limit was reached, not because the stop loss or target was reached. The net return, or profit, was 0.0065, and the maximum gain was 0.4804. The system also looked at other indicators, including the momentum over 20 days, which was -0.0569, and the distance from the simple moving average, which was -0.0433. The system also considered the performance of the SPY index, which had a runup of 0.0101. The second variant had the same dates, lookback, entry, stop, target, and exit, but a slightly different slip of 0.0015, and a net return of 0.0045. The system used a daily proxy, which means it used a substitute for the actual data, and a fee of 1 basis point per side, which is a small cost of buying or selling. The system also allowed for slippage of 5 to 15 basis points, which is the difference between expected and actual price. The T5 primary, which is a type of trading strategy, was used, but alternative strategies were not selected. The system used the prior 20-day average true range, which is a measure of volatility, to set the stop loss, and would stop the trade first if both the stop loss and target were reached. The model returns are not the actual fills, which means the reported profits are based on the system's predictions, not the actual trades that were made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2025-10-01. The event had two variants. The first variant had an entry date of 2025-09-24 and an exit date of 2025-09-30, with a lookback period of 5 days, a slip of 0.0005, an entry price of 16.88, and an average true range prior to the event of 0.3945, which is a measure of price volatility. The stop price was 16.4855 and the target price was 18.0635. The exit price was 16.97, and the reason for exit was time. The net return was 0.0041, and the maximum gain was 0.9886. The momentum over 20 days was -0.0501, the distance from the simple moving average was -0.0399, and the runup of the S&P 500 spy was 0.0025. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but a slip of 0.0015. The stop price, target price, and exit price were the same as the first variant. The net return was 0.0021, and the other metrics were the same as the first variant. The daily proxy, fee of 1 basis point per side, slippage of 5 to 15 basis points, and T5 primary were considered. Alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-07-10 for CAG with the following details. There were two variants of trades on June 25, 2025. The first variant had an entry price of 19.27, an exit price of 18.86, and a net return of -0.022450359512837914. The second variant also had an entry price of 19.27 and an exit price of 18.86, with a net return of -0.024403507111074974. Both trades were stopped, meaning they were closed when they reached a certain stop price, which was 18.86. The target price for both trades was 20.5. The lookback period, which is the amount of time used to calculate the trades, was 10 days. The slip, or the difference between the expected and actual price of a trade, was 0.0005 for the first variant and 0.0015 for the second variant. The atr_prior, which is the average true range, a measure of volatility, before the trade, was 0.41000000000000014 for both variants. The mom20, or momentum over 20 days, was -0.041707556427870385, and the sma_dist, or the distance from the simple moving average, was -0.033264033264033155. The spy_runup, which is the return of the S&P 500, was 0.026562655932936385. The daily proxy, which is a substitute for daily trading, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The primary time frame was T5, and alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns are not the actual filled trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-07-10, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2025-07-07 and an exit date of 2025-07-07, with a lookback period of 3 days, a slip of 0.0005, and an entry price of 19.1. The average true range, or atr, prior to this was 0.4415, which is a measure of volatility. The stop loss was set at 18.6585 and the target price was 20.4245. The exit price was 18.6585, and the reason for exiting was due to the stop loss being reached. The net return was -0.0243, or a loss of 2.43 percent. The second variant had the same entry and exit dates, lookback period, and other parameters, but with a slip of 0.0015, and resulted in a net return of -0.0262, or a loss of 2.62 percent. The daily proxy, which is a stand-in for daily performance, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, but alternatives were not selected. The prior 20-day average true range, or atr, was used, and the stop loss was triggered first if both conditions were met. The model returns are based on the model's predictions, not actual trading results. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2025-07-10. The event had two variants. The first variant had an entry date of 2025-07-02 and an exit date of 2025-07-07, with a lookback period of 5 days, a slip of 0.0005, an entry price of 19.15, and an atr_prior of 0.44800000000000023. The stop price was 18.701999999999998 and the target price was 20.494. The exit price was 18.701999999999998 and the reason for exit was a stop. The net return was -0.024565479974602566. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price. The slip was 0.0015 and the net return was -0.0265144015547647. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered. The T5 primary was used and alternatives were not selected. The Prior20ATR, which is the average true range over 20 days, was used to determine the stop price. The stopfirst ifboth rule, which means to stop the trade if both conditions are met, was applied. The model returns are not the actual fills, meaning they are based on the model's predictions, not the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-04-03 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2025-03-20 and an exit date of 2025-04-02, with a lookback period of 10 days, a slip of 0.0005, an entry price of 23.25, and an average true range prior to the event of 0.743. The stop price was 22.507 and the target price was 25.479. The exit price was 23.66, and the reason for exit was time. The net return was 0.0164139796302325, and the maximum gain was 1.3997308209959611. The second variant had the same entry and exit dates, lookback period, entry price, average true range prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.014383180946556884. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered, with T5 as the primary and alternatives not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-04-03, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2025-03-31 and an exit date of 2025-04-02, with a lookback period of 3 days, a slip of 0.0005, an entry price of 23.96, and an average true range prior to the event of 0.658. The stop price was 23.302 and the target price was 25.934. The exit price was 23.66, and the reason for exit was time. The net return was -0.01370513245396876, and the maximum gain was 0.5015197568389032. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but a slip of 0.0015. The stop price, target price, and exit price were also the same as the first variant. The net return was -0.01567575304643387. A daily proxy was used, with a fee of 1 basis point per side and slippage of 5 to 15 basis points. The T5 level was primary, but alternatives were not selected. The prior 20-day average true range was used, and the stop was first if both conditions were met. Note that the model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-04-03 for CAG. This event had two variants. The first variant had an entry date of 2025-03-27 and an exit date of 2025-04-02, with a lookback period of 5 days, which is the time frame used to analyze data. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 23.49 and the atr prior, or the average true range before the trade, was 0.664. The stop price, or the price at which the trade would be stopped, was 22.825999999999997. The target price was 25.482 and the exit price was 23.66. The reason for the exit was time, meaning the trade was closed after a certain time period. The net return was 0.0060291624692598855. The train, or the process of training a model, was set to false. The max gain R, or the maximum gain as a ratio, was 1.2048192771084347. The mom20, or the momentum over 20 days, was 0.0219780219780219. The sma dist, or the distance from the simple moving average, was -0.001974587912087933. The spy runup, or the increase in the S&P 500 index, was -0.004684594478615356. The second variant had the same entry and exit dates, lookback period, and other values. The daily proxy, or the daily representative value, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, or the primary model, was used, and alternatives were not selected. The prior 20 ATR, or the average true range over the prior 20 days, was used to determine the stop price. The stop first if both rule, meaning that if both conditions are met, the trade would be stopped first, was applied. The model returns, or the returns generated by the model, were not the actual fills, or the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2024-12-19. The event had two variants. The first variant had an entry date of 2024-12-05 and an exit date of 2024-12-18, with a lookback period of 10 days, a slip of 0.0005, an entry price of 24.2, and an atr_prior of 0.47999999999999987. The stop price was 23.72 and the target price was 25.64. The exit price was 24.22 and the reason for exit was time. The net return was -0.00037382523162432513. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price. The slip was 0.0015 and the net return was -0.002371081822512666. Both variants were part of the training data, with a maximum gain of 2.4583333333333335, a mom20 of -0.06062961523513399, an sma_dist of -0.007392197125256628, and a spy_runup of -0.035186429291232724. The daily proxy used a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a primary time of T5. The alternatives were not selected. The prior 20-day average true range, or atr, was used, and the stop was triggered first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all