Notes

A news scan found the headline that on September 4, an 8-K report was re-read on September 7, which stated that the Phase 3 Lp(a) HORIZON trial did not meet its primary endpoint of reducing cardiovascular events. Although the trial showed lower Lp(a) levels and what the issuer described as acceptable safety, this was not enough to change the outcome. The full data will be presented at an upcoming congress, but the exact date of the congress has not been specified. The closest related report from the issuer is about a partner trial, not an independent replication of the results. https://www.sec.gov/Archives/edgar/data/874015/000114036126035802/ef20081690_8k.htm

A news scan found the headline 'Sep7 execution: --symbols GIS --strategy momentum --lookback 20 --days 1825;1252bars,60closedtrades,grossreturn-1.75518512%,DD27.71003931%,win35%,avgtrade-.0854844%,buyhold-35.53384978%. Codeaudit: sameclose signal/fill,no costs,noOOS;diagnosticnotadopted. Fulltradeoutputarchived.' https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js ; research/cli.json

A news scan found the following data: on 2026-07-01, an automated trading fund manager analyzed the cost of an event payoff vector. The results were as follows: for a calendar mode with a holdout split and 0.001 slippage, the return percentage was 4.767481719766464. For the same mode and split with 0.0025 slippage, the return percentage was 4.453649238747492. For a barrier mode with the same holdout split and 0.001 slippage, the return percentage was 3.742359589436073. With 0.0025 slippage, the return percentage was 3.4315978763331367. The fees were 5 basis points per slippage of 10 or 25 basis points. The data was frozen at T-5 and T-2, with a barrier of 1 average true range, or ATR, which is a measure of volatility, and 1.5 ATR. There was no barrier row when the ATR was undefined. The analysis was done during a scheduled window, which may not be free of news that could affect the results. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Fourth-Quarter-and-Full-Year-Earnings-Results-on-July-1-2026/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of results from a costed event payoff vector on 2026-03-18. The results are as follows: on 2026-03-18, in calendar mode with a holdout split and 0.001 slippage, which is a measure of the difference between expected and actual trade prices, the return percentage was -7.583937607892388. On the same day, with the same mode and split but 0.0025 slippage, the return percentage was -7.860771236709585. Also on 2026-03-18, in barrier mode, which is a type of trading strategy, with a holdout split and 0.001 slippage, the return percentage was -2.750454211247244. With 0.0025 slippage in barrier mode, the return percentage was -3.0417666082989236. Fees were 5 basis points, or 0.05%, per slippage of 10 or 25 basis points. The terms frozen T-5 and T-2 refer to specific points in time, and barrier 1 ATR and 1.5 ATR refer to a trading strategy based on the average true range, a measure of price volatility. There was no barrier row when the average true range was undefined. The results were from a scheduled window, which has not been proven to be free of news effects. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Third-Quarter-Earnings-Results-on-March-18-2026/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-12-17, an automated trading fund manager recorded the following event payoff vectors: there were four scenarios, each with a specific mode, split, slippage, and return percentage. The first scenario had a calendar mode, holdout split, 0.001 slippage, and a 2.4660969736231664 percent return. The second scenario had a calendar mode, holdout split, 0.0025 slippage, and a 2.1591583233310896 percent return. The third scenario had a barrier mode, holdout split, 0.001 slippage, and a 2.585277768994154 percent return. The fourth scenario had a barrier mode, holdout split, 0.0025 slippage, and a 2.277982110935106 percent return. Fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and barrier set at 1 ATR, or average true range, and 1.5 ATR, with no barrier when ATR was undefined, during a scheduled window that has not been proven to be free of news. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-Second-Quarter-Earnings-Results-on-Dec--17-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-09-17, a calendar mode with a holdout split and 0.001 slippage, which is the difference between expected and actual trade prices, had a return percentage of -2.1670770365388337. Another calendar mode with the same holdout split but 0.0025 slippage had a return percentage of -2.4601369482114666. A barrier mode, which is a type of trading strategy, with the same holdout split and 0.001 slippage had a return percentage of -1.9260569753180579. The barrier mode with 0.0025 slippage had a return percentage of -2.2198388660107704. The fees were 5 basis points, which is a unit of measurement for interest rates, per slippage of 10 or 25 basis points. The trading was frozen 5 and 2 days before a scheduled event, and the barrier was set at 1 and 1.5 ATR, which stands for Average True Range, a measure of price volatility. There was no barrier when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news that could affect the market. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-First-Quarter-Earnings-Results-on-Sept--17-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-06-25, an automated trading fund manager recorded the following event payoff vectors: for the calendar mode with a holdout split, a slippage of 0.001 resulted in a return percentage of 0.1031168805520899, and a slippage of 0.0025 resulted in a return percentage of -0.19674342927560318. The same return percentages were recorded for the barrier mode with a holdout split and the same slippage values. The fees were 5 basis points per slippage of 10 or 25 basis points per side. The trading was frozen from T-5 to T-2, and the barrier was set at 1 ATR or 1.5 ATR. There was no barrier when the Average True Range, or ATR, was undefined. The trading occurred during a scheduled window, but it was not proven to be news-free. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2025-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-25-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-03-19, a trading fund manager recorded the payoff vector for GIS, which is a costed event. The data shows four different scenarios: two with a calendar mode and two with a barrier mode, all with a holdout split. The slippage, which is the difference between the expected and actual price of a trade, was set at 0.001 and 0.0025. The return percentage, which is the profit or loss as a percentage of the investment, was -0.1927667513474951 and -0.49174073754911785. The fees were 5 basis points, which is a unit of measurement for interest rates and percentages, and the slippage was 10 or 25 basis points. The data also mentions that the trading was frozen at times T-5 and T-2, and that a barrier of 1 ATR, which stands for Average True Range, a measure of volatility, and 1.5 ATR was used. There is no barrier data when the ATR is undefined. The trading took place during a scheduled window, but it has not been proven to be free of news that could affect the market. https://s29.q4cdn.com/993087495/files/doc_downloads/2025/02/F25-Q3-Earnings-Webcast-Announcement-Press-Release.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-12-18, a calendar mode with holdout split and 0.001 slippage had a return percentage of -1.1761470443791278, and with 0.0025 slippage, the return percentage was -1.4721753009317995. The same date, a barrier mode with holdout split and 0.001 slippage had a return percentage of -1.1761470443791278, and with 0.0025 slippage, the return percentage was -1.4721753009317995. This data includes fees of 5 basis points per slippage of 10 or 25 basis points, with a barrier of 1 average true range or 1.5 average true ranges, where average true range is a measure of price volatility. The data was frozen at times T-5 and T-2, and there was no barrier data when the average true range was undefined. The data was collected during a scheduled window, but it has not been proven to be free of news effects. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-Second-Quarter-Earnings-Results-on-December-18-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-09-18, an automated trading fund manager reported the following results. The manager tested different modes, including calendar and barrier modes, which refer to methods of scheduling trades. The results were as follows: for the calendar mode with a holdout split, which means a portion of the data was set aside for testing, and a slippage of 0.001, the return percentage was 0.2353550167124796, and with a slippage of 0.0025, the return percentage was -0.06490141433216357. For the barrier mode with a holdout split and a slippage of 0.001, the return percentage was -1.5550926974164714, and with a slippage of 0.0025, the return percentage was -1.8499858168777972. The fees were 5 basis points, or 0.05%, per slippage of 10 or 25 basis points, which is a measure of the difference between the expected and actual price of a trade. The manager also noted that the data was frozen at T-5 and T-2, which refers to the time period before a scheduled event, and that the barrier was set at 1 ATR, or average true range, and 1.5 ATR, which is a measure of volatility. The manager also noted that there was no barrier row when the ATR was undefined, and that the scheduled window was not proven to be news-free, meaning that it may have been affected by external events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-First-Quarter-Earnings-Results-on-September-18-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of costed event payoff vectors for 2024-06-26. The list includes four items with the following details: date, mode, split, slippage, and return percentage. The modes are calendar and barrier, which refers to a type of trading strategy. The splits are holdout, which means a portion of data is set aside for testing. Slippage is a measure of the difference between expected and actual trading costs, given as 0.001 and 0.0025. Return percentage is the profit made, with values of 2.4245973613843397, 2.1177830237707695, 2.3777535485328904, and 2.071079532226716. Fees are 5 basis points, which is a unit of measurement for interest rates and commissions, with a slippage of 10 or 25 basis points. The terms frozen T-5 and T-2 refer to specific points in time before an event, with T standing for time. Barrier 1 ATR and 1.5 ATR refer to a type of trading limit based on average true range, a measure of price volatility. A note mentions that no barrier row is shown when the average true range is undefined. The data was collected during a scheduled window, which is a set period of time for trading, and is not proven to be news-free, meaning it may have been affected by news events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-26-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-03-20, an automated trading fund manager recorded the following event payoff vectors: for the calendar mode with a holdout split and 0.001 slippage, the return percentage was 2.216334645618745, and for the same mode and split but with 0.0025 slippage, the return percentage was 1.9101441619312043. For the barrier mode with a holdout split and 0.001 slippage, the return percentage was 1.98259531394116, and for the barrier mode with the same split but with 0.0025 slippage, the return percentage was 1.6771049997448495. The fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and barrier levels set at 1 and 1.5 times the average true range, or ATR, which is a measure of volatility. No barrier levels were set when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-12-20, a trading fund manager recorded the results of a costed event payoff vector. The results were as follows: on 2023-12-20, in calendar mode, with a train split, and a slippage of 0.001, the return percentage was -0.8437112583998485, and with a slippage of 0.0025, the return percentage was -1.1407353310758372. On the same date, in barrier mode, with a train split, and a slippage of 0.001, the return percentage was -2.1190879786228023, and with a slippage of 0.0025, the return percentage was -2.4122916422007257. The fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and a barrier of 1 ATR or 1.5 ATR, where ATR stands for Average True Range, a measure of price volatility. There was no barrier when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-Second-Quarter-Earnings-Results-on-Dec.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-09-20, an automated trading fund manager recorded the following event payoff vectors: a calendar mode with a train split, 0.001 slippage, and a 0.27534285887376164 percent return, and the same mode and split with 0.0025 slippage and a -0.025033356320591782 percent return. The same data was recorded for a barrier mode. The fees were 5 basis points per slippage of 10 or 25 basis points per side. The data was frozen at times T-5 and T-2. The barrier was set at 1 ATR and 1.5 ATR. There was no barrier row when the Average True Range, or ATR, was undefined. The data was collected during a scheduled window, but it has not been proven to be free of news influence. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-First-Quarter-Earnings-Results-on-Sept.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-06-28, a trading system tested different modes, which are like settings, and splits, which are like divisions of data, with various slippages, which are like small losses due to buying or selling, and return percentages, which are like gains. The results were: for the calendar mode, with a train split, a slippage of 0.001, the return percentage was 1.144347582391858, and with a slippage of 0.0025, the return percentage was 0.8413682511931642. For the barrier mode, with the same train split, the return percentages were the same, 1.144347582391858 with a slippage of 0.001, and 0.8413682511931642 with a slippage of 0.0025. The fees were 5 basis points, which are like small units of percentage, for slippage, and 10 or 25 basis points for the side, which refers to the direction of the trade. The system was frozen at times T-5 and T-2, which are like time points, and used a barrier of 1 ATR, which is like a measure of price movement, or 1.5 ATR. If the ATR was undefined, there was no barrier. The system used a scheduled window, which is like a set time period, but it is not proven to be free of news, which can affect trading. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2023-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-28-2023/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-03-23, a calendar mode with a train split and 0.001 slippage, which is a small loss due to buying or selling, had a return percentage of -0.8144287601460243. Another calendar mode with the same train split but 0.0025 slippage had a return percentage of -1.1115405489618202. A barrier mode, which is a type of trading strategy, with the same train split and 0.001 slippage had a return percentage of -1.7879981225065178. The barrier mode with 0.0025 slippage had a return percentage of -2.0821935704556815. The fees were 5 basis points, or 0.05%, for slippage of 10 or 25 basis points on one side. The trading was frozen from T-5 to T-2, which refers to a specific time period before an event. The barrier was set at 1 ATR, or average true range, and 1.5 ATR. If the ATR was undefined, there was no barrier. The trading window was scheduled, but it has not been proven to be free of news that could affect the market. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2023-Third-Quarter-Earnings-Results-on-March-23-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2022-12-20, a trading fund manager recorded the payoff vector for GIS, which is a type of investment. The results were as follows: on 2022-12-20, in calendar mode, with a train split, and a slippage of 0.001, the return percentage was -0.40694295688784576, and with a slippage of 0.0025, the return percentage was -0.7052753752207153. In barrier mode, with the same split and dates, and a slippage of 0.001, the return percentage was -1.8950952351204586, and with a slippage of 0.0025, the return percentage was -2.1889698721461293. The fees were 5 basis points, or 0.05 percent, per slippage of 10 or 25 basis points. The trading was frozen from T-5 to T-2, which refers to a period of time before an event. The barrier was set at 1 ATR, or average true range, and 1.5 ATR. If the ATR was undefined, there was no barrier. The trading occurred during a scheduled window, but it is not proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2023-Second-Quarter-Earnings-Results-on-Dec.-20-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2022-09-21, a trading system tested different modes, including calendar and barrier modes, with different slippage rates, which is the difference between expected and actual trade prices, of 0.001 and 0.0025. The system had return percentages of 1.9209494638818159 and 1.6156438107058246. The system also considered fees of 5 basis points, or 0.05 percent, per slippage of 10 or 25 basis points, and used a barrier of 1 or 1.5 average true ranges, which is a measure of price volatility. The system did not use barrier rows when the average true range was undefined. The trading window was scheduled, but it is not proven to be free of news that could affect trading decisions. https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2023-First-Quarter-Earnings-Results-on-September-21-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2022-06-29, a trading system tested different modes and splits, which are ways to divide data for training. The results were as follows: for the calendar mode with a train split, a slippage of 0.001, which is the difference between expected and actual trade prices, resulted in a return percentage of 4.251309446377194, and a slippage of 0.0025 resulted in a return percentage of 3.9390231667418174. For the barrier mode, which uses a specific price level to trigger trades, with a train split, a slippage of 0.001 resulted in a return percentage of 2.900623174251016, and a slippage of 0.0025 resulted in a return percentage of 2.592382894547085. The fees were 5 basis points, or 0.05 percent, per slippage of 10 or 25 basis points. The system used data from T-5 to T-2, where T is a specific time, and a barrier of 1 or 1.5 ATR, which stands for Average True Range, a measure of price volatility. If the ATR was undefined, no barrier was used. The system operated during a scheduled window and was not proven to be free of news influence. https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fourth-Quarter-and-Full-Year-Fiscal-2022-Earnings-Results-on-June-29-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: on 2022-03-23, there were two events with the following details: the first event had a slippage of 0.001 and a return percentage of -0.8287661804221025, and the second event had a slippage of 0.0025 and a return percentage of -1.1258350212916213. Fees were 5 basis points per slippage of 10 or 25 basis points per side. The system was frozen from T-5 to T-2, with a barrier of 1 ATR or 1.5 ATR. There was no barrier when the Average True Range, or ATR, which is a measure of price volatility, was undefined. This occurred during a scheduled window, which may not be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2022-Third-Quarter-Earnings-Results-on-March-23-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of costed event payoff vectors for 2021-12-21. The list includes four items with the following details: date, mode, split, slippage, and return percentage. The modes are calendar and barrier, which refers to a type of trading strategy. The slippage, or the difference between expected and actual trading costs, ranges from 0.001 to 0.0025. The return percentages range from 1.965478029678036 to 2.4066566378274867. The fees are 5 basis points, or 0.05%, per slippage of 10 or 25 basis points. The trading was frozen from 5 days before to 2 days before the event, and the barrier was set at 1 or 1.5 times the average true range, or ATR, which is a measure of price volatility. If the ATR was undefined, no barrier was set. The trading window was scheduled, but it is not proven to be free of news that could affect trading. https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-Second-Quarter-Earnings-Results-on-December-21-2021/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2021-09-22, a trading system tested different modes, which are like settings, and splits, which are like divisions of data. The results were: for the calendar mode with a train split, a slippage, which is a small loss due to buying or selling at a bad time, of 0.001, the return percentage was -0.38204986202644564, and with a slippage of 0.0025, the return percentage was -0.6804568479789053. The same results were found for the barrier mode, which uses a barrier, like a limit, to make decisions. The system also considered fees of 5 basis points, which is a measure of cost, and slippage of 10 or 25 basis points. The system used data from the 5 days before and 2 days before, and a barrier of 1 or 1.5 average true ranges, which is a measure of price movement. If the average true range was undefined, no barrier was used. The system was scheduled to run during a certain time window, but it was not proven to be free of news that could affect the results. https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-First-Quarter-Earnings-Results-on-September-22-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of results for a costed event payoff vector on 2021-06-30. The results are as follows: on 2021-06-30, in calendar mode, with a train split, and a slippage of 0.001, the return percentage was 0.43279311586394975, and with a slippage of 0.0025, the return percentage was 0.13194525618624997. On the same date, in barrier mode, with a train split, and a slippage of 0.001, the return percentage was -1.7162867333556653, and with a slippage of 0.0025, the return percentage was -2.010696993790595. Fees were 5 basis points per slippage of 10 or 25 basis points per side. The terms frozen T-5 and T-2 refer to periods when trading was not allowed, specifically five and two days before an event. Barrier 1 ATR and 1.5 ATR refer to a type of stop-loss order, where ATR stands for average true range, a measure of price volatility. No barrier was used when the average true range was undefined. The results were based on a scheduled window, which has not been proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fourth-quarter-and-Full-year-Fiscal-2021-Earnings-Results-on-June-30-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2021-03-24, a trading system, which is a computer program that automatically makes investment decisions, tested different ways to buy and sell stocks. The system tried two modes: calendar, which refers to a regular schedule, and barrier, which means setting a specific price level to buy or sell. The system also tested two slippage levels, which is the difference between the expected price and the actual price of a trade, set at 0.001 and 0.0025. The return percentage, which is the profit made, was 3.14340238027242% and 2.8344348520051854% for the calendar mode, and 2.604885434978854% and 2.2975310418775985% for the barrier mode. The system also considered fees of 5 basis points, which is a unit of measurement for interest rates, and slippage of 10 or 25 basis points. The system used a scheduled window, which means it only traded at specific times, and did not account for news that may have affected the market. The system also used a barrier of 1 ATR, which stands for Average True Range, a measure of price volatility, and 1.5 ATR. If the ATR was undefined, the system did not use a barrier. The system froze trading from T-5 to T-2, which refers to a specific time period before a scheduled event. https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2021-Third-Quarter-Earnings-Results-on-March-24-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2020-12-17, a trading system tested different modes, which are like settings, and splits, which are like divisions of data. The system tested a calendar mode, which is a schedule-based setting, and a barrier mode, which is a setting that uses a barrier, or a limit, to make decisions. The system also tested different slippage, which is the difference between expected and actual trading costs, values: 0.001 and 0.0025. The return percentage, which is the profit or loss, was -0.9484512033678172 and -1.2451615260494875 for the different tests. The fees were 5 basis points, which is a unit of measurement for interest rates, plus a slippage of 10 or 25 basis points. The system used a frozen time period from T-5 to T-2, which are like milestones in time. The barrier was set at 1 or 1.5 ATR, which is the average true range, a measure of price volatility. If the ATR was undefined, there was no barrier. The system used a scheduled window, but it is not proven to be free of news, which can affect trading decisions. https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2021-Second-Quarter-Earnings-Results-on-December-17-2020/ ; https://runway.adityaperswal.workers.dev/data/stock-bars