Notes

Issuer notice dated 2024-02-28 confirms 2024-03-20 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/

Issuer notice dated 2023-11-22 confirms 2023-12-20 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2023-08-23 confirms 2023-09-20 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2023-06-01 confirms 2023-06-28 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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/

Issuer notice dated 2023-03-02 confirms 2023-03-23 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2022-11-30 confirms 2022-12-20 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2022-08-31 confirms 2022-09-21 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2022-06-01 confirms 2022-06-29 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2022-03-02 confirms 2022-03-23 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2021-12-01 confirms 2021-12-21 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-Second-Quarter-Earnings-Results-on-December-21-2021/

Issuer notice dated 2021-09-01 confirms 2021-09-22 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2021-06-02 confirms 2021-06-30 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2021-02-24 confirms 2021-03-24 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. 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

Issuer notice dated 2020-11-19 confirms 2020-12-17 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2021-Second-Quarter-Earnings-Results-on-December-17-2020/

Issuer notice dated 2020-06-03 confirms 2020-07-01 morning results; call is later, not assumed first-news time. Collected Sep7 2026 directly from issuer HTML/PDF via web; issuer controls its schedule and is promotional. Period: listed fiscal quarterly reporting event. Historical backtest candidate; require notice before T-5 entry and valid bars. Multiple copies of notice are one source. https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2020-Fourth-Quarter-Earnings-Conference-Call-on-July-1-2020/default.aspx

On September 7, using Python, the gross margin was calculated as 260 divided by 477, which equals 54.507338 percent. The operating cash flow was calculated as 23 divided by 477, which equals 4.821803 percent. The operating profit was 46, and when other income of 40 was subtracted, the result was 6, which is a simple, unadjusted earnings figure, not formally adjusted. For the second half of the fiscal year, the remaining revenue is expected to be between 473 million and 493 million, and research and development costs are expected to be between 106 million and 146 million. An illustrative close of 11.95 plus 2 times the average true range equals a gain of 0.768571, with a target of 12.718571 and a stop at 10.8, which has a risk of 1.15 and a risk-to-reward ratio of 0.668323. A purchase of four shares at 47.80 was considered, with a stop loss of 4.60, but this also carries a full gap risk of 47.80. The training momentum was calculated using a raw quarter Kelly formula, which resulted in -0.140422166, so the decision was to hold at 0. The holdout-only descriptive result was 0.031159463, but this was not adopted. There was no allocation of actual events, and neither dollar valuation nor forecast approval odds were established. https://www.sec.gov/Archives/edgar/data/2007191/000162828026058126/announcement.htm ; Alpaca IEX TLX Sep4 bars ; research/final_results.json

[{"lookback":40,"split":"holdout","slippage":0.001,"return":27.41413811005194,"drawdown":24.440087698375358,"sample":4,"win_rate":75,"avg_win":9.277261087468753,"avg_loss":1.3631363306203321},{"lookback":40,"split":"holdout","slippage":0.0025,"return":25.894300775328315,"drawdown":24.892091274455208,"sample":4,"win_rate":75,"avg_win":8.949769722525348,"avg_loss":1.6587542338184218}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

[{"lookback":20,"split":"holdout","slippage":0.001,"return":11.74641115979935,"drawdown":22.48305728317024,"sample":7,"win_rate":28.57142857142857,"avg_win":22.158561736336527,"avg_loss":4.996910992014369},{"lookback":20,"split":"holdout","slippage":0.0025,"return":9.58874522752727,"drawdown":22.715260387172485,"sample":7,"win_rate":28.57142857142857,"avg_win":21.868291949954738,"avg_loss":5.281643871551221}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

[{"lookback":10,"split":"holdout","slippage":0.001,"return":32.99791449702303,"drawdown":23.38136690814273,"sample":10,"win_rate":50,"avg_win":12.76581937355169,"avg_loss":5.467326799353972},{"lookback":10,"split":"holdout","slippage":0.0025,"return":29.067219510798026,"drawdown":24.295298916283905,"sample":10,"win_rate":50,"avg_win":12.4278779826639,"avg_loss":5.750650541651821}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

[{"lookback":40,"split":"train","slippage":0.001,"return":-40.31581718777077,"drawdown":47.91145607655889,"sample":6,"win_rate":16.666666666666664,"avg_win":1.520346369345806,"avg_loss":9.928871148601806},{"lookback":40,"split":"train","slippage":0.0025,"return":-41.38052482293244,"drawdown":48.76400257866421,"sample":6,"win_rate":16.666666666666664,"avg_win":1.216090952724149,"avg_loss":10.19883027136967}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

[{"lookback":20,"split":"train","slippage":0.001,"return":-32.61851128644186,"drawdown":35.586875674297026,"sample":10,"win_rate":20,"avg_win":6.3480717332717065,"avg_loss":6.04406783454884},{"lookback":20,"split":"train","slippage":0.0025,"return":-34.60994160963455,"drawdown":36.47109276551781,"sample":10,"win_rate":10,"avg_win":12.35547942546333,"avg_loss":5.655786817678029}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

[{"lookback":10,"split":"train","slippage":0.001,"return":-52.03292232544394,"drawdown":52.85483165127126,"sample":15,"win_rate":26.666666666666668,"avg_win":2.5623243580565123,"avg_loss":7.11244484051625},{"lookback":10,"split":"train","slippage":0.0025,"return":-54.143601238757114,"drawdown":54.861805924627284,"sample":15,"win_rate":26.666666666666668,"avg_win":2.2549476815554073,"avg_loss":7.390840608332399}] Laggedsignal,nextpositive-volumeopen;fixedsplit2026-01-01,flatstart;forcedlastbaropenliquidation. Fees5bp/slippage10or25bp perside. Noeventfilter; rejects missingprints; descriptive only. Alpaca IEX TLX dailybars2024-11-14/2026-09-04; research/analyze_final.py

{"paths":100000,"sessions":3,"base_mean_pct":0.7397757351820362,"base_win_pct":53.15800000000001,"base_p05_pct":-8.820990389015565,"hazard_scenarios":[{"assumed_hazard":0,"assumed_gap":-0.2,"mean_pct":0.7397757351820362,"loss_over_8_5099_on_49_14_pct":0.086},{"assumed_hazard":0.05,"assumed_gap":-0.2,"mean_pct":-0.28588743175385595,"loss_over_8_5099_on_49_14_pct":3.58},{"assumed_hazard":0.1,"assumed_gap":-0.2,"mean_pct":-1.2659953748116766,"loss_over_8_5099_on_49_14_pct":7.013999999999999},{"assumed_hazard":0.2,"assumed_gap":-0.2,"mean_pct":-3.27381762275786,"loss_over_8_5099_on_49_14_pct":13.746}]} Additional bootstrap/endpoint proxy: {"target_return_pct":6.431560071727435,"stop_return_pct":-9.623430962343082,"target_first_endpoint_pct":20.93,"stop_first_endpoint_pct":4.0489999999999995,"neither_pct":75.021,"mean_daily_bootstrap_ci_pct":[-0.19208643104167383,0.877429851364237],"sample":170} CalculatedSep7; historical descriptive research only, no executableedge. Supersedes preliminary results.json: persistent desired-position signals defer missing-print execution; final_results.json authoritative. Fees5bp+slippage10bp eachside, stress25bp. Eventinvalidprints are nevereligibletrades. Alpaca IEX /data/stock-bars TLX Nov14 2024–Sep4 2026; research/analyze_final.py; issuer dates observation7445

{"train_n":173,"test_n":170,"coefficients":[0.00031831977124069263,-0.004495444714182464,-0.09196509801724123],"train_corr_momentum":-0.022892537019247483,"test_r2":-0.022681091120185792,"test_daily_mean_pct":0.3372414463736277,"test_quantiles_pct":{"0.01":-8.089339673522634,"0.05":-4.995600353605751,"0.5":0.12337953204047958,"0.95":6.376485609278781,"0.99":9.700740453494012}} Additional bootstrap/endpoint proxy: {"target_return_pct":6.431560071727435,"stop_return_pct":-9.623430962343082,"target_first_endpoint_pct":20.93,"stop_first_endpoint_pct":4.0489999999999995,"neither_pct":75.021,"mean_daily_bootstrap_ci_pct":[-0.19208643104167383,0.877429851364237],"sample":170} CalculatedSep7; historical descriptive research only, no executableedge. Supersedes preliminary results.json: persistent desired-position signals defer missing-print execution; final_results.json authoritative. Fees5bp+slippage10bp eachside, stress25bp. Eventinvalidprints are nevereligibletrades. Alpaca IEX /data/stock-bars TLX Nov14 2024–Sep4 2026; research/analyze_final.py; issuer dates observation7445

[{"name":"Gozellix","deadline":"2025-03-24","entry":"2025-03-17","exit":"2025-03-20","entry_volume":225,"exit_volume":0,"valid_prints":false,"entry_price":17.455,"exit_price":17.69,"0.001":{"return":1.0427356758917625,"drawdown":0.6588370094528617,"win_rate":100,"sample":1},"0.0025":{"return":0.7400607246036515,"drawdown":0.6588370094528839,"win_rate":100,"sample":1}},{"name":"Pixclara","deadline":"2025-04-26","entry":"2025-04-21","exit":"2025-04-24","entry_volume":0,"exit_volume":1373,"valid_prints":false,"entry_price":16.75,"exit_price":19.38,"0.001":{"return":15.354908109635232,"drawdown":0.4179104477611828,"win_rate":100,"sample":1},"0.0025":{"return":15.00936084233912,"drawdown":0.417910447761205,"win_rate":100,"sample":1}},{"name":"Zircaix","deadline":"2025-08-27","entry":"2025-08-20","exit":"2025-08-25","entry_volume":2275,"exit_volume":2640,"valid_prints":true,"entry_price":10.96,"exit_price":12.18,"0.001":{"return":10.798492209155484,"drawdown":2.706111280000023,"win_rate":100,"sample":1},"0.0025":{"return":10.466593750469897,"drawdown":2.852198199999989,"win_rate":100,"sample":1}}] CalculatedSep7; historical descriptive research only, no executableedge. Supersedes preliminary results.json: persistent desired-position signals defer missing-print execution; final_results.json authoritative. Fees5bp+slippage10bp eachside, stress25bp. Eventinvalidprints are nevereligibletrades. Alpaca IEX /data/stock-bars TLX Nov14 2024–Sep4 2026; research/analyze_final.py; issuer dates observation7445