Notes

A news scan found the event data for CAG on 2024-12-19. The event had two variants. The first variant had an entry date of 2024-12-16 and an exit date of 2024-12-17, with a lookback period of 3 days, a slip of 0.0005, an entry price of 24.95, and an average true range prior to the event of 0.5249999999999995. The stop price was 24.425 and the target price was 26.525. The exit price was 24.26, with a reason for exit of gap stop, resulting in a net return of -0.028821424521850658. The maximum gain was 0.2285714285714307, the momentum over 20 days was 0.027171675586661115, and the distance from the simple moving average was 0.02751008977843661. The S&P 500 runup was -0.03253785135658582. The second variant had the same dates, lookback, and prices, but a slip of 0.0015, and resulted in a net return of -0.030761842709932652. The daily proxy, with a fee of 1 basis point per side and slippage of 5 to 15 basis points, used T5 as the primary, and did not select alternatives. The prior 20-day average true range was used, with a stop-first strategy if both conditions were met. The model returns were not 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

A news scan found the event 2024-12-19 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2024-12-12 and an exit date of 2024-12-17, with a lookback period of 5 days, which is the time frame used to analyze data before making a decision, a slip of 0.0005, which refers to the difference between expected and actual prices, an entry price of 24.82, an atr_prior of 0.5174999999999995, which is the average true range, a measure of price volatility, prior to the event, a stop price of 24.302500000000002, a target price of 26.3725, and an exit price of 24.26. The reason for exit was a gap stop, which means the price gap was large enough to trigger a stop. The net return was -0.023734671306211763, the train value was true, the max gain R was 0.48309178743961395, the mom20 was 0.0016333197223357132, which is the momentum over 20 days, and the sma_dist was 0.012381345439537839, which is the distance from the simple moving average. The spy_runup was -0.03346569303765523. 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 -0.025685252844996787. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, which is a unit of measurement for interest rates and fees, and a slippage of 5 to 15 basis points, which refers to the difference between expected and actual trade prices. The T5 was the primary choice, and alternatives were not selected. The prior 20 ATR was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills, which means 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-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2024-10-02. The event had two variants. The first variant had an entry date of 2024-09-18 and an exit date of 2024-10-01, with a lookback period of 10 days, a slip of 0.0005, an entry price of 28.36, and an atr_prior of 0.519, which is a measure of price volatility. The stop price was 27.841 and the target price was 29.917. The exit price was 28.6, and the reason for exit was time. The net return was 0.0073, and the maximum gain was 1.0019. The mom20, or 20-day momentum, was 0.0471, the sma_dist, or distance from the simple moving average, was 0.0263, and the spy_runup, or runup of the S&P 500, was 0.0117. 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. The net return was 0.0052, and the other values were the same as the first variant. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, and a slippage of 5 to 15 basis points. The T5 primary, which refers to a type of trading strategy, 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, and 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 rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-10-02 for CAG with SEP1202. This event had two variants. The first variant had an entry date of 2024-09-27 and an exit date of 2024-10-01, with a lookback period of 3 days, which is a short period of time used to analyze data. The slip, or small difference between expected and actual prices, was 0.0005. The entry price was 28.46, and the average true range prior, a measure of price volatility, was 0.5149999999999997. The stop price, or the price at which to sell, was 27.945, and the target price, or the desired sale price, was 30.005. The exit price was 28.6, and the reason for exiting was time, meaning the trade was ended after a certain period. The net return was 0.0037140049671875452, and this was a training trade, meaning it was used to test a model. The maximum gain as a ratio was 0.5825242718446619, the momentum over 20 days was 0.030105186797243277, and the distance from the simple moving average, a measure of the average price over a certain period, was 0.007717555220438266. The S&P 500 runup, or increase, was -0.008312270834075153. The second variant had the same dates and most of the same values, but the slip was 0.0015, and the net return was 0.00170858087727499. The daily proxy, a substitute for a more complex value, fee of 1 basis point per side, and slippage of 5 to 15 basis points, were used for the T5 primary, which was selected over alternatives. 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 same as the actual fills, meaning the results were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-10-02 for CAG. This event had two variants. The first variant had an entry date of 2024-09-25 and an exit date of 2024-10-01, with a lookback period of 5 days, which is the time frame used to analyze data before making a decision. The slip, or the difference between expected and actual prices, was 0.0005. The entry price was 28.31, and the atr prior, or average true range before the event, was 0.5269999999999998, which measures price volatility. The stop price, or the price at which to sell, was 27.782999999999998, and the target price, or the desired price, was 29.891. The exit price was 28.6, and the reason for exiting was time, meaning the trade was closed after a certain period. The net return, or the profit made, was 0.009032164654403374, and this was a training event, meaning it was used to train a model. The max gain R, or the maximum possible return, was 0.8538899430740096, and the mom20, or momentum over 20 days, was 0.041267501842299215, which measures the speed of price changes. The sma dist, or the distance from the simple moving average, was 0.005819230153221833, and the spy runup, or the increase in the S&P 500 index, was -0.004413709302741209. The second variant had the same dates, lookback, and other values. The daily proxy, or the representative value for the day, 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, which is the difference between expected and actual prices. The T5 primary, or the primary model, was used, and alternatives were not selected. The prior 20 ATR, or average true range over 20 days, was used, and the stop first if both rule, or the rule to stop if both conditions are met, was applied. The model returns, or the returns from the model, were not the actual fills, or the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-07-11. This event had two variants. The first variant had an entry date of 2024-06-26 and an exit date of 2024-07-05. It had a lookback period of 10 days, which is a time frame used to analyze past data, and a slip of 0.0005, referring to a small difference in price. The entry price was 24.7 and the average true range, or atr, prior to this was 0.4735, which is a measure of price volatility. The stop price was 24.2265 and the target price was 26.1205. The exit price was 24.2265 and the reason for exiting was a stop, meaning the price fell to the stop price. The net return was -0.0203, or a loss of 2.03 percent. The maximum gain was 0.8025, or 80.25 percent, and the momentum over 20 days, or mom20, was -0.0401, indicating a slight downward trend. The distance from the simple moving average, or sma_dist, was -0.0045, and the spy runup, referring to the performance of the S&P 500 index, was 0.0324. The second variant had the same dates, lookback period, and prices, but a slip of 0.0015. The net return was -0.0223, or a loss of 2.23 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 a specific trading strategy, was used, 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 are not actual fills, meaning they are based on the model's predictions rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-07-11 for CAG. This event had two variants. The first variant had an entry date of 2024-07-08 and an exit date of 2024-07-10, with a lookback period of 3 days, which is a short period of time used to analyze data. The slip, or small difference in price, was 0.0005. The entry price was 24.63, and the average true range, or atr, prior to this was 0.4129999999999999, which is a measure of price volatility. The stop price, or the price at which to sell, was 24.217, and the target price, or desired sell price, was 25.869. The exit price was 24.9, and the reason for exiting was time, meaning the trade was ended after a certain amount of time. The net return was 0.009749813996827728, and this was a training trade, meaning it was used to test a model. The maximum gain, or max_gain_R, was 1.0895883777239694, and the momentum over 20 days, or mom20, was -0.05169063350174896, which is a measure of price movement. The distance from the simple moving average, or sma_dist, was -0.017476040911653445, and the runup of the spy, or spy_runup, was 0.010579280092890997. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, and exit price, but the slip was 0.0015. The net return was 0.007732330339378368, and the other values were the same as the first variant. This was a daily proxy, meaning it was a substitute for a daily trade, with a fee of 1 basis point per side, which is a small fee, and slippage of 5 to 15 basis points, which is a small difference in price. The T5 was the primary choice, and alternatives were not selected. The prior 20 atr was used, and the stopfirst ifboth rule was applied, meaning the trade was stopped if both conditions were met. 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-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2024-07-11, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date of 2024-07-03 and an exit date of 2024-07-10, with a lookback period of 5 days, a slip of 0.0005, an entry price of 24.5, and an average true range prior to the event of 0.43299999999999983. The stop price was 24.067 and the target price was 25.799, with an actual exit price of 24.9. The reason for exiting was due to time, resulting in a net return of 0.015107670152729069. The maximum gain was 1.339491916859119, with a momentum over 20 days of -0.047100038925652066, a simple moving average distance of -0.020055241983907623, and an S&P 500 runup of 0.02300458972349695. The second variant had the same entry and exit dates, lookback period, and other parameters, but with a slip of 0.0015, resulting in a net return of 0.013079481479954858. The daily proxy used had a fee of 1 basis point per side and a slippage of 5 to 15 basis points, with the T5 level being the primary consideration. Alternative options were not selected. The prior 20-day average true range was used, with the stop being triggered first if both conditions were met. The model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-04-04, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2024-03-20 and an exit date of 2024-04-03, with a lookback period of 10 days and a slip of 0.0005. The entry price was 24.86, and the stop price was 24.4595, with a target price of 26.0615. The exit price was 24.83, and the reason for exit was time. The net return was -0.0024045909747429928, and the maximum gain was 1.7228464419475715. The second variant had the same entry and exit dates, lookback period, and prices, but with a slip of 0.0015 and a net return of -0.004397790088579323. 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 option and alternatives 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 based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-04-04 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2024-04-01 and an exit date of 2024-04-03, with a lookback period of 3 days, a slip of 0.0005, an entry price of 25.38, and an average true range, or atr, prior to the event of 0.3815000000000001. The stop price was 24.9985 and the target price was 26.5245. The exit price was 24.9985, and the reason for exit was a stop. The net return was -0.016212774246444517. The maximum gain as a ratio, or max gain R, was 0.44560943643512885, the momentum over 20 days, or mom20, was 0.05543976656940397, and the distance from the simple moving average, or sma dist, was 0.041032809801825554. The runup of the spy, or spy runup, was -0.008450151945887607. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, exit price, and reason for exit. However, the slip was 0.0015, and the net return was -0.018178384561844063. The max gain R, mom20, sma dist, and spy runup were the same as the first variant. This was a daily proxy with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 was the primary, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop first if both rule was applied. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-04-04 for CAG. This event had two variants. The first variant had an entry date of 2024-03-27 and an exit date of 2024-04-03, with a lookback period of 5 days, a slip of 0.0005, an entry price of 24.73, and an average true range prior to the event of 0.3735, which is a measure of price volatility. The stop price was 24.3565 and the target price was 25.8505. The exit price was 24.83, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was 0.0028, and the maximum gain was 2.1954. The momentum over 20 days was 0.0335, and the distance from the simple moving average was 0.0208. The S&P 500 runup was -0.0044. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior, but a slip of 0.0015. The stop and target prices were the same as the first variant, and the exit price was also 24.83. The reason for exiting was also time, and the net return was 0.0008. The maximum gain, momentum, distance from the simple moving average, and S&P 500 runup were the same as the first variant. The daily proxy, which is a measure of daily performance, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level, which refers to a specific trading strategy, was the primary strategy used. Alternative strategies were not selected. The prior 20-day average true range was used to determine the stop price, and the stop was triggered first if both conditions were met. The model returns were not based on actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2024-01-04. This event had two variants that occurred on December 19, 2023, and ended on December 20, 2023. The first variant had an entry price of 24.92, a stop price of 24.50, and a target price of 26.18. It exited at 24.48 due to a gap stop, resulting in a net return of -0.0188. The second variant had the same entry, stop, and target prices, but exited at 24.48 due to a gap stop, resulting in a net return of -0.0208. Both variants used a lookback period of 10 days, with the first having a slip of 0.0005 and the second having a slip of 0.0015. The prior 20-day Average True Range, or ATR, was 0.42. ATR is a measure of how much a stock's price moves. 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 primary time frame was T5, and alternatives were not selected. The model used a stop-first strategy if both conditions were met, and the returns are based on the model, not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-01-04, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2023-12-29 and an exit date of 2024-01-03, with a lookback period of 3 days, a slip of 0.0005, an entry price of 24.09, and an average true range prior to the event of 0.4495, which is a measure of volatility. The stop price was 23.6405 and the target price was 25.4385. The exit price was 24.72, and the reason for exiting was time, meaning the trade was closed after a certain period. The net return was 0.0249, and the maximum gain was 2.4694. The momentum over 20 days was 0.0194, and the distance from the simple moving average was -0.0179. The S&P 500 runup was -0.0162. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior, but a slip of 0.0015. The stop and target prices were the same as the first variant, and the exit price was also 24.72. The reason for exiting was also time, and the net return was 0.0229. The maximum gain, momentum, and distances were the same as the first variant. The daily proxy, which is a benchmark used for comparison, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level, which refers to a specific trading strategy, was the primary choice, and alternatives were not selected. The prior 20-day average true range was used to determine the stop price, and the stop-first strategy was used if both conditions were met. The model returns are not actual trading results. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-01-04, an event occurred for CAG. Two variants were considered, both entering on 2023-12-27 and exiting on 2024-01-03. The first variant had a lookback period of 5 days, a slip of 0.0005, an entry price of 24.06, and an average true range, or atr, prior to the event of 0.4485. The stop price was 23.6115 and the target price was 25.4055. The exit price was 24.72, with a reason for exit being time, resulting in a net return of 0.0262. The second variant had the same entry and exit dates, lookback period, entry price, and atr prior, but a slip of 0.0015, resulting in a net return of 0.0241. Both variants used a daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, with alternatives not selected. The prior 20-day average true range, or atr, was used, with a stop-first strategy if both conditions were met. The model returns were not based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2023-10-05. The event had two variants. The first variant had an entry date of 2023-09-21 and an exit date of 2023-09-25, with a lookback period of 10 days, a slip of 0.0005, an entry price of 24.09, and an atr_prior of 0.37950000000000034. The stop price was 23.7105 and the target price was 25.2285. The exit price was 23.7105, with a reason of stop, a net return of -0.016933812256366365, and a max_gain_R of 0.895915678524373. The mom20 was -0.028214429665457397, the sma_dist was -0.012674297180532146, and the spy_runup was -0.025331782246385326. The second variant had the same dates, lookback, entry, atr_prior, stop, target, and exit, but a slip of 0.0015 and a net return of -0.01889798193530212. 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 Prior20ATR, which is the average true range over 20 days, was used, and the stopfirst ifboth rule was applied, meaning the first stop to be triggered would be the one used. The model returns are not the actual fills, meaning they are based on the model's predictions rather than the actual trades made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-10-05, an event occurred for CAG. There were two variants, both with an entry date of 2023-10-02 and an exit date of 2023-10-02. The lookback period, which is the time frame used to analyze data, was 3 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 entry price was 22.77 for both variants. The atr_prior, which is the average true range, a measure of volatility, prior to the trade, was 0.3835000000000003 for both variants. The stop price, or the price at which a stop-loss order is triggered, was 22.386499999999998 for both variants. The target price was 23.9205 for both variants. The exit price was 22.386499999999998 for both variants, and the reason for exit was a stop-loss. The net return was -0.018021418095897523 for the first variant and -0.019983414734564664 for the second variant. The max_gain_R, or the maximum gain as a ratio, was 0.13037809647979315 for both variants. The mom20, or the momentum over 20 days, was -0.08269771176234442 for both variants. The sma_dist, or the distance from the simple moving average, was -0.04257102153691439 for both variants. The spy_runup, or the run-up of the S&P 500, was -0.004606730675977055 for both variants. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5-15 basis points. The T5 primary, or the primary strategy for the fifth tier, was used, and alternatives were not selected. The prior 20-day average true range was used, and the stop-first strategy was used if both conditions were met. The model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-10-05, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2023-09-28 and an exit date of 2023-10-02, with a lookback period of 5 days, a slip of 0.0005, and an entry price of 22.88. The average true range, or atr, prior to this was 0.3875000000000002, which is a measure of volatility. The stop loss was set at 22.4925 and the target price was 24.0425. The exit price was 22.4925, and the reason for exiting was due to the stop loss being reached. The net return was -0.018115157944187055, and this was part of the training data. The maximum gain possible, known as max gain R, was 0.438709677419359. Other factors considered were the momentum over 20 days, or mom20, which was -0.09072900158478603, the distance from the simple moving average, or sma dist, which was -0.046946699611719045, and the runup of the spy, which was -0.0019205990324069333. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop loss, target price, and exit price. However, the slip was 0.0015, and the net return was -0.0200769672903095. The daily proxy, with a fee of 1 basis point per side and slippage of 5 to 15 basis points, used the T5 primary, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop loss was triggered first if both conditions were met. The model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-07-13. The event had two variants. The first variant had an entry date of 2023-06-28 and an exit date of 2023-06-29, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.63, and an atr_prior of 0.5225, which is a measure of price volatility. The stop price was 27.1075 and the target price was 29.1975. The exit price was 27.02, with a reason of gap_stop, meaning the trade was stopped due to a price gap. The net return was -0.0233, with a maximum gain of 1.378, a 20-day momentum of -0.0171, a distance from the simple moving average of -0.0072, and an S&P 500 runup of 0.0252. The second variant had the same dates, lookback, entry, atr_prior, stop, target, exit, and reason, but a slip of 0.0015 and a net return of -0.0252. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a primary time period 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 filled prices. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2023-07-13 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2023-07-10 and an exit date of 2023-07-12, with a lookback period of 3 days, a slip of 0.0005, an entry price of 27.39, and an atr_prior of 0.4905000000000005. The stop price was 26.8995 and the target price was 28.861500000000003. The exit price was 27.2, and the reason for exit was time. The net return was -0.008127799419981985, and the train value was true. The max_gain_R was 0.2650356778797123, mom20 was -0.0256045519203415, sma_dist was -0.025881683731513228, and spy_runup was 0.01790959916611401. 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, the reason for exit was also time, and the net return was -0.010109563543341915. The train value, max_gain_R, mom20, sma_dist, and spy_runup values were the same as the first variant. 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 option and alternatives not selected. The Prior20ATR, which refers to the average true range over the last 20 days, was used to determine the stop price, with the instruction to stop first if both conditions are met. The model returns are not the actual fills, meaning they are based on the model's calculations rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2023-07-13. The event had two variants. The first variant had an entry date of 2023-07-06 and an exit date of 2023-07-10, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.7, and an atr prior of 0.5440000000000005. The stop price was 27.156 and the target price was 29.332. The exit price was 27.156 and the reason for exit was a stop. The net return was -0.020814716887254447. 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 -0.022771132505173708. Both variants used a daily proxy, with 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 atr, was used, which is a measure of volatility. The stopfirst rule was used, which means that if both conditions are met, the stop is triggered first. 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-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-04-05. The event had two variants. The first variant had an entry date of 2023-03-22 and an exit date of 2023-04-04, with a lookback period of 10 days, a slip of 0.0005, an entry price of 29.87, and an average true range prior to the event of 0.5050000000000004. The stop price was 29.365000000000002 and the target price was 31.385. The exit price was 30.72, with a reason for exit of time, a net return of 0.02722323759551104, and a maximum gain of 2.0990099009900947. 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, with a net return of 0.025170841976641878. 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, and alternatives were not selected. The prior 20-day average true range was used, with a stop-first rule 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-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-04-05. The event had two variants. The first variant had an entry date of 2023-03-31 and an exit date of 2023-04-04, with a lookback of 3 days, a slip of 0.0005, an entry price of 30.66, and an atr_prior of 0.5165, which is a measure of price volatility. The stop price was 30.1435 and the target price was 32.2095. The exit price was 30.72, and the reason for exit was time. The net return was 0.0007553, and the maximum gain was 0.4066. The mom20, which is a measure of momentum, was 0.0429, and the sma_dist, which is a measure of distance from a moving average, was 0.0339. The spy_runup, which is a measure of the performance of the S&P 500, was 0.0099. The second variant had the same entry and exit dates, lookback, entry price, atr_prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of -0.0012. The daily proxy, which is a measure of daily performance, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which is a measure of the top 5 performances, was used, and alternatives were not selected. The prior 20-day average true range, which is a measure of price volatility, was used, and the stop-first rule was applied 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-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-04-05, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2023-03-29 and an exit date of 2023-04-04, with a lookback period of 5 days, a slip of 0.0005, an entry price of 30.59, and an average true range prior to the event of 0.5325. The stop price was 30.0575 and the target price was 32.1875. The exit price was 30.72, and the reason for exit was time. The net return was 0.003045377802481486, and this was a training event. The maximum gain was 0.6384976525821588, the momentum over 20 days was 0.023849512932482497, the distance from the simple moving average was 0.035748266956639796, and the SPY runup was 0.021884118382659468. 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, but the net return was 0.0010412896319809128. This was also a training event with the same maximum gain, momentum, distance from the simple moving average, and SPY runup as the first variant. The daily proxy had a fee of 1 basis point per side and a slippage of 5 to 15 basis points, with T5 as the primary choice and no alternatives 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 based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2023-01-05. The event had two variants. The first variant had an entry date of 2022-12-20 and an exit date of 2023-01-04, with a lookback period of 10 days, which is a term used to describe the amount of time used to calculate certain values. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 30.98, and the average true range, or atr, prior to the event was 0.4939999999999998, which is a measure of volatility. The stop price, or the price at which a trade is automatically stopped, was 30.486, and the target price was 32.462. The exit price was 31.31, and the reason for exit was time. The net return was 0.009439978423452011, and this was a training event, meaning it was used to train a model. The maximum gain as a ratio, or max gain R, was 1.5991902834008087, the momentum over 20 days, or mom20, was 0.06041881222107803, the distance from the simple moving average, or sma dist, was 0.009922678305788413, and the runup of the spy, or spy runup, which refers to the performance of the S&P 500 index, was 0.011941533370104729. The second variant had the same entry and exit dates, lookback period, and other values, but the slip was 0.0015, and the net return was 0.007423113818561422. 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 to 15 basis points, were used, with T5 being the primary, meaning the fifth trading day was the most important. Alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop first if both rule was applied, meaning that if both conditions were met, the trade would be stopped. The model returns were not actual fills, meaning they were hypothetical and not based on real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122839 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2023-01-05 for CAG. This event had two variants. The first variant had an entry date of 2022-12-30 and an exit date of 2023-01-04, with a lookback period of 3 days, which is the time frame used to analyze data. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 31.42, and the atr_prior, which is the average true range, a measure of price volatility, prior to the event, was 0.46599999999999947. The stop price, or the price at which to sell a security, was 30.954, and the target price, or the desired price, was 32.818. The exit price was 31.31, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was -0.004696036551287697, and this was a training event, meaning it was used to train a model. The max gain R, or the maximum gain as a ratio, was 0.30042918454935014. The mom20, or momentum over 20 days, was 0.020799480012999805, and the sma_dist, or distance from the simple moving average, was 0.010390195258468182. The spy_runup, or the increase in the S&P 500 index, was 0.008215639940649666. The second variant had the same dates, lookback, entry, atr_prior, stop, target, exit, reason, and other values as the first variant, but the slip was 0.0015, and the net return was -0.006684657348853262. This was a daily proxy, meaning it represented daily data, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 was the primary, or main, choice, 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, meaning they were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122839 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all