Notes

A news scan found the event data for 2023-01-05. The event had two variants. The first variant had an entry date of 2022-12-28 and an exit date of 2023-01-03, with a lookback period of 5 days, which is the number of days used to calculate the trading strategy. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 31.66. The atr_prior, or the average true range prior to the trade, which measures price volatility, was 0.4979999999999995. The stop price, or the price at which the trade would be automatically stopped, was 31.162. The target price, or the desired price of the trade, was 33.153999999999996. The exit price was 31.162. The reason for the exit was a stop, meaning the trade was stopped at the predetermined stop price. The net return was -0.016910043428503663. The train value was true, indicating this trade was used to train the model. The max_gain_R, or the maximum gain as a ratio, was 0.22088353413654527. The mom20, or the momentum over 20 days, which measures the speed of price changes, was 0.05331556147950667. The sma_dist, or the distance from the simple moving average, which is a moving average that calculates the average price of a security over a specified period, was 0.020121665886757123. The spy_runup, or the runup of the S&P 500, was 0.00639056500274271. The second variant had the same values as the first variant. 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 percentages, and slippage of 5 to 15 basis points. The T5 was the primary choice, with 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, meaning the returns calculated by the model were not the same as the actual trades executed. 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

On 2022-10-06, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2022-09-22 and an exit date of 2022-09-27, with a lookback period of 10 days, a slip of 0.0005, and an entry price of 27.6. The average true range, or atr, prior to this was 0.534. The stop price was 27.066, and the target price was 29.202. The exit price was 27.066, and the reason for exit was a stop. The net return was -0.0205, and the maximum gain was 0.8989. The momentum over 20 days, or mom20, was -0.0248, and the distance from the simple moving average, or sma_dist, was -0.0018. The runup of the spy was 0.0013. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price. However, the slip was 0.0015, and the net return was -0.0225. The maximum gain, 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 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-first-quarter-results-prn-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-10-06 for CAG. This event had two variants. The first variant started on 2022-10-03 and ended on 2022-10-05, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.39, and an average true range, or atr, prior to the event of 0.5875. The stop price was 25.8025 and the target price was 28.1525. The exit price was 27.14, and the reason for exiting was time. The net return was 0.0272, the maximum gain was 1.5149, the momentum over 20 days, or mom20, was -0.0487, the distance from the simple moving average, or sma_dist, was -0.0383, and the runup of the spy, or spy_runup, was 0.0443. 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 exiting. However, the slip was 0.0015, and the net return was 0.0251. 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 did not select alternatives. 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-first-quarter-results-prn-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-10-06 for CAG. This event had two variants that occurred on the same dates, from 2022-09-29 to 2022-09-30. The first variant had an entry price of 26.89, a stop price of 26.3045, and a target price of 28.6465, but it exited at 26.3045 due to a stop, resulting in a net return of -0.022947061009309988. The second variant had the same entry, stop, and target prices, but a slightly different slip, which is a small difference in the price, of 0.0015, and it also exited at 26.3045 due to a stop, resulting in a net return of -0.024899216196221152. Both variants used a lookback period of 5 days, which means they considered the last 5 days of data, and a prior 20-day average true range, or atr, of 0.5854999999999999, which is a measure of price volatility. The daily proxy, or a representative value for the day, fee of 1 basis point per side, and slippage of 5 to 15 basis points were also considered. The T5 level was the primary level used, and alternatives were not selected. The model returns are not the actual fills, meaning they are based on the model's predictions, not the actual trades made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-07-14. The event had two variants. The first variant had an entry date of 2022-06-29 and an exit date of 2022-07-13, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.25, and an atr_prior of 0.6344999999999995. The stop price was 26.6155 and the target price was 29.153499999999998. The exit price was 28.42, with a reason of time, a net return of 0.041685007406718766, and a max_gain_R of 2.253743104806936. The mom20 was 0.023899848254931744 and the sma_dist was 0.042507580293169145, with a spy_runup of -0.006309497454062507. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price, but with a slip of 0.0015 and a net return of 0.0396037171212229. The daily proxy had a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a T5 primary, with alternatives not selected. The prior 20-day Average True Range, or ATR, 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-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-07-14. The event had two variants. The first variant had an entry date of 2022-07-11 and an exit date of 2022-07-13, with a lookback period of 3 days, which is the time period used to analyze data before making a decision. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 28.07, the atr prior, or average true range, which measures price volatility, was 0.5975, the stop price, or the price at which a trade is automatically stopped, was 27.4725, and the target price was 29.8625. The exit price was 28.42, and the reason for exit was time, meaning the trade was closed after a certain time period. The net return was 0.0113, and the train, or training data, was true. The max gain R, or maximum gain as a ratio, was 1.0209, the mom20, or momentum over 20 days, was 0.0812, the sma dist, or distance from the simple moving average, was 0.0592, and the spy runup, or the increase in the S&P 500 index, was -0.0182. The second variant had the same dates, lookback, and other values. The daily proxy, or representative data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, or fifth level of a technical indicator, 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, which means stopping a trade if both conditions are met, was applied. The model returns, or the returns predicted by the model, were not the actual fills, or executed trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-07-14, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2022-07-07 and an exit date of 2022-07-13, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.58, and a prior average true range, or atr, of 0.5954999999999995. The stop price was 26.984499999999997 and the target price was 29.366499999999995. The exit price was 28.42, and the reason for exit was time. The net return was 0.029221046114324967, and this was used for training, with a maximum gain of 1.8471872376154532. The momentum over 20 days, or mom20, was 0.08043732916829383, and the distance from the simple moving average, or sma_dist, was 0.05203125297036304. The spy runup was -0.016326977865439463. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.027164658867053104. 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 did not select alternatives. The prior 20-day average true range, or Prior20ATR, 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-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-04-07, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2022-03-24 and an exit date of 2022-04-06, with a lookback period of 10 days, a slip of 0.0005, an entry price of 25.38, and an average true range prior to the event of 0.7855. The stop price was 24.5945 and the target price was 27.7365. The exit price was 27.07, and the reason for exit was time. The net return was 0.0653, and the maximum gain was 2.5207. The momentum over 20 days was -0.1008, the distance from the simple moving average was -0.0182, and the runup of the S&P 500 was 0.0013. 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 and reason were also the same. The net return was 0.0632, and the maximum gain was the same as the first variant. The momentum, distance from the simple moving average, and S&P 500 runup were also the same. 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, 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-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2022-04-07. The event had two variants. The first variant had an entry date of 2022-04-04 and an exit date of 2022-04-06, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.77, and an atr_prior of 0.6775, which is a measure of price volatility. The stop price was 26.0925 and the target price was 28.8025. The exit price was 27.07, and the reason for exit was time. The net return was 0.009993854327046137, and the maximum gain was 0.8708487084870844. The mom20, or 20-day momentum, was -0.009587020648967659, and the sma_dist, or distance from the simple moving average, was 0.05768852136247293. The spy_runup, or runup of the S&P 500, was -0.014591030257681381. 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 0.00797588307616448. 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 level, which refers to a specific trading strategy, was primary, but alternatives were not selected. The prior 20-day 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-third-quarter-results-prn-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-04-07 for CAG. This event had two variants, which are different versions of a trade. The first variant started on 2022-03-31 and ended on 2022-04-06. It had a lookback period of 5 days, which is a time frame used to analyze past data, and a slip of 0.0005, which is a small amount added to the price to account for the cost of buying or selling. The entry price was 26.28, and the stop price, which is the price at which the trade would be automatically stopped to limit losses, was 25.606. The target price, which is the desired price to sell at, was 28.302. The trade actually exited at 27.07 because of a time reason, not a price reason. The net return, which is the profit after costs, was 0.02882555100209383. This variant was used to train the model, which means it was used to teach the model how to make decisions. The maximum gain, which is the biggest profit made during the trade, was 1.6023738872403526 times the risk, and the momentum over 20 days, which is a measure of how fast the price is moving, was -0.03447011367803454. The distance from the simple moving average, which is a way to smooth out price fluctuations, was 0.03459792923240124, and the runup of the S&P 500, which is a measure of how much the S&P 500 index has increased, was -0.02482934166377404. The second variant had the same dates, lookback, entry, stop, target, exit, and reason as the first variant, but a slightly different slip of 0.0015, and a net return of 0.026769953955438464. The daily proxy, which is a way to estimate daily performance, and the fee of 1 basis point per side, which is a small cost of buying or selling, and the slippage of 5 to 15 basis points, which is the difference between the expected price and the actual price, were considered. The T5 level, which is a way to measure performance, was primary, and alternatives were not selected. The prior 20-day average true range, which is a way to measure volatility, was used, and the stop was first if both conditions were met. The model returns are not the actual fills, which means the results are based on the model's predictions, not the actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-01-06. The event had two variants. The first variant had an entry date of 2021-12-22 and an exit date of 2021-12-27, with a lookback period of 10 days, which is a term used to describe the amount of time used to calculate certain indicators. The slip, or the difference between the expected price and the actual price, was 0.0005. The entry price was 26.49. The atr_prior, or the average true range prior to the event, was 0.5349999999999998. The stop price, or the price at which the position would be closed, was 25.955. The target price, or the desired price, was 28.095. The exit price was 25.955. The reason for the exit was a stop, meaning the position was closed when it reached the stop price. The net return was -0.021371359835802073. The train, or the training data, was true. The max_gain_R, or the maximum gain, was 1.2149532710280417. The mom20, or the momentum over 20 days, was 0.07833537331701335. The sma_dist, or the distance from the simple moving average, was 0.05085284879328844. The spy_runup, or the runup of the S&P 500, was 0.012080012860850253. 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 -0.023326663279164772. The daily proxy, or the daily representative value, fee1bp/side, or a fee of 1 basis point per side, and slippage5/15bp, or a slippage of 5 to 15 basis points, were used. T5 primary, or the primary model with a 5-minute interval, was used, and alternatives were not selected. Prior20ATR, or the prior 20-day average true range, was used, and stopfirst ifboth, or stop the position first if both conditions are met, was the strategy. 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-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-01-06, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2022-01-03 and an exit date of 2022-01-05, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.56, and an average true range prior to the event of 0.47399999999999964. The stop price was 26.086 and the target price was 27.982. The exit price was 26.68, and the reason for exit was time. The net return was 0.0033133734819290606. The second variant had the same dates and prices, but a slip of 0.0015 and a net return of 0.0013087498551240806. 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 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-second-quarter-results-prn-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-01-06. The event had two variants. The first variant had an entry date of 2021-12-30 and an exit date of 2022-01-05, with a lookback period of 5 days, a slip of 0.0005, an entry price of 26.54, and an average true range, or atr, prior to the event of 0.512. The stop price was 26.028 and the target price was 28.076. The exit price was 26.68, and the reason for exit was time. The net return was 0.0041, and the maximum gain was 1.1719. The second variant had the same dates and prices, but a slip of 0.0015, and a net return of 0.0021. The daily proxy, or a stand-in for daily data, 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, or atr, was used, and the stop was first if both conditions were met. The model returns were not the same as actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-10-07, an event for CAG SEP1202 was analyzed. The analysis considered two variants that entered on 2021-09-23 and exited on 2021-09-29. The first variant had a lookback period of 10 days, a slip of 0.0005, an entry price of 25.77, and an average true range prior to the event of 0.4139999999999997. The stop price was 25.356 and the target price was 27.012. The exit price was 27.012, and the reason for exit was reaching the target. The net return was 0.046938495871035935. 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. It also had the same stop and target prices, and the same reason for exit. The net return for the second variant was 0.04484670909722732. Both variants were part of the training data. The maximum gain for both variants was 3.2125603864734367. The momentum over 20 days was 0.006247559547051917, and the distance from the simple moving average was 0.002509190640135328. The runup of the SPY was -0.011251485244549997. This analysis used a daily proxy, 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 fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-10-07 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2021-10-04 and an exit date of 2021-10-06, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.12, and an atr prior of 0.4435, which is a measure of price volatility. The stop price was 25.6765 and the target price was 27.4505. The exit price was 26.68, and the reason for exit was time. The net return was 0.0202, the maximum gain was 1.443, the momentum over 20 days was 0.0069, the distance from the simple moving average was 0.0073, and the runup of the spy was 0.0044. 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 0.0182. 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, or atr, was used, and the stop was first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2021-10-07, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date and exit date of 2021-09-30, with a lookback period of 5 days, a slip of 0.0005, and an entry price of 26.7. The average true range prior to this, or atr_prior, was 0.4295, the stop price was 26.2705, and the target price was 27.9885. The exit price was 26.2705, and the reason for exit was a stop, resulting in a net return of -0.017266130899165066. The second variant had the same entry and exit dates, lookback period, and prices, but with a slip of 0.0015, and resulted in a net return of -0.019229636604291. Both variants were part of the training data, with a maximum gain of 0.2561117578579731, a momentum over 20 days, or mom20, of 0.046429964884900476, and a distance from the simple moving average, or sma_dist, of 0.0368823938761309. The runup of the S&P 500, or spy_runup, was -0.0025684931506849695. This analysis used a daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points, with the T5 level being primary. The alternatives were not selected, and the prior 20-day average true range, or Prior20ATR, was used, with the stop being triggered first if both conditions were met. Note that the model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-07-13 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2021-06-28 and an exit date of 2021-07-12, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.36, and an average true range prior to the event of 0.43300000000000055. The stop price was 26.927 and the target price was 28.659000000000002. The exit price was 27.54, and the reason for exit was time. The net return was 0.005371776994162358, and this was used for training, with a maximum gain of 1.7321016166281733. The momentum over 20 days was -0.059855521155830815, the distance from the simple moving average was -0.04123765589096828, and the runup of the SPY was 0.023220279545112854. 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 0.0033630406699456383. 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 did not select 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 actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-07-13, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-07-08 and an exit date of 2021-07-12, with a lookback period of 3 days, a slip of 0.0005, an entry price of 27.63, and an average true range prior to the event of 0.421. The stop price was 27.209 and the target price was 28.893. The exit price was 27.54, and the reason for exit was time. The net return was -0.004452702911318163, and the maximum gain was 0.617577197149647. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior, but with a slip of 0.0015. The stop and target prices were also the same, but the net return was -0.006441809890346928. The daily proxy used a fee of 1 basis point per side, slippage of 5 to 15 basis points, and a T5 primary level. 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 fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-07-13, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-07-06 and an exit date of 2021-07-12, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.48, and an average true range prior to the event of 0.4255. The stop price was 27.0545 and the target price was 28.7565. The exit price was 27.54, and the reason for exit was time. The net return was 0.0009815072256287305, and the maximum gain was 1.0575793184488809. The momentum over 20 days was -0.07875335120643434, the distance from the simple moving average was -0.018669903259201037, and the runup of the S&P 500 spy was 0.0076221016280217935. 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 the same as the first variant, and the exit price was also 27.54. The reason for exit was also time. The net return was -0.0010184573242463246, and the maximum gain was the same as the first variant. The momentum over 20 days, distance from the simple moving average, and runup of the S&P 500 spy were also the same as the first variant. 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, 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-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2021-04-08. The event had two variants. The first variant had an entry date of 2021-03-24 and an exit date of 2021-04-07, with a lookback period of 10 days, a slip of 0.0005, an entry price of 28.44, and an average true range prior to the event of 0.5975, which is a measure of price volatility. The stop loss was 27.8425 and the target was 30.2325. The exit price was 28.34, and the reason for exit was time, meaning the trade was closed after a certain time period. The net return was -0.0047, and the maximum gain was 2.0418. 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 loss, target, and exit price were also the same as the first variant. The net return was -0.0067. 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 primary time period used was T5, and alternatives were not selected. The prior 20-day average true range was used, and the stop loss was triggered 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-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-04-08, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-04-05 and an exit date of 2021-04-07, with a lookback period of 3 days, a slip of 0.0005, an entry price of 28.54, and an average true range prior to the event of 0.611. The stop price was 27.929 and the target price was 30.373. The exit price was 28.34, and the reason for exit was time. The net return was -0.008198584643909435. 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, and the exit price and reason for exit were the same. The net return was -0.010180207338144509. Both variants were part of the training set. The maximum gain to risk ratio was 0.4746317512274942, the momentum over 20 days was 0.07543593631539047, the distance from the simple moving average was -0.001144265469589012, and the runup of the S&P 500 was 0.007742656449553076. This was 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, 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. The model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2021-04-08. The event had two variants. The first variant had an entry date of 2021-03-31 and an exit date of 2021-04-01, with a lookback period of 5 days, a slip of 0.0005, an entry price of 29.09, and an average true range prior to the event of 0.6260000000000006. The stop price was 28.464 and the target price was 30.968. The exit price was 28.464, and the reason for the exit was a stop, resulting in a net return of -0.022692895032770055. 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 were also the same, with an exit price of 28.464, and the reason for the exit was also a stop, resulting in a net return of -0.024645558044190552. 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 did not select any 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 based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2021-01-07. The event had two variants. The first variant had an entry date of 2020-12-22 and an exit date of 2021-01-05, with a lookback period of 10 days, which means the system looked at 10 days of data to make decisions. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 27.2, and the atr_prior, or average true range, which measures price volatility, was 0.4629999999999999. The stop price, or the price at which the system would automatically sell, was 26.737, and the target price, or the desired sale price, was 28.589. The actual exit price was 26.65, and the reason for the exit was a gap_stop, which means the system sold because the price gap was too large. The net return was -0.021395618452529686, and this was a training, or practice, trade. The maximum gain, as a percentage of the initial investment, was 1.5550755939524894, and the mom20, or momentum over 20 days, which measures the speed of price changes, was 0.002954209748892156. The sma_dist, or distance from the simple moving average, which is a measure of the average price over a certain period, was 0.007175569688317118, and the spy_runup, or the increase in the S&P 500 index, was 0.014127764127764175. The second variant had the same dates, lookback, slip, entry price, atr_prior, stop price, target price, exit price, reason, and other values as the first variant, but with a slip of 0.0015 and a net return of -0.023350873427091412. The system used a daily proxy, which is a substitute for actual data, and a fee of 1 basis point, or 0.01%, per side, which means per buy or sell. The slippage, or difference between expected and actual prices, was 5 to 15 basis points, and the T5 primary, which refers to a specific trading strategy, was used. The alternatives were not selected. The system used the prior 20-day average true range, and stopped the trade first if both conditions were met. The model returns were not actual fills, which means the system's predicted outcomes were not the same as the actual trades that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-01-07 for CAG. This event had two variants. The first variant had an entry date of 2021-01-04 and an exit date of 2021-01-04, with a lookback period of 3 days, which is the time frame used to analyze past data, and a slip of 0.0005, referring to the difference between expected and actual prices. The entry price was 27.48, the atr prior, which is a measure of price volatility called average true range, was 0.4109999999999999, the stop price was 27.069, the target price was 28.713, and the exit price was 27.069. The reason for exit was a stop, meaning the stock reached a predetermined low price. The net return was -0.0161376754142869, the train value was true, indicating this data is used for training, the max gain R was 0.14598540145985092, the mom20, which is momentum over 20 days, was 0.030873493975903665, the sma dist, which is the distance from a simple moving average, was 0.010499898507132066, and the spy runup, which refers to the performance of the SPY index, was -0.005050649984216893. The second variant had the same dates, lookback, and other values, but a slip of 0.0015 and a net return of -0.018103435777415577. 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 was the primary choice, and alternatives were not selected. The prior 20 ATR 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-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2021-01-07, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date of 2020-12-30 and an exit date of 2020-12-31, with a lookback period of 5 days, which means the system looked at the past 5 days to make decisions. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 27.48, and the average true range, or atr, prior to this was 0.44, which is a measure of volatility. The stop price, or the price at which the system would automatically sell, was 27.04, and the target price was 28.8. The exit price was 27.04, and the reason for exiting was that the stop price was reached. The net return was -0.017, which is the profit or loss after all costs. The maximum gain to risk ratio, or max_gain_R, was 0.36, which compares the potential profit to the potential loss. The momentum over 20 days, or mom20, was -0.0036, which measures the speed of price changes. The distance from the simple moving average, or sma_dist, was 0.016, which compares the current price to the average price over a period. The spy_runup, or the increase in the S&P 500 index, was 0.0029. The second variant had the same dates and parameters, but a slip of 0.0015 and a net return of -0.019. The system used a daily proxy, which is a substitute for actual data, and a fee of 1 basis point per side, which is a cost of buying or selling. The slippage, or the difference between expected and actual prices, was 5 to 15 basis points. The T5 level was primary, which refers to a specific set of rules or parameters. Alternative options were not selected. The system used the prior 20-day average true range, or Prior20ATR, to set stops, and would stop the trade first if both conditions were met. The model returns are not the actual fills, which means the results are based on the system's decisions, not the actual trades that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all