Notes

A news scan found the headline 'FDA calendar audit aggregate T20_T6 2026 slip0.003'. The given data is about a trading rule, T20_T6, for the year 2026, with a slippage of 0.003. The return percentage is -2.2473906718738057, and the drawdown percentage is 4.929601298264319. The win rate percentage is 0, the average win percentage is null, and the average loss percentage is 2.247390671873811. The mean percentage is -2.247390671873811, with a 95% confidence interval of -3.9863904512559833 to -0.5083908924916392. There are 2 trades, with 0 inside and 0 exit day ambiguous. The initial capital is equal, and the portfolio value is marked daily, including idle cash. The source is event observations from 17320 to 47. The training set is dominated by 3 TLX events, but the holdout set of 2 is not adequate for independent validation. A bootstrap test with 50,000 resamples, seeded on September 9, 2026, was run on observed returns only, without considering posterior uncertainty or tail bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'FDA calendar audit aggregate T20_T6 2026 slip0.001'. The audit results show a return percentage of -1.8555954687694776 and a drawdown percentage of 4.639660087072195. The win rate percentage is 0, and the average win percentage is null. The average loss percentage is 1.8555954687694831, and the mean percentage is -1.8555954687694831. The confidence interval is between -3.6015652080989558 and -0.10962572944001048. The audit also reports that the initial capital event includes idle cash, and the portfolio value is marked daily. The source of the event observations is from 17320 to 47. The training data dominated 3 TLX events, but the holdout data is not adequate for independent validation. A bootstrap analysis with 50,000 resamples and a seed of 20260909 was performed, but it only observed returns and did not account for posterior uncertainty or tail bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'FDA calendar audit aggregate T20_T6 2025 slip0.003'. The audit results for the rule T20_T6 in the year 2025 show a slippage of 0.003. The results are based on 5 events, with a return percentage of -8.873296220957162 and a drawdown percentage of 10.28521390053363. The win rate percentage is 20, with an average win percentage of 0.9600347847707358 and an average loss percentage of 11.331628972389149. The mean percentage is -8.873296220957172, with a 95% confidence interval of -14.18908635999282 to -2.887616822779162. There are 0 events that are inside and 0 events with ambiguous exit days. The results are based on equal initial capital, with daily marked portfolio values and idle cash included. The source is event observations from 17320 to 47. The training set is dominated by 3 TLX events, but the holdout set of 2 events is not adequate for independent validation. A bootstrap analysis with 50,000 resamples and a seed of 20260909 was used to estimate observed returns, but did not account for posterior uncertainty or tail bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'FDA calendar audit aggregate T20_T6 2025 slip 0.001'. The given data is about a trading rule called T20_T6 for the year 2025, with a slippage of 0.001. The results show a return percentage of -8.508057833350623, a drawdown percentage of 9.998850991777541, and a win rate percentage of 20. The average win percentage is 1.3646854391706098 and the average loss percentage is 10.976243651480925. The mean percentage is -8.508057833350618, with a 95% confidence interval of -13.845153808532212 to -2.4983876640653557. There are 5 training events, with 3 TLX events dominating, but only 2 holdout events, which is not enough for independent validation. A bootstrap analysis with 50,000 resamples, seeded on September 9, 2026, was done, but it only looked at observed returns, not uncertainty or tail bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A hypothetical scenario for RARE was analyzed with the following assumptions: a hazard of 0.1, an other return of 0.015, and a shock loss of 0.45860061919504647. This scenario was run 50,000 times with 10 events. The results showed terminal percentiles of 8.654673967411684, 30.41916489761206, and 57.028976141735804. The loss frequency was 0.64868 and the 95th percentile drawdown was 0.8315707816376913. The expected return per event was -3.236006191950465 percent. This analysis used a NumPy seed of 20260909. The scenario assumed a 1.5 percent win and hazard rates of 0, 1, 5, and 10 percent, which were not based on historical data. A shock loss of 45.8600619 percent was applied to a closed RARE trade. The analysis assumed 49.14 percent of the portfolio was reinvested per hypothetical event, with no actual capital at risk. runway:query_trades?fund=catalyst

A hypothetical scenario for RARE has a gap-hazard sensitivity of 0.05, which is a measure of potential risk. This scenario assumes a hazard rate of 0.05, meaning a 5% chance of a hazardous event, and an other return of 0.015, or 1.5%. The shock loss is 45.8600619%, which is the potential loss from a closed RARE trade. The simulation ran 50,000 paths and 10 events. The results show terminal percentiles of 16.225534029725072, 57.028976141735804, and 57.028976141735804. The loss frequency is 0.40296, or 40.296%, and the downside deviation at 95% is 0.6980273612877876. The expected return per event is -0.8680030959752325%. The simulation used a NumPy seed of 20260909 and assumed a 1.5% win and hazard rates of 0, 1, 5, and 10%, which were explicitly assumed and not based on historical data. The full 49.14 was reinvested per hypothetical event, with no actual capital used. runway:query_trades?fund=catalyst

A hypothetical scenario for RARE has a gap-hazard sensitivity of 0.01, which is a measure of potential risk. This scenario assumes a return of 0.015, or 1.5 percent, and a hazard, or risk of loss, of 0.01, or 1 percent. A shock loss of 45.8600619 percent occurred from a closed RARE trade. The scenario includes 50,000 paths, or possible outcomes, and 10 events, or occurrences. The terminal percentiles, which show the range of possible outcomes, are 30.42 percent, 57.03 percent, and 57.03 percent. The loss frequency, or how often a loss occurs, is 0.09472, or 9.47 percent. The expected return per event is 1.0263993808 percent. This scenario assumes a 1.5 percent win and hazard of 0, 1, 5, and 10 percent, which are not based on historical data. The shock loss of 45.8600619 percent is from a closed RARE trade. The scenario reinvests 49.14 percent per hypothetical event, with no actual capital used. The NumPy seed is 20260909. runway:query_trades?fund=catalyst

A hypothetical scenario for RARE has been created with the following assumptions: the assumed hazard is 0, the assumed other return is 0.015, and the shock loss is 0.45860061919504647. The scenario includes 50,000 paths and 10 events. The terminal percentiles are all 57.028976141735804. The loss frequency is 0, and the dd95 is 0. The expected percentage per event is 1.5. This scenario uses a NumPy seed of 20260909. It assumes a 1.5 percent win and hazard of 0, 1, 5, or 10 percent, which are not based on historical data. A shock loss of 45.8600619 percent occurs from a closed RARE trade. The full amount of 49.14 is reinvested per hypothetical event, with no actual capital used. runway:query_trades?fund=catalyst

A news scan found the headline related to the symbol RARE on 2026-09-02. The news was released at 2026-09-02T20:01:36Z. At that time, there were 95 bars, which are segments of time used to measure trading activity, with the last complete bar ending at 2026-09-02T19:45:00Z. The price before the market closed, known as the preclose, was 26.55. The next bar, or segment of time, started at 2026-09-02T20:15:00Z with an opening price of 14.9915. This represents a change of -43.53483992467043 percent from the previous price. The next regular open time was 2026-09-03T13:30:00Z with a price of 13.97, which is a -47.38229755178908 percent change from the preclose price. The highest price after the news, or first post bar high, was 15.06 and the lowest price, or first post bar low, was 13.8. The data was measured on 2026-09-09. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline for the symbol RARE on 2026-08-19. The news was released at 2026-08-19T21:22:01Z. There were 94 bars, which are periods of time used to measure trading activity, with the last complete bar ending at 2026-08-19T21:00:00Z. The price at the end of this bar was 26.76. The next bar started at 2026-08-19T21:30:00Z with a price of 27. The price changed by 0.8968609865470878 percent in the first bar after the news. The next regular open time was 2026-08-20T13:30:00Z with a price of 28.45. This represents a 6.3153961136023895 percent change from the previous day's close. The highest price in the first bar after the news was 28.8513 and the lowest price was 27. The data was measured on 2026-09-09. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=RARE&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline for IONS on 2026-06-24. The data for IONS on 2026-06-24 includes a news event at 18:37:29. There were 65 bars, with the last complete bar at 18:15:00 and a price of 76.995. The next bar was at 18:45:00 with an open price of 77.15. The first post-bar change was 0.20131177349178575 percent. The next regular open time was 13:30:00 on 2026-06-25 with a price of 76.69. The overnight change from the pre-close price was -0.39612961880642894 percent. The first post-bar high was 77.26 and the low was 76.88. This data was measured on 2026-09-09. Note that price windows are aligned to sponsor HTML metadata, and do not imply causal attribution or guaranteed fills. A bar is a unit of time, in this case 15 minutes, used to measure trading activity. The last complete pre-bar excludes any bars that straddle the news event, and the next bar open is the first recorded trade in that 15-minute bar, not the bid or ask price or an executable limit. Some bars may be absent in extended sessions, and no fill is inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IONS&timeframe=15Min&feed=sip&adjustment=all

A news scan found the event DTX401 for the stock symbol RARE. This event happened in the year 2026 and followed the rule called T10_T2, which is a set of instructions for buying and selling stocks. The slippage, or difference between expected and actual price, was 0.003 and the fee, or cost of the transaction, was 0.001. The stock was bought on 2026-08-10 and sold on 2026-08-20. The price at the time of buying was 25.91 and the price at the time of selling was 25.32. The net return, or profit, was -3.0557791787033217 percent, meaning the stock was sold for less than it was bought. The event dd pct, or maximum loss, was 6.458471958456958 percent. The news exposure, or how much the news affected the stock, was inside, meaning it was not publicly known. The news was released on 2026-08-19 and the target, or expected outcome, was for 2026-08-23. The spy return pct, or return of the overall market, was -1.2943308309603885 percent. This event was observed and recorded in notes 17167 through 17188 and corrected in note 1347. The results were also checked using a system called vectorbt, which independently confirmed the calculations. This was not an actual trade, but rather a simulated one, and the execution was not calibrated, meaning it was not adjusted for real-world conditions. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event DTX401 for the symbol RARE, which is a stock symbol, with a specific rule called T10_T2, a type of trading rule. The event occurred from August 10, 2026, to August 20, 2026, with an entry price of 25.91 and an exit price of 25.32. The net return was -2.667 percent and the event had a drawdown of 6.270 percent. There was news exposure on August 19, 2026, with a target date of August 23, 2026. The S&P 500 return was -1.294 percent during this time. This event was observed from notes 17167 to 17188 and corrected in note 1347. The results were matched using a method called vectorbt, which is a type of trading analysis tool, and a closed-form price and cost calculation, a mathematical method to calculate costs. This was not an actual trade, but rather a simulated one, and the execution was not calibrated, meaning it was not adjusted for real-world trading conditions. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to IONS, a stock symbol, and its drug olezarsen sHTG, which is a type of small interfering RNA, or siRNA, a way to silence genes. The event followed a rule called T10_T2, meaning a specific set of conditions, and had a slippage of 0.003, which is the difference between expected and actual trade prices. The fee for the trade was 0.001. The trade started on 2026-06-15 and ended on 2026-06-26. The stock price at the start was 73.49 and at the end was 81.18. This resulted in a net return of 9.58%. The event had a maximum drop of 1.18%. The news about the event was first reported on 2026-06-24 and the target date was 2026-06-30. During this time, the S&P 500, a stock market index, had a return of -2.79%. This event was observed and recorded, but it was not an actual trade and the execution was not calibrated, meaning it was not tested in real conditions. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to IONS, a stock symbol, and its drug olezarsen sHTG. This event happened between June 15, 2026, and June 26, 2026, with the stock opening at $73.49 and closing at $81.18. The net return percentage was 10.02% and the event drawdown percentage was 1.18%. There was news exposure on June 24, 2026, and the target date was June 30, 2026. The S&P 500 return percentage during this time was -2.79%. The primary goal was paired with the first news in observations 17167-17188, which was a corrected note 1347. This event was on a cash basis and may have had early news before the nominal target exits. The vectorbt result, a type of backtesting tool, matched the closed-form price and cost calculation, but this was not a realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to SRRK, a company working on the drug apitegromab. This event was scheduled on the FDA calendar and had a specific cost. The event followed a rule called T10_T2, which means a set of conditions to buy and sell a stock. The slippage, or difference between expected and actual price, was 0.003. The fee, or cost of the transaction, was 0.001. The stock was bought on 2025-09-08 at an opening price of 31.49 and sold on 2025-09-18 at a closing price of 32.48. The net return, or profit, was 2.32%. The event had a potential loss, or drawdown, of 5.11%. News about the event was released after the stock was sold, on 2025-09-23. The target date for the event was 2025-09-22. During this time, the overall market, measured by the SPY stock, had a return of 2.10%. This was an observation of a trading strategy, not an actual trade, and the results were calculated independently using a method called vectorbt. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to SRRK, a stock symbol, and its drug apitegromab. This event happened in 2025 and followed the T10_T2 rule, which is a set of instructions for buying and selling stocks. The slippage, or difference between expected and actual prices, was 0.001, and the fee, or cost of the transaction, was also 0.001. The stock was bought on September 8, 2025, at an opening price of 31.49, and sold on September 18, 2025, at a closing price of 32.48. This resulted in a net return of 2.73 percent. The event had a potential loss, or drawdown, of 5.11 percent. News about the event was released after the stock was sold, on September 23, 2025, with a target date of September 22, 2025. During this time, the overall market, measured by the SPY stock, had a return of 2.10 percent. This was an observation, not an actual trade, and the results were calculated independently using a method called vectorbt, which matches a closed-form price and cost calculation. This means the results are based on a mathematical formula and not on real-time market data. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to the stock symbol TLX, which is the company behind the drug Zircaix. The event followed a specific rule called T10_T2, which is a type of trading rule, and had a slippage of 0.003, meaning the difference between the expected and actual price of the trade was 0.003. The fee for this trade was 0.001. The trade started on August 13, 2025, when the stock opened at 11.02, and ended on August 25, 2025, when the stock closed at 12.2. The net return on this trade was 9.83%, and the maximum loss during this period was 7.82%. News about the event was first reported after the trade ended, on August 27, 2025, which was also the target date for this event. For comparison, the return on the S&P 500 index during this time was -0.38%. This was a simulated trade, not an actual one, and was based on observations from August 13 to August 25, with a note that the results were matched using a method called vectorbt, which is a type of backtesting tool, and a closed-form price and cost calculation, which is a mathematical method of calculating the price and cost of a trade. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to the stock symbol TLX, which is associated with the drug Zircaix. This event was analyzed using a rule called T10_T2, which is a type of trading strategy. The analysis included a small cost called slippage of 0.001 and a fee of 0.001. The event started on August 13, 2025, with a stock price of 11.02, and ended on August 25, 2025, with a stock price of 12.2. The net return was 10.27 percent, and the event had a decrease of 7.82 percent at one point. News about the event was found after it ended, on August 27, 2025, which was also the target date. During this time, the overall market, measured by the spy return, decreased by 0.38 percent. This analysis was part of a larger observation from notes 17167 to 17188, and was also recorded in note 1347. The results were checked using a method called vectorbt, which matched the calculated costs and prices. This was a simulated trade and not an actual executed trade. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to IONS, a stock symbol, and its drug donidalorsen. This event happened between August 7, 2025, and August 19, 2025. The stock price opened at 40.34 on the entry date and closed at 42.48 on the exit date. The net return percentage was 4.47 percent. The event had a downside deviation of 3.36 percent. News about the event was exposed after the exit date, on August 21, 2025. The target date was also August 21, 2025. The S&P 500 return percentage during this time was 0.56 percent. A primary goal and first news were paired in observations 17167 to 17188, with a corrected note 1347. This event was on a cash basis, with nominal target exits that may have crossed early news. A vectorbt result, which is a backtesting tool, independently matched a closed-form price and cost calculation. This was not a realized trade, meaning it was not actually executed, and the execution was not calibrated, meaning it was not adjusted for real-world trading conditions. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the event related to the stock symbol IONS, which is the company behind the drug donidalorsen. This event happened in the year 2025 and followed a rule called T10_T2, which is a type of trading rule. The slippage, or difference between expected and actual trade price, was 0.001, and the fee, or cost of trading, was also 0.001. The trade started on August 7, 2025, with an opening price of 40.34, and ended on August 19, 2025, with a closing price of 42.48. The net return, or profit, was 4.88 percent, and the event-driven return, or profit from the event, was 3.16 percent. News about the event was released after the trade ended, on August 21, 2025, which was also the target date. The overall market, measured by the spy return, went up 0.56 percent. This was an observed event, not an actual trade, and the calculations were checked using a method called vectorbt and a closed-form price and cost calculation. The note was corrected and is based on observations from 17167 to 17188, and is also note 1347. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","drug":"Pixclara","year":2025,"rule":"T10_T2","slippage":0.003,"fee":0.001,"entry":"2025-04-11","exit":"2025-04-24","entry_open":16.25,"exit_close":19.22,"net_return_pct":17.33448029078064,"event_dd_pct":3.741092636579557,"news_exposure":"after_exit","news":"2025-04-27","target":"2025-04-26","spy_return_pct":4.527562872045454} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","drug":"Pixclara","year":2025,"rule":"T10_T2","slippage":0.001,"fee":0.001,"entry":"2025-04-11","exit":"2025-04-24","entry_open":16.25,"exit_close":19.22,"net_return_pct":17.804760182567,"event_dd_pct":3.7410926365795794,"news_exposure":"after_exit","news":"2025-04-27","target":"2025-04-26","spy_return_pct":4.527562872045454} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","drug":"Gozellix","year":2025,"rule":"T10_T2","slippage":0.003,"fee":0.001,"entry":"2025-03-10","exit":"2025-03-20","entry_open":18,"exit_close":17.53,"net_return_pct":-3.387115875151736,"event_dd_pct":7.315460655440697,"news_exposure":"exit-day ambiguous","news":"2025-03-20","target":"2025-03-24","spy_return_pct":-0.3691690113080348} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","drug":"Gozellix","year":2025,"rule":"T10_T2","slippage":0.001,"fee":0.001,"entry":"2025-03-10","exit":"2025-03-20","entry_open":18,"exit_close":17.53,"net_return_pct":-2.999888722665911,"event_dd_pct":7.130276760646348,"news_exposure":"exit-day ambiguous","news":"2025-03-20","target":"2025-03-24","spy_return_pct":-0.3691690113080348} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all