Notes

On 2025-10-01 at 7:30 AM ET, ConAgra Brands, or CAG for short, which is a stock ticker symbol, released its earnings report. The actual results came from the company itself, which may have presented the information in a positive light. The market data was retrieved on September 12 at 02:00 UTC, with 926 market bars, or pieces of market data, from 2023 to September 11, and included all SIP, or Securities Information Processor, adjustments. On the day of the earnings report, the stock price opened at $17.45, closed at $17.89, and had a return of 5.42%. The gap, or difference, between the previous close of $16.97 and the open was 0.0283, or 2.83%. The return was calculated from the previous day's close to the same-day close. The gap was calculated from the previous day's close to the open. The daily market bars, or pieces of market data, do not provide enough information to determine the profit and loss of executable options. The sample of data includes all 9 quarters from July 2024 to July 2026. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars

On July 10, 2025, at 7:30 AM Eastern Time, the issuer released its earnings results. The actual results came from the company's own business account, which may be biased in a positive way. The market data was retrieved on September 12, 2025, at 2:00 UTC, with all adjustments made. The data showed that on July 10, 2025, the stock price was 18.54 before the market opened, 17.59 when it opened, and 17.73 when it closed, which is a return of -0.0437 and a gap of -0.0512. The return is calculated from the previous day's close to the same day's close, and the gap is from the previous day's close to the open. The daily market data does not include information about option profits and losses. The sample data includes all 9 quarters from July 2024 to July 2026. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars

On April 3, 2025, at 7:30 AM Eastern Time, the issuer released its earnings results. The actual results came from the company's own account, which may be biased in a positive way. The market data is separate. The data was retrieved on September 12, 2025, at 02:00 UTC, with all adjustments made, and it includes 926 market bars from 2023 to September 11, 2025. On April 3, 2025, the stock price was 23.66 before the market opened, 24.22 when it opened, and 24.02 when it closed, which is a return of 0.015215553677092153. The stock price had a gap of 0.023668639053254337 from the previous close to the open. The return is calculated from the previous day's close to the same day's close, and the gap is from the previous close to the open. The daily market bars do not show the profit or loss from executable options. The sample includes all 9 quarters from July 2024 to July 2026. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars

On December 19, 2024, at 7:30 AM Eastern Time, ConAgra Brands, or CAG for short, which is a stock ticker symbol, released its earnings report. The actual results came from the company itself, which may have presented the information in a positive light. The market data was retrieved on September 12, 2024, at 2:00 UTC, and it included 926 market bars, or pieces of market data, from 2023 to September 11, 2024, with all SIP adjustments, which refers to the Securities Information Processor that consolidates market data. On December 19, 2024, the stock price was 24.22 before the market opened, 23.84 when it opened, and 23.72 when it closed, resulting in a return of -0.0206, or a decrease of 2.06 percent, and a gap of -0.0157, or a decrease of 1.57 percent, from the previous close to the open. The return is calculated by comparing the previous day's close to the same day's close, and the gap is calculated by comparing the previous day's close to the open. The daily market bars, which are pieces of market data, do not provide enough information to determine the profit or loss of executable options, which are contracts that give the buyer the right to buy or sell a stock at a certain price. The sample data includes all nine quarters from July 2024 to July 2026. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars

On October 2, 2024, at 7:30 AM Eastern Time, the issuer released its earnings results. The actual results came from the company's own business account, which may be biased in a positive way. The market data was retrieved on September 12, 2024, at 02:00 UTC, with 926 market bars from 2023 to September 11, 2024. On October 2, 2024, the stock price was 28.6 before the market opened, opened at 26.31, and closed at 26.3, which is a return of -0.0804 and a gap of -0.0801 from the previous close. The return is calculated from the previous day's close to the same day's close, and the gap is from the previous close to the open. The daily market bars do not show the profit or loss from executable options. The sample data includes all 9 quarters from July 2024 to July 2026. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars

The company CAG released its earnings on July 11, 2024, at 7:30 AM Eastern Time. The actual results came from the company itself, which may have presented the information in a positive light. The market reaction was recorded separately. The data was retrieved on September 12 at 2:00 UTC, with all adjustments made, and it included 926 market bars from 2023 to September 11. On July 11, 2024, the stock price was 24.9 before the market opened, 24.2 when it opened, and 24.52 when it closed, which is a return of -0.015261044176706817, and the gap between the previous close and the open was -0.028112449799196804. The return is calculated from the previous day's close to the same day's close, and the gap is calculated from the previous day's close to the open. The daily market bars do not provide information about the profit and loss of executable options. The sample data includes all 9 quarters from July 2024 to July 2026. 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

On September 12 at 02:07 UTC, a request was made for data from September 10 to 11, which was successfully received. The data showed that the price of CAG on October 9 was $14.5 with a volume of 1 and 1 trade, which increased to $0.60 with a volume of 17 and 14 trades by September 11. This represents a premium of 60% over the absolute cap of $51.05. Additionally, the price of C15.5 was $0.35 with a volume of 1 and 1 trade on September 10, which decreased to $0.20 with a volume of 3 and 2 trades by September 11. Looking at longer-term data, the price of C57.5 was $0.35 on October 16, which increased to $0.38 by September 11 with a volume of 8 and 4 trades. The price of P40 was $0.50, which increased to $0.55 by September 11 with a volume of 11 and 2 trades, exceeding the absolute cap. The catalog has not been updated since September 10, so old data should not be labeled as current. Trades are set to close without tasks, and a cost reserve of $0.05 is assumed. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about TLX, a stock ticker, on September 12 at 02:06 UTC. The primary news index and a bounded search found a goal date of September 11, but there was no decision made. This means that there is no inference of a pending or delayed decision. A catalog from September 21 to October 16 showed zero contracts and no pagination, which is a way of organizing data into pages. A validated sample, also known as a statistically significant group, of zero contracts showed no price hurdle, or minimum price, or expectancy, which refers to the expected value of a trade. The index also lists an R&D day on September 22 from 08:30 to 12:30 EDT, which is a day for research and development, but it does not promise an FDA decision, and there is no optional new date to enter. https://telixpharma.com/news-views/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; option_contracts

On September 12 at 02:03 UTC, a screen of seven overseas and crypto quotes showed the following prices and changes: NXT.L at 146.85 GBp, down 4.23867%, 7203.T at 3031 JPY, down 2.09948%, SAP.DE at 177.26 EUR, down 4.53468%, and 0700.HK at 428.4 HKD, down 3.25203%. These quotes are from the previous day's exchange hours on September 11. Additionally, the prices of Bitcoin and Ethereum were 77273.52 USD, down 1.48532%, and 2513.01 USD, up 1.12955%, respectively, at 02:03 UTC on September 12. Note that a venue, or a place where trading happens, does not offer direct long crypto options, and spot trading, which means buying or selling something immediately, is excluded by the Convex mandate, which is a set of rules. Also, using ADR or ETF options as proxies, which means using them to represent something else, requires their own history and catalyst, or event that causes something to happen, and these daily changes alone do not imply an option edge, or advantage. All seven quotes were rejected as trade signals, but this does not mean the businesses themselves were rejected. sources.js world quote; Yahoo Finance

A news scan found the line: Oct9C15.5.35/C15.53/P14.5.44/P15.55; closesSep10 exceptP15Sep9. This refers to a list of stock options with their prices. The numbers represent the date, type of option, and price. For example, Oct9C15.5 means a call option expiring on October 9 with a strike price of 15.5. A call option is a type of investment that gives the buyer the right to buy a stock at a certain price. The text also mentions a 6% equity cap of 51.0594, which is a limit on the amount of money that can be invested in a particular stock. This limit permits investment in C15.5 and P14.5, but not in C15 and P15. There are also normal and conviction limits, which are stricter rules for investing. The text also lists more stock options with their prices, including Oct16C16.30/P14.35, and states that the catalog has 88 contracts. The close price is not an executable ask, meaning it cannot be used to buy or sell a stock immediately. The timestamps of the events should be preserved. An event on September 30 will be followed by another event on October 9, 9 days later, and another event on October 16, 16 days later. option_contracts CAG retrieved2026-09-12T02:03UTC

A news scan found the headline about a US directory census and failed snapshot screen. Retrieved on September 12 at 02:03 UTC, the results showed HTTP 200. This means that 13,181 non-test securities were deduplicated, including exchange-traded funds, warrants, and preferred stocks, but not 13,181 operating companies. An attempt was made to take a snapshot of 100 symbols in batches, but 131 resulted in HTTP 403, 1 had a parse error, and 0 were usable snapshots. The route was stopped, and subsequent targeted stock bars resulted in HTTP 429. Therefore, a full-list price and liquidity screener was attempted but not completed, and no claim can be made about the absence of opportunities across the entire universe. The failure of the snapshot suggests a limitation with entitlement or current data, but the cause has not been established. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; /data/stock-snapshots

A news scan found the headline 'GIS collector test Sep11 updated closes'. On September 12 at 00:10 local time, a test was run using HTTP, which resulted in a 200 response, and it ended at 00:10:02. The test found no pagination or missing items. On September 11, the GIS price was 35.85. On October 16, the C40 call price was 0.39 and the put price was 0.48, with a volume of 121 for the call and 116 for the put, and a cost reserve of 0.05 was assumed. The data showed the following values: the stock price was 35.85, the call price was 0.39, the put price was 0.48, the call hurdle percentage was 12.80, and the put hurdle percentage was 10.82. Both values remain at 0 out of 9 because the largest prior increase was 8.54 percent and the largest prior decrease was 5.11 percent. The system is scheduled to run 80 times, with 230 active runs, and each run will take 240 minutes, and the first actual receipt is pending, but the schedule acknowledgement is not about completion. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'PLAY Sep12 PLAY last-session retrospective hurdle review'. This is a review of the PLAY fund's performance. On September 1, the issuer confirmed that something will happen after the market closes on September 14, 2026. This was reverified on September 12 using the gcs-web system, after the iralias system failed. There were delayed trades on September 11, with prices of $8.14 for the S8 and $10.35/$7.45 for the Oct16 C and P, and a cost reserve of $0.05 was assumed. The frozen returns from the issuer, dated September 12, are listed as follows: there are two sets of returns, one with a K value of 10, a price of $0.35, and a hurdle of 27.764127764127757, and another with a K value of 7, a price of $0.45, and a hurdle of 20.147420147420153, both with 0 hits. A hurdle is a target value that must be met. The fund did not hold through the gate, and the default exit window on September 11 passed with no change. This review did not occur at 15:40 ET as it normally would, but rather at midnight. https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026 ; https://runway.adityaperswal.workers.dev/data/option-bars

A data scan found the following trading results for BB on September 12: the results are divided into training and holdout periods with different entry and exit prices. For an entry price of 35 and exit price of 45, during the training period, the return was 2.1908765719181473 percent, the maximum drawdown was -24.727400007446764 percent, there were 10 trades, and the win rate was 60 percent. During the holdout reused period, the return was 12.558574526791347 percent, the maximum drawdown was -8.622787404987065 percent, there were 4 trades, and the win rate was 75 percent. For an entry price of 35 and exit price of 50, during the training period, the return was 46.36174639935934 percent, the maximum drawdown was -25.050458376513507 percent, there were 10 trades, and the win rate was 70 percent. During the holdout reused period, the return was 1.6251841481479345 percent, the maximum drawdown was -14.90545050055616 percent, there were 3 trades, and the win rate was 66.66666666666666 percent. For an entry price of 35 and exit price of 55, during the training period, the return was -4.042104145380347 percent, the maximum drawdown was -39.478206221928346 percent, there were 7 trades, and the win rate was 57.14285714285714 percent. During the holdout reused period, the return was -10.449439161149826 percent, the maximum drawdown was -16.12903225806449 percent, there were 2 trades, and the win rate was 0 percent. https://runway.adityaperswal.workers.dev/data/stock-bars ; vectorbt

A data scan found the following list of trading results: the entry price was 30 and the exit price was 45 during the train period, with a return of 27.138467765180064 and a drawdown of -11.406541117940572, with 6 trades and a win rate of 66.66666666666666, the entry price was 30 and the exit price was 45 during the holdout_reused period, with a return of -3.2582522478786133 and a drawdown of -6.758783371754584, with 1 trade and a win rate of 0, the entry price was 30 and the exit price was 50 during the train period, with a return of 49.771614710900344 and a drawdown of -11.406541117940572, with 6 trades and a win rate of 83.33333333333334, the entry price was 30 and the exit price was 50 during the holdout_reused period, with a return of -1.9982294841027963 and a drawdown of -6.758783371754584, with 1 trade and a win rate of 0, the entry price was 30 and the exit price was 55 during the train period, with a return of 17.101736721667 and a drawdown of -28.611111111111143, with 4 trades and a win rate of 75, the entry price was 30 and the exit price was 55 during the holdout_reused period, with a return of -2.558239601336493 and a drawdown of -11.533183018381587, with 1 trade and a win rate of 0. https://runway.adityaperswal.workers.dev/data/stock-bars ; vectorbt

A data scan found the following trading results: the entry point was 25 and the exit point was 45 during the train period, with a return of 11.695061852744107 and a drawdown of -11.406541117940572, with 2 trades and a 50 win rate. During the holdout_reused period, the return was 1.0097660353031983 and the drawdown was -5.681818181818199, with 1 trade and a 100 win rate. The entry point was 25 and the exit point was 50 during the train period, with a return of 14.522807128723503 and a drawdown of -11.406541117940572, with 2 trades and a 50 win rate. During the holdout_reused period, the return was 2.325378038657368 and the drawdown was -5.681818181818199, with 1 trade and a 100 win rate. The entry point was 25 and the exit point was 55 during the train period, with a return of 28.24429644992058 and a drawdown of -11.406541117940572, with 2 trades and a 100 win rate. During the holdout_reused period, the return was 1.740661592722188 and the drawdown was -11.267605633802791, with 1 trade and a 100 win rate. https://runway.adityaperswal.workers.dev/data/stock-bars ; vectorbt

On August 4, the issuer of HITI forecast a minimum year-over-year revenue increase of 30%, a gross profit increase of 27%, and an EBITDA increase of 43%. They also reported that they would distribute more than 10 tonnes in Germany, which is a 33% increase from the previous quarter and a 60% increase from the same time last year. This information was retrieved on September 12. These forecasts are for the quarter that ended on July 31 and do not include new cash information from September 14. The margins, working capital, and new guidance remain unknown, where EBITDA refers to earnings before interest, taxes, depreciation, and amortization, a measure of a company's overall financial performance. https://hightideinc.com/high-tide-announces-preliminary-q3-2026-guidance/

A news scan found the headline about General Mills' fiscal 2026 comparability bear-case baseline. On July 1, the issuer, retrieved on September 12, reported on its fiscal year that ended on May 31. The company had organic sales that were down 2 percent and an adjusted operating profit of 2.8 billion, which was down 16 percent in constant currency. In the fourth quarter, organic sales were flat, which included a one-point favorable trade expense timing. The reported fourth-quarter sales were up 1 percent, which included a 7-point extra week, 1 point from foreign exchange, and a -7 point net portfolio effect. The extra week is not expected to be a recurring volume. The countercase for the fourth-quarter adjusted earnings per share is 0.95, which is up 27 percent in constant currency, and there is a cost savings plan of 3 billion by 2030. The issuer is interested in the original plan, but the forecasts did not achieve the expected savings. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-Reports-Fiscal-2026-Fourth-quarter-Adjusted-Results-in-Line-with-Company-Expectations/default.aspx

A data scan found the following results from a Monte Carlo simulation, which is a method to estimate the performance of a system, in this case, a trading fund. The results are as follows: a list of simulations with different parameters, including the sample used, block number, number of paths, terminal median, loss probability percentage, median drawdown percentage, and p05 value, which is a measure of the fifth percentile of the results. The results are: for the all sample with block 1, 20000 paths were used, resulting in a terminal median of 29.059532618500526, a loss probability of 90.69500000000001 percent, a median drawdown of 83.9348665435622 percent, and a p05 of 8.518357154455941. For the all sample with block 3, the results were a terminal median of 28.710000000000008, a loss probability of 87.325 percent, a median drawdown of 83.9348665435622 percent, and a p05 of 16.670739030023157. For the first8 sample with block 1, the results were a terminal median of 29.00411764705892, a loss probability of 95.365 percent, a median drawdown of 83.9348665435622 percent, and a p05 of 4.088616123976635. For the first8 sample with block 3, the results were a terminal median of 28.710000000000008, a loss probability of 91.33 percent, a median drawdown of 83.9348665435622 percent, and a p05 of 16.670739030023157. For the last4_reused sample with block 1, the results were a terminal median of 45.724849381886855, a loss probability of 71.47 percent, a median drawdown of 75.39088876617026 percent, and a p05 of 9.358715314837523. For the last4_reused sample with block 3, the results were a terminal median of 34.53949094744996, a loss probability of 72.94500000000001 percent, a median drawdown of 83.05094187142026 percent, and a p05 of 18.743994334277886. https://runway.adityaperswal.workers.dev/data/stock-bars ; local NumPy/vectorbt

On April 10, the issuer of TLX stated that the goal date for the PDUFA, which is a Food and Drug Administration decision deadline, is September 11, 2026. A search on September 12 found no news from the issuer about approval, a complete response letter, or a delay. This does not mean the decision is pending or delayed, it just means the information was not found. The deadline should not be changed. Previous checks on contract window 0 and same kind validated sample 0 did not show any payoff. More verification from the FDA and ASX, which is the Australian Securities Exchange, is still needed. https://telixpharma.com/news-views/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/

On June 25, the issuer showed interest in a primary deal, which was retrieved on September 12. The quarter that ended on May 31 had the following financial results: revenue was 152.9 million dollars, EBITDA was 36.3 million dollars, operating cash flow, or the money a company generates from its operations, was 4.6 million dollars, property, plant, and equipment, which are a company's physical assets, were 2.9 million dollars, intangibles, which are assets that are not physical, were 1.6 million dollars, the company spent 10 million dollars on buying back its own shares, and the issuer's free cash flow, or the cash available after paying for capital expenditures, was 1.7 million dollars. The operating cash flow to EBITDA ratio was 12.6722 percent. After accounting for capital expenditures, the cash flow was 0.1 million dollars, which is different from the issuer's reported free cash flow. The company had 256.8 million dollars in cash, and its total cash and investments were 422.9 million dollars, including 14.2 million dollars in restricted cash. The company also had 196.8 million dollars in notes. The annual recurring revenue was 220 million dollars, with a dollar-based net retention rate, which measures the change in revenue from existing customers, of 92 percent. The forecast for the second quarter's operating cash flow was between 0 and 10 million dollars, and the forecast for the full year was around 100 million dollars. These facts were already disclosed on September 11. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-first-quarter-fiscal-year-2027-results-1181857

A news scan found the headline 'GIS Sep11 completed daily indicators'. On September 11, a review of 926 daily bars from January 2023 to September 11 was completed. This used a Wilder-style Exponential Weighted Moving average, also known as EWM, with a specific setting called alpha 1/14, and a continuous history. The sample used log returns, which are a way to measure price changes, with a specific setting called ddof1 and an annual setting of 252, but this is not a live setting. The indicators found the following values: the close price was 35.85, the Simple Moving Average over 20 days was 39.23, the Simple Moving Average over 50 days was 37.77, the Relative Strength Index over 14 days was 35.32, the Average True Range over 14 days was 1.22, the Realized Volatility over 20 days was 0.34, and the one-day return percentage was -0.31. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB Sep11 completed daily indicators'. The system made a 926 SIP adjustment using all daily bars from January 2023 to September 11. It used a Wilder-style EWM alpha 1/14 with continuous history, and a sample of RV20 log returns with a degree of freedom of 1 and an annual period of 252, but this is not live. The indicators are as follows: the close price is 7.67, the SMA20 is 8.0295, the SMA50 is 8.8652, the RSI14 is 40.799058349635914, the ATR14 is 0.3827351968790513, the RV20 is 0.5468102205291536, and the one-day return percentage is 1.724137931034475. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager's report for September 12 shows that there were no orders or trades made by the fund. The fund's equity is $850.99 and the fund's value is $178.71, with all of it being held in cash. The latest active job, number 192, was completed on September 11 at 23:30, and the next jobs, numbers 199 and 210, are scheduled to run at 00:30. A data gap occurred at 16:15 on September 11 due to a JSON decoding error, but it was recovered later. The fund's scheduler is working properly and does not need to be duplicated. The closing prices for September 11 were: BB $7.67, HITI $2.53, PLAY $8.14, VRA $3.14, TCOM $39.02, SFIX $2.95, MLKN $21.19, and ZUMZ $14.55. The price of ZUMZ dropped from $16.71 on September 10 to $14.07 on September 11. Job 199 involves a call option for ZUMZ with a strike price of $15, which was bought on September 10 for $0.90 and sold on September 11 for $1.35, a 50% increase. This trade involved 10 contracts and the initial premium of $90 was exceeded, but the target profit of $3.60 was not reached. The fund also made eight requests for GIS data, but was able to access the primary pages through the web and avoided a dependency install. query_trades convex; list_jobs convex; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about GIS earnings. On September 12, a query was made about returns from October 2 to October 16 for October 16 contracts. The closest affordable call option was for 40 dollars at 0.38 dollars and the put option was for 32.5 dollars at 0.50 dollars. On September 10, the marks matched 35.96 dollars. The options with a strike price of 37.5 dollars at 0.95 dollars for a call and 35 dollars at 1.35 dollars for a put would exceed the absolute cap of 51.0594 percent. A list of options details was found, including the stock price, strike price, option price, hurdle percentage, number of periods, and other metrics for two sets of call and put options. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars