Notes

On September 11, after making a correction using the Relative Strength Index, or a measure of how quickly a stock's price is changing, the system computed some numbers. The method and limits used are explained in a separate public analysis. This analysis includes historical scenarios, but they do not reflect the actual profit or loss of an option. The system found the following results: it considered all possible options, the premium was 0.15, the all-in cost was 0.2, and it looked at 12 different scenarios. It had 6 successful outcomes and 5 cost-effective hits. The average payout was 1.4960547590345736 times the cost, and the net return was 0.4960547590345737. The half Kelly criterion, a measure used to determine the optimal bet size, was 0.08093731365601335. The probability that the payout would be greater than or equal to 40 was 0.554480705171112. The range of possible outcomes was between 0.1804786947897016 and 0.6880595749598803. There were 2 instances where the payout was 4 times the cost. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are in a companion public analysis, which includes historical scenarios that are not actual option profit and loss. The data includes two scenarios: one with a premium of 0.4 and another with a premium of 0.2, each with various metrics such as mean payout and net result. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which includes historical scenarios that are not actual option profit or loss. The data includes two scenarios: one with a premium of 0.2 and another with a premium of 0.15. The details of these scenarios are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of stock price movement, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, but the historical scenarios are not actual option profit or loss. The data includes two scenarios: one for training and one for holdout. The training scenario has a premium of 0.15, an all-in price of 0.2, 8 total trades, 3 successful trades, a mean payout of 1.3597, a net return of 0.3597, a half Kelly bet of 0.0508, a probability of payout greater than or equal to 40 of 0.4532, and a probability interval of 0.119 to 0.705. The holdout scenario has a premium of 0.4, an all-in price of 0.45, 4 total trades, 1 successful trade, a mean payout of 0.7861, a net return of -0.2139, a half Kelly bet of 0, a probability of payout greater than or equal to 40 of 0.2832, and a probability interval of 0.028 to 0.716. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes two scenarios: one with a premium of 0.4 and another with a premium of 0.2, where premium refers to the cost of an option. The results are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The results are as follows: a list of backtest results with different filters, splits, and slippage values, which is a measure of the difference between expected and actual trade prices. The list includes the following results: [{"filter":"all_three","split":"train","slippage":0.001,"n":1,"return_pct":-3.7374970580781057,"drawdown_pct":-3.7374970580781097,"win_pct":0},{"filter":"all_three","split":"train","slippage":0.003,"n":1,"return_pct":-4.12177965749477,"drawdown_pct":-4.12177965749475,"win_pct":0},{"filter":"all_three","split":"holdout","slippage":0.001,"n":0,"return_pct":0,"drawdown_pct":0,"win_pct":null},{"filter":"all_three","split":"holdout","slippage":0.003,"n":0,"return_pct":0,"drawdown_pct":0,"win_pct":null}]. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following backtest results: a filter called RV20 below 60, which is a measure of stock volatility, was used with different slippage values, which is the difference between expected and actual trade prices. The results are as follows: for the training set with a slippage of 0.001, the return was -12.74 percent, the maximum drawdown was -22.33 percent, and the winning percentage was 40 percent. For the training set with a slippage of 0.003, the return was -14.47 percent, the maximum drawdown was -23.41 percent, and the winning percentage was 40 percent. For the holdout set with a slippage of 0.001, the return was 1.66 percent, the maximum drawdown was -5.90 percent, and the winning percentage was 50 percent. For the holdout set with a slippage of 0.003, the return was 0.85 percent, the maximum drawdown was -6.39 percent, and the winning percentage was 50 percent. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data line: Computed on September 11 after RSI correction, using NumPy seed 9110600. This is a type of computer simulation. The method and limits are explained in a companion public analysis, which is a separate document that provides more details. The results are based on historical scenarios and do not reflect actual option profit and loss. The results are as follows: a list of backtest results with different parameters, including filter, split, slippage, number of trades, return percentage, drawdown percentage, and win percentage. The list includes four sets of results with specific values for these parameters. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The results are as follows: a list of backtest results with different filters, splits, slippages, and returns. The list includes four rows with the following details: filter, split, slippage, number of trades, return percentage, drawdown percentage, and win percentage. The rows are: for a filter below 20 and 50, split train, slippage 0.001, 3 trades, return percentage -12.906754439533854, drawdown percentage -17.324810058079088, win percentage 33.33333333333333, and for the same filter and split, slippage 0.003, 3 trades, return percentage -13.945632155217751, drawdown percentage -17.983575855650468, win percentage 33.33333333333333, and for the same filter, split holdout, slippage 0.001, 1 trade, return percentage 7.299569100223664, drawdown percentage -1.9718309859154903, win percentage 100, and for the same filter and split, slippage 0.003, 1 trade, return percentage 6.871226224545496, drawdown percentage -1.9718309859154792, win percentage 100. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data line: ComputedSep11 afterRSI correction, NumPyseed9110600. This refers to a calculation made on September 11 after a correction using the Relative Strength Index, a method to measure stock prices, with a specific seed value for the NumPy program, which is used for mathematical operations. The method and limits are explained in a companion public analysis, but the historical scenarios are not actual profit and loss results for options. The results are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction using the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done with a seed for the NumPy program of 9110600. The method and limits used are explained in a separate public analysis, and the historical scenarios are not the actual profits or losses from options. The results of the computation are as follows: there are two sets of data, one for training and one for testing, called holdout, and they were filtered in two ways, by trend and RSI, and by all three, which are not specified here. The results are: for the trend and RSI filter on the training data, there were 2 instances, with no successful calls or puts, and a median absolute percentage change of 9.987505004063907, for the trend and RSI filter on the holdout data, there were 0 instances, with no successful calls or puts, and no median absolute percentage change, for the all three filter on the training data, there were 2 instances, with no successful calls or puts, and a median absolute percentage change of 9.987505004063907, and for the all three filter on the holdout data, there were 0 instances, with no successful calls or puts, and no median absolute percentage change. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index or RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following rows: there are two training scenarios where the RSI is below 40, with no successful call or put hits, and a median absolute percentage change of 9.9875. There are no holdout scenarios where the RSI is below 40. There are four training scenarios where the 20-day realized volatility or RV20 is below 60, with one successful call hit and one successful put hit, and a median absolute percentage change of 11.6654. There are three holdout scenarios where the RV20 is below 60, with one successful call hit and one successful put hit, and a median absolute percentage change of 12.933. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following results: a list of quant regime rows with various filters and splits, including the number of call hits, put hits, and median absolute percentage. The list includes four items: a filter for all with a train split, a filter for all with a holdout split, a filter for below 20 and 50 with a train split, and a filter for below 20 and 50 with a holdout split, with corresponding numbers of call hits, put hits, and median absolute percentages. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline 'BB Frozen event features and path sensitivity 2026-06-25'. Calculated on September 11 at 06UTC, the issuer timestamp is Thursday, 25 June 2026 06:58 AM. The features were calculated before the newsclose, with the total path spanning 10 trading intervals and the pre-path spanning 9 intervals, which are not the default AMC exit. The returns are given as decimal values, and the RSI, or Relative Strength Index, which is a measure of stock price movement, is given in points. The data includes the following values: date, 2026-06-25; pre, 2026-06-24; post, 2026-06-25; r, 0.1995359628770304; rsi, 53.63280131163951; trend, false; rv_contract, true; rsi_low, false; anchor, 8.82; pre_path, -0.02267573696145142; total_path, 0.17233560090702937; and rv_ratio, 0.9206128149810624. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-first-quarter-fiscal-year-2027-results-1181857 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found. Calculated on September 11 at 06UTC, the issuer timestamp is Thursday, 09 April 2026 07:00 AM. The features were calculated before the newsclose on April 9, 2026. The total path spans 10 trading intervals, with a pre-path of 9 intervals, which is not the default AMC exit. The returns are given as decimal values, and the RSI, or Relative Strength Index, points are also provided. The data includes the following information: the date is 2026-04-09, the previous day is 2026-04-08, and the post day is 2026-04-09. The return value is 0.08215297450424931, the RSI value is 58.24703787720343, and the trend is false. The rv_contract and rsi_low values are also false. The anchor value is 3.29, the pre-path value is 0.07294832826747721, the total path value is 0.16109422492401215, and the rv_ratio is 1.0990939337529833. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-fourth-quarter-and-full-fiscal-year-2026-resul-1155999 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found. Calculated on September 11 at 06UTC, the issuer timestamp is Thursday, 18 December 2025 05:05 PM. Features were recorded before the newsclose, with total_path spanning 10 trading intervals and pre_path being 9, which are not the default AMC exit. Returns are given as decimal numbers, and RSI points are also included. The data shows the date is 2025-12-18, the pre date is 2025-12-18, and the post date is 2025-12-19, with an r value of -0.1293302540415705, an rsi value of 50.68734376013051, and trend being false, rv_contract being true, and rsi_low being false, with an anchor of 4.32, pre_path of 0.0023148148148146586, total_path of -0.12731481481481488, and rv_ratio of 0.7123939716839328. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-third-quarter-fiscal-year-2026-results-1119193 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found. Calculated on September 11 at 06UTC, the issuer timestamp is Thursday, 25 September 2025 07:00 AM. The features were measured before the news close on September 24, 2025. The total path spans 10 trading intervals, with a pre-path of 9 intervals, which are not the default AMC exit. The returns are given as decimal numbers, and the Relative Strength Index, or RSI, points are also given. The data includes the date, which is September 25, 2025, the pre-date, which is September 24, 2025, and the post-date, which is also September 25, 2025. The r value is 0.08899297423887598, the RSI value is 67.26343165687044, and the trend is false. The rv_contract is true, and the rsi_low is false. The anchor is 3.87, the pre-path is 0.1033591731266148, the total_path is 0.20155038759689936, and the rv_ratio is 0.9287130733898242. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-second-quarter-fiscal-year-2026-results-1078030 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB Frozen event features and path sensitivity 2025-06-24'. Calculated on September 11 at 06UTC, the issuer timestamp is Tuesday, 24 June 2025 05:05 PM. The features were calculated before the news close, with the total path spanning 10 trading intervals and the pre-path spanning 9 intervals, which are not the default AMC exit. The returns are given as decimal values, and the RSI, or Relative Strength Index, points are also provided. The data includes the date, pre and post event dates, returns, RSI, trend, and other values: date is 2025-06-24, pre event date is 2025-06-24, post event date is 2025-06-25, returns are 0.12471131639722867, RSI is 62.589968885900234, trend is false, rv_contract is true, rsi_low is false, anchor is 4.14, pre_path is 0.04589371980676349, total_path is 0.17632850241545905, and rv_ratio is 0.8577328895851914. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-first-quarter-fiscal-year-2026-results-1042649 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found. Calculated on September 11 at 06UTC, the issuer timestamp is Wednesday, 02 April 2025 07:00 AM. This event features were looked at before the news close, the total path spans 10 trading intervals, and the pre-path is 9, which are not the default AMC exit. The returns are given as decimal numbers, and the Relative Strength Index, or RSI, points are also given. The data shows the date is 2025-04-02, the day before is 2025-04-01, and the data is from 2025-04-02. The return is -0.09115281501340478, the RSI is 32.637788320555, and the trend is true. The rv_contract is true, the rsi_low is true, the anchor is 4.47, the pre-path is -0.16554809843400442, the total_path is -0.24161073825503354, and the rv_ratio is 0.8390211715969017. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-fourth-quarter-and-full-fiscal-year-2025-resul-1009164 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB Frozen event features and path sensitivity 2024-12-19'. Calculated on September 11 at 06UTC, the issuer timestamp is Thursday, 19 December 2024 05:05 PM. The features were measured before the news close, with the total path spanning 10 trading intervals and the pre-path spanning 9 intervals, which are not the default AMC exit. The returns are given as decimal values, and the RSI, or Relative Strength Index, points are also provided. The data includes the date, pre and post dates, and various calculated values: the date is 2024-12-19, the pre date is 2024-12-19, and the post date is 2024-12-20, with an r value of 0.23825503355704705, an RSI value of 62.366674234536454, a trend value of false, an rv contract value of false, an rsi low value of false, an anchor value of 2.59, a pre path value of 0.15057915057915072, a total path value of 0.42471042471042475, and an rv ratio value of 1.3940264335647106. https://www.accesswire.com/957744/blackberry-reports-third-quarter-fiscal-year-2025-results ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB Frozen event features and path sensitivity 2024-09-26'. Calculated on September 11 at 06 UTC, the issuer timestamp is Thursday, 26 September 2024 05:05 PM. The features were calculated before the news close, with the total path spanning 10 trading intervals and the pre-path spanning 9 intervals, which are not the default AMC exit. The returns are given as decimal values, and the RSI, or Relative Strength Index, points are also provided. The data includes the date, pre and post event dates, and various calculations such as the return, RSI, trend, and anchor values. https://www.accesswire.com/923929/blackberry-reports-second-quarter-fiscal-year-2025-results ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with the following information: Calculated on September 11 at 06UTC, with an issuer timestamp of June 26, 2024, 17:05 ET. This event features a total path that spans 10 trading intervals, with a pre-path of 9 intervals, which are not the default AMC exit. The returns are given as decimal values, and the RSI points are also provided. The data includes the following details: the date is June 26, 2024, the pre-date is June 26, 2024, and the post-date is June 27, 2024. The return value is 0.10859728506787336, the RSI value is 28.099140478424673, the trend is true, the rv_contract is true, and the rsi_low is true. The anchor value is 2.77, the pre-path value is -0.20216606498194944, the total path value is -0.1155234657039711, and the rv_ratio is 0.826019495327747. https://www.prnewswire.com/news-releases/blackberry-reports-first-quarter-fiscal-year-2025-results-302183737.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with information about a BB Frozen event. The event features were calculated on September 11 at 06UTC, but the issuer timestamp is April 3, 2024, at 17:05 ET. The features were looked at before the newsclose, and the total path spans 10 trading intervals, with a pre-path of 9 intervals, which is not the default AMC exit. The returns are given as decimal numbers, and the RSI, or Relative Strength Index, which is a measure of stock price movement, is given in points. The data includes the following information: the date is April 3, 2024, the pre-date is April 3, 2024, and the post-date is April 4, 2024. The return, or r, is 0.02491103202846978, the RSI is 51.59865336523733, the trend is false, the rv_contract is false, and the rsi_low is false. The anchor is 2.62, the pre-path is 0.0725190839694656, the total_path is 0.09923664122137388, and the rv_ratio is 1.1123919143440266. https://www.prnewswire.com/news-releases/blackberry-reports-fourth-quarter-and-full-fiscal-year-2024-results-302107695.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB Frozen event features and path sensitivity 2023-12-20'. Calculated on September 11 at 06UTC, the issuer timestamp is December 20, 2023, 17:05 ET. This event has features before the news close, with a total path spanning 10 trading intervals and a pre-path of 9 intervals, which are not the default AMC exit. The returns are given as decimal numbers, and the Relative Strength Index, or RSI, points are also provided. The data includes the following information: the date is December 20, 2023, the pre-event date is December 20, 2023, and the post-event date is December 21, 2023, with an RSI value of 55.215900859619246, and other details such as trend, contract, and anchor values. https://www.prnewswire.com/news-releases/blackberry-reports-third-quarter-fiscal-year-2024-results-302020465.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with information about a BB Frozen event. The event features were calculated on September 11 at 06:00 UTC, and the issuer timestamp is September 28, 2023, at 17:05 ET. The features were measured before the news close, and the total path spans 10 trading intervals, with a pre-path of 9 intervals, which is not the default AMC exit. The returns are given as decimal values, and the RSI points are also provided. The data includes the following information: the date is September 28, 2023, the pre-date is September 28, 2023, and the post-date is September 29, 2023. The return value is -0.010504201680672232, the RSI value is 41.38535435137845, and the trend is true. The rv_contract is false, and the rsi_low is false. The anchor value is 5.39, the pre-path value is -0.11688311688311692, the total path value is -0.12615955473098328, and the rv_ratio is 1.2422002487473027. https://www.prnewswire.com/news-releases/blackberry-reports-second-quarter-fiscal-year-2024-results-301942346.html ; https://runway.adityaperswal.workers.dev/data/stock-bars