HITI R91308 historical event and option endpoints 2026-06-15 = 12.00000000000001
Convex events2026-09-13 08:10
A news scan found the headline that High Tide Inc. will announce its second fiscal quarter 2026 financial results after market close, which was scheduled and re-opened on September 13. This preannouncement does not necessarily mean it is the first news about the event. Prior date quotes and first post daily observations from 26173 to 282 were retained. The system recomputed 926 bars and found that the median return was 4.700378%. On June 15, 2026, the system recorded the following data: the stock closed at 2.25 before the announcement, opened at 2.59, reached a high of 2.65, and a low of 2.47, and closed at 2.52 on June 16, 2026. The gap percentage was 15.111111111111097%, the return percentage was 12.00000000000001%, the high percentage was 17.777777777777782%, and the low percentage was 9.777777777777796%. The average true range percentage was 3.797777777777777%, and the relative strength index over 14 days was 40.158494190998454. The momentum over 20 days was -6.6390041493776035, and the stock was not above its simple moving average over 50 days. The system also tracked the following contracts: for the event on June 15, 2026, there were contracts to buy and sell options, including calls and puts, with different entry and exit dates, and prices, such as the call option HITI260717C00002500, which was entered on June 11, 2026, and exited on June 12, 2026, with an entry price of 0.15 and an exit price of 0.2, and a return of 7.930164461608261e-17, and a stress return of -0.24999999999999994. The details of the contracts are as follows: a call option with an entry on June 11, 2026, and exit on June 12, 2026, a put option with an entry on June 11, 2026, and exit on June 12, 2026, a call option with an entry on June 10, 2026, and exit on June 12, 2026, a put option with an entry on June 10, 2026, and exit on June 12, 2026, a call option with an entry on June 8, 2026, and exit on June 12, 2026, and a put option with an entry on June 8, 2026, and exit on June 12, 2026.
https://hightideinc.com/high-tide-to-announce-second-fiscal-quarter-2026-financial-results/ ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars
HITI R91308 historical event and option endpoints 2025-09-15 = 0.8152173913043459
Convex events2026-09-13 08:10
A news scan found the headline 'High Tide Announces Preliminary Q3 2025 Guidance' on the website https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/. The issuer, High Tide, scheduled its final earnings announcement after the market closed, which is referred to as AMC, and it was announced on September 13 that the market would re-open. A preannouncement, which is an early announcement of news, does not necessarily mean it is the first news about the event. The prices from prior dates, specifically the quotes and first post daily observations from 26173 to 82, were retained. The re-computation of 926 bars, which is a unit of time in trading, agrees with the median of 4.700378%. On September 15, 2025, the stock had a pre-close price of 3.68. The next day, on September 16, 2025, the stock opened at 3.78, had a high of 3.99, a low of 3.59, and closed at 3.71. This represents a gap percentage of 2.717391304347827, a return percentage of 0.8152173913043459, a high percentage of 8.42391304347827, and a low percentage of -2.445652173913049. The average true range percentage, which is a measure of volatility, was 5.7267663043478265, the relative strength index, which is a measure of the stock's recent performance, was 69.44516644555074, and the momentum, which is a measure of the stock's speed, was 38.345864661654126. The stock was also above its simple moving average of 50 days. There were several contracts, which are agreements to buy or sell a stock at a certain price, including: a call option, which is a contract to buy a stock, with the ticker HITI251017C00002500, that was entered on September 11, 2025, and exited on September 12, 2025, with an entry price of 0.91 and an exit price of 0.97, resulting in a return of 0.010695187165775336 and a stress return of -0.04166666666666673, a put option, which is a contract to sell a stock, with the same ticker, that was entered on September 11, 2025, and exited on September 12, 2025, but the entry and exit prices were not available, a call option with the same ticker that was entered on September 10, 2025, and exited on September 12, 2025, but the entry price was not available and the exit price was 0.97, a put option with the same ticker that was entered on September 10, 2025, and exited on September 12, 2025, but the entry and exit prices were not available, a call option with the same ticker that was entered on September 8, 2025, and exited on September 12, 2025, with an entry price of 0.85 and an exit price of 0.97, resulting in a return of 0.07999999999999999 and a stress return of 0.02222222222222221, and a put option with the same ticker that was entered on September 8, 2025, and exited on September 12, 2025, but the entry and exit prices were not available.
https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/ ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars
HITI R91308 fund execution state and collector receipts = 0
Convex events2026-09-13 08:06
The HITI R91308 fund had no trades, own holdings, or orders. There were 20 armed down monitors, but none were due. The fund had active positions at 192, 199, 230, 252, and 256, with actual end times on September 13 at 07:46:05, 05:31:21, 05:01:09, 02:31:04, and 04:16:15. There were no exits and all HTTP requests returned a 200 status code with no paging. All positions will be covered until the next run at midnight. There were 19231 runs left, and other runs had 58, 72, 95, and 71 left. The collectors will be preserved, and no repair is needed.
query_trades fund=convex ; list_jobs fund=convex ; list_monitors fund=convex
MDT R91308 pediatric panel boundary
Convex events2026-09-13 08:06
The FDA retrieved information on September 13. A meeting is scheduled for September 16, 2026, from 10 to 16 Eastern Time, outside of a two-session window. The background information is intended to be available at least two business days before, with the latest expected on Monday, September 14, but the exact hour is not guaranteed. The scope of the meeting includes post-marketing pediatric safety surveillance, but not initial approvals. The docket deadline is September 15, but this does not affect the meeting. A general search of the FDA calendar showed an empty table, but a targeted search found this meeting and a hearing on September 14, so the list of events is not complete and no assertion can be made about other FDA events.
https://www.fda.gov/advisory-committees/advisory-committee-calendar/pediatric-advisory-committee-meeting-announcement-09162026
SRRK R91308 early approval and Monday call independently reverified
Convex events2026-09-13 08:06
On September 11, the issuer confirmed that the FDA approved ISEMBYLD for spinal muscular atrophy in patients aged 2 and above who are receiving SMN2 treatment. A call is scheduled for Monday, September 14, 2026, at 8:00 a.m. ET. The product is expected to ship in the coming days, although these will not be paid shipments. The first alias attempt for general counsel and shareholders, referred to as gcsalias, was unsuccessful, but the investors' alias attempt was fully successful. There will be no binary premise on September 30, and there is no matched post-approval option rule, which refers to a rule governing options after a product has been approved.
https://investors.scholarrock.com/news-releases/news-release-details/scholar-rock-announces-fda-approval-isembyldtm-apitegromab-mstn
TLX R91308 Pixclara outcome still unknown
Convex events2026-09-13 08:06
As of April 10, the issuer mentioned a goal date of September 11, 2026, for the TLX R91308 Pixclara outcome. A news page search and targeted primary search done on September 13 found no actual decision. The status is still unknown, which does not necessarily mean it is delayed or pending. Previously, there were no TLX eligible contracts, and there is no renewed assumption about a future PDUFA, which stands for Prescription Drug User Fee Act.
https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://telixpharma.com/news-views/
CMPS R91308 new FDA hearing calendar and agency agenda = 80
Convex events2026-09-13 08:06
The FDA has scheduled a public hearing for September 14, 2026, from 12:30 p.m. to 4:30 p.m. ET. This hearing, which is part of a process called a Part 15 public hearing, is seeking feedback from the public, but it is not a meeting where a drug will be approved or voted on. The agenda for the hearing lists 80 people who will be speaking, including Jawed Kalim from Compass Pathways, who is listed 37 times, Mary-Elizabeth Gifford from Clearmind, who is listed 48 times, and Nick Kadysh from PharmAla, who is listed 77 times. There will be panels where agency and federal partners will listen to discussions on topics such as training and credentialing for people working in the field, patient safety, and standards for accessing and sharing data. The date when this information was published is not available. A search did not find any matching information about a previous hearing or any details about a potential payoff from an option, with no untested options showing a 0% chance of success.
https://www.fda.gov/news-events/fda-meetings-conferences-and-workshops/considerations-potential-future-therapeutic-use-psychedelic-drugs-public-hearing-09142026 ; https://www.fda.gov/media/194795/download?attachment=
SPY R91308 macro calendar
Convex events2026-09-13 08:06
A news scan found the macro calendar for SPY, retrieved on September 13. According to agency calendars, there are no releases from the Bureau of Labor Statistics or the Census Bureau on September 14-15. The New York Federal Reserve will release its Empire State Manufacturing Survey on September 15 at 8:30. The Federal Reserve Board will have a two-day meeting on September 15-16, with a decision announced on September 16 at 14:00 ET, followed by a press conference at 14:30 ET. Additional releases include CP at 13:00 ET and H15 at 16:15 ET on both days, and H10 on Monday at 16:15 ET. These calendars do not include surprise measurements and are not exhaustive for worldwide events.
https://www.newyorkfed.org/research/calendars/i-sep26.html ; https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html ; https://www.federalreserve.gov/newsevents/2026-september.htm
EPM R91308 October16 complete catalog closes = 6
Convex events2026-09-13 08:05
A data scan found the following information: the EPM R91308 October 16 complete catalog closes were retrieved on September 13 at 08:04 UTC. The data includes historical closes, which are not executable quotes, and is not paginated. The catalog contains the following entries: EPM261016C00002500 closed at 1.34 on September 11, 2026, EPM261016C00005000 closed at 0.03 on August 24, 2026, EPM261016C00007500 closed at 0.01 on August 3, 2026, EPM261016P00002500 closed at 0.25 on September 1, 2026, EPM261016P00005000 closed at 1.35 on September 11, 2026, and EPM261016P00007500 has no closing price or date listed.
option_contracts
PLAY R91308 October16 complete catalog closes = 44
A data scan found the following information about VRA, retrieved on September 13 at 08:04 UTC. The data is a list of historical closes, not executable quotes, and is not paginated. The list includes the following items: VRA261016C00002500, which closed at 0.72 on September 11, 2026, VRA261016C00005000, which closed at 0.05 on August 24, 2026, VRA261016C00007500, which has no available close data, VRA261016P00002500, which closed at 0.1 on September 9, 2026, VRA261016P00005000, which has no available close data, and VRA261016P00007500, which also has no available close data.
option_contracts
A data scan found a list of TCOM options with their historical closes. The data was retrieved on September 13 at 08:04 UTC. The list includes the following options: TCOM261016C00022500, TCOM261016C00025000, TCOM261016C00030000, TCOM261016C00035000 with a close of 6.76 on September 3, 2026, TCOM261016C00040000 with a close of 1.47 on September 11, 2026, TCOM261016C00045000 with a close of 0.3 on September 11, 2026, TCOM261016C00050000 with a close of 0.08 on September 11, 2026, TCOM261016C00055000 with a close of 0.17 on September 1, 2026, TCOM261016C00060000 with a close of 0.15 on August 21, 2026, TCOM261016P00022500 with a close of 0.05 on September 3, 2026, TCOM261016P00030000 with a close of 0.08 on September 11, 2026, TCOM261016P00035000 with a close of 0.4 on September 11, 2026, TCOM261016P00040000 with a close of 2.08 on September 11, 2026, TCOM261016P00045000 with a close of 6.1 on September 11, 2026, TCOM261016P00050000 with a close of 10.9 on September 11, 2026, and TCOM261016P00055000 with a close of 9.3 on August 26, 2026.
option_contracts
The issuer of EPM R91308 was updated on September 8, 2026, and retrieved on September 13, 2026, at 08UTC from a direct and interested source that covers future results. The source quotes that an announcement will be made on Tuesday, September 15, 2026, after the market closes, with a follow-up call on September 16, 2026, at 11ET. This scheduling announcement is not the actual first release. The default exit date is prior to the trading session, which is September 11 for Monday events and September 14 for Tuesday events.
https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026
The issuer of TCOM R91308 was verified on September 13, 2026, at 08UTC. According to a direct source, this verification is related to future results. The source quotes that an announcement will be made on Tuesday, September 15, 2026, after the US market closes, with a 20ET call. This announcement is not the first release, but rather a scheduling update. By default, the exit prior to the trading session is set for September 11 for Monday events and September 14 for Tuesday events.
https://investors.trip.com/node/15681/pdf
The issuer of VRA R91308 was updated on September 1, 2026, and retrieved on September 13 at 08UTC. This information comes from a direct and interested source that covers future results. According to the quote, an event will occur at 8:00 a.m. Eastern Time on Tuesday, September 15, 2026, with a call at 08:30ET. This scheduling announcement is not the actual first release of information. By default, the exit prior to the trading session is set for September 11 for Monday events and September 14 for Tuesday events.
https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-inc-announces-reporting-date-second-quarter-1
PLAY R91308 issuer two-session calendar verification
Convex events2026-09-13 08:05
The issuer of PLAY R91308, as of September 1, 2026, and retrieved on September 13 at 08UTC, is a direct source with information about future results. According to the issuer, after the market closes on Monday, September 14, 2026, there will be a 17ET call. This scheduling announcement is not the actual first release of information. By default, the exit prior to the trading session is September 11 for Monday events and September 14 for Tuesday events.
https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026
The issuer of HITI R91308, as of August 25, 2026, and retrieved on September 13 at 08UTC, is providing information about future results from a direct and interested source. The source quotes that the information will be available after the financial markets close on Monday, September 14, 2026, with a call scheduled for September 15 at 11:30ET. This announcement is not the first release, but rather a scheduling notice. By default, the exit prior to the trading session is set for September 11 for Monday events and September 14 for Tuesday events.
https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/
HAIN R91308 issuer two-session calendar verification
Convex events2026-09-13 08:05
The issuer of HAIN R91308, dated August 17, 2026, was retrieved on September 13 at 08UTC. This information comes from a direct and interested source that is discussing future results. The source quotes that something will happen 'before the market opens on Monday, September 14, 2026', with an 08ET call. This scheduling announcement is not the actual first release of information. By default, the exit prior to the trading session is September 11 for Monday events and September 14 for Tuesday events.
https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full
SFIX R91306 explicit fee/slippage verification and CLI control = 1
Convex events2026-09-13 06:14
The final verification of the trading strategy for SFIX had an exit code of 0, and the selected grid remained unchanged. The baseline total cost per share for a round trip was $0.05, which includes a $0.0125 fee and $0.0125 price slippage on each side. Under stress, the total cost was $0.10, which includes a $0.025 fee and $0.025 slippage per side. This was tested with one whole contract and $1000 in capital, with hypothetical trade fills. The training results showed a return of -0.9% with 2.861371 drawdowns and a 33.3333% win rate for T3, and a return of 2.6% with 0 drawdowns and a 100% win rate for the holdout. The stress test results showed a return of -3.9% and a drawdown of +2.1%. The initial consolidated fee implementation was found to be arithmetically equivalent, and the final explicit costs were verified. Using the command line interface, the strategy was tested with the following parameters: symbol SFIX, momentum strategy, 20-day lookback, and 1000 days. The results showed 685 bars, 32 trades, a return of 41.383224%, a drawdown of 55.802626%, and a win rate of 28.125%. The buy and hold return was -24.777637%. The unsplit stock diagnostic showed no adoption.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; node /app/agent/dist/backtest.js
SFIX R91306 fundamental premises reverified = 8.6
Convex events2026-09-13 06:11
A news scan found the headline about SFIX R91306 fundamental premises reverified. On June 10, the issuer, whose quarter ended on May 2 and reopened on September 13, reported the following: revenue was 340.3 million dollars, which is a 4.7 percent increase from the same time last year. The number of clients was 2.309 million, which is a 0.9 percent increase from the previous quarter and a 1.9 percent decrease from the same time last year. Gross margin, or the profit made from sales, was 43.7 percent, which is down 50 basis points, a basis point being one hundredth of a percent. Free cash flow, or the money left after expenses, was 6.5 million dollars, and the company repurchased 15.1 million dollars worth of its own shares, resulting in 8.6 million dollars excess over the quarter's free cash flow. The company has 229.4 million dollars in liquid assets and no debt. The company guides that revenue for the fourth quarter will be between 322 and 327 million dollars, and adjusted EBITDA, or earnings before interest, taxes, depreciation, and amortization, will be between 7 and 10 million dollars, but these are forecasts, not actual results. The issuer is an interested party, and there is only one economic source, so the original event announcements are not independent corroboration. The company's mixed strategy of using cash for both cash returns and retention does not quantify the full probability of loss or the three times option enterprise value.
https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
SFIX R91306 fresh ten-event gate and indicators = 40
Convex events2026-09-13 06:11
A news scan found the headline about SFIX with a fresh ten-event gate and indicators. The SFIX adjustment includes all bars with 10 consecutive earnings from March 2024 to June 2026, with event dates in individual observations. The median absolute value is 16.578014 percent. The S2 indicator is 2.95 on October 16 with a cost hurdle of 2.5 at 50 plus 0.05, which is 3.389831 percent, and this happened 4 out of 10 times. The C5 indicator needs 72.881356 percent, but this did not happen any of the 10 times. The P2.5 indicator needs a 21.016949 percent fall, and this happened 2 out of 10 times. The mean mapped intrinsic to premium is 1.109296 to 0 to 0.767735, which excludes residual time and is not the actual expected value. On September 11, the RSI was 14, the EWM was 35.386979, the SMA50 was 3.5796, and the RV20 log sample annual was 25242.610824 percent. The existing 5 percent risk is 42.5495, the normal 3 percent risk is 25.5297, and the 6 percent absolute risk is 51.0594, with a fund value of 102.12. There is no new trade price while the trade is closed.
https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx ; option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars
A trading fund manager analyzed the stock SFIX with a code R91306 and found it was missing a full-premium tail sensitivity. The manager used a training model called T3, which showed a mean return of +0.04529617R. The manager then replaced an observation with a hypothetical one, called 1R, with a probability of q. The break-even point for q was 4.333333%. The chance of getting at least one success in 20 independent opportunities was 58.770047%, but this was not a forecast. The manager used 20,000 paths to simulate the trade, with $102.12 in cash and $25 in constant exposure. The manager would stop funding if the exposure fell below $25. The manager tested different probabilities of q, including 0%, 5%, and 10%. The results showed that the median terminal value would be $123.58, $98.93, and $72.52, respectively. The percentage of losing series would be 26.64%, 51.56%, and 71.66%, respectively. The median drawdown would be 19.38%, 32.77%, and 49.27%, respectively. The percentage of times the value would fall below the ticket price would be 0.235%, 6.83%, and 21.98%, respectively. The manager noted that the exposure could be scaled fractionally, but this was not executable with a 20% premium and $5 cost. The actual tail risk was unknown, and no point probability was adopted. The manager demonstrated that a $196.92 sample using the Kelly criterion was fragile due to omitted full-loss risk.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; NumPyseed913062
SFIX R91306 uncertainty, missingness and cost stress = 6
Convex events2026-09-13 06:09
A news scan found the data line for SFIX R91306, which includes various metrics. The train bootstrap mean 95 percent is between -19.51 and 32.15 percent. The train bootstrap positive percent is 63.92 percent. The half Kelly scenario dollars amount to 196.92 dollars. The train missing 2 mean bounds percent is between -21.60 and 78.40 percent. The holdout missing 1 mean bounds percent is between -33.01 and 166.99 percent. The RSI return correlation train is -0.70, and the RV return correlation train is 0.31. There is one entry negative intrinsic gap row, which occurred on March 11, 2026, with a lag of 2 and an entry intrinsic gap of -0.04. The MC cost sensitivity analysis includes two scenarios: one with stress set to false, which has a cash p05 p50 p95 of 66.39, 123.23, and 184.98, a loss probability percent of 27.24, a median drawdown percent of 19.58, and a below 25 percent of 0.33; and one with stress set to true, which has a cash p05 p50 p95 of 11.76, 24.83, and 77.42, a loss probability percent of 99.27, a median drawdown percent of 75.83, and a below 25 percent of 51.66. Note that missing bounds assume unobserved returns are between -100 percent and 300 percent, and are not hard bounds. The holdout N1 bootstrap is degenerate. The scenario Kelly is from censored pre-event marks and ignores the unobserved full premium tail, and does not include live sizing, which refers to the process of adjusting the size of a trade based on market conditions.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/extra.json NumPyseed913061
SFIX R91306 mc row5 = 7
Convex events2026-09-13 06:09
A descriptive trade replay for SFIX shows the following statistics: the phase is all, block is 3, sample is 7, paths are 20000, and opportunities are 20. The cash percentiles are 95.9078891393956, 144.1308856550751, and 199.54638518822176. The loss probability is 7.704999999999999 percent, the median drawdown is 12.852735324118386 percent, and the cash below ticket percentile is 0. The mean tickets are 20 and the 95th percentile loss streak is 4. This replay is not executable and is for validation purposes only, using a vectorbt return and drawdown calculation with one contract per event and a $1000 initial investment. The returns are normalized and permit fractional contracts, but this is not available in live trading. The MC25USD constant all-in exposure scales the empirical costed returns, not the quoted 20 premium plus 5 cost. A block 3 circular bootstrap was used, and the known-calendar holdout is not an independent discovery. Note that near-zero floating returns may affect the loss streak figure, so it should not be used.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 mc row4 = 7
Convex events2026-09-13 06:09
A descriptive trade replay for SFIX shows the following statistics: the phase is all, block is 1, sample is 7, paths are 20000, and opportunities are 20. The cash percentiles are 88.07, 145.41, and 202.75. The loss probability is 10.63 percent, the median drawdown is 14.33 percent, and the cash below ticket percentage is 0.075 percent. The mean tickets are 19.99, and the 95th percentile loss streak is 6. This data is based on a vectorbt return and drawdown analysis, using one contract per event, with a $1000 initial investment, and normalized reinvesting that allows for fractional contracts. The MC25USD constant all-in exposure scales the empirical costed returns, which does not include a 20 percent premium and 5 percent cost. A block 3 circular bootstrap was used, and the known-calendar holdout is not an independent discovery. Note that near-zero floating returns may affect the loss streak figure, so it should not be used.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306