Runway

Notes

690 observations, newest first
SFIX R91306 grid row1 = 7
Convex events2026-09-13 06:09
A descriptive trade replay for SFIX shows the following results: the lag is 2, the phase is train, the cost is 0.1, and the sample size is 7. The return is -5.3, the drawdown is 4.82412060301507, and the win rate is 0. The mean ticket return percentage is -23.80748825584824, the normalized reinvest return percentage is -91.30862022228246, and the normalized drawdown percentage is 91.30862022228246. There are 0 close 4x hits and 0 close half hits, with 3 normal affordable instances. 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 normalized reinvest return allows for fractional contracts, which are 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 is used, and the known-calendar holdout is not an independent discovery. Near-zero floating returns may affect the loss streak, so the streak figure should not be used. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row0 = 7
Convex events2026-09-13 06:09
A descriptive trade replay for SFIX shows the following results: the lag is 2, the phase is train, the cost is 0.05, and the sample size is 7. The return is -1.8, the drawdown is 1.70, and the win rate is 28.57%. The mean ticket return percentage is -8.75, the normalized reinvest return percentage is -61.45, and the normalized drawdown percentage is 65.47. There are 0 close 4x hits and 0 close half hits, with 3 normal affordable trades. This is a descriptive trade replay, not executable validation, using vectorbt return and drawdown with one contract per event and a $1000 initial investment. The normalized reinvest return permits fractional contracts, which are not available live. The MC25USD constant all-in exposure scales empirical costed returns, not quoted 20 premium plus 5 cost. A block 3 circular bootstrap was used, and the known-calendar holdout is not independent discovery. Near-zero floating returns may affect the loss streak, so the streak figure should not be used. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 2026-06-10 option replay lag5 = 0
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2026-06-10 option replay lag5. The details are as follows: the symbol is SFIX260618C00002500, which is a type of financial instrument known as an option, and it expires on 2026-06-18. The selection spot was 3.52, and the entry date was 2026-06-03, while the exit date was 2026-06-09. The post date is 2026-06-11. The exit bar, which is a period of trading, had a close price of 1.16, a high price of 1.4, a low price of 1.16, and a volume of 14, with a volume-weighted average price of 1.207143. The post bar had a close price of 1.55, a high price of 1.95, a low price of 1.5, and a volume of 131, with a volume-weighted average price of 1.610458. The relative strength index, which is a measure of the stock's recent price changes, was 52.889245839612094, and it was above 50, which means the stock had more recent price increases than decreases. The rv20, which is a measure of the stock's recent volatility, was 0.5139859102876205. The complete status is false. The issuer schedule was re-opened on September 13, with a quote 'after market close', and the event date was 2026-06-10. The prior-day selection had a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks are not fills, which means they are not actual trades, and null endpoints are excluded, with no forward fill, which is a method of filling in missing data. The baseline cost per share per side is 0.025, and the stress cost is 0.05. The first 8 trains, which are periods of training, and the last 2 known calendar holdouts, which are periods of testing, were used. There is a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2026-06-10 option replay lag3 = 0
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2026-06-10 option replay lag3. The given data is about an option, which is a type of financial contract, for the symbol SFIX260618C00002500, expiring on 2026-06-18. The selection spot was 3.67. The entry date was 2026-06-05 and the exit date was 2026-06-09. The post date was 2026-06-11. The exit bar, which is a period of trading, had a close price of 1.16, a high price of 1.4, a low price of 1.16, 6 trades, an open price of 1.25, and occurred on 2026-06-09 at 04:00:00Z, with a volume of 14 and a volume-weighted average price of 1.207143. The post bar had a close price of 1.55, a high price of 1.95, a low price of 1.5, 31 trades, an open price of 1.53, and occurred on 2026-06-11 at 04:00:00Z, with a volume of 131 and a volume-weighted average price of 1.610458. The relative strength index, or RSI, which measures the speed and change of price movements, was 57.68605184862012, and it was above 50, which means the option is not oversold. The rv20, which is a measure of volatility, was 0.5663209794790326. The option is not complete. The issuer schedule re-opened on September 13, with a quote after market close, and the event date was 2026-06-10. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks are not fills, which means they are not actual trades, and null endpoints are excluded, with no forward fill, or ffill, which means replacing missing values with the next value. The baseline cost per share per side is 0.025, and the stress cost is 0.05. The first 8 are used for training, and the last 2 are known calendar holdout. There is a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2026-06-10 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2026-06-10 option replay lag2'. This refers to a review of an option trade for the stock symbol SFIX, which is Stitch Fix, with a specific option contract SFIX260618C00002500 that expires on 2026-06-18. The option had a strike price of $2.50. The trade was selected on 2026-06-08 with a price of $3.42. The trade entered on 2026-06-08 and exited on 2026-06-09. A post-trade review was done on 2026-06-11. The entry bar, which is a period of trading, had an opening price of $1.3, a high of $1.3, a low of $1.2, and a closing price of $1.2 on 2026-06-08. The exit bar had an opening price of $1.25, a high of $1.4, a low of $1.16, and a closing price of $1.16 on 2026-06-09. The post-trade bar had an opening price of $1.53, a high of $1.95, a low of $1.5, and a closing price of $1.55 on 2026-06-11. The relative strength index, or RSI, which measures the speed and change of price movements, was 48.58, indicating the option was not overbought or oversold. The option price was below 50, which is a level that can indicate a buy or sell signal. The realized volatility, or RV20, which measures the actual price movement, was 0.62. The net result was a loss of $0.0735. The stress, which measures the potential loss, was $0.112. The trade was complete. The issuer schedule reopened on September 13, with a quote 'after market close' on the event date of 2026-06-10. The prior-day selection was based on a 2.5 strike grid with a monthly expiry of more than 7 days. The marks were not fills, which means the trade was not executed at the exact price, and null endpoints were excluded with no forward fill. The baseline cost per share per side was $0.025, and the stress cost was $0.05. The first 8 days were used for training, and the last 2 days were held out and known on the calendar. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2026-03-11 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2026-03-11 option replay lag5'. This refers to an option for the stock symbol SFIX, which is a type of financial contract, with specific details. The option has a symbol of SFIX260320C00002500, an expiry date of 2026-03-20, and a selection spot of 3.17. The entry date was 2026-03-04, the exit date was 2026-03-10, and the post date was 2026-03-12. On the entry date, the stock's price was between 0.73 and 0.82, with a closing price of 0.79. On the exit date, the price was between 0.85 and 1.11, with a closing price of 1.05. After the exit, on 2026-03-12, the price was between 0.6 and 1, with a closing price of 0.85. The relative strength index, or RSI, which measures stock price movement, was 28.20. The stock's price was not above 50, and the rv20, which measures recent price volatility, was 0.62. The net result was 0.26, and the stress, which measures potential risk, was 0.19. This information is complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and an event date of 2026-03-11. The prior-day selection was based on a 2.5 strike grid, with a monthly expiry of more than 7 days. The marks are not fills, which means they are not actual trades, and null endpoints were excluded, with no forward fill, which means no missing data was added. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 were used for training, and the last 2 were held out, with a calendar holdout on June 18, 2026, for holiday repair. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2026-03-11 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2026-03-11 option replay lag3'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX260320C00002500, which expires on 2026-03-20. The selection spot was 3.25. The entry date was 2026-03-06 and the exit date was 2026-03-10, with a post date of 2026-03-12. On the entry date, the stock price was between 0.74 and 0.75. On the exit date, the stock price was between 0.85 and 1.11. After the exit, on 2026-03-12, the stock price was between 0.6 and 1. The relative strength index, or RSI, a measure of stock price movement, was 31.634839674592698. The stock price was not above 50, and the realized volatility, or RV20, a measure of stock price fluctuation, was 0.646389467409095. The net result was 0.3398692810457517, and the stress, a measure of risk, was 0.2658227848101266. The trade was complete. The issuer schedule re-opened on September 13, with a quote 'after market close', and an event date of 2026-03-11. The prior-day selection was based on a 2.5 strike grid, with a monthly expiry of more than 7 days. The marks were not fills, and null endpoints were excluded, with no forward fill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 training data and last 2 known calendar holdout data were used. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2026-03-11 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2026-03-11 option replay lag2'. This refers to a trading event for the stock symbol SFIX, specifically the option SFIX260320C00002500, which expires on 2026-03-20. The selection spot was 3.23, and the trade was entered on 2026-03-09 and exited on 2026-03-10, with a post-event analysis on 2026-03-12. The entry bar, which is a period of trading, had a closing price of 0.75, a high of 0.8, a low of 0.73, and a volume of 67, on 2026-03-09. The exit bar had a closing price of 1.05, a high of 1.11, a low of 0.85, and a volume of 109, on 2026-03-10. The post bar had a closing price of 0.85, a high of 1, a low of 0.6, and a volume of 187, on 2026-03-12. The relative strength index, or RSI, which measures stock activity, was 31.225602551528354, and the stock price was not above 50, which is a benchmark. The net result was 0.32258064516129037, and the stress, or risk, was 0.25000000000000006. The trade was complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and an event date of 2026-03-11. The prior-day selection was based on a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded, with no forward fill, or ffill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains, which are sets of data, and the last 2 known calendar holdouts, which are excluded data points, were used. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-12-04 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-12-04 option replay lag5'. This refers to an option for the stock symbol SFIX, which is a type of financial contract. The option in question is SFIX251219C00005000, expiring on 2025-12-19. It was selected on 2025-11-26 with a price of 4.16. The entry into this option occurred on 2025-11-26, with the stock price ranging from 0.15 to 0.25. The exit from the option occurred on 2025-12-03, with the stock price ranging from 0.23 to 0.25. After the exit, on 2025-12-05, the stock price ranged from 0.06 to 0.53. The relative strength index, or RSI, a measure of stock price movement, was 46.85661508924228, which is below 50, indicating the stock is not overbought. The net result was a gain of 0.04878048780487803, with a stress level of -0.17391304347826092, which is a measure of risk. The issuer schedule was re-opened on September 13, with a quote given after the market closed on the event date of 2025-12-04. The selection was made based on a prior-day selection with a 2.5 strike grid and a monthly expiry of more than 7 days. The results are based on marks, not fills, with null endpoints excluded and no forward fill. The baseline cost per share per side is 0.025, with a stress cost of 0.05. The training data includes the first 8 days and the last 2 known calendar days, with a holdout. There is also a holiday repair scheduled for June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-12-04 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-12-04 option replay lag3'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX251219C00005000, which expires on 2025-12-19. The selection spot was 4.25. The entry date was 2025-12-01 and the exit date was 2025-12-03, with a post date of 2025-12-05. On the entry date, the stock's closing price was 0.15, with a high of 0.25 and a low of 0.15, and 17 trades were made, with a volume of 191 and a volume-weighted average price of 0.237068. On the exit date, the closing price was 0.24, with a high of 0.25 and a low of 0.23, and 4 trades were made, with a volume of 12 and a volume-weighted average price of 0.241667. After the exit, on 2025-12-05, the closing price was 0.35, with a high of 0.53 and a low of 0.06, and 52 trades were made, with a volume of 604 and a volume-weighted average price of 0.354636. The relative strength index, or RSI, which measures stock performance, was 49.764676488010366, and the stock price was not above 50, which is a level used to determine if a stock is overbought or oversold. The rv20, which measures recent volatility, was 0.4604611071519789, and the net result was 0.22857142857142856, with a stress level of -0.050000000000000044. The trade was complete. The issuer schedule was re-opened on September 13, with a quote given after market close, and an event date of 2025-12-04. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The marks were not fills, which means the trades were not executed at the desired price, and null endpoints were excluded, with no forward fill, which means missing data was not filled in. The baseline cost per share per side was 0.025, with a stress level of 0.05. The first 8 training data and the last 2 known calendar data were held out, and a holiday repair was made on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-12-04 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2025-12-04 option replay lag2. The option is for the symbol SFIX251219C00005000, which expires on 2025-12-19. The selection spot was 4.29. The entry date was 2025-12-02 and the exit date was 2025-12-03. The post date was 2025-12-05. On the entry date, the bar had a close price of 0.23, a high price of 0.25, a low price of 0.15, 31 trades, an open price of 0.15, and a volume of 464. The exit bar had a close price of 0.24, a high price of 0.25, a low price of 0.23, 4 trades, an open price of 0.23, and a volume of 12. The post bar had a close price of 0.35, a high price of 0.53, a low price of 0.06, 52 trades, an open price of 0.1, and a volume of 604. The relative strength index, or RSI, which measures stock performance, was 51.12020751070925. The option was not above 50, which means it was not overbought. The realized volatility, or RV20, which measures price changes, was 0.4483652431061143. The net result was -0.1568627450980393 and the stress, which measures risk, was -0.3214285714285715. The trade was complete. The issuer schedule re-opened on September 13, with a quote 'after market close', and the event date was 2025-12-04. The prior-day selection used a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded, with no forward fill, or ffill, which means no missing values were filled. The baseline cost was 0.025 per share per side, and the stress cost was 0.05. The first 8 trains, which are sets of data, and the last 2 known calendar holdouts, which are sets of data held back for testing, were used. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-09-24 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-09-24 option replay lag5'. This refers to a trading option for the stock symbol SFIX, with specific details. The option has a symbol of SFIX251017C00005000, an expiry date of 2025-10-17, and a selection spot of 5.48. The entry date was 2025-09-17 and the exit date was 2025-09-23, with a post date of 2025-09-25. The entry bar, which is a period of trading, had a close price of 0.9, a high price of 1.02, a low price of 0.9, and a volume of 59, on 2025-09-17. The exit bar had a close price of 0.86, a high price of 1.13, a low price of 0.85, and a volume of 239, on 2025-09-23. The post bar had a close price of 0.21, a high price of 0.45, a low price of 0.16, and a volume of 395, on 2025-09-25. The RSI, or Relative Strength Index, which measures stock speed, was 54.71379233851728, and the stock price was above 50, which is a significant level. The rv20, which measures recent volatility, was 0.47081187615896236. The net result was -0.09729729729729733, and the stress, which measures risk, was -0.14736842105263162. The trade was complete. The issuer schedule re-opened on September 13, with a quote 'after market close', and an event date of 2025-09-24. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded, with no forward fill, which means no missing data was added. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains, which are sets of data, and the last 2 known calendar holdouts, which are sets of data not used, were used. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-09-24 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-09-24 option replay lag3'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX251017C00005000, which expires on 2025-10-17. The selection spot was 5.71. The entry date was 2025-09-19 and the exit date was 2025-09-23, with a post date of 2025-09-25. On the entry date, the stock's opening price was 0.96, the highest price was 1, the lowest price was 0.91, and the closing price was 1. On the exit date, the opening price was 1, the highest price was 1.13, the lowest price was 0.85, and the closing price was 0.86. After the exit, on 2025-09-25, the opening price was 0.45, the highest price was 0.45, the lowest price was 0.16, and the closing price was 0.21. The relative strength index, or RSI, a measure of stock price movement, was 60.15447703352771. The stock price was above 50, which is a level used to determine trends. The rv20, a measure of stock price volatility, was 0.46311101290037116. The net result was -0.1853658536585366 and the stress, a measure of risk, was -0.2285714285714286. The trade was complete. The issuer schedule was re-opened on September 13, with a quote given after the market closed, and an event date of 2025-09-24. The prior day's selection used a 2.5 strike grid and a monthly expiry of more than 7 days. The marks were not fills, meaning they were not actual trades, and null endpoints were excluded, with no forward fill, a method of handling missing data. The baseline cost per share per side was 0.025 and the stress cost was 0.05. The first 8 training data and the last 2 known calendar data were held out, and there was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-09-24 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2025-09-24 option replay lag2. The details are as follows: the symbol is SFIX251017C00005000, which is a type of financial instrument known as an option, and it expires on 2025-10-17. The selection spot, which is the price at which the option was selected, was 5.67. The entry, or the time when the option was bought, was on 2025-09-22, and the exit, or the time when the option was sold, was on 2025-09-23. The post, or the time after the option was sold, was on 2025-09-25. On the entry day, the price of the option was 0.88. On the exit day, the highest price was 1.13 and the lowest price was 0.85. After the option was sold, the highest price was 0.45 and the lowest price was 0.16. The RSI, or Relative Strength Index, which is a measure of the stock's recent performance, was 58.82668619821461. The option was above 50, which means it was performing well. The RV20, which is a measure of the stock's volatility, was 0.45874277467129265. The net result was a loss of 0.07734806629834257, and the stress, which is a measure of the risk, was 0.12903225806451615. The event was completed. The issuer schedule was re-opened on September 13, and the quote was given after the market closed on the event date of 2025-09-24. The prior-day selection was based on a 2.5 strike grid, and the monthly expiry was more than 7 days away. The marks were not fills, which means the prices were not actually traded, and null endpoints were excluded, with no forward fill, which is a way of filling in missing data. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 days were used for training, and the last 2 days were held out, which is a way of testing the model. There was a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-06-10 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-06-10 option replay lag5'. This refers to a trading option for the stock symbol SFIX, with a specific identifier R91306, and a date of 2025-06-10. The option details are as follows: the symbol is SFIX250620C00005000, expiring on 2025-06-20, with a selection spot of 4.57. The entry date was 2025-06-03 and the exit date was 2025-06-09, with a post date of 2025-06-11. The entry bar, which is a period of trading, had a close price of 0.37, a high of 0.37, a low of 0.3, and a volume of 6, on 2025-06-03. The exit bar had a close price of 0.4, a high of 0.45, a low of 0.35, and a volume of 244, on 2025-06-09. The post bar had a close price of 0.08, a high of 0.35, a low of 0.06, and a volume of 11232, on 2025-06-11. The RSI, or Relative Strength Index, which measures stock performance, was 66.81385978456032. The option was above 50, with an rv20 of 0.7931467791914839, and a net of -0.050632911392405. The stress level was -0.16666666666666663, and the trade was complete. The issuer schedule re-opened on September 13, with a quote 'after market close', and an event date of 2025-06-10. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks were not fills, and null endpoints were excluded, with no forward fill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 were used for training, and the last 2 were known calendar holdouts. There was a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-06-10 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-06-10 option replay lag3'. This refers to a replay of an option trade for the stock symbol SFIX, which is a ticker symbol, a code used to identify a stock on an exchange. The trade details are as follows: the option symbol is SFIX250620C00005000, which means it is a call option, a type of financial contract, expiring on 2025-06-20. The selection spot, the price at which the option was chosen, was 4.75. The trade was entered on 2025-06-05 and exited on 2025-06-09. After the trade, on 2025-06-11, the market conditions were analyzed. The entry bar, a period of trading, had a close price of 0.35, a high of 0.45, a low of 0.35, and a volume of 28. The exit bar had a close price of 0.4, a high of 0.45, a low of 0.35, and a volume of 244. The post bar, the period after the trade, had a close price of 0.08, a high of 0.35, a low of 0.06, and a volume of 11232. The relative strength index, or RSI, a measure of market conditions, was 69.36531694521113, and the option price was above 50, which is a significant level. The net result of the trade was 1.1102230246251565e-16, and the stress, a measure of risk, was -0.12499999999999992. The trade was complete. The issuer schedule was re-opened on Sep 13, with a quote 'after market close', and an event date of 2025-06-10. The prior-day selection used a 2.5 strike grid, and the monthly expiry was greater than or equal to 7 days. The marks were not fills, and null endpoints were excluded, with no forward fill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains, a type of data set, and the last 2 known calendar holdouts, a type of data exclusion, were used. There is a holiday repair scheduled for June 18, 2026. https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-06-10 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-06-10 option replay lag2'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX250620C00005000, which expires on 2025-06-20. The selection spot was 4.67. The entry date was 2025-06-06 and the exit date was 2025-06-09. After the trade, on 2025-06-11, the market showed certain results. On the entry date, the stock price was 0.3, with a high of 0.3, a low of 0.3, and a volume of 11. On the exit date, the stock price was 0.4, with a high of 0.45, a low of 0.35, and a volume of 244. After the trade, the stock price was 0.08, with a high of 0.35, a low of 0.06, and a volume of 11232. The relative strength index, or RSI, which measures stock price movement, was 66.1119112141966. The stock price was above 50, which is a level that indicates a certain trend. The rv20, which measures recent volatility, was 0.8006955027653424. The net result was 0.15384615384615394. The stress level, which measures risk, was very low. The trade was complete. The issuer schedule was re-opened on September 13, with a quote given after the market closed, and an event date of 2025-06-10. The prior-day selection used a 2.5 strike grid and a monthly expiry of more than 7 days. The results are based on marks, not actual trades, and do not include null endpoints or filled values. The baseline cost per share per side was 0.025 and the stress cost was 0.05. The first 8 training sessions and the last 2 known calendar holdouts were used. There is a holiday repair scheduled for June 18, 2026. https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-03-11 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-03-11 option replay lag5'. This refers to a replay of an option trade for the stock symbol SFIX, which is Stitch Fix, with a specific option contract SFIX250321C00005000, expiring on 2025-03-21. The trade was selected on 2025-03-04 with a price of 4.42, entered on the same day, exited on 2025-03-10, and had a post-exit analysis on 2025-03-12. The entry bar, which is a period of trading, had a closing price of 0.3, a high of 0.3, a low of 0.2, and a volume of 34, on 2025-03-04 at 05:00:00Z. The exit bar had a closing price of 0.28, a high of 0.35, a low of 0.17, and a volume of 5027, on 2025-03-10 at 04:00:00Z. The post bar had a closing price of 0.1, a high of 0.9, a low of 0.05, and a volume of 119, on 2025-03-12 at 04:00:00Z. The Relative Strength Index, or RSI, which measures stock speed, was 37.95419938646046, and the stock was not above 50, which is a neutral level. The rv20, which is a measure of volatility, was 0.591228535315883, and the net result was -0.21538461538461526, with a stress level of -0.3428571428571428. The trade was complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and an event date of 2025-03-11. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded, with no forward fill, or ffill, which is a way of filling in missing data. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 train, which is a set of data used for training, and the last 2 known calendar holdout, which is a set of data held back for testing, were used. There was also a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-03-11 option replay lag3 = 0
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-03-11 option replay lag3'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX250321C00005000, which expires on 2025-03-21. The selection spot was 4.48 on 2025-03-06, and the entry and exit dates were 2025-03-06 and 2025-03-10, respectively. The post date was 2025-03-12. The exit bar, which is a period of trading, had a close price of 0.28, a high of 0.35, a low of 0.17, 153 trades, an open price of 0.2, and a volume of 5027, with a volume-weighted average price of 0.208707, on 2025-03-10 at 04:00:00Z. The post bar, which is another period of trading, had a close price of 0.1, a high of 0.9, a low of 0.05, 22 trades, an open price of 0.35, and a volume of 119, with a volume-weighted average price of 0.40479, on 2025-03-12 at 04:00:00Z. The relative strength index, or RSI, which measures the speed and change of price movements, was 40.09227961673374, and the option price was not above 50. The realized volatility, or RV20, which measures the actual price movement, was 0.5890087275982079. The trade was not complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and an event date of 2025-03-11. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks were not fills, which means the trades were not executed, and null endpoints were excluded, with no forward fill, which means no missing data was filled. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains, which are sets of data used for training, and the last 2 known calendar holdouts, which are sets of data used for testing, were used. There is a holiday repair scheduled for June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2025-03-11 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2025-03-11 option replay lag2'. The given data is about an option, which is a financial contract, for the symbol SFIX250321C00005000, expiring on 2025-03-21. The selection spot was 4.17. The entry date was 2025-03-07 and the exit date was 2025-03-10, with a post date of 2025-03-12. On the entry date, the option price was between 0.14 and 0.18. On the exit date, the price was between 0.17 and 0.35. After the exit, on 2025-03-12, the price was between 0.05 and 0.9. The relative strength index, or RSI, a measure of price change, was 34.34. The option price was not above 50, and the 20-day realized volatility, or RV20, a measure of price movement, was 0.63. The net result was a gain of 0.24, and the stress, a measure of risk, was very low. The complete data set was used for analysis. The issuer schedule re-opened on September 13, with a quote given after market close on the event date of 2025-03-11. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The data only includes marks, not fills, and excludes null endpoints with no forward fill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The data was trained on the first 8 sets and held out the last 2 known calendar sets. A holiday repair was made for June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2024-12-10 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2024-12-10 option replay lag5'. This is a report about an automated trading fund manager's notes. The report is about the stock symbol SFIX, specifically the option SFIX241220C00005000, which expires on 2024-12-20. The selection spot was 4.66. The trade entered on 2024-12-03 and exited on 2024-12-09. After the trade, on 2024-12-11, the stock's performance was analyzed. On the day of entry, the stock's price was between 0.2 and 0.25. On the day of exit, the price was between 0.34 and 0.45. After the trade, the price was between 0.6 and 2. The relative strength index, or RSI, which measures stock activity, was 74.40164755025475. The stock was above the 50 mark, which is a sign of upward movement. The net result was 0.1818181818181817, and the stress, or risk, was very low. The issuer schedule was re-opened on September 13, with a quote given after the market closed on the event date of 2024-12-10. The prior day's selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The report notes that the marks are not fills, and null endpoints were excluded, with no forward fill. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains and last 2 known calendar holdouts were used. There is also a note about a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2024-12-10 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2024-12-10 option replay lag 3. The option details are as follows: the symbol is SFIX241220C00005000, which is a type of financial contract known as an option, and it expires on 2024-12-20. The selection spot, or the price at which the option was chosen, was 4.55. The entry, or the point at which the option was bought, was on 2024-12-05, and the exit, or the point at which the option was sold, was on 2024-12-09. After the exit, on 2024-12-11, the post, or the price after the sale, was recorded. The entry bar, a period of trading, had a close, or final price, of 0.3, a high of 0.33, a low of 0.26, and an open, or starting price, of 0.29 on 2024-12-05. The exit bar had a close of 0.35, a high of 0.45, a low of 0.34, and an open of 0.4 on 2024-12-09. The post bar had a close of 1.84, a high of 2, a low of 0.6, and an open of 0.9 on 2024-12-11. The relative strength index, or RSI, a measure of the stock's recent performance, was 67.20177603995823, and it was above 50, which is a level that indicates the stock is doing well. The rv20, a measure of the stock's volatility, was 0.5582744901848415. The net, or the total profit or loss, was -4.270088556250602e-17, and the stress, a measure of the risk, was -0.1428571428571429. The complete, or the status of the trade, was true. The issuer schedule was re-opened on Sep 13, with a quote of 'after market close', and the event date was 2024-12-10. The prior-day selection was based on a 2.5 strike grid, and the monthly expiry was greater than or equal to 7 days. The marks were not fills, which means that the prices were not actually traded, and the null endpoints were excluded, with no forward fill, which means that missing data was not filled in. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 were used for training, and the last 2 were known calendar holdout, which means that they were set aside for testing. There was a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2024-12-10 option replay lag2 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2024-12-10 option replay lag2'. This refers to a trading option for the stock symbol SFIX, specifically the option SFIX241220C00005000, which expires on 2024-12-20. The selection spot was 4.53, and the trade was entered on 2024-12-06 and exited on 2024-12-09, with a post-exit analysis on 2024-12-11. The entry bar, which is a period of trading, had a closing price of 0.34, a high of 0.34, a low of 0.3, and a volume of 15, on 2024-12-06. The exit bar had a closing price of 0.35, a high of 0.45, a low of 0.34, and a volume of 125, on 2024-12-09. The post bar had a closing price of 1.84, a high of 2, a low of 0.6, and a volume of 1477, on 2024-12-11. The Relative Strength Index, or RSI, which measures stock performance, was 66.37, indicating the stock was above 50, which is a neutral level. The net result was a loss of 0.1096, and the stress, or risk, was -0.2308. The trade was complete. The issuer schedule was re-opened on September 13, with a quote given after market close, and an event date of 2024-12-10. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than 7 days. The baseline cost per share was 0.025, and the stress cost was 0.05. The first 8 days were used for training, and the last 2 days were held out, with a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2024-09-24 option replay lag5 = 1
Convex events2026-09-13 06:09
A news scan found the headline about SFIX R91306 2024-09-24 option replay lag 5. The given data is about an option for the symbol SFIX241018C00005000, which expires on 2024-10-18. The selection spot was 3.76. The entry date was 2024-09-17 and the exit date was 2024-09-23. The post date is 2024-09-25. On the entry date, the bar had a close of 0.18, a high of 0.18, a low of 0.15, a volume of 5, and a volume-weighted average price of 0.168. On the exit date, the bar had a close of 0.1, a high of 0.1, a low of 0.1, a volume of 10, and a volume-weighted average price of 0.1. The relative strength index, or RSI, which measures the speed and change of price movements, was 51.90885385549283. The option was not above 50, which is a level that indicates whether an option is overbought or oversold. The realized volatility over 20 days, or rv20, was 0.6308815439989716. The net result was -0.6341463414634146 and the stress, which is a measure of risk, was -0.782608695652174. The trade was complete. The issuer schedule re-opened on September 13, with a quote given after market close on the event date of 2024-09-24. The prior-day selection used a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The data only includes marks, not fills, and excludes null endpoints with no forward fill. The baseline cost per share per side was 0.025 and the stress cost was 0.05. The first 8 were used for training and the last 2 were known calendar holdouts. There was a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91306 2024-09-24 option replay lag3 = 1
Convex events2026-09-13 06:09
A news scan found the headline 'SFIX R91306 2024-09-24 option replay lag3'. The provided data is about an automated trading fund manager's notes. The notes are in a format that includes details such as lag, which refers to a delay, of 3, symbol SFIX241018C00005000, expiry date of 2024-10-18, and a selection spot of 4.14. The entry date was 2024-09-19, exit date was 2024-09-23, and post date was 2024-09-25. The entry bar, which is a period of trading, had a close, high, low, and open price of 0.1. The exit bar had the same prices but a higher volume of 10. The relative strength index, or RSI, which measures stock performance, was 61.17945099690623, and it was above 50, which is a benchmark. The net result was -0.4 and the stress, which refers to market volatility, was -0.6666666666666666. The issuer schedule was re-opened on September 13, with a quote of 'after market close' and an event date of 2024-09-24. The prior-day selection had a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded with no forward fill, which is a method of handling missing data. The baseline cost per share per side was 0.025 and the stress cost was 0.05. The first 8 were used for training and the last 2 were known calendar holdouts. There was a holiday repair on June 18, 2026. https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
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