Notes

A news scan found the headline about Stitch Fix announcing its third quarter 2025 financial results and conference call. On 2025-06-10, the stock price of SFIX, which is the ticker symbol for Stitch Fix, a company that uses a method called automated trading, was 4.79 before the market closed, and 4.56 when the market opened. The stock closed at 4.285, which means it moved down by 0.1054, and the gap, or difference between the previous close and the new open, was -0.048. The lowest price it reached was -0.106 below the previous close. This information was retrieved on 2025-06-11, and it was based on the issuer's announcement, which was re-opened on September 13. The quote 'after market close' means after the market stopped trading for the day. The daily response of the stock price was recalculated on 926 SIP, which is a system that helps with trading, and no changes were made. The source of this information is the company's schedule, not an independent audit of the actual release time. The historical data was retrieved at 04 UTC, which is a time zone, and there was no pagination, which means the data was not divided into pages. 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/stock-bars

On 2025-03-11, Stitch Fix announced it will release its second quarter 2025 financial results after market close on Tuesday, March 11, 2025. The stock price was 4.23 before the close and 4.87 at the open on 2025-03-12, then closed at 4. The price move was -0.05437352245862892 and the gap was 0.15130023640661938, with a low of -0.12056737588652489. This information is from the issuer's announcement, which was re-opened on September 13, and is based on the scheduled quote date and after market close time, which has been verified. The daily response was recalculated on 926 SIP adjustments, with no changes. The source is the issuer's schedule, not an independent audit of the actual release timestamp. The quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04UTC with no pagination. 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/stock-bars

A news scan found the headline about Stitch Fix announcing its first quarter 2025 financial results and conference call. The results were announced after market close on Tuesday, December 10, 2024. The stock price of SFIX was 4.6 before the announcement and opened at 5.748 on December 11, 2024. It closed at 6.64 on the same day. The price move was 0.4434782608695653 and the gap was 0.24956521739130455. The low was 0.15869565217391313. This information is based on the issuer's announcement, which was re-opened on September 13. The quote date and time, after market close, were verified. The daily response was recalculated on 926 SIP adjustment, with no changes. The source is the issuer's schedule, not an independent audit of the actual release timestamp. The primary text quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04UTC with no pagination. 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/stock-bars

A news scan found the headline about Stitch Fix announcing its fourth quarter and full fiscal year 2024 financial results and conference call. The results were announced after the market closed on 2024-09-24. The stock price of SFIX was 3.75 before the market closed, then it opened at 2.69 and closed at 2.27. This means the price moved down by 0.3946666666666666, with a gap of -0.28266666666666673 and a low of -0.4. The issuer announced the schedule on September 13, and it was verified that the quote date and the time after the market close were scheduled for 2024-09-24. The daily response to the earnings release was recalculated on September 26, with no changes. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. The quote 'after market close' applies to each announcement. The dates of the stock prices are historical and were retrieved at 04UTC with no pagination. 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/stock-bars

A news scan found the headline 'Stitch Fix Announces Date for Third Quarter 2024 Financial Results and Conference Call' on 2024-06-04. The company, SFIX, announced that it will release its financial results after market close on 2024-06-04. On that day, the stock price opened at $3.14 and closed at $3.455, a move of $0.294. The stock had a gap of $0.176 from the previous close of $2.67. The low for the day was $3.14 - $2.67 = $0.47, but the actual low was $3.14 - $0.176 = $2.964, however the provided low is $0.176. The issuer, SFIX, re-opened on September 13. The scheduled quote date and after market close time were verified. The daily response was recalculated on 926 SIP, which is a Securities Information Processor, adjustment, and all rows were unchanged. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. The primary text quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04 UTC with no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Stitch Fix Announces Date for Second Quarter 2024 Financial Results and Conference Call' on 2024-03-04. The company, SFIX, announced that it will release its financial results after the market close on 2024-03-04. On that day, the stock price opened at $2.71 and closed at $2.59, which is a move of -0.21 from the previous close of $3.28. The stock had a gap of -0.17 and a low of -0.22. This information is based on the issuer's announcement, which was re-verified on September 13. The daily response of the stock price from the release date to the next session's close was recalculated, but it remains unchanged. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about a BNC BNB treasury option screen, which is described as a distant affordable call with an unverified date. The option details include Sep11S4.80 and Oct16C7.5, with a cost of 0.35 plus 0.05, which needs a 64.583333% rise. The risk is 35 USD, which is higher than the normal 25.5297, but there is no conviction in this case. There are six catalog legs: C2.5/2.30Sep10, C5/.80Sep11, C7.5/.35Sep11, P2.5/.05Sep9, P5/.85Sep11, and P7.5/3.13Sep9. Premiums near 80/85 USD exceed 51.0594 absolute. The secondary 2026 Sep11/Sep22 earnings dates are not resolved from the primary, and no future date has been adopted. The linked primary 2025 announcement documents a strategy transition, but not the 2026 earnings date. There are no audited comparable events, and coverage is unknown, with no documented 3x expected payoff. option_contracts BNC Sep13; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.globenewswire.com/news-release/2025/09/22/3154360/0/en/CEA-Industries-BNC-Reports-Transformational-Fiscal-Q1-2026-Embraces-BNB-Digital-Asset-Treasury-Strategy.html

A news scan found the headline about UPXI, a crypto-linked option candidate, which lacks a primary earnings date. The option needs to rise by 13.461538% to be profitable, considering the costs. The catalog prices for calls are as follows: $0.5 on October 2, $0.57 on September 8, $1.5 on August 25, $2 on September 3, $1.5 on October 9, $0.5 on September 4, $1 on September 10, $1.5 on September 11, $2 on September 3, $2.5 on September 11, and $7.5 on September 11. The prices for puts are: $1 on September 9, $1.5 on August 27, and $0.25 on October 16. The issuer's calendar includes a conference for investor meetings on September 15, but no earnings report is promised. Secondary estimated results are expected on September 23 and 24, but these are unverified. There is no matched event study for the current regime, and coverage is unknown, so no trade was made. https://ir.upexi.com/news-events/ir-calendar ; option_contracts UPXI Sep13 ; https://runway.adityaperswal.workers.dev/data/stock-bars

A list of foreign and cryptocurrency prices was found, including NXT.L at 146.85 GBp as of September 11 at 15:54:02, 7203.T at 3031 JPY as of September 11 at 06:30, 0700.HK at 428.4 HKD as of September 11 at 08:08:53, SAP.DE at 177.26 EUR as of September 11 at 15:35:10, TLX.AX at 15.67 AUD as of September 11 at 06:13:48, BTC-USD at 77277.39 USD as of September 13 at 02:04:17, and ETH-USD at 2524.36 USD as of September 13 at 02:04:16. The previous close price shown on the chart is the price at the start of the chart window, not the close price from the previous day. This list of five foreign stocks and two cryptocurrency prices is not a complete list of all global prices. Local stocks and cryptocurrencies cannot replace long-term options under the current rules, so US-listed foreign stocks LUXE and MANU and cryptocurrency-linked stocks UPXI and BNC are being examined separately. There is no study of options with the same characteristics as these seven stocks, and the extent of the coverage is unknown, but it is not 0%. sources.js world quote; Yahoo Finance chart data retrieved Sep13 02:04UTC; https://finance.yahoo.com/

A news scan found the following data: the assumed stock move percentage is -50, the payout per share is 1.305. The probability for 3 times the gross premium is 0.1149 and for 3 times all-in is 0.2299. The target 4 times premium hurdle percentage is 35.047. There are three scenarios: the first scenario assumes a tail probability of 0.05, with a gross expected payout of 1.305, a mean cash of 54.4802, a median cash of 2.1200, a loss probability of 78.335 percent, and a median drawdown of 97.924 percent. The second scenario assumes a tail probability of 0.1, with a gross expected payout of 2.6100, a mean cash of 151.9174, a median cash of 163.1200, a loss probability of 48.445 percent, and a median drawdown of 78.339 percent. The third scenario assumes a tail probability of 0.15, with a gross expected payout of 3.915, a mean cash of 274.0515, a median cash of 293.6200, a loss probability of 26.53 percent, and a median drawdown of 49.353 percent. Note that assumed probabilities are not estimated and the intrinsic-only scenario excludes option remaining time, quotes, and execution, with no order levels adopted. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py and fundamental.json NumPyseed91302

A query for daily bars from September 1 to 11, retrieved on September 13, showed the following trades for LUXE options: on October 16, a call option with a strike price of 5 on September 8 had an open of 2.45, a high of 2.45, a low of 2.45, and a close of 2.45, with 1 trade of 4 contracts; on September 11, a put option with a strike price of 5 had an open of 0.05, a high of 0.05, a low of 0.05, and a close of 0.05, with 1 trade of 20 contracts; and on September 11, a put option with a strike price of 7.5 had an open of 1.05, a high of 1.05, a low of 0.69, and a close of 0.69, with 3 trades of 4 contracts. The last trade closes were not executable at the current ask prices. The current buy and sell spread and the 15-minute option exit odds are unknown. There were no trades for the September 11 call option with a strike price of 5, and there is no catalog of imaginary liquidity, which refers to a theoretical concept of liquidity that does not actually exist in the market. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data line: For the nine months ended March 31, 2026, the company reported operating cash flow of -117.888 million euros, capital expenditures of 6.684 million euros, and free cash flow of -124.572 million euros. The company also reported leases of 29.930 million euros and interest of 8.586 million euros. After accounting for leases and interest, the company had -163.088 million euros. The company's cash position was 311.096 million euros, plus 125 million euros in fixed income, for a total of 436.096 million euros, compared to 603.593 million euros in June 2025, a change of -167.497 million euros. The monthly free cash flow burn was 13.8413 million euros. The company's liquidity scenario for the next 24.0659 months is not forecast. The inventory was 997.732 million euros, compared to 1019.539 million euros, a decrease of 2.138908%. The company released 50.394 million euros in receivables and used 68.126 million euros in accounts payable. In the third quarter, the adjusted EBITDA was 5.7%, compared to a reconciliation of 5.0%. The scope bridge is unresolved. The historical weighted shares were 140.3 million, multiplied by 7.39, equals 1036.817 million US dollars, which is a proxy for valuation. Assuming a 1:1 listing and an exchange rate of 1.1601 on September 11 at 21:29:58Z, the proxy is 893.730713 million euros. The price to book ratio is 0.718958 and the enterprise value excluding leases is 457.634713 million euros. This is not based on current shares or a validated ADS ratio or target. All intrinsic values are 0. Assuming a 50% stock collapse with a payment of 1.305 per share requires a probability of 11.494253% for a 3x 0.05 gross premium and 22.988506% for a 3x 0.10 all-in. There is no empirical evidence for those odds. https://investors.luxexperience.com/news/news-details/2026/Q3-FY26-Results-LuxExperience-Group-Reports-Positive-Adjusted-EBITDA-Profitability-for-the-Second-Consecutive-Quarter-Confirming-Full-Fiscal-Year-2026-Guidance-as-Transformation-Plan-Is-Fully-on-Track/default.aspx ; https://query1.finance.yahoo.com/v8/finance/chart/EURUSD=X

A news scan found the headline about CAST's social presence on September 10, which referenced the original overview from March 10, 2026, and its Nasdaq debut. There is no verified future earnings date from the retrieved originals. On September 11, the price was $1.41, which is an increase of 8.461538%. The option contracts from October 1 to 16 had zero legs and no matched study, resulting in a rejection decision on October 1. https://freecast.com/company/press-releases ; https://freecast.com/company/industry-research/a-new-era-for-freecast-as-a-public-company

A news scan found the headline about an event related to JVA. The event was originally reported on September 11 at 9:00 ET for the quarter ending July 31. However, it was discovered on September 22 that it was not adopted. On September 11, the stock price was 3.855, which is an increase of 12.390671%. From October 1 to 16, there were no new developments, with 0 legs in the catalog and no next page. There is no new prospective option study, and past releases are rejected as future events. https://rss.globenewswire.com/news-release/2026/09/11/3360341/0/en/coffee-holding-company-reports-third-quarter-results.html

A news scan found the headline 'Second Quarter 2026 Financial Results' from Aug19issuer at 17:30 ET, which is about the quarter that ended on June 30. This information was retrieved on September 13, but the discovery date of September 14 is not supported. From October 1 to 16, the option contracts returns showed 0 legs and there was no next page. On September 11, the stock price was 5.33, which is an increase of 20.861678 percent. There were no future dated FDA decisions obtained, and there were no same kind option studies, so this candidate was rejected. https://picardmedical.com/press_releases/picard-medical-reports-second-quarter-2026-financial-results/

A news scan found the headline that the issuer's homepage announced on September 9 that the Q4 FY26 report date remains unverified due to an article. The original link on Investis is blocked with a 403 error. On September 11, the price was 20.05, and on October 16, it was 25.35, and on September 8, it was 21.89, and the low was 19.55. The price needs a 26.68% rise to reach 25.05, which is a significant increase. There is no verified future earnings date and no matched study, and the 3x payoff model is not applicable. The decision is to reject pending the primary date and a fresh, nearer contract. https://ir.manutd.com/ ; option_contracts MANU ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the quote 'before the market opens on Wednesday, September 23, 2026' from the issuer at 08:15 ET. The stock price of CBRL was $49.48 on September 9 and $49.48 on September 11. To profit from an October 16 put with a strike price of $35.18, the stock price would need to fall by 29.729184% to $35.18, including a $0.05 commission. Another put with a strike price of $37.50 would require a 25.323363% decline, but since $50 is greater than $42.5495, there is a conviction risk. A call with a strike price of $80 would require a 61.883589% rise. There are no catalog legs for October 2 and 34 legs for October 16. Since there is no audited history of the same kind for this run, the coverage is unknown and the win rate is not zero. The research rejection will be retained, with a default exit on September 22 for any future qualified position. https://investor.cbrl.com/news-releases/news-release-details/cracker-barrel-fiscal-2026-fourth-quarter-conference-call ; option_contracts CBRL ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about RFIL. The original release from the issuer on August 31 quoted that something would happen before the market opens on Monday, September 14, 2026, at 08:30 Eastern time. The website incorrectly labels the standard time zone as PST or EST, but the original time zone is plain Eastern time. The price of RFIL was $10.32 on September 11. For the October 16 option with a strike price of $7.5, a 30.23% fall in price, including a $0.05 cost, was needed by September 11. For the option with a strike price of $15, a 48.25% rise in price was needed. The nearest affordable strikes were around $10 with a price of $120 and $10 with a price of $85, both with an absolute value of more than 51.05. There was no new matched study and 0% coverage. The default prior regular trading hours exit on September 11 had already passed, and no Monday pre-event option entry was possible. The decision was to reject. https://www.nasdaq.com/press-release/rf-industries-report-third-quarter-results-september-14-2026-08-31 ; https://rfindustries.com/investor-overview/webcast/ ; option_contracts RFIL

On September 10, a merger agreement was signed with Copart. The issuer's 8K form offers $10.50 in cash, which will commence within 5 business days if possible and no later than 7 days, but this is not a closing deadline. On September 11, the closing price was $10.41, compared to $7.22 on September 10, which is a raw increase of 44.182825%. The residual is 0.09/10.41 = 0.864553%, which is conditional on the deal being completed. There is no matched regulatory decision study and no option valuation, so the past announcement jump is rejected as a future convex edge. Without a closing date, there is no annualized return, and there is no fund proposal from an unbacktested spread. https://investors.acvauto.com/sec-filings/all-sec-filings/content/0000950103-26-013780/dp253207_8k.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about GAUZ Gauzy's reverse split. On September 8, the issuer announced a '1-for-20 reverse share split', which means for every 20 shares an investor had, they would now have 1 share. This change was applied to the trading on Friday, September 11. The raw return from September 10 to September 11 was calculated as 2164.150943%, which is the change from $0.3445 to $7.8. This can also be seen as a 20 times increase, from $0.3445 to $6.89, resulting in a 13.207547% economic return. This information does not predict future events and is not part of an option event study. The normalized return is still positive, but it does not mean the wealth increased 22 times. https://rss.globenewswire.com/news-release/2026/09/08/3358174/0/en/gauzy-announces-reverse-share-split.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about a company called GOSS, which had a reverse stock split. This means the company reduced the number of shares it had, making each share worth more. The split was 1 share for every 80 shares before, and it started on September 11 after 11:59 PM Eastern Time on September 10. Before the split, the stock price was $0.1424 on September 10, and after the split, it was $10.73 on September 11. This looks like a big increase of 7435.11236%, but when we adjust for the split, the price actually changed from $0.1424 to $11.392, which is a decrease of 5.8110955%. The system that looks for important stock price movements did not adjust for the split. There is no upcoming decision from the FDA, no similar study, and no option to test the stock's payoff, so the system rejected the idea that the stock's momentum was a sign of a convex edge, which is a term that refers to a situation where the potential profit is greater than the potential loss. https://ir.gossamerbio.com/news-releases/news-release-details/gossamer-bio-announces-effectiveness-1-80-reverse-stock-split/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following grid: Rows represent lag, slippage per side, split, return percentage, drawdown percentage, win percentage, and number, with fees of 0.001 per side. The grid is as follows: lag, slippage per side, split, return percentage, drawdown percentage, win percentage, and number. The data points are: [2, 0.001, train, 9.14586252055122, 10.65078803996553, 42.857142857142854, 7], [2, 0.001, holdout, 5.27140086080756, 1.7530124555394822, 100, 2], [2, 0.003, train, 6.132154122031466, 11.184925285494007, 42.857142857142854, 7], [2, 0.003, holdout, 4.432585753176767, 1.9489187118594375, 100, 2], [3, 0.001, train, 19.452150720304516, 11.156973221386245, 42.857142857142854, 7], [3, 0.001, holdout, 1.013720668934397, 4.958058473301053, 50, 2], [3, 0.003, train, 16.153867656397793, 11.511637064805347, 42.857142857142854, 7], [3, 0.003, holdout, 0.20883126609334116, 5.147573810343342, 50, 2], [5, 0.001, train, 39.55856498027458, 10.963626046677543, 57.14285714285714, 7], [5, 0.001, holdout, -9.482157560057345, 8.405770983338524, 0, 2], [5, 0.003, train, 35.70510860864874, 11.481483231621192, 57.14285714285714, 7], [5, 0.003, holdout, -10.203414550350075, 8.588411519762518, 0, 2]. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/backtest.py vectorbt ; /app/agent/dist/backtest.js

The LUXE issuer provided a quote on August 26, stating that results will be announced before the U.S. market open on September 16, 2026, at 8:00 ET. The contract expiry date is October 16, which is 30 days after the default future position exit date of September 15. On September 11, the prices were: P5 at $0.05, P7.5 at $0.69, and C5 at $2.45 on September 8. Other unpriced calls are not free. There are 12 catalog legs, with 4 having closes, and no next page. For P5, a $0.05 roundtrip cost is assumed, which would require a 33.694181% fall, with 0 out of 9 meeting this condition. For P7.5, an 8.525034% fall is needed, with 1 out of 9 meeting this condition, and the absolute value is 51.0594. For C5, a 1.488498% fall is needed, with 5 out of 9 meeting this condition, but $245 is more than the fund's 102.12 cap. The call intrinsic value is already $239, which is oversized. There will be no regular trading hours until Monday, and no order will be placed. https://investors.luxexperience.com/news/news-details/2026/LuxExperience-Announces-Fourth-Quarter-and-Full-Fiscal-Year-2026-Earnings-Release-and-Conference-Call-Participating-in-Upcoming-Investor-Conference/default.aspx

On 2026-05-19, the company that issued LUXE stock gave its view of the financial situation. This was said at 08:00 Eastern time in a conference, and it was about the results from the morning before the market closed on the day before the event, compared to the close on the day of the event. The stock prices were as follows: on 2026-05-19, the price before the market closed the day before was 7.79, it opened at 7.29, and closed at 6.87, which is a gap of -6.418485237483951 percent and a move of -11.810012836970474 percent. This information is used to adjust the Securities Information Processor, or SIP, which is a system that collects and distributes stock prices, for all of LUXE's historical stock prices, considering the different economic conditions before and after the acquisition of MYTE's legacy business by YNAP in April 2025. https://investors.luxexperience.com/news/news-details/2026/Q3-FY26-Results-LuxExperience-Group-Reports-Positive-Adjusted-EBITDA-Profitability-for-the-Second-Consecutive-Quarter-Confirming-Full-Fiscal-Year-2026-Guidance-as-Transformation-Plan-Is-Fully-on-Track/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A company that issues stocks, LUXE, reported its financial results on February 10, 2026. The report was released at 08:00 Eastern time. On that day, the stock opened at $9.00 and closed at $9.36, which is a 21.09% increase from the previous day's close of $7.73. The stock had a big jump, or gap, of 16.43% from the previous close to the opening price. This event is part of the company's historical financial records, which include its business before it acquired YNAP in April 2025. The first report was released on February 10, and a corrected report will be released on February 12, but the original date of the event will remain the same. https://investors.luxexperience.com/news/news-details/2026/LuxExperience-Announces-Second-Quarter-of-Fiscal-Year-2026-Earnings-Release-and-Conference-Call-Participating-in-Upcoming-Investor-Conferences/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars