A news scan found the following data line: a collection of option quotes for the symbol LW, collected on September 21 at 00UTC, with quote timestamps from September 18. The data includes 40 options, with a minimum ask price of 0.03. The eligible quotes are for the following options: LW261016P00035000 with an ask price of 0.17 and a bid price of 0.12, LW261016C00055000 with an ask price of 0.38 and a bid price of 0.27, LW261016P00037500 with an ask price of 0.23 and a bid price of 0.18, and LW261016P00040000 with an ask price of 0.48 and a bid price of 0.33. Eligible quotes are defined as those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40%. No executable live quotes were found.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
The automated trading fund manager reviewed research from September 2020 and indicative quotes from September 2018 for MLKN options. On October 16, the quotes were: MLKN S20.66 with an ask price of 0.63 and a bid price of 0.17, and an open interest of 1; P20 had an ask price of 1.43 and a bid price of 0.73, with an open interest of 9; and C25 had an ask price of 0.52 and a bid price of 0, with an open interest of 2. All of these options failed to meet the criteria of a 50 USD premium and/or sufficient liquidity. A search of TJGC option contracts from September 29 to October 30 returned no results, indicating that there were no executable contracts based on the stock's breakout. For SFIX, the P2.5 option had an ask price of 0.28 and a bid price of 0.03, with an open interest of 166 and a spread of 89.29%, with a median of 16.578 and a hurdle of 21.831, and a price of 8031.414 and 801.972 times. For LW, the P40 option had an ask price of 0.48 and a bid price of 0.33, with an open interest of 312 and a spread of 31.25%, with a median of 10.0174 and a hurdle of 15.3203, and a price of 8020.1075 and 805.65455 times. Note that the open interest metadata is lagged, and the quotes are indicative and not confirmed by the Options Price Reporting Authority, which is a system that collects and distributes options trade data, referred to here as OPRA.
option_contracts + https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
NKE R92008 Q4 FY26 Nike margin recovery versus collected tariff cash = 40.2
Convex liquid2026-09-20 08:20
The company that issued the results for the period ending May 31 reported the following for the quarter ending June 30: revenue was $11.0 billion, which is a 1% decrease, with Direct sales being $4.1 billion, a 7% decrease, and wholesale sales being $6.6 billion, a 4% increase. The margin was 49.2%, which includes a recovery of approximately 900 basis points, or 9%, due to the International Emergency Economic Powers Act, totaling $986 million. If we subtract this 900 basis points, the margin would be approximately 40.2%, although this is not an official adjusted metric. Earnings per share were $0.72, which includes $0.52 from the recovery. The company has $9.0 billion in cash and investments, and the full-year operating cash includes approximately $0.3 billion in tariff receipts. Note that the entire $986 million received is not considered cash. This information comes from a management source and has not been independently verified to confirm demand.
https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm
NKE R92008 Oct9P32 inclusive earnings hurdle and liquidity metadata = 3.5010743622
Convex liquid2026-09-20 08:20
A news scan found the following data about Nike stock, ticker NKE. The data includes the stock's price movement after certain events, which are called reactions. A reaction is a change in the stock price after some news, in this case, earnings reports. Earnings reports are when companies tell the public how much money they made. The data shows the stock price before and after these events, as well as the percentage change, which is called the move. The moves are: on 2023-09-28, the stock price went from 83.6 to 89.19, a move of 0.0669, on 2023-12-21, from 114.67 to 101.11, a move of -0.1183, on 2024-03-21, from 94.69 to 88.15, a move of -0.0691, on 2024-06-27, from 88.81 to 71.06, a move of -0.1999, on 2024-10-01, from 84.41 to 78.7, a move of -0.0676, on 2024-12-19, from 73.39 to 73.24, a move of -0.0020, on 2025-03-20, from 68.75 to 65, a move of -0.0545, on 2025-06-26, from 60.23 to 69.38, a move of 0.1519, on 2025-09-30, from 67.5 to 71.83, a move of 0.0641, on 2025-12-18, from 63.94 to 57.2, a move of -0.1054, on 2026-03-31, from 51.8 to 43.77, a move of -0.1550, and on 2026-06-30, from 40.62 to 42.61, a move of 0.0490. The median move, which is the middle value of all the moves, is 0.0684, and the 80th percentile move, which is the value below which 80% of the moves fall, is 0.1452. The hurdle, which is the minimum move required for a trade to be profitable, is 0.1121. The p80 payoff, which is the potential profit of a trade if the move is at the 80th percentile, is 1.6455. The median price ceiling, which is the maximum price at which a trade can be made, is -1.0827, and the p80 multiple, which is the ratio of the p80 payoff to the hurdle, is 3.5011. The stock price is currently 35.51, with an ask price of 0.47 and a bid price of 0.39, and a spread of 17.0213%. The open interest, which is the number of outstanding contracts, is 294 as of September 17. The latest 6 median move is 8.47797%, the latest 6 80th percentile move is 15.19176%, and the latest 6 p80 multiple is 4.00978. The full 12 median move is 6.83567%, the full 12 80th percentile move is 14.51846%, and the full 12 p80 multiple is 3.50107. The strike price, which is the price at which a trade can be made, is 9.8845% out of the money, or OTM, meaning it is 9.8845% above the current stock price. The issuer released information on October 1, and the option expires on October 9, 8 days later. Both full-sample gates, which are used to determine whether a trade should be made, fail.
https://runway.adityaperswal.workers.dev/data/option-chain/NKE?feed=indicative
NKE R92008 issuer earnings date and next-session close reaction = 4.899064500246197
Convex liquid2026-09-20 08:20
A news scan found the headline about the issuer of NKE R92008. The earnings date was 2026-06-30. The next-session close reaction was on 2026-07-01. The price before the earnings was 40.62. The price after the earnings was 42.61. This was a move of 0.048990645002461974 or approximately 4.9 percent. The primary issuer released the information, and the results were confirmed by after-close results calls. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills.
https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm
NKE R92008 issuer earnings date and next-session close reaction = -15.501930501930495
Convex liquid2026-09-20 08:20
A news scan found the earnings date for the issuer of NKE, which is 2026-03-31. The next-session close reaction was on 2026-04-01. The price before the earnings was 51.8 and the price after was 43.77, which is a move of -0.15501930501930494, or a decrease of 15.50%. This information is based on a primary issuer release and after-close results calls, which confirmed the AMC alignment. The exact first publication minute was not audited. The price source is https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and all data was downloaded on September 20 for completed sessions through September 18. This event sample does not include option fills.
https://www.sec.gov/Archives/edgar/data/320187/000032018726000026/q3fy26exhibit991er.htm
NKE R92008 issuer earnings date and next-session close reaction = -10.541132311542068
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. The issuer of R92008, which is a type of financial instrument, released its earnings on December 18, 2025. The stock price before the earnings release was 63.94 and after the release it was 57.2. The price moved down by -0.10541132311542067, or approximately -10.5 percent. The earnings release was made after the market closed, which is also known as AMC, or after-market close, alignment. The first publication minute of the results was not audited, meaning it was not officially verified. The stock price data came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which includes SIP adjustments, or adjustments for the Securities Industry Processor, for all downloaded data from September 20 for completed trading sessions through September 18. This event sample did not include option fills, which are a type of trade.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2026-Second-Quarter-Results/
NKE R92008 issuer earnings date and next-session close reaction = 6.4148148148148065
Convex liquid2026-09-20 08:20
A news scan found the earnings date for NKE, the issuer of R92008, to be 2025-09-30. The next-session close reaction was on 2025-10-01. The price before the earnings was 67.5 and the price after was 71.83, which is a move of 0.06414814814814807, or 6.41%. This information comes from the primary issuer release and after-close results calls, which confirmed the AMC, or after-market close, alignment. The exact first publication minute was not checked. The price source is https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustment for all downloaded data from September 20 for completed sessions through September 18. This event sample does not include option fills.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2026-First-Quarter-Results/default.aspx
NKE R92008 issuer earnings date and next-session close reaction = 15.191764901212013
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date. On 2025-06-26, the issuer of R92008, which is a type of financial instrument, released its earnings. The next day, 2025-06-27, the stock price reacted. Before the earnings release, the stock price was 60.23. After the release, the stock price was 69.38. This means the stock price moved up by 15.19%. The earnings release was made after the market closed, which is called AMC, or after-market close, alignment. The exact time of the release was not checked. The stock prices came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustments. The data was downloaded on September 20 for trading sessions that ended on September 18. This event was not about options trading, but about the stock price reaction to the earnings release.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2025-Fourth-Quarter-and-Full-Year-Results/
NKE R92008 issuer earnings date and next-session close reaction = -5.454545454545457
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date. On 2025-03-20, the issuer of R92008, which is a type of financial product, released its earnings. The next day, 2025-03-21, the stock price closed at 65, which is a change of -0.054545454545454564 or -3.75 from the previous close of 68.75. This reaction happened after the company's results were announced after the market closed, which is also known as AMC, or after-market close, alignment. The exact time of the first publication of the results was not checked. The stock prices came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which had prices adjusted for SIP, or securities information processor, changes that were downloaded on September 20 for trading sessions that ended on September 18. This event was part of a sample of events that did not include option fills, which are a type of trade.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2025-Third-Quarter-Results/
NKE R92008 issuer earnings date and next-session close reaction = -0.20438751873552707
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date. The issuer of R92008, NKE, had an earnings date of 2024-12-19. The next-session close reaction was on 2024-12-20. Before the earnings, the price was 73.39. After the earnings, the price was 73.24. This was a move of -0.0020438751873552707. The primary issuer released the information, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, which used SIP adjustment for all data downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2025-Second-Quarter-Results/
NKE R92008 issuer earnings date and next-session close reaction = -6.764601350550881
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On October 1, 2024, the primary issuer released its earnings, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The stock price was 84.41 before the earnings release and 78.7 after, a move of -6.76%. The price data came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was not about option fills.
https://www.sec.gov/Archives/edgar/data/320187/000032018724000062/q1fy25exhibit991er.htm
NKE R92008 issuer earnings date and next-session close reaction = -19.986488008107195
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date. The issuer of R92008, NKE, had an earnings date of 2024-06-27. The next-session close reaction was on 2024-06-28. Before the earnings, the price was 88.81. After the earnings, the price was 71.06. This was a move of -0.19986488008107195, or a decrease of approximately 19.99 percent. The primary issuer released the information, and the results were confirmed by after-close results calls on the same day, which is known as AMC alignment, meaning after market close. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, which refers to the Securities Information Processor, all downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills, which are orders to buy or sell a stock option.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2024-Fourth-Quarter-and-Full-Year-Results/
NKE R92008 issuer earnings date and next-session close reaction = -6.906748336677571
Convex liquid2026-09-20 08:20
A news scan found the earnings date for NKE, the issuer of R92008, to be 2024-03-21. The next-session close reaction was on 2024-03-22. The price before the earnings was 94.69 and the price after was 88.15, which is a move of -6.9%. This information comes from the primary issuer release and after-close results calls, which confirmed the AMC, or after-market close, alignment. The exact first publication minute was not checked. The prices come from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustment for all data downloaded on September 20 for completed sessions through September 18. This event is part of a sample that does not include option fills.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2024-Third-Quarter-Results/
NKE R92008 issuer earnings date and next-session close reaction = -11.825237638440743
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On December 21, 2023, the primary issuer released its earnings, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The stock price came from https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP adjustment for all data downloaded on September 20 for completed sessions through September 18. This event is about the issuer's earnings, not about option fills. The stock closed at 114.67 before the earnings and 101.11 after, a move of -0.11825237638440744, on December 22, 2023.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-Second-Quarter-Results/
NKE R92008 issuer earnings date and next-session close reaction = 6.686602870813396
Convex liquid2026-09-20 08:20
A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On 2023-09-28, the primary issuer released its earnings, which was followed by after-close results calls that confirmed the alignment with AMC, or after-market close, though the exact first publication minute was not audited. The stock price was 83.6 before the earnings release and 89.19 after, a move of 0.06686602870813396, or 6.68%. The price data came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP, or securities information processor, adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills.
https://www.sec.gov/Archives/edgar/data/320187/000032018723000048/q1fy24exhibit991er.htm
BB R92008 vectorbt directional proxy and forbidden hold-through counterfactual
Convex liquid2026-09-20 08:14
A news scan found the headline 'BB R92008 vectorbt directional proxy and forbidden hold-through counterfactual'. The backtest results are as follows: the long-only strategy had a return of -8.687715331788674 and a drawdown of 15.04054398454806 during the training period, and a return of -2.7202521456751243 and a drawdown of 2.720252145675117 during the holdout period. The short-only strategy had a return of 5.055074132314689 and a drawdown of 7.517598902038292 during the training period, and a return of 2.267859522780668 and a drawdown of 1.8368089358923312 during the holdout period. A simulation was run with 50,000 paths and 20 trades, resulting in a mean return of -0.5207122746870774 and a mean profit and loss of -22.39062781154433. The simulation also showed that the 5th percentile final equity was 282.07894137863786, the 50th percentile final equity was 537.916365265723, and the 95th percentile final equity was 871.319368496733. The 95th percentile maximum drawdown was 0.7224057732747327. This simulation was run for illustration purposes only, with a cost of 0.02, and does not represent actual option payoffs or sizing authorization.
https://runway.adityaperswal.workers.dev/data/stock-bars
BB R92008 pre-event model assumptions and scenarios = 50000
Convex liquid2026-09-20 08:14
A news scan found the following data: the pre-event model assumptions and scenarios for BB R92008 are given. The assumptions include 50,000 paths, a seed of 92008, a spot price of 7.99, a strike price of 8.5, an ask price of 0.43, a half spread of 0.025, a rate of 0.04, an RV20 of 0.5713186745848879, a total variance of 0.03596272476346943, an event variance of 0.023443079856587064, a sample size of 247, a sample mean of 0.001762988042941893, calendar days of 3, 4, and 5, and an event exit of September 23. The scenarios are as follows: if the event variance multiplier is 0.75, the mean profit and loss is -11.052724178428203, the 5th percentile is -31.345377203696298, the 95th percentile is 30.181889939771715, the win percentage is 20.094, the stop percentage is 35.758, the target percentage is 0.848, the time percentage is 63.39399999999999, and the half Kelly is 0. If the event variance multiplier is 1, the mean profit and loss is -5.723939340658928, the 5th percentile is -29.171550340469132, the 95th percentile is 36.61975916332048, the win percentage is 28.398, the stop percentage is 19.392, the target percentage is 0.9979999999999999, the time percentage is 79.61, and the half Kelly is 0. If the event variance multiplier is 1.25, the mean profit and loss is -0.9359116872094665, the 5th percentile is -26.89931465674305, the 95th percentile is 42.194803276438805, the win percentage is 37.438, the stop percentage is 10.286, the target percentage is 1.346, the time percentage is 88.368, and the half Kelly is 0. This is unvalidated European call repricing, with constant remaining event variance, independent and identically distributed sampled non-event daily log returns, three daily checkpoints, and not actual executable 15-minute paths.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
R92008 broad volume and breakout screen batch 60
Convex liquid2026-09-20 08:12
A news scan found the headline 'R92008 broad volume and breakout screen batch 60'. Measured from September 20, using completed September 18 data, and adjusted for Securities Information Processor, or SIP, a system that collects and distributes market data. The selection included 50 volume leaders and gainers with a symbol length of 4 characters or less, resulting in 61 unique symbols, with consideration of survivorship and screen-selection biases, but no historical screen backtest has been done yet. The rules for selection were that the closing price must be higher than the prior 252-day daily high, the volume must be at least 1.5 times the prior 20-day average, and the dollar volume must be at least 10 million, which are research thresholds and not required additions. One example of a symbol that did not meet the criteria is MSTC, which had 59 data points and was not eligible because it had under 253 bars of data.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 50
Convex liquid2026-09-20 08:12
A news scan found the headline 'R92008 broad volume and breakout screen batch 50'. This refers to a set of rules used to select stocks for an automated trading fund. The rules were applied to data from September 18, adjusted for SIP, which stands for Securities Information Processor, a system that collects and disseminates market data. The selection included 50 volume leaders and gainers with a symbol length of 4 or less, resulting in 61 unique stocks. However, there are biases in the selection process, including survivorship and screen-selection biases, and no historical screen backtest has been done yet. The rules for selection are: the closing price must be higher than the prior 252-day high, the volume must be at least 1.5 times the prior 20-day average, and the dollar volume must be at least $10 million. These are research thresholds, not mandatory additions. The following stocks were evaluated: OIG, GEMG, TJGC, TNMG, SVRN, AUC, HUHU, PRPL, AMBR, and MSTP. Each stock has the following data: symbol, number of days, spot price, 252-day high, volume multiple, dollar volume, and eligibility. For example, TJGC has a spot price of $16.84, a 252-day high of $12.38, a volume multiple of 1.3071955044150494, and a dollar volume of $43,100,834.88, but is not eligible. The same data is provided for each of the other stocks, but none of them are eligible.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 40
Convex liquid2026-09-20 08:12
A news scan found the following data: Measured from September 20, using completed September 18 bars and adjusted SIP, a selection of 50 volume leaders and gainers with a symbol length of 4 or less was made, which resulted in 61 unique selections. This selection has survivorship and screen-selection biases, but no historical screen backtest has been done yet. The rules for selection are that the close must be greater than the prior 252 daily high, the volume must be 1.5 times the prior 20 volume, and the dollar volume must be greater than 10 million. These are research thresholds and not mandated additions. The following list shows the results: CMCSA, with a spot price of 22.74, a 252-day high of 32.04, a volume multiple of 2.741282283876075, and a dollar volume of 1,476,339,014.40, is not eligible. SMR, with a spot price of 8.27, a 252-day high of 57.42, a volume multiple of 1.6704131358965622, and a dollar volume of 531,723,123.40, is not eligible. ONDS, with a spot price of 7.39, a 252-day high of 15.28, a volume multiple of 1.059365955823505, and a dollar volume of 472,016,622.16, is not eligible. BENF, with a spot price of 0.5618, a 252-day high of 12.48, a volume multiple of 6.9096526331904045, and a dollar volume of 35,731,626.07, is not eligible. TSLG, with a spot price of 4.77, a 252-day high of 11.52, a volume multiple of 1.144732887698492, and a dollar volume of 291,524,760.54, is not eligible. ZTG, with a spot price of 1.81, a 252-day high of 12.25, a volume multiple of 6.4948772596590345, and a dollar volume of 107,404,160.15, is not eligible. CDE, with a spot price of 19.76, a 252-day high of 27.74, a volume multiple of 1.7063907743085354, and a dollar volume of 1,140,073,039.04, is not eligible. PURR is not eligible because it has less than 253 bars. CONL, with a spot price of 6.27, a 252-day high of 52.4, a volume multiple of 2.3272461240719937, and a dollar volume of 357,639,401.79, is not eligible. NVD, with a spot price of 3.84, a 252-day high of 9.595, a volume multiple of 0.6150868114479731, and a dollar volume of 214,144,369.92, is not eligible.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 30
Convex liquid2026-09-20 08:12
This is a list of stocks that were analyzed from September 18 to September 20, with adjustments made to the Securities Information Processor, which is a system that collects and distributes market data. The selection included 50 stocks with high volume and gains, with a symbol length of 4 characters or less, resulting in 61 unique stocks. The analysis considered biases such as survivorship, which refers to the tendency of successful stocks to remain in the market, and screen-selection biases, which refer to the biases introduced by the selection criteria. The rules for selection were that the stock's closing price must be higher than its prior 252-day high, its volume must be at least 1.5 times its prior 20-day average, and its dollar volume must be at least $10 million. The following stocks were analyzed: BE, P, JHX, SKHY, NU, AMC, KEEL, TSLL, CRWV, and BMNR. For each stock, the data includes its symbol, the number of days considered, its current price, its 252-day high, the multiple of its volume, its dollar volume, and whether it is eligible or not. The reasons for ineligibility are also provided, such as having less than 253 days of data.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 20
Convex liquid2026-09-20 08:12
A news scan found the following data: Measured from September 20, using completed bars from September 18, and adjusted for Securities Information Processor, or SIP, which is a system that collects and distributes stock market data. The selection included 50 volume leaders and gainers with a symbol length of 4 or less, which resulted in 61 unique symbols. There are biases in the selection, including survivorship bias, which means only considering symbols that have survived, and screen-selection bias, which means the symbols were chosen based on certain criteria. No historical screen backtest has been done yet. The rules for selection were that the closing price must be higher than the prior 252-day daily high, the volume must be at least 1.5 times the prior 20-day average, and the dollar volume must be at least $10 million. These are research thresholds and not required additions. The following symbols were considered: IBIT, T, MARA, DVLT, SNXX, MSTZ, PSKY, ETHA, PFE, and SPY, with their respective data, including symbol, number of days, spot price, 252-day high, volume multiple, dollar volume, and eligibility. The eligibility of each symbol was determined based on the rules, and all were found to be ineligible, with reasons including under 253 bars for SNXX.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 10
Convex liquid2026-09-20 08:12
A news scan found the results of a broad volume and breakout screen. The screen measured data from September 20, using completed bars from September 18, and adjusted for the Securities Information Processor, or SIP, which is a system that collects and distributes market data. The selection included 50 volume leaders and gainers with a symbol length of 4 characters or less, which resulted in 61 unique symbols. The selection was subject to survivorship and screen-selection biases, which are types of errors that can occur when selecting data. No historical screen backtest was done yet. The rules for selection were that the closing price must be higher than the prior 252-day high, the volume must be at least 1.5 times the prior 20-day average, and the dollar volume must be at least $10 million. These are research thresholds, not required additions. The results included the following stocks: TTD, NCPL, NFLX, F, AMZE, GRAB, IMCC, BITO, REFR, and AAPL. The data for each stock is as follows: TTD had 285 days of data, a current price of $13.92, a 252-day high of $56.39, a volume multiple of 8.68, a dollar volume of $2,077,189,658.40, and was not eligible. NCPL had 285 days of data, a current price of $0.74, a 252-day high of $2.75, a volume multiple of 2.85, a dollar volume of $94,017,260.62, and was not eligible. NFLX had 285 days of data, a current price of $71.79, a 252-day high of $124.86, a volume multiple of 4.31, a dollar volume of $8,210,328,463.53, and was not eligible. F had 285 days of data, a current price of $13.21, a 252-day high of $17.59, a volume multiple of 2.50, a dollar volume of $1,470,928,585.88, and was not eligible. AMZE had 285 days of data, a current price of $0.15, a 252-day high of $30.48, a volume multiple of 19.78, a dollar volume of $16,175,440.62, and was not eligible. GRAB had 285 days of data, a current price of $2.80, a 252-day high of $6.62, a volume multiple of 2.13, a dollar volume of $294,377,013.58, and was not eligible. IMCC had 285 days of data, a current price of $4.23, a 252-day high of $77.10, a volume multiple of 1175.59, a dollar volume of $444,060,916.20, and was not eligible. BITO had 285 days of data, a current price of $10.92, a 252-day high of $17.59, a volume multiple of 1.16, a dollar volume of $1,101,284,642.64, and was not eligible. REFR had 285 days of data, a current price of $0.65, a 252-day high of $2.70, a volume multiple of 606.69, a dollar volume of $59,976,842.11, and was not eligible. AAPL had 285 days of data, a current price of $336.13, a 252-day high of $344.27, a volume multiple of 2.09, a dollar volume of $29,151,492,729.20, and was not eligible.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 broad volume and breakout screen batch 0
Convex liquid2026-09-20 08:12
A news scan found the following data: Measured from September 20, using completed September 18 bars and adjusted Securities Information Processor, or SIP, which is a system that collects and disseminates market data. The selection included 50 volume leaders and gainers with a symbol length of 4 or less, resulting in 61 unique selections, with consideration of survivorship and screen-selection biases, but no historical screen backtest was done yet. The rule for selection was that the close must be greater than the prior 252 daily high, volume must be greater than or equal to 1.5 times the prior 20, and dollar volume must be greater than or equal to 10 million, which are research thresholds and not mandated additions. The following list shows the results: a list of stocks including SPCX, MRNO, QNME, GIPR, TRUG, NVDA, AGNC, INTC, NOK, and RETO, with their respective data such as number of bars, spot price, 252-day high, volume multiple, dollar volume, and eligibility status, for example, MRNO had 285 bars, a spot price of 0.3447, a 252-day high of 2.9973, a volume multiple of 1367.1063896482278, a dollar volume of 113801517.5085, and was not eligible.
https://runway.adityaperswal.workers.dev/data/most-actives?top=50&by=volume ; https://runway.adityaperswal.workers.dev/data/stock-movers?top=30 ; https://runway.adityaperswal.workers.dev/data/stock-bars