Notes

On December 19, 2024, the automated trading fund manager analyzed the earnings reaction of BB. The reaction to the earnings was measured on December 20, 2024. The stock had a prior close of 2.98 and opened at 3, then closed at 3.69. The gap was 0.006711409395973256 and the move was 0.23825503355704702. The earnings press release can be found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3_FY25_Earnings_Press_Release_-_FINAL_PDF.pdf. A news scan found the data line from a stock market data source, which included a link to stock bars at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. The data was measured on September 20, and the call timing supports daily alignment, but not the exact first-news minute, with no actual option fills. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3_FY25_Earnings_Press_Release_-_FINAL_PDF.pdf

On 2024-09-26, after the market closed, which is known as AMC or after market close, a time when trading happens outside regular hours, the company BB reported its earnings. The next day, 2024-09-27, the stock reacted to this news. Before the news, the stock closed at 2.54. The day after the news, it opened at 2.44 and closed at 2.52. This means there was a gap, or a sudden change in price, of -0.03937007874015752, and the stock moved -0.007874015748031482 from its previous close. The information about the earnings can be found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY25-Earnings-Press-Release.pdf. A data scan found stock bars data at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. This data was measured on September 20, and it supports the idea that the timing of the call, or the decision to buy or sell, aligns with daily market movements, but not exactly with the first minute the news was released. There were no actual option fills, which means no options contracts were bought or sold. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY25-Earnings-Press-Release.pdf

On 2024-06-26, after the market closed, which is known as AMC or after market close, a time when trading happens outside regular hours, BB's earnings report was released. The next day, 2024-06-27, the stock reacted. Before the earnings report, the stock closed at 2.21. The day after the report, it opened at 2.3 and closed at 2.45. This meant there was a gap, or a sudden change in price, of 0.040723981900452344, and the price moved up by 0.10859728506787336. The information about the earnings report can be found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY25-Earnings-Press-Release.pdf. A news scan found the data line for stock bars at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. This data was measured on September 20, and it supports the idea that the timing of the call was aligned with daily market movements, but not exactly at the minute the news was first released, and there were no actual option fills, which means no options contracts were bought or sold. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY25-Earnings-Press-Release.pdf

On 2024-04-03, after the market closed, which is known as AMC or after market close, a time when trading happens outside regular hours, the company BB released its earnings report. The reaction to this report happened on 2024-04-04. Before the report, the stock closed at 2.81. The next day, it opened at 2.96 and closed at 2.88. The gap, or difference, between the prior close and the open was 0.053380782918149405. The move, or change, from the open to the close was 0.02491103202846978. This information comes from the company's press release found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4-FY24-Earnings-Press-Release.pdf. A news scan found the data line for stock bars at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. This was measured on September 20, and it supports the idea that the timing of the call is aligned with daily market movements, but not exactly with the first minute the news is released. There were no actual option fills. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4-FY24-Earnings-Press-Release.pdf

On December 20, 2023, a reaction to earnings for BB was observed. The reaction occurred on December 21, 2023. The stock had a prior close of 4.1. It opened at 3.88 and closed at 3.58. The gap was -0.05365853658536579 and the move was -0.12682926829268282. This information comes from a press release found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3-FY24-Earnings-Press-Release-FINAL.pdf. A news scan found the data line for stock bars at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. The data was measured on September 20, and it supports the idea that the timing of the call is aligned with daily trends, but not exactly with the first minute the news was released. There were no actual option fills. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3-FY24-Earnings-Press-Release-FINAL.pdf

On September 28, 2023, a news scan found the earnings report for BB. The report was released after the market closed, which is also known as AMC, or after market close, a time when trading happens outside regular hours. The stock's price reaction to the report was measured on September 29, 2023. Before the report, the stock closed at 4.76 dollars. The next day, it opened at 4.76 dollars and closed at 4.71 dollars. There was no gap, which means the stock did not suddenly change price when trading started. The price moved down by 0.010504201680672232, or a very small percentage, which is a change in price, often shown as a percentage. The earnings report can be found at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY24-Earnings-Press-Release-FINAL.pdf. A data feed from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19 shows the stock's price history. This data was measured on September 20, and it supports the idea that the timing of the report's release aligns with daily trading patterns, but not exactly with the first minute the news was released. There were no actual option fills, which are trades of special contracts that give the buyer the right to buy or sell a stock at a set price. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY24-Earnings-Press-Release-FINAL.pdf

On 2023-06-28, a news scan found the earnings report for BB. The stock's reaction to the report was measured on 2023-06-29. The stock closed at 5.01 on the day before the report, then opened at 5.26 and closed at 5.36 after the report. This means there was a gap of 0.04990019960079839 and a move of 0.06986027944111783. The report is available at https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY24-Earnings-Press-Release-FINAL.pdf. Historical stock data for BB is available at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BB&timeframe=1Day&feed=sip&adjustment=all&end=2026-09-19. The data was measured on September 20 and shows that the timing of the call supports daily alignment, but not exact first-news minute alignment. There were no actual option fills. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY24-Earnings-Press-Release-FINAL.pdf

A news scan found the headline about NOK's October 22 earnings. The issuer's financial calendar is scheduled for December 1, 2025, but only the date is available. The earliest expiry date is October 29. It has been decided that the cheap October 2, 9, and 16 legs cannot be used for the October 22 earnings. https://www.nokia.com/newsroom/nokia-corporations-financial-calendar-for-2026/

A news scan found the headline about NKE planned results on October 1 at 16:15 ET, with a call at 17:00 ET. The issuer was read on August 28 and September 20. The earliest permissible expiry date is October 8. The October 2 cheap legs are ineligible, where cheap legs refer to a type of financial option. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2026/NIKE-Inc--Announces-First-Quarter-Fiscal-2027-Earnings-and-Conference-Call/default.aspx

A news scan found the headline about BB's September 24, 8:00 ET, Q2 FY27 results. The issuer, which is the company that released the information, distributed an announcement on September 10, and it was verified on September 20. The reporting period for these results ended on August 31. The results will expire on October 2, which is 8 days after the announcement, and this meets the rule that requires at least 7 days. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954

The company that issues IONS had an approval released on September 3 and an 8K filing on September 4, which was read on September 20. There is no pending decision on September 22 for the PDUFA, which is a Food and Drug Administration deadline for approving a new drug, regarding zilganersen. This does not mean that all FDA decisions are known, as the FDA advisory calendar, which lists upcoming meetings, is currently empty and does not include private action dates, which are dates when the FDA takes action without a public meeting. https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease

A news scan found the following schedule: on September 20, there was a read. On September 22, Jefferson is scheduled to speak at 10:20 ET at the Treasury Market Conference, and H6 is scheduled to speak at 13:00 ET. On September 21, H10 is scheduled to speak at 16:15 ET. There are also two sessions: CP at 13:00 ET and H15 at 16:15 ET. The FOMC meeting on September 16 has already passed. https://www.federalreserve.gov/newsevents/2026-september.htm

A news scan found the headline for the September 21-22 economic release calendar. The calendar lists the following releases: on September 21, the SCE household spending report will be released at 11:00, and on September 22, the Philadelphia nonmanufacturing report will be released at 8:30, followed by the Richmond manufacturing report at 10:00. The calendar is based on information from the relevant agency, and includes the subject and any changes, but does not include surprise forecasts. https://www.newyorkfed.org/research/calendars/i-sep26.html

A news scan found the headline about MLKN's September 22 earnings, which will be reported before the market opens, and an 08:30 ET call. On August 25, the issuer made an announcement that was read on September 20, which was about the first quarter of the fiscal year 2027. The source that is closest to the schedule said that the issuer is interested in presenting the information in a positive way. https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast

On September 20, between 08:02 and 08:07 UTC, the system checked its own trade ledger and found it empty, with no due monitors and five armed monitors, which are tools used to track and control trades, numbered 438, 439, 441, 442, and 443. The last output from Job 285 was on September 20 at 07:46, which ended with a status of END2/2, indicating the end of a process, and had 46 runs left, with quotes from September 18 at 19:59 UTC that were not live, meaning not currently active. All 15 daily requests made on September 20 returned a 403 error, which is a forbidden access error, while the same requests made on September 19 returned a 200 error, which is a successful response, with 1182 bars of data from the Securities Information Processor, known as SIP, which provides market data. The system also performed a date-boundary repair, which is a process to fix errors at the boundary of a date, but it did not change the proof of entitlement, which is a verification of the right to access certain data. Additionally, the system generated option indicative chains, which are estimates of possible future prices, totaling 200. There were no orders placed during the research session. query_trades; list_jobs; list_monitors; https://runway.adityaperswal.workers.dev/data/stock-bars

Stitch Fix, the issuer, reported its third quarter results, which ended on May 2, with revenue of $340.3 million, a 4.7% increase from the same time last year. The company had 2.309 million clients, which is a 0.9% increase from the previous quarter, but a 1.9% decrease from the same time last year. Free cash flow, which is the amount of money left over after paying for business operations, was $6.5 million. The company also spent $15.1 million on buying back its own shares and had $229.4 million in cash and investments, with no debt. On September 2, Stitch Fix confirmed that it will announce its fourth quarter and full year financial results on September 23, with a conference call at 17:00 ET. This information is based on the company's primary management claims, not independent expectations, and can be found on the Stitch Fix investor website. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

The issuer has a convertible note that matures on September 17, 2026, with a value of $1.3 billion and a maturity date of 2033, and this note has capped call hedges. The flow of money from this financing is confusing the volume of trades when the stock price breaks out. This breakout is excluded under the convex liquidity mandate, which means it does not claim to be related to a clinical catalyst or predict the direction of the stock price. https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm

A news scan found the data line for SFIX R92006 training-only indicator correlations and conditional moves. The correlations are as follows: the correlation between absolute move and RSI is 0.22625812397165812, and the correlation between absolute move and RV20 is 0.27716023490693226. The correlation between RSI above 50 is 0.9129324502799223. RSI stands for Relative Strength Index, a measure of stock price movement. RV20 refers to a 20-day realized volatility measure. The data is divided into two groups: one with RSI above 50 being false, which has 3 samples and a median absolute move of 0.21036585365853655, and one with RSI above 50 being true, which has 5 samples and a median absolute move of 0.16489361702127658. The data is from small selected samples and shows exploratory correlations, not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data: train_n is 9, corr_abs_move_rsi is -0.602751507468519, corr_abs_move_rv20 is 0.1697676240171824, and corr_rsi_above50 is 0.6818555050161711. This data includes groups with the following information: one group has above50 set to false, with n equal to 5, and median_abs equal to 0.1937084344980472, and another group has above50 set to true, with n equal to 4, and median_abs equal to 0.02324894514767939. The data is from small selected samples and shows exploratory correlations, which are not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation was run with the following assumptions: it used 50000 paths, a seed of 92006, a normal sigma of 0.261624053795222, a calibrated total variance of 0.01990933599906272, an event variance of 0.01465859606843569, an initial mid of 0.405, an entry ask of 0.48, a halfspread of 0.075, a daily non event sample of 247, a sample daily mean of 0.0007411294664850282, and a rate assumption of 0.04. The terminal results were a payout multiple mean of 3.2241962118365612, a profit count of 4, a total of 11, a zero intrinsic count of 7, a holdout mean pnl dollars of -50, and a gross p80 downside payoff of 2.7141827956989246. The October timing results were a move of 0.02571196094385675, a median abs of 0.10017371163867983, and a p80 abs of 0.2010752688172044. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy. The results are based on a simulated event that occurred on July 24, 2026. According to the data, the strategy resulted in a stop exit with a profit and loss of -26.809986769299226. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy. This diagnostic is not based on actual trades or portfolio returns. On December 19, 2025, a trading event occurred, which was set to exit based on time, and it resulted in a profit and loss of -10.555877154105158. This is a hypothetical scenario, not an actual trading result. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy, but it does not reflect actual trades or portfolio returns. On September 30, 2025, a trading event occurred with a stop exit and a profit and loss of -26.17982322472921, which is a measure of profit or loss, also known as pnl, or profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars