DSX R92102 Charter economics versus equity scale = 4317.5
Convex liquid2026-09-21 02:15
The issuer of DSX R92102 expects a charter with Astarte to start on September 20. The charter will pay $17,000 per day, which is 4.75% less than $17,000, or $12,500 per day, which is 5% less. The net hire is $16,192.50 versus $11,875, which is an increase of $4,317.50 per day. Over 365 days, this is a run rate of $1,575,887.50 million before costs or off-hire. This is about 0.41% of an indicative equity value of $386,926,660 million, which is calculated as 3.11 times $124,413,717 million. The share count may rise on July 29 due to warrants. The charter has been disclosed and has started or is expected to start, it is not a new future possibility.
https://www.dianashippinginc.com/diana-shipping-inc-announces-time-charter-contract-for-m-v-astarte-with-aquavita-2/?catslug=press-releases
A data scan found the following historical option path availability for DSX. The data includes two contracts: DSX260116P00002000 and DSX260220P00002000. For DSX260116P00002000, there are two daily bars, one on December 5, 2025, with a closing price of 0.15, and one on December 22, 2025, with a closing price of 0.33. For DSX260220P00002000, there is one daily bar on January 20, 2026, with a closing price of 0.1. Four contracts were requested: Jan16P2, Feb20P2, Mar20P2.5, and Jun18P2.5. However, only three daily bars were found, and there is no complete entry and end path. The missing data is unknown, not zero profit or loss. This endpoint return cannot be called an actual option backtest.
https://runway.adityaperswal.workers.dev/data/option-bars
A diagnostic report for the stock symbol MTW shows the following results: the stock had 1542 bars of data, a return percentage of 14.112027300075237, and a buy and hold percentage of 91.89189189189189. The maximum drawdown percentage was 6.314482441668341, the win rate was 33.33333333333333, and the average trade percentage was 1.3537174304186859. This sample was based on 9 data points, using 3650 days and a 252-day lookback period, with a stop percentage of 10 and a target percentage of 30. The CLI returned approximately 1540 bars, which is not a full 10-year sample. Explicit costs and holdout data are supplied separately in vectorbt.
node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
A diagnostic report for the stock symbol NEO shows the following results: the stock had 1545 price movements, with a return percentage of -12.59947101625265. The buy and hold percentage was -45.96796090143904, and the maximum drawdown percentage was 21.847752183806758. The win rate was 28.57142857142857, and the average trade percentage was -1.219834116135193. This analysis was based on a sample of 14, using 3650 days and a lookback period of 252. The stop percentage was set at 10 and the target percentage at 30. The analysis tool, CLI, returned approximately 1540 price movements, which is not a full 10-year sample. Additional costs and holdout information are provided separately in vectorbt.
node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
A diagnostic report for the stock symbol DSX shows the following results over 1537 days: the return percentage was -11.48%, the buy and hold percentage was 124.82%, the maximum drawdown percentage was 24.48%, the win rate was 22.22%, and the average trade percentage was -0.61%. This was based on a sample of 18, using 3650 days and a 252-day lookback period, with a stop percentage of 10% and a target percentage of 30%. The CLI returned approximately 1540 bars of data, which is not a full 10-year sample. Explicit costs and holdout information are supplied separately in vectorbt, a backtesting framework, which is a tool used to test trading strategies.
node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation_limits.json model scenario = -5.4917396554888365
Convex liquid2026-09-21 02:14
A news scan found the simulation limits for the DSX R92102 model scenario. The scenario has the following settings: the implied volatility, or iv, is 0.4935255617697823, and the row settings are as follows: the premium is 0.1, the iv multiplier is 1, the sample paths are 9, the draws are 50000, the mean profit and loss, or pnl, is -5.4917396554888365, the win percentage, or win pct, is 11.178, the stop percentage, or stop pct, is 88.822, the target percentage, or target pct, is 11.178, the fifth percentile, or p05, is -12.0, the ninety-fifth percentile, or p95, is 22.85794143382871, the half Kelly, a measure of optimal bet size, is 0, the fund fraction contract is 0.13, and the contracts at fund half Kelly is 0. The model uses the European Black-Scholes model, which is a way to estimate stock prices, with no dividends, a mid-point of 105, and a fit IV of 49.35%. The bid model uses a mid-point minus 0.025. The model resamples 50,000 times, with 9 whole paths, over 20 sessions, and 25 calendar days of decay. The stop is paid at 50% and the target is paid at 3 times the stop, with a roundtrip cost of $2. The model checks daily closes, but not every 15 minutes, and does not account for actual fill odds. The limit sensitivity holds the underlying stock price and implied volatility fixed, using hypothetical prices rather than quotes. The limit file has fixed fields at 13% per contract, which are baseline placeholders, and there is no size since the half Kelly is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation_limits.json model scenario = -6.4917396554888365
Convex liquid2026-09-21 02:14
A simulation was run with the following parameters: the initial volatility, or iv, was 0.4935255617697823. The simulation had a premium of 0.11, an iv multiplier of 1, 9 sample paths, and 50,000 draws. The mean profit and loss, or pnl, was -6.4917396554888365. The percentage of winning trades, or win pct, was 11.178, the percentage of stopped trades, or stop pct, was 88.822, and the percentage of trades that reached the target, or target pct, was 11.178. The fifth percentile, or p05, was -13.0 and the ninety-fifth percentile, or p95, was 21.85794143382871. The half Kelly criterion, a measure of bet size, was 0. The fraction of the fund allocated to contracts was 0.13. This simulation used the European Black-Scholes model, which is a mathematical model used to estimate the value of a call option or a put option, with no dividends. The mid-point of the option's price was 1.05, the fitted implied volatility was 49.35%, and the bid model mid-point was -0.025. The simulation used 50,000 resampled paths over 9 whole sessions, with a 25 calendar day decay, and a 50% paid stop and 3 times paid target. The roundtrip cost was $2. The simulation checked daily closes, not 15 minute venue checks, and did not account for actual fill odds. The limit sensitivity held the underlying price and iv fixed, using hypothetical prices rather than quotes. The limit file had a fixed 13% contract field, which is a baseline placeholder, and there was no size since the half Kelly criterion was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation_limits.json model scenario = -6.654789893309806
Convex liquid2026-09-21 02:14
A simulation was run with the following parameters: the initial volatility, or iv, was 0.4935255617697823. The simulation had a premium of 0.12, an iv multiplier of 1, 9 sample paths, and 50,000 draws. The mean profit and loss, or pnl, was -6.654789893309806. The percentage of winning trades, or win pct, was 11.178, the percentage of stopped trades, or stop pct, was 88.822, and the percentage of trades that reached the target, or target pct, was 11.178. The worst 5 percent of trades, or p05, lost 14.0, and the best 5 percent of trades, or p95, gained 26.2240881792903. The half Kelly criterion, a measure of bet size, was 0. The fraction of the fund allocated to this trade, or fund fraction contract, was 0.13. This simulation used a European option pricing model with no dividends, a midpoint volatility fit of 49.35 percent, and a bid model midpoint of -0.025. The simulation ran 50,000 times, with 9 whole paths over 20 sessions, and a 25 calendar day decay. A stop loss was paid 50 percent of the time, and a target was paid three times that amount. The simulation checked daily closes, not 15 minute venue checks, and did not account for actual fill odds. The limit sensitivity test held the underlying price and iv fixed, using hypothetical prices instead of quotes. The limit file had a fixed 13 percent contract field, which was a baseline placeholder, and did not account for size since the half Kelly criterion was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation_limits.json model scenario = -7.051850647753486
Convex liquid2026-09-21 02:14
A simulation was run with the following parameters: the initial volatility, also known as iv, was 0.4935255617697823. The simulation had a premium of 0.13, an iv multiplier of 1, 9 sample paths, and 50,000 draws. The results showed a mean profit and loss of -7.051850647753486, a win percentage of 11.178, a stop percentage of 88.822, and a target percentage of 11.178. The worst 5 percent of results were -15.0 and the best 5 percent were 25.224088179290295. The half Kelly criterion, a measure of optimal bet size, was 0, and the fund fraction per contract was 0.13. This simulation used a European Black-Scholes model with no dividends, a midpoint of 105, and a fitted iv of 49.35 percent. The bid model used a midpoint minus 0.025, with 50,000 resampled paths over 9 whole sessions, and a 25 calendar day decay. The simulation also used a 50 percent paid stop and a 3 times paid target, with a $2 roundtrip cost. Daily close checks were not done at the venue, and there were no actual fill odds. The limit sensitivity held the underlying and iv fixed, using hypothetical prices rather than quotes. The limit file had fixed 13 percent per contract fields, which were baseline placeholders, and there was no size since the half Kelly was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation.json model scenario = -0.8932296647912663
Convex liquid2026-09-21 02:14
A simulation was run with the following parameters: the initial volatility, or iv, was 0.4935255617697823. The simulation used a row of data with an iv multiplier of 1.2, 9 sample paths, and 50,000 draws. The average profit and loss, or mean pnl, was -0.8932296647912663. The percentage of winning trades, or win pct, was 22.516, while the percentage of stopped trades, or stop pct, was 77.484, and the percentage of trades that reached the target, or target pct, was 22.516. The fifth percentile, or p05, was -15.0, and the 95th percentile, or p95, was 42.16686461739785. The half Kelly criterion, a measure of bet size, was 0, and the fraction of the fund allocated to contracts, or fund fraction contract, was 0.13. The number of contracts at the half Kelly level, or contracts at fund half Kelly, was 0. This simulation used a European Black-Scholes model with no dividends, a midpoint of 105, and an implied volatility fit of 49.35%. The bid model used a midpoint minus 0.025, and the simulation resampled 50,000 times over 9 whole 20-session paths, with a 25 calendar day decay. The stop loss was paid at 50% and the target was paid at 3 times the stop loss, with a round trip cost of $2. Daily close checks were not done at the venue, and there were no actual fill odds. The limit sensitivity held the underlying price and implied volatility fixed, using hypothetical prices rather than quotes. The limit file had a fixed 13% per contract, and these fields are baseline placeholders, with no size since the half Kelly criterion was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation.json model scenario = -7.051850647753486
Convex liquid2026-09-21 02:14
A simulation was run with the following parameters: the initial volatility, or iv, was 0.4935255617697823. The simulation used a row of data with an iv multiplier of 1, 9 sample paths, and 50,000 draws. The mean profit and loss, or mean pnl, was -7.051850647753486. The percentage of winning trades, or win pct, was 11.178, while the percentage of stopped trades, or stop pct, was 88.822, and the percentage of trades that reached the target, or target pct, was 11.178. The worst 5 percent of trades, or p05, lost 15.0, and the best 95 percent of trades, or p95, gained 25.224088179290295. The half Kelly criterion, a measure of optimal bet size, was 0, and the fraction of the fund allocated to contracts was 0.13. A news scan found the headline about EuropeanBS, which refers to a type of option pricing model, with no dividends, a mid-point fit of 49.35 percent, and a bid model mid-point of -0.025. The simulation used 50,000 resampled paths over 9 whole sessions, with a 25 calendar day decay, and a 50 percent paid stop and 3 times paid target, with a $2 round trip cost. Daily close checks were not done at the venue, and there were no actual fill odds. The limit sensitivity held the underlying price and initial volatility fixed, using hypothetical prices rather than quotes. The limit file had a fixed 13 percent contract field, which is a baseline placeholder, and there was no size since the half Kelly criterion was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 simulation.json model scenario = -7.940087931420659
Convex liquid2026-09-21 02:14
A simulation model scenario for DSX R92102 has the following parameters: the initial volatility, or iv, is 0.4935255617697823. The simulation settings include an iv multiplier of 0.8, 9 sample paths, and 50,000 draws. The results show a mean profit and loss, or pnl, of -7.940087931420659, a win percentage of 11.178, a stop loss percentage of 88.822, and a target percentage of 11.178. The fifth percentile, or p05, is -15.0 and the 95th percentile, or p95, is 25.01282011864137. The half Kelly criterion, a betting strategy, is 0, and the fund fraction per contract is 0.13. This simulation is based on a European Black-Scholes model with no dividends, a mid-point fit of 105 and an implied volatility of 49.35%. The bid model uses a mid-point minus 0.025. The simulation includes 50,000 resampled paths over 9 whole 20-session paths, with a 25 calendar day decay and a 50% paid stop loss and 3 times paid target. The roundtrip cost is $2. Daily close checks are not based on a specific venue and do not account for 15-minute intervals or actual fill odds. The limit sensitivity analysis holds the underlying price and implied volatility fixed, using hypothetical prices rather than quotes. The limit file has a fixed 13% contract field, which serves as a baseline placeholder, and does not account for size since the half Kelly criterion is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
DSX R92102 Directional intrinsic diagnostic put = 12.775442361829342
Convex liquid2026-09-21 02:14
A news scan found the following data line for a put option: the type is a put, the premium is 0.13, the hurdle is 0.07717041800643083, the median absolute value is 0.1378313253012049, the 80th percentile absolute value is 0.17566858602956703, and the 80th percentile payoff is 0.43632930255195346. The number of positive signed values is 6, the mean intrinsic value is 0.2777544236182934, and the mean net dollars is 12.775442361829342. The payoffs are 0.9535233160621761, 0.0, 0.0, 0.14373326597625669, 0.47247739171822944, 0.41223057644110295, 0.0, 0.20478226755590434, and 0.3130429948109712. Payoff is mapped terminal intrinsic, meaning it is based on the final value, with no time value or stop execution. The actual breakeven for a call is 5.466%, and the conservative mandate absolute distance plus premium is 12.540%, while the put is 7.717%.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
A directional intrinsic diagnostic call was made for DSX R92102. The call has a premium of 0.28 and a hurdle of 0.054662379421221985. The median absolute value is 0.1378313253012049 and the 80th percentile absolute value is 0.17566858602956703. The 80th percentile payoff is 0.6563293025519532. There are 2 positive signed values. The mean intrinsic value is 0.15317386326225785 and the mean net dollars is -14.682613673774219. The payoffs are 0.0, 0.2517137196631998, 0.5881956280103737, 0.0, 0.0, 0.0, 0.5386554216867472, 0.0, and 0.0. The absolute distance plus premium is 0.12540192926045013. The payoff is mapped to the terminal intrinsic value, with no time value or stop execution. The actual breakeven is 5.466%, with a conservative mandate absolute distance plus premium of 12.540% for the call and 7.717% for the put.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
A news scan found the headline about a costed vectorbt holdout parameter sweep for MTW with a multiplier of 1.25 during the training period. The results show a return of -28.34153531777257, a drawdown of 32.967500492396596, and a win rate of 66.66666666666666 based on 6 samples. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. It had a fixed 20 session exposure and no option stops, excluding crossing January 1 events. The training period was before 2026 and the holdout period was in 2026. This is a current survivor discovery bias and has not been validated for option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the stock symbol DSX with a multiplier of 2.0. The results for the holdout period are as follows: the return was -14.119501487007188 percent, the drawdown was 19.22106660583941 percent, and the win rate was 0.0 percent, based on a sample of 1. The trading strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points of slippage on each side. The strategy had a fixed 20 session exposure and did not use option stops. A crossing event on January 1 was excluded. The training data was from before 2026 and the holdout data was from 2026. The results are subject to current-survivor discovery bias and the option profit and loss was not validated.
https://runway.adityaperswal.workers.dev/data/stock-bars
A trading strategy for the symbol DSX was tested. The test used a multiplier of 2.0 and was done on training data. The return was -47.559300300691746 percent and the biggest loss, or drawdown, was 48.97496427036341 percent. The strategy was successful 40.0 percent of the time, based on a sample of 5 trades. The strategy entered trades at the next open price after the 20th session close and exited at the next open price. Each trade had a fee of 5 basis points and a slippage of 25 basis points. The strategy had a fixed exposure of 20 sessions and did not use option stops. A specific event on January 1 was excluded from the test. The test was done on data before 2026 and the results for 2026 were held out. The results may be biased because they are based on the current survivor, and the option profit and loss has not been validated.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the symbol DSX with a multiplier of 1.5. The results for the holdout period are as follows: the return was -13.220697805247836, the drawdown was 25.071729806239752, and the win rate was 33.33333333333333, based on a sample of 3. The trading parameters included entering at the next open price and exiting at the 20th session close, with a 5 basis point fee and 25 basis points of slippage on each side. The exposure was fixed at 20 sessions, with no option stops, and the crossing of the January 1 event was excluded. The training data was from before 2026 and the holdout data was from 2026. The results are subject to current-survivor discovery bias and have not been validated for option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline is not available, but a data line shows the results of a costed vectorbt holdout parameter sweep for the symbol DSX with a multiplier of 1.5 during the training period. The return was -42.50127355679397 percent, the drawdown was 44.05348158976054 percent, and the win rate was 40.0 percent, based on a sample of 5. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. It had fixed 20 session exposure and no option stops, excluding crossing January 1 events. The training period was pre-2026 and the holdout period was 2026. The results are subject to current-survivor discovery bias and are not validated option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the symbol DSX with a multiplier of 1.25. The results for the holdout period are as follows: a return of -13.220697805247836, a drawdown of 25.071729806239752, and a win rate of 33.33333333333333, based on a sample of 3. The trading strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. The strategy had a fixed 20 session exposure and did not use option stops. It excluded crossing January 1 events. The training period was pre-2026 and the holdout period was 2026. The results are subject to current-survivor discovery bias and the option profit and loss is not validated.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the symbol DSX with a multiplier of 1.25 during the training period. The results showed a return of -42.50127355679397 percent, a drawdown of 44.05348158976054 percent, and a win rate of 40.0 percent based on a sample of 5. The trading strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. The strategy had a fixed 20 session exposure and no option stops, excluding crossing January 1 events. The training period was before 2026 and the holdout period was in 2026. The results are subject to current-survivor discovery bias and have not been validated for option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline is not available, but a data line shows the results of a costed vectorbt holdout parameter sweep for the symbol NEO with a multiplier of 2.0. The period of the results is the holdout period. The return was -6.570844702978934, the drawdown was 13.584456299472292, and the win rate was 0.0, based on a sample of 1. The price used for entry and exit was the next open and the 20th session close, with a 5 basis point fee and 25 basis points of slippage on each side. The exposure was fixed at 20 sessions, with no option stops, and the crossing of the January 1 event was excluded. The training period was pre-2026 and the holdout period was 2026. The results are subject to current-survivor discovery bias and are not validated for option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the stock symbol NEO with a multiplier of 2.0 during the training period. The results showed a return of -3.5315577099864415, a drawdown of 24.22026842190139, and a win rate of 50.0 based on a sample of 6. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. The exposure was fixed at 20 sessions, with no option stops, and excluded crossing January 1 events. The training data was from before 2026, and the holdout data was from 2026. This was a current survivor discovery bias, and the option profit and loss was not validated.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep with the following details: the symbol is NEO, the multiplier is 1.5, and the period is holdout. The return was -6.570844702978934, the drawdown was 13.584456299472292, the win rate was 0.0, and the sample size was 1. The price used for entry and exit was the next open and the 20th session close, with a 5 basis point fee and 25 basis points of slippage on each side. The exposure was fixed at 20 sessions, with no option stops, and the crossing of the January 1 event was excluded. The training period was pre-2026 and the holdout period was 2026. This was a current-survivor discovery bias, and the option profit and loss was not validated.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about a costed vectorbt holdout parameter sweep for the stock symbol NEO with a multiplier of 1.5 during the training period. The results showed a return of 3.049953083420428, a drawdown of 25.03696386372074, and a win rate of 55.55555555555556 based on a sample of 9. The trading strategy used a price target of the next open or the 20th session close for entry and exit, with a 5 basis point fee and 25 basis points of slippage on each side. The strategy also had a fixed exposure of 20 sessions, no option stops, and excluded crossing January 1 events. The training period was before 2026 and the holdout period was in 2026. The results are subject to current-survivor discovery bias and have not been validated for option profit and loss.
https://runway.adityaperswal.workers.dev/data/stock-bars