Notes

On 2018-10-26, the NEO fund had an independent breakout episode. The entry price was 15.89. The fund exited on 2018-11-26 at a price of 16.47. The return, or profit, was 0.036500943989930645, or 3.65 percent. The maximum adverse excursion, or the biggest loss, was -0.03083700440528636, or -3.08 percent. The maximum favorable excursion, or the biggest gain, was 0.19823788546255505, or 19.82 percent. The signal to close was when the price was higher than the prior 252-day high and the volume was more than 1.5 times the prior 20-day average, which is called a volatility measure, indicating how much the price is moving. The next open price was held until the 20th session close, with a 21-session separation, meaning the fund waited 21 days before making another trade. The stock proxy was adjusted, but not the option profit and loss, and the financing history was not fully classified, meaning not all the costs were accounted for. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'NEO R92102 Independent breakout episode 2018-06-01'. On June 1, 2018, at 04:00:00Z, the entry price was 12.6. The exit date was June 29, 2018, at 04:00:00Z, with an exit price of 13.11. The return, or r, was 0.040476190476190554, the maximum adverse excursion, or mae, was -0.041269841269841234, and the maximum favorable excursion, or mfe, was 0.1253968253968254. The signal to close was when the close price was greater than the prior 252-day high and the volume was greater than 1.5 times the prior 20-day average. The next open price was used to calculate the close price for the next 20 sessions, with a 21-session separation. The stock proxy was adjusted, but not the option profit and loss, and the financing history was not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'NEO R92102 Independent breakout episode 2017-08-31'. On August 31, 2017, at 4:00 AM, the entry price was 10.08. The exit date was September 29, 2017, at 4:00 AM, with an exit price of 11.13. The return, or profit, was 0.10416666666666674, or 10.42 percent. The maximum adverse excursion, or the biggest loss, was -0.052579365079365004, and the maximum favorable excursion, or the biggest gain, was 0.1537698412698414. A signal was generated when the close price was higher than the prior 252-day high and the volume was more than 1.5 times the prior 20-day average. The next open price was used to calculate the profit or loss up to the 20th session close, with a 21-session separation. This was an adjusted stock proxy, not an option profit or loss, and the financing history was not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a system retrieved quotes for the symbol HALO on September 21 for the September 18 expiry, with 42 items, and no next item. The data had a cheap count of 0, and was filtered to only include ask prices less than or equal to 0.49969, bid prices greater than 0, and spreads less than or equal to 0.40. Open interest, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/HALO?feed=indicative

A news scan found the headline is not available, but a data line shows that for the symbol ETS, on September 21, indicative quotes for September 18 were retrieved. The filter settings were ask price less than or equal to 0.49969, bid price greater than 0, and spread less than or equal to 0.40. Open interest, event, and expiry were tested separately, with a cheap count of 0. https://runway.adityaperswal.workers.dev/data/option-chain/ETS?feed=indicative

A news scan found the headline 'MG R92102 Selected expiry chain coverage'. The data provided is a JSON object that contains information about the symbol 'MG', including the number of items 'n' which is 24, and a 'next' value which is null. It also mentions that indicative quotes for September 18 were retrieved on September 21, with a cheap count of 1. The data is filtered based on specific conditions, including 'ask' less than or equal to 0.49969, 'bid' greater than 0, and'spread' less than or equal to 0.40. Additionally, it mentions that 'OI', 'event', and 'expiry' were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the headline about HZO R92102 Selected expiry chain coverage. The details are as follows: the symbol is HZO, the number is 30, and there is no next item. Indicative quotes for September 18 were retrieved on September 21, with a cheap count of 0. The filter includes an ask price of less than or equal to 0.49969, a bid price greater than 0, and a spread of less than or equal to 0.40. Open interest, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/HZO?feed=indicative

A news scan found the headline 'NEO R92102 Selected expiry chain coverage'. This is a data line that shows information about the stock symbol NEO. It has 38 items, and there is no next item. The data was retrieved on September 21 and is about the September 18 quotes. The filter only includes items with an ask price of 0.49969 or less, a bid price greater than 0, and a spread of 0.40 or less. This means that the difference between the bid and ask prices is not too big. The data also shows that there are 0 cheap items. Open interest, which is the number of outstanding contracts, and events and expiry dates were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/NEO?feed=indicative

A news scan found the headline is not available, but a data line shows that for the symbol TWST, 110 indicative quotes from September 18 were retrieved on September 21. The quotes were filtered to only include those with an ask price of less than or equal to 0.49969, a bid price greater than 0, and a spread of less than or equal to 0.40. The open interest, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/TWST?feed=indicative

A news scan found the line: {"symbol": "SMTC", "n": 72, "next": null} Indicative Sep18 quotes were retrieved on September 21. The cheap count was 0. The filter was set to ask less than or equal to 0.49969, bid greater than 0, and spread less than or equal to 0.40. Open interest, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/SMTC?feed=indicative

A news scan found the headline 'NTRA R92102 Selected expiry chain coverage'. The symbol is NTRA, with 94 items, and there is no next item. Indicative quotes for September 18 were retrieved on September 21. The filter used was a bid greater than 0, a spread less than or equal to 0.40, and an ask less than or equal to 0.49969. Open interest, events, and expiry were tested separately, with a cheap count of 0. https://runway.adityaperswal.workers.dev/data/option-chain/NTRA?feed=indicative

LW R92102 Selected expiry chain coverage. The data shows that the symbol LW has 40. The next date is not available. The data for Sep18 and Sep21 were retrieved. The data shows that the cheap count is 4. The filter for the data is that the ask is less than 0.49969, the bid is greater than 0, and the spread is less than 0.40. The data for OI, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline is not available, but a data line shows information about the stock symbol BFRI. The data indicates that as of September 21, there were no indicative quotes for the September 18 expiry, with a filter applied to only include ask prices less than or equal to 0.49969, bid prices greater than 0, and spreads less than or equal to 0.40. The data also shows that open interest, event, and expiry were tested separately. https://runway.adityaperswal.workers.dev/data/option-chain/BFRI?feed=indicative

A news scan found the headline 'MIRM R92102 Selected expiry chain coverage'. This is a data line that shows information about the stock symbol MIRM. It says that on September 21, the system retrieved quotes from September 18. The system looked at 60 pieces of information and did not find any cheap options, which are options that meet certain conditions. The conditions are that the ask price, which is the price a seller wants, is less than or equal to 0.49969, the bid price, which is the price a buyer wants, is more than 0, and the spread, which is the difference between the ask and bid prices, is less than or equal to 0.40. The system tested the open interest, which is the number of contracts that have not been settled, and the expiry date, which is the date when the option ends, separately. https://runway.adityaperswal.workers.dev/data/option-chain/MIRM?feed=indicative

A news scan found the headline 'GRAL R92102 Selected expiry chain coverage'. This refers to a report about the GRAL fund. The report includes data about the symbol GRAL, which has 54 items. There is no next item. The report looked at quotes from September 18 that were available on September 21. It found 0 cheap items. The report only included items with an ask price of 0.49969 or less, a bid price greater than 0, and a spread of 0.40 or less. The report tested open interest, events, and expiry dates separately. https://runway.adityaperswal.workers.dev/data/option-chain/GRAL?feed=indicative

A data scan found the following quotes for ETHA options on September 18, 2026: there were seven options quoted, with details as follows: the option ETHA261009P00017500 had an ask price of 0.18 and a bid price of 0.13 at 19:59:59.981203473Z; the option ETHA261009C00024000 had an ask price of 0.13 and a bid price of 0.09 at 19:59:59.974075565Z; the option ETHA261030C00029000 had an ask price of 0.14 and a bid price of 0.11 at 19:59:58.432969456Z; the option ETHA261030P00017500 had an ask price of 0.49 and a bid price of 0.4 at 19:59:59.973137477Z; the option ETHA261009P00018000 had an ask price of 0.3 and a bid price of 0.22 at 19:59:59.505340345Z; the option ETHA261016C00034000 had an ask price of 0.04 and a bid price of 0.03 at 19:59:59.753239858Z; the option ETHA261023C00024000 had an ask price of 0.3 and a bid price of 0.26 at 19:59:59.972841958Z. https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative