Notes

A news scan found the following data: two sets of numbers were used to analyze a trade for the stock HALO. The first set assumed a 0.11764705882352941 probability of meeting the target, with a net gain of 1.73 per share and a net loss of 0.11 per share. The second set also assumed a 0.11764705882352941 probability, with the same net gain, but a net loss of 0.2 per share. The trade had a target price of 1.93, a paid price of 0.18, and a friction cost of 0.02. The analysis noted that the probability of meeting the target before stopping the trade was not calibrated, and that the full-loss case assumed an all-in cost of 0.20, with an ideal stop case of 0.11 including friction. The contract premium was 0.18, with an all-in cost of 0.20. The analysis also noted that changes to the trade quantity were feasible, and that no orders would be placed while the trade was closed, with no permanent veto resulting from this sensitivity analysis. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92100 fund ownership and continuity audit' with the following details: as of September 21 at 00UTC, the fund's ledger showed no empty ownership positions, with 0 open, pending, or closed positions. The fund had five active jobs, numbered 276, 277, 279, 280, and 283, with all receipts accounted for. The jobs had the following remaining balances: 25, 25, 91, 93, and 93. There were no missing receipts and all exits were at 0. The fund was only monitoring its own due payments, specifically the XLE holding and EEM queue, which were following a trend, but no action was taken on them. There were no outstanding lessons on closing positions. query_trades; list_jobs; list_monitors

A news scan found the headline about a HALO put option, specifically the R92100 exact95put, with the following details: as of September 21, the HALO261016P00095000 put option is active and tradable, with an American standard of 100 shares and a multiplier of 100. The open interest as of September 17 was 7, and the close was 0.13 on September 18. This is different from the indicative ask of 0.18 and bid of 0 as of September 18 at 19:59:49. Note that this open interest should not be applied to the 130 call option. There is no guarantee of a quote or fill. option_contracts

A news scan found a list of stock control results for NKE. The results are from a test of a trading strategy, which is a set of rules for buying and selling stocks. The strategy was tested on historical data, which is data from the past, and the results are as follows: there are eight sets of results, each with a different set of conditions, such as a lead time of 3 or 5, and a slippage, which is the difference between the expected price of a stock and the actual price, of 0.001 or 0.005. The results include the return percentage, which is the percentage change in the value of the stock, the drawdown percentage, which is the largest decrease in value, and the win rate percentage, which is the percentage of trades that were profitable. The results are divided into two eras, train and test, which are two different sets of data used to test the strategy. The train era results are: a return percentage of 0.0033777341216374877, a drawdown percentage of 0.16853178525753076, and a win rate percentage of 50, a return percentage of -0.18902017472369545, a drawdown percentage of 0.3031267380634306, and a win rate percentage of 25, a return percentage of -0.151394719230413, a drawdown percentage of 0.29675298662402705, and a win rate percentage of 37.5, and a return percentage of -0.3431729185528127, a drawdown percentage of 0.4760348681894566, and a win rate percentage of 25. The test era results are: a return percentage of -0.23737959014728996, a drawdown percentage of 0.2556803229443849, and a win rate percentage of 0, a return percentage of -0.33262131351006263, a drawdown percentage of 0.3367182501638588, and a win rate percentage of 0, a return percentage of -0.20336676201137643, a drawdown percentage of 0.21901400539632299, and a win rate percentage of 25, and a return percentage of -0.29874467287419365, a drawdown percentage of 0.3027839887263739, and a win rate percentage of 0. The methods used to test the strategy are in the research/study.py/backtest_nke.py files. The underlying and terminal-intrinsic proxies, which are used to estimate the value of the stock, are not based on option fills, which are the actual trades made. The release dates of the data are individually sourced from the issuer, which is the company that released the data. https://runway.adityaperswal.workers.dev/data/stock-bars

A computer program ran a stress test on Nike stock, using 100,000 paths and a seed of 92100. The average net result in US dollars was -2.28, and the median net result was -32. The test showed a loss percentage of 83.315 and a percentage of zero intrinsic value of 83.315. The percentage of proceeds from a 3% premium was 16.685. The 5th percentile result was -32 and the 95th percentile result was 226.72. This test was done using methods from the research/study.py/backtest_nke.py files, where the underlying and terminal intrinsic proxies were not based on actual option fills. The sample release dates were individually sourced from the issuer for this test run. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'NKE R92100 twelve-event earnings distribution'. The earnings distribution for NKE has the following statistics: there are 12 events, the median absolute percentage change is 6.835674843614226, the 80th percentile absolute percentage change is 14.518459448657762, the gap median absolute percentage change is 8.560668808826454, the gap 80th percentile absolute percentage change is 11.638441119454574, and the 20th percentile signed percentage change is -11.56841657306101. The last 6 events have an 80th percentile absolute percentage change of 15.191764901212013. This data comes from methods in research/study.py/backtest_nke.py, where underlying and terminal-intrinsic proxies are not option fills, and sample release dates are individually sourced from the issuer. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock ASML. The symbol is ASML, with 285 data points collected as of September 21. The data is from September 18, 2026, at 04:00:00Z, with a stock price of 1679.92. The prior 252-day high was 1997.76. The volume ratio is 2.127731804188085. The stock price is not above the prior high, but the volume pass is true. However, the breakout pass is false. This data is based on 285 daily bars, with no pagination, and a 52-week intraday high that excludes the latest data. The volume is greater than or equal to 1.5 times the prior 20-day average. No qualified dated event was established in this screen, but this does not mean there are no events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline for a trading screen result for the symbol TSM on September 18, 2026. The result showed 285 data points, a price of 434.67, and a prior 252-day high of 477.99. The volume ratio was 1.3321640346269177. The result also indicated that the price was not above the high, the volume did not pass a certain threshold, and there was no breakout. This data was collected on September 21 and is based on 285 daily bars with no pagination. The screen looks for a 52-week intraday high, excluding the latest data, and a volume of at least 1.5 times the prior 20-day average. No qualified event was found in this screen, but this does not mean that there were no breakouts in the entire market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock symbol BABA. The data includes the number of observations, which is 285, and the date, which is September 18, 2026. The stock price is 113.24. The prior 252-day high is 190.95. The volume ratio is 1.1100155456621241. The stock did not break out above its high, and the volume did not pass the required threshold. The breakout condition was not met. This data was collected on September 21, and it is based on 285 daily bars of data for BABA, with no pagination. The 52-week intraday high excludes the latest data, and the volume must be greater than or equal to 1.5 times the prior 20-day average. No qualified event was established in this screen, but this does not mean that there were no events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock symbol MSTR. The data line includes the following information: the symbol is MSTR, the number of items is 285, the date is September 18, 2026, the price is 153.92, the prior 252-day high is 365.21, the volume ratio is 1.9995313608887655, the stock is not above its high, the volume pass is true, and the breakout pass is false. This data was collected on September 21 and is based on 285 daily bars with no pagination. The 52-week intraday high excludes the latest data and the volume is greater than or equal to 1.5 times the prior 20 days. No qualified dated event was established in this bounded screen, which does not claim to be a whole-market absence. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line for the stock symbol COIN shows the following information: the symbol is COIN, the number of data points is 285, the date is September 18, 2026, the price is 194.25, the highest price in the last 252 days was 402.16, the volume ratio is 2.036072590994995, the price is not above the high, the volume pass is true, and the breakout pass is false. This data was collected on September 21 and is based on 285 daily bars with no pagination. The 52-week intraday high excludes the latest data and requires a volume of at least 1.5 times the prior 20 days. No qualified event was established in this screen, which does not claim to be a whole-market analysis. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line for ETHA shows the following information: the symbol is ETHA, the number of data points is 285, the date is September 18, 2026, the price is 19.92, the prior 252-day high is 36.04, the volume ratio is 1.5702529295614525, the price is not above the high, the volume pass is true, and the breakout pass is false. This data was collected on September 21, and it includes all daily bars for 285 days without pagination. The 52-week intraday high does not include the latest data, and the volume is greater than or equal to 1.5 times the prior 20-day average. No qualified dated event was established in this bounded screen, and this does not claim that there is an absence of such events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IBIT R92100 outer-universe breakout screen'. This is a data line showing information about the stock symbol IBIT. On September 18, 2026, at 04:00:00Z, the stock price was 46.02. The highest price of IBIT in the prior 252 days was 71.82. The volume ratio, which compares the current volume to the average volume, was 1.4294563126391082. The stock did not close above its prior high, so 'above_high' is false. The volume did not meet the required threshold, so 'volume_pass' is false. As a result, 'breakout_pass' is also false. This data was collected on September 21 and is based on 285 daily bars of data, with no pagination. The screen looks for a 52-week intraday high, excluding the latest data, and requires a volume of at least 1.5 times the prior 20-day average. No qualified event was found in this screen, but this does not mean that there were no breakouts in the entire market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for TH R92100, which is a set of numbers about a stock. The symbol for this stock is TH, and it has a K value of 27 and a cp value of C, which is a type of classification. The premium is 18, and the N value is 4, which refers to the number of something. The positive intrinsic value is 2, and the cover cost is also 2. The mean intrinsic value is 1.87, and the mean net USD value is 166.64. The target reference is 3.58. There are also mapped payoffs, which are a way of measuring potential outcomes, and they are 0, 2.97, 4.49, and 0. The capped mean net USD value is 143.86. This data was taken from a frozen set of 20 session breakout rows, from observations 30472 to 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not take into account time value, IV, or 50% path stop, and executable bids. The capped mean only applies to the target terminal intrinsic, and not to the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

The TH R92100 has a symbol of TH, a K value of 18, a cp value of P, and a premium of 23. It has an N value of 4, a positive intrinsic value of 0, a cover cost of 0, a mean intrinsic value of 0, and a mean net USD value of -25. The target reference is 6.2, and the mapped payoffs are all 0. The capped mean net USD is -25. This data is from a frozen matched 20 session breakout, based on observations 30472 through 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not consider time value, implied volatility, or a 50% path stop, and only consider executable bids. The capped mean only applies the target to the terminal intrinsic, and not to the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the symbol HALO, with a premium of 23, and a cover cost of 2. The mean intrinsic value is 1.72257999341889, and the mean net USD is 147.257999341889. The target reference is 1.83. The mapped payoffs are listed as follows: 8.388466666666687, 0, 0, 0, 0, 20.89539322145444, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0. The capped mean net USD is -3.470588235294118. This data is from a frozen matched 20 session breakout, based on observations 30472 through 3079, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not consider time value, implied volatility, or a 50% path stop, and only look at executable bids. The capped mean only applies the target to the terminal intrinsic value, and does not consider the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the stock symbol HALO. The data shows a premium of 18, a positive intrinsic value of 2, and a cover cost of 2. The mean intrinsic value is 0.6807229816238982 and the mean net value in US dollars is 48.07229816238983. The target reference is 1.93. The mapped payoffs are listed as follows: 0, 0, 0, 8.784845013959483, 0, 0, 2.7874456736467863, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0. The capped mean net value in US dollars is 2.705882352941176. This data is based on 20 frozen matched session breakout rows from observations 30472 to 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios ignore time value, implied volatility, and a 50 percent path stop, as well as executable bids. The capped mean only applies to the target terminal intrinsic value, not the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

The issuer of SFIX, which is a type of stock, announced something on September 2, and this announcement was reviewed again on September 21. After the market closed on September 23, at 5:00 PM Eastern Time, there was a call. The expiry date for this is October 16, which is 23 days later. Even though there was no change over the weekend, this does not mean that there was no important news before the official announcement. The current asking price is $0.28 and the bidding price is $0.03, as of September 18. The median price, which is the middle value of a set of prices, is $16.578014, and the percentage change is 31.413933% for the N10, a type of moving average, and P80, a type of percentile, which are both measures used to analyze stock prices. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx

The issuer of NKE released information on June 30 for the quarter that ended on May 31, 2026. This information was read on September 21. The gross margin for the fourth quarter was 49.2%, which includes a 900 basis point benefit from expected tariff recovery. A basis point is a unit of measurement for interest rates and percentages. If we exclude this benefit, the gross margin would be approximately 40.2%, compared to 40.3% in the same quarter of the previous fiscal year. Earnings per share were $0.72, which includes a $0.52 benefit from tariff recovery. If we exclude this benefit, earnings per share would be $0.20, compared to $0.14 in the previous quarter. The company expects to recover $986 million from tariffs, but not all of this amount has been received in cash. The company's operating cash for the fiscal year includes approximately $300 million in recoveries. The company has $9.0 billion in cash and short-term investments. Direct sales for the fourth quarter were $4.1 billion, which is a 7% decrease from the previous year, or a 9% decrease when adjusted for foreign exchange rates. Wholesale sales were $6.6 billion, which is a 4% increase from the previous year, or a 1% increase when adjusted for foreign exchange rates. The company's accounts receivable were $5,931 million, compared to $4,717 million in the previous year, which is a 26% increase. Inventories were $7,501 million, compared to $7,489 million in the previous year. The company notes that reported improvement alone cannot establish operating recovery, and it does not recommend a tariff policy. https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm

A news scan found the headline about an upcoming earnings report for NKE. The issuer announced on August 28 that the primary earnings date is September 21, with the release scheduled for approximately 1:15pm PT or 16:15 ET on October 1, 2026, and a call at 2pm PT or 17 ET. This announcement was made within 45 days of the event. The expiry dates of October 9 and October 2 are noted, with October 2 being one day later and ineligible, regardless of the cheap price. The source of this information is the primary issuer, not a calendar aggregator. 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

{"symbol":"GIS","chain_count":60,"remaining":null,"eligible_quote_count":60,"minimum_premium":3,"cheap_count":16,"nearest_cheap":[{"occ":"GIS261016C00042500","S":36.32,"K":42.5,"cp":"C","ask":0.13,"bid":0.08,"quote_time":"2026-09-18T19:59:59.977371378Z","premium":13,"hurdle_pct":17.373348017621144},{"occ":"GIS261016P00030000","S":36.32,"K":30,"cp":"P","ask":0.12,"bid":0.03,"quote_time":"2026-09-18T19:59:58.906707118Z","premium":12,"hurdle_pct":17.73127753303965},{"occ":"GIS261120C00045000","S":36.32,"K":45,"cp":"C","ask":0.27,"bid":0.13,"quote_time":"2026-09-18T19:59:53.888107375Z","premium":27,"hurdle_pct":24.642070484581495}],"best_tail":[{"occ":"GIS261016C00047500","S":36.32,"K":47.5,"cp":"C","ask":0.08,"bid":0.03,"quote_time":"2026-09-18T19:59:59.995183064Z","premium":8,"hurdle_pct":31.002202643171806},{"occ":"GIS261120C00047500","S":36.32,"K":47.5,"cp":"C","ask":0.13,"bid":0.07,"quote_time":"2026-09-18T19:59:56.378321684Z","premium":13,"hurdle_pct":31.13986784140969}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/GIS?feed=indicative

{"symbol":"COST","chain_count":1316,"remaining":null,"eligible_quote_count":1316,"minimum_premium":1,"cheap_count":103,"nearest_cheap":[{"occ":"COST261002P00760000","S":895.31,"K":760,"cp":"P","ask":0.18,"bid":0.05,"quote_time":"2026-09-18T19:59:59.320411083Z","premium":18,"hurdle_pct":15.13330578235471},{"occ":"COST261002P00750000","S":895.31,"K":750,"cp":"P","ask":0.22,"bid":0,"quote_time":"2026-09-18T19:59:59.975131984Z","premium":22,"hurdle_pct":16.254705074220098},{"occ":"COST261009P00750000","S":895.31,"K":750,"cp":"P","ask":0.24,"bid":0,"quote_time":"2026-09-18T19:59:59.245300227Z","premium":24,"hurdle_pct":16.256938937351304}],"best_tail":[{"occ":"COST261002C01105000","S":895.31,"K":1105,"cp":"C","ask":0.17,"bid":0.03,"quote_time":"2026-09-18T19:59:59.531775229Z","premium":17,"hurdle_pct":23.43992583574405},{"occ":"COST261002C01125000","S":895.31,"K":1125,"cp":"C","ask":0.15,"bid":0.03,"quote_time":"2026-09-18T19:59:57.292574337Z","premium":15,"hurdle_pct":25.6715551038188}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/COST?feed=indicative

{"symbol":"MRK","chain_count":558,"remaining":null,"eligible_quote_count":558,"minimum_premium":1,"cheap_count":36,"nearest_cheap":[{"occ":"MRK261002C00162500","S":146.87,"K":162.5,"cp":"C","ask":0.16,"bid":0.03,"quote_time":"2026-09-18T19:59:59.593546995Z","premium":16,"hurdle_pct":10.751004289507724},{"occ":"MRK261002P00130000","S":146.87,"K":130,"cp":"P","ask":0.16,"bid":0,"quote_time":"2026-09-18T19:59:59.960056089Z","premium":16,"hurdle_pct":11.595288350241713},{"occ":"MRK261002P00129000","S":146.87,"K":129,"cp":"P","ask":0.16,"bid":0,"quote_time":"2026-09-18T19:59:59.95420195Z","premium":16,"hurdle_pct":12.276162592769118}],"best_tail":[{"occ":"MRK261002C00177500","S":146.87,"K":177.5,"cp":"C","ask":0.06,"bid":0.03,"quote_time":"2026-09-18T19:59:59.955299673Z","premium":6,"hurdle_pct":20.89603050316606},{"occ":"MRK261002C00185000","S":146.87,"K":185,"cp":"C","ask":0.23,"bid":0.03,"quote_time":"2026-09-18T19:59:59.695991146Z","premium":23,"hurdle_pct":26.118335943351255}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative

{"symbol":"WOR","chain_count":46,"remaining":null,"eligible_quote_count":46,"minimum_premium":67,"cheap_count":0,"nearest_cheap":[],"best_tail":[]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative

{"symbol":"LW","chain_count":66,"remaining":null,"eligible_quote_count":66,"minimum_premium":3,"cheap_count":10,"nearest_cheap":[{"occ":"LW261016P00037500","S":46.67,"K":37.5,"cp":"P","ask":0.23,"bid":0.18,"quote_time":"2026-09-18T19:59:07.992835618Z","premium":23,"hurdle_pct":20.141418470109283,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0.2141828509000021,"multiple":0.9312297865217483,"passgate":false},{"occ":"LW261016C00057500","S":46.67,"K":57.5,"cp":"C","ask":0.22,"bid":0.12,"quote_time":"2026-09-18T19:58:35.073970458Z","premium":22,"hurdle_pct":23.676880222841223,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false},{"occ":"LW261120P00035000","S":46.67,"K":35,"cp":"P","ask":0.23,"bid":0.17,"quote_time":"2026-09-18T19:59:15.272130275Z","premium":23,"hurdle_pct":25.498178701521322,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false}],"best_tail":[{"occ":"LW261016P00037500","S":46.67,"K":37.5,"cp":"P","ask":0.23,"bid":0.18,"quote_time":"2026-09-18T19:59:07.992835618Z","premium":23,"hurdle_pct":20.141418470109283,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0.2141828509000021,"multiple":0.9312297865217483,"passgate":false},{"occ":"LW261016C00057500","S":46.67,"K":57.5,"cp":"C","ask":0.22,"bid":0.12,"quote_time":"2026-09-18T19:58:35.073970458Z","premium":22,"hurdle_pct":23.676880222841223,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative