Notes

A data scan found the following backtest results for symbol TH: the fund had a 1.4064 percent return and 0.5518 percent drawdown with 0.001 slippage in the training window, and a 0.0084 percent return and 0.2218 percent drawdown with the same slippage in the known holdout window. With 0.005 slippage, the fund had a 1.3527 percent return and 0.5639 percent drawdown in the training window, and a -0.0397 percent return and 0.2338 percent drawdown in the known holdout window. The win percentage was 100 percent in the training window and 50 percent in the known holdout window for both slippage values, with 2 trades in each case. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the automated trading fund manager backtested the stock HALO with different settings. The results were as follows: for a 30-day horizon with 0.001 slippage, the return was 0.5708817010793407 percent and the drawdown was 1.1072559754985445 percent in the training window, with a win percentage of 57.14285714285714 percent over 14 trades. In the known holdout window, the return was -0.5149427241087985 percent and the drawdown was 1.2866344090780912 percent, with a win percentage of 33.33333333333333 percent over 3 trades. For a 30-day horizon with 0.005 slippage, the return was 0.23192321578973463 percent and the drawdown was 1.1809591235521055 percent in the training window, with a win percentage of 57.14285714285714 percent over 14 trades. In the known holdout window, the return was -0.5850250355237783 percent and the drawdown was 1.3197225694331571 percent, with a win percentage of 33.33333333333333 percent over 3 trades. Slippage refers to the difference between expected and actual trade prices. Drawdown is the largest decline in value. Win percentage is the proportion of successful trades. Horizon is the time period considered. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following backtest results for symbol HALO: the system tested the stock with a 20-day horizon and 0.001 slippage, which is a small cost for buying or selling, in the training window, and it had a 0.49138783169051975 percent return and a 0.9626956734599124 percent drawdown, which is a measure of the biggest decline in value, with a 50 percent win rate over 14 trades. In the known holdout window, which is a period of time used to test the system, it had a -0.4689230467205803 percent return and a 1.2549132805792729 percent drawdown with a 33.33333333333333 percent win rate over 3 trades. The system also tested the stock with a 20-day horizon and 0.005 slippage in the training window, and it had a 0.1527476401722403 percent return and a 1.0209283538865077 percent drawdown with a 50 percent win rate over 14 trades. In the known holdout window, it had a -0.5391896211080849 percent return and a 1.288128452459869 percent drawdown with a 33.33333333333333 percent win rate over 3 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the symbol HALO was backtested with the following results: for a horizon of 10 with 0.001 slippage, which is the difference between expected and actual trade price, in the train window, the return percentage was 0.14830353938391524, the drawdown percentage was 0.6881852480771777, the win percentage was 64.28571428571429, and the number of trades was 14. In the known holdout window, the return percentage was -0.5322562086462703, the drawdown percentage was 1.0565154126462306, the win percentage was 33.33333333333333, and the number of trades was 3. For a horizon of 10 with 0.005 slippage in the train window, the return percentage was -0.18896294125425755, the drawdown percentage was 0.7238081981956523, the win percentage was 50, and the number of trades was 14. In the known holdout window, the return percentage was -0.6022691967998384, the drawdown percentage was 1.1003812167998506, the win percentage was 33.33333333333333, and the number of trades was 3. https://runway.adityaperswal.workers.dev/data/stock-bars

On February 24, 2021, the issuer filed a Securities and Exchange Commission exhibit, which included 700 million dollars in.25 percent convertible notes due 2027, plus an option for an additional 105 million dollars. This date is also found in an independently reproduced stock breakout table, which shows the next open price at 50.62 dollars, a 20-session return of -17.996839 percent, and a volume that is 10.573978 times the normal volume. This coincidence supports a competing explanation for the volume, rather than attributing it to a specific cause, and a type of financing event classified as N1 cannot be used to develop a new financing strategy. https://www.sec.gov/Archives/edgar/data/1159036/000119312521055596/d110113dex991.htm

A news scan found the headline 'R92004 historical option missingness audit; not an option backtest'. The audit reviewed 5 OCC queries from 200 explicit requests, starting from 2025-01-01 and ending on 2026-09-19, without pagination. The audit found approximate matches for moneyness and 30+ calendar-day expiry, including HALO 250620 C80 with an open price of 39 on May 8, which was oversize by 39, and only had entries on May 8 and 9 after the initial entry. The audit also found HALO 251017 C90 with no entry on September 22, but with prices of 20 and 05 on September 23 and 26, respectively. Additionally, HALO 260918 C105 had an open price of 2.30 on August 7, which was oversize by 230, and had 25 later bars. The options TH 260417 C12.5 and TH 260619 C23 were entirely absent from the audit. The absence of these options does not prove they were unlisted. The audit found that 0 out of 5 options had verified same-session affordable entry and bid-ask exit paths, and it is not possible to forward fill missing days into guaranteed stops. The current audit from August 1 to September 18 found that HALO Oct 16 C130 had 2 contracts with 2 days, and C125 had 45 contracts with 53 days. THC 27 and C26 each had 1 contract with 1 day. The latest trade for C130 was on September 15, with a derivative price of 33 versus a bar/metadata price of 35, but this price ambiguity is not proof of mispricing. https://runway.adityaperswal.workers.dev/data/option-bars

A data scan found the following event rows for HALO: on 2024-06-06, the entry price was 51.08, volume was 4.306460392520707, with returns of 0.009201252936570148 over 10 days, 0.028778386844166004 over 20 days, and 0.06382145653876292 over 30 days. On 2024-08-14, the entry price was 58.09, volume was 2.024358253634763, with returns of 0.10896884145291774 over 10 days, 0.042175933895679085 over 20 days, and -0.019624720261662953 over 30 days. On 2025-05-07, the entry price was 69.845, volume was 6.571683512385915, with returns of -0.2278616937504474 over 10 days, -0.2333023122628678 over 20 days, and -0.2438972009449495 over 30 days. On 2025-09-19, the entry price was 78.12, volume was 3.418257330964292, with returns of -0.11699948796722992 over 10 days, -0.14196108550947262 over 20 days, and -0.16551459293394788 over 30 days. On 2026-08-06, the entry price was 90, volume was 1.6453729736140268, with returns of 0.17911111111111122 over 10 days, 0.2306666666666668 over 20 days, and 0.24944444444444458 over 30 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following HALO event rows: a list of dates with corresponding entry prices, volume, and return rates over 10, 20, and 30 periods. The list includes the following entries: on 2020-04-23, the entry price was 22.09, volume was 1.6573754990532732, r10 was 0.057492077863286584, r20 was 0.1063829787234043, and r30 was 0.06835672249886837. On 2020-06-30, the entry price was 27.37, volume was 1.732942264293405, r10 was 0.06083302886371933, r20 was -0.025940811107051598, and r30 was 0.04347826086956519. On 2020-10-20, the entry price was 30.39, volume was 2.979863047440091, r10 was 0.040473840078973256, r20 was 0.34188877920368554, and r30 was 0.3379401118789074. On 2021-02-24, the entry price was 50.62, volume was 10.57397752627474, r10 was -0.15408929276965622, r20 was -0.17996839193994474, and r30 was -0.16633741604109042. On 2022-07-07, the entry price was 50.73, volume was 2.1842547983855054, r10 was -0.010644589000591398, r20 was -0.10526315789473673, and r30 was -0.15020697811945594. On 2022-11-10, the entry price was 54.37, volume was 2.423205322840654, r10 was 0.005517748758506524, r20 was 0.047084789405922534, and r30 was 0.05738458708846794. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following event rows for HALO: each row represents a trading event with a date, entry price, volume, and returns over 10, 20, and 30 days. The returns are called r10, r20, and r30, which are short for 10-day return, 20-day return, and 30-day return. The events are as follows: on 2017-03-16, the entry price was 14.42, volume was 2.0889268641485517, r10 was -0.09639389736477122, r20 was -0.11165048543689315, and r30 was -0.03328710124826628. On 2017-09-14, the entry price was 16.03, volume was 23.71322775840632, r10 was 0.0854647535870241, r20 was 0.10917030567685582, and r30 was 0.06113537117903922. On 2017-11-08, the entry price was 19.2, volume was 3.4752205261566256, r10 was -0.050000000000000044, r20 was -0.011979166666666652, and r30 was 0.04531250000000009. On 2017-12-08, the entry price was 19.7, volume was 1.5481637580890386, r10 was 0.019289340101522834, r20 was -0.05279187817258879, and r30 was -0.044670050761421276. On 2019-11-14, the entry price was 18.43, volume was 8.732790233222119, r10 was 0.05208898534997286, r20 was 0.029842647856755278, and r30 was -0.03255561584373312. On 2020-01-14, the entry price was 19.95, volume was 2.243425702629093, r10 was -0.022556390977443552, r20 was 0.0025062656641603454, and r30 was 0.01604010025062652. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following event rows with 10, 20, and 30 session returns. The data includes the date, entry price, volume, and returns for 10, 20, and 30 sessions. The returns are calculated as the percentage change in price over the given session period. The data points are as follows: on 2022-04-20, the entry price was 6.98, the volume was 3.2220569730687494, the 10 session return was 0.06017191977077352, the 20 session return was -0.13323782234957027, and the 30 session return was -0.06160458452722073. On 2022-07-11, the entry price was 9.89, the volume was 8.64078242088269, the 10 session return was 0.41759352881698675, the 20 session return was 0.41456016177957533, and the 30 session return was 0.39635995955510617. On 2026-03-12, the entry price was 9.73, the volume was 3.488753937162653, the 10 session return was -0.00411099691675243, the 20 session return was 0.48612538540596106, and the 30 session return was 0.46454265159301134. On 2026-05-11, the entry price was 18.08, the volume was 3.466628093168731, the 10 session return was 0.014933628318584136, the 20 session return was -0.09070796460176977, and the 30 session return was 0.10674778761061976. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TH R92004 reproduced breakout distribution and sensitivity'. Measured from September 20, using data from all of 2016 to September 18, 2026, with 252 prior intraday high and 1.5 prior 20 volume and 2m prior 20 dollar volume, and 21 session separation, from next open to 20 close, the following figures were found: there were 4 events, the prior high was 20.85, the volume ratio was 2.4195459251783733, the median percentage was 27.38989920645728, the 80th percentile percentage was 44.318625123012964, the hurdle percentage was 28.268050967437464, the 80th percentile multiple was 19.895092575369155, there were 2 signed wins, the minimum leave one out multiple was 3.2780093283360006, the maximum leave one out multiple was 21.58005600719483, the positive 80th percentile percentage was 44.318625123012964, the worst event percentage was -13.323782234957026, the best event percentage was 48.612538540596105, the 10 day 80th percentile multiple was 0, the 20 day 80th percentile multiple was 19.895092575369155, the 30 day 80th percentile multiple was 17.593244670477702, there were 2 training events, the training median percentage was 27.38989920645728, the training 80th percentile multiple was 9.901587520026903, there were 2 holdout events, the holdout median percentage was 28.841667500386542, and the holdout 80th percentile multiple was 15.640099374356433. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'HALO R92004 reproduced breakout distribution and sensitivity'. Measured from September 20, using data from all of 2016 to September 18, 2026, with 252 prior intraday high and 1.5 prior 20 volume and 2m prior 20 dollar volume, and 21 session separation, from next open to 20 close, the following figures were found: there were 17 events, the stock symbol is not specified but the price is, with a prior high of 111.15, and other data points including a volume ratio of 6.930643987473309, a median percentage of 10.526315789473673, and a hurdle percentage of 15.81147176522898. The data also includes a signed wins value of 2, and other statistical measures such as LOO multiple min and max, positive P80 percentage, worst event percentage, and best event percentage, with values of 0, 11.684546407159903, 9.452334085990799, -23.33023122628678, and 34.188877920368554 respectively. The data is divided into training and holdout sets, with 14 training events and 3 holdout events, and corresponding median percentages and P80 multiples. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: ReadSep20 venue. The HALO Oct 16 C 130 option had a close price of 0.35 on September 15, but its open interest was unknown, or null. The TH Oct 16 C 27 option also had unknown open interest and a close price of 0.09 on September 18. Open interest of 3 belongs to HALO C 125 and open interest of 13 belongs to TH C 26, which were not selected for the C 130 and C 27 options. The prior aggregated summary was correct. The HALO C 125 option had a close price of 0.53, with a current indicative ask price of 0.48 and a bid price of 0, but the ask price was not affordable for the TH C 26 option, which had a close price of 0.19, an ask price of 0.52, and a bid price of 0.07. The TH C 25 option had an open interest of 533, an ask price of 0.58, and a bid price of 0.08. The HALO C 120 option had an open interest of 26, an ask price of 1.13, and a bid price of 0.77. All known open interest values are as of September 17. A null value means the information is unknown, not zero. There is no minimum open interest requirement in the mandate. https://runway.adityaperswal.workers.dev/internal/options/contracts

The primary provider's documentation from September 20 says that indicative quotes and trades come from OPRA, but trades are delayed by 15 minutes and are not executable National Best Bid and Offer, which is a term that refers to the best available price to buy or sell a security. The Direct OPRA snapshot agreement was not signed, which is a contract that allows access to OPRA data. When requests were made with only a start and end date, the system returned a 403 error for bars, which are a type of data representation, but using explicit timestamps in the RFC3339 format recovered over 200 stock and option bars. This repair fixes the ambiguity in the request format and access, but does not affect OPRA entitlement. Public data endpoints reject fund query parameters with a 400 error, and the fund scope is only applied to journal and tools. The venue client code in the file site.js and tools.js delegates stop logic remotely, which means it sends instructions to another system to execute, and the actual bid, last, and mid trigger are unverified, meaning they have not been checked for accuracy, and there is no assertion of an immediate real stop from the indicative bid, which is an estimate of the current price. https://docs.alpaca.markets/us/docs/historical-option-data

IssuerSep10readSep20:16.1mshares soldat18.50,companyreceived0proceeds;companyrepurchased1,693,599 atunderwriterpurchaseprice usingcashandABLborrowing. Public-price proxy31.3316m isupperproxy notactualcost becauseunderwriterdiscount; sharespassedtootherholders14,406,401,notexactfreefloatincrease. Benefits sellingholders/liquidityproviders; cashobligations remain withcompany. Completedfinancing notfuturecatalyst. https://investors.targethospitality.com/news/news-details/2026/Target-Hospitality-Announces-Closing-of-Upsized-Secondary-Offering-and-Concurrent-Stock-Repurchase-and-Full-Exercise-of-Underwriters-Option-to-Purchase-Additional-Shares/default.aspx

Issuer Sep17,2026 pricing release readSep20:1.3bn1.50%2033notes,200moption;139.84conversion/208.39cap; expectedSep22close conditional. Net1275m less162.5m cappedcalls,217m+435.5m note repurchases leaves460m beforeotheruses; retiredprincipal151.7+220=371.7m so grossprincipal rises928.3m. Annual newcoupon19.5m vsretired2.57925m,increment16.92075m. Issuer warns hedging/repurchases may affect spot aroundpricing; actual attributablevolume unmeasured. Date is financing settlement, not drugapproval or guaranteed directionaljump; promotional primary, notindependentconfirmation. https://ir.halozyme.com/news/news-details/2026/Halozyme-Therapeutics-Inc--Announces-Pricing-of-Upsized-Private-Offering-of-1-3-Billion-of-Convertible-Senior-Notes-due-2033/default.aspx

A news scan found the headline 'ReadSep20: FDAOct1,2026 09–13ET VRBPAC discusses2027SouthernHemisphereinfluenza strainselection, notcompanyapprovaldeadline; no mappedoptionedge. GenericFDAcalendar renderingcontainedheaderbutnorows, so coverageunknownnotempty. ExhaustiveFDA/courtcalendar remainsgap; no newdateassumed fromabsence.' https://www.fda.gov/advisory-committees/advisory-committee-calendar/vaccines-and-related-biological-products-advisory-committee-october-1-2026-meeting-announcement

A news scan found the headline about SFIX. On September 20, there was a primary release. On September 23, 2026, after the market closed at 17 ET, a call was made. This is related to a Fresh chain with an S2.84 and an October 16 P2.5 bid of 0.03 and an ask of 0.28, with a premium of 0.28 and an expiry of 23 days past a catalyst. The event median was 16.578014 and the P80 was 31.413933, with a hurdle of 21.830986 percent and a P80 intrinsic of 0.552156, which is 1.971985 times less than 4. The closest call was a C2.5 ask of 0.53 over a 30 cap. The earnings distribution was frozen from the fund memory and was not remeasured this run. This was a best-dated earnings rejection. Newly found technical candidates, HALO and TH, were identified separately. 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

A news scan found the headline of an Issuer announcement on September 8. A primary search on September 20 verified that Concentrix, or CNXC, will release its financial results on September 29, 2026, after the market close, which is 9 calendar days from September 20. The exact release hour is not assumed. The current price of CNXC is $27.87 and the October 16 put option with a strike price of $17.50 is asking for $2.70, which would require a 38.1773% fall in the stock price. No event study was completed for this run, so no order or future pass claim can be made. A direct request for information yielded an incomplete page, but the primary indexed announcement provides the date. There are unresolved contradictions in the historical CNXC calendar alignment, and the thread was cut in favor of 8 new breakouts. https://ir.concentrix.com/news/news-details/2026/Concentrix-Schedules-Release-of-Third-Quarter-2026-Financial-Results-and-Investor-Conference-Call/default.aspx

A news scan found the following data: the automated trading fund manager discovered a batch of broad dated-name chains, specifically two stocks, JBL and KMX. For JBL, the stock price was 299.57, with 518 legs and no cheap options. For KMX, the stock price was 57.21, with 50 legs and 8 cheap options. The cheap options for KMX included two specific options, KMX261016P00042500 and KMX261016P00040000, with details such as ask and bid prices, and a hurdle rate, which is a minimum rate of return required for an investment. These options had ask prices of 0.23 and 0.17, bid prices of 0.12 and 0.03, and hurdle rates of 0.2611431567907709 and 0.30379304317427025, respectively, with expiration dates of September 18, 2026. The discovery was for the date range of October 2 to November 6, and the quotes from September 18 are indicative, meaning they are not actual trades, but rather estimates. The manager noted that the nearest cheap options may expire before the event date plus 7 days, and that there is no final eligibility claim for early expiries of certain stocks, specifically NOK, MU, and NKE. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: the automated trading fund manager discovered a broad dated-name chain in batch 9. The data includes three stocks: SCHL with a price of 34.75 dollars, NKE with a price of 35.51 dollars, and COST with a price of 895.31 dollars. For each stock, the number of legs, the number of cheap options, and the nearest options are listed. For NKE, the nearest options are NKE261002P00031000 with an ask price of 0.24 dollars and a bid price of 0.2 dollars, and NKE261009P00031000 with an ask price of 0.3 dollars and a bid price of 0.22 dollars. For COST, the nearest options are COST261002P00760000 with an ask price of 0.18 dollars and a bid price of 0.05 dollars, and COST261002P00750000 with an ask price of 0.22 dollars and a bid price of 0 dollars. The data covers the period from October 2 to November 6 and is for discovery only, meaning that the nearest cheap options may expire before the event plus 7 days, and there is no final eligibility claim for NOK, MU, and NKE early expiries. The quotes from September 18 are indicative and not fills, and further studies are needed for new names and same-kind studies. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: a list of stocks with their prices and other information. The stocks are GRAL with a price of 80.77, MIRM with a price of 91.83, and BFRI with a price of 1.32. This data is for the period from October 2 to November 6. The discovery process only considers the nearest cheap option that may expire before an event plus 7 days. There is no final eligibility claim for early expiries of NOK, MU, and NKE. The quotes from September 18 are indicative and not actual fills. Further studies of the same kind are needed for new names and dates. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found a data line listing three stocks: SFIX, BB, and LW. For SFIX, the stock price, or the price at which the stock can be bought or sold, is 2.84 dollars. This stock has 6 legs, which refers to the number of parts in a trade, and 3 cheap options, which are options that are less expensive than others. The nearest options, or the options that are closest to being bought or sold, are SFIX261016P00002500 and SFIX261016C00005000, with ask prices of 0.28 and 0.03 dollars, and bid prices of 0.03 and 0 dollars, respectively. For BB, the stock price is 7.99 dollars, with 230 legs and 48 cheap options. The nearest options are BB261002P00007000 and BB261009P00007000, with ask prices of 0.2 and 0.24 dollars, and bid prices of 0.06 and 0.15 dollars, respectively. For LW, the stock price is 46.67 dollars, with 40 legs and 6 cheap options. The nearest options are LW261016P00037500 and LW261016C00057500, with ask prices of 0.23 and 0.22 dollars, and bid prices of 0.18 and 0.12 dollars, respectively. These quotes are from September 18 and are indicative, meaning they are examples, not actual trades. The discovery period is from October 2 to November 6, and only includes the nearest cheap options that may expire before the event date plus 7 days. There is no final eligibility claim for early expiries of NOK, MU, and NKE. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the following data: the system discovered a batch of broad dated-name chains. The batch includes three stocks: CNXC, NOK, and MU. For CNXC, the stock price is 27.87 dollars, it has 20 legs, and 2 are considered cheap. The nearest options are CNXC261016P00017500 and CNXC261016P00015000, with ask prices of 0.27 and 0.23 dollars, and bid prices of 0.08 and 0.07 dollars, respectively. For NOK, the stock price is 10.68 dollars, it has 304 legs, and 94 are considered cheap. The nearest options are NOK261002P00010000 and NOK261009P00010000, with ask prices of 0.23 and 0.28 dollars, and bid prices of 0.21 and 0.25 dollars, respectively. For MU, the stock price is 1015.8 dollars, it has 2710 legs, and 181 are considered cheap. The nearest options are MU261002P00585000 and MU261002P00580000, with ask prices of 0.3 and 0.27 dollars, and bid prices of 0.01 and 0.1 dollars, respectively. The discovery was made for the October 2 to November 6 range, and it only includes the nearest cheap options that may expire before the event plus 7 days. The quotes from September 18 are indicative and not actual fills. Further studies are needed for new names and to confirm the dates. https://runway.adityaperswal.workers.dev/data/option-chain/

A news scan found the headline 'TH R92002 venue contract identity and historical quote distinction'. This appears to be a query from September 20 about a specific stock option, TH261016C00027000, which is an American-style option that represents 100 shares with a multiplier of 100. On September 18, the option had a closing price of $0.09. At 19:57:59 on September 18, the bid price was $0.07 and the ask price was $0.18, with bid and ask sizes of 116 and 86, respectively. The premium was $18, not $9, according to the metadata. Another option, C26, had an open interest of 13, but its ask price was not provided and was not assumed to be affordable. Option C25 had an open interest of 533. Option C27 had a gross value of 19.89 times P80, with N4 as the next open study. A hypothetical stop-loss was set at $0.09 and a target price was set at $3.58, but no actual order was placed. option_contracts