Notes

On September 20, a review of the data found 0 legs that met the criteria of having an affordable expiry and an ask price of.30 or less, with an expiry date at least 7 days after the event. The price of S was 46.67. For the October 16 option with a strike price of 37.5, the bid price was.18 and the ask price was.23, according to a quote from September 18 at 19:59:07.992Z, with a size of 20 out of 65. This was an inclusive multiple of 11 to 80, with a hurdle of 20.1414%. The bid price for the option with a strike price of 42.5 was.78 and the ask price was 1.02, with costs over 30 being 102. These quotes are indicative, meaning they are not actual prices that can be traded at. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the following data: this is a regression receipt. The receipt includes a list of regressions with their features, correlations, coefficients, and holdout mean absolute errors. The features are mom20, distSMA50, RV20, and volratio. The correlations are -0.09888696193966241 for mom20, 0.14629280148550736 for distSMA50, 0.07065100661018345 for RV20, and -0.012507575792410767 for volratio. The coefficients are [-0.06643758320353046, -0.2880033712554161] for mom20, [-0.06311432326569552, 0.5381122642016212] for distSMA50, [-0.11630454902311235, 0.1772165012194842] for RV20, and [-0.059810247229316854, -0.00355855890595318] for volratio. The holdout mean absolute errors are 7.406768375909643 for mom20, 1.107368916095698 for distSMA50, 5.508470415972201 for RV20, and 5.217640253798112 for volratio. The null mean absolute error is 4.882972642087758. The feature correlations are also included, with mom20 correlated with distSMA50 at 0.7558751128467563, RV20 at -0.1042292216649193, and volratio at 0.5480666637075435, and other correlations listed similarly. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the LW R92000 repaired backtest receipt batch 2 has the following results: for a long-only direction in the training era with a lag of 5, the return was -1.8831741373188455, the drawdown was 2.0383697779589705, the win rate was 50, and the number of trades was 8. For a long-only direction in the holdout era with a lag of 5, the return was -0.08282060381115529, the drawdown was 0.2951152687022285, the win rate was 50, and the number of trades was 2. For a short-only direction in the training era with a lag of 5, the return was 1.6983371527359459, the drawdown was 1.012639246450009, the win rate was 50, and the number of trades was 8. For a short-only direction in the holdout era with a lag of 5, the return was 0.035056357498022446, the drawdown was 0.19707590749650228, the win rate was 50, and the number of trades was 2. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a list of backtest results for LW R92000, including four sets of data. The first set has a lag of 3, a direction of long only, an era of train, a return of -1.949899808302774, a maximum drawdown of 2.264622219527046, a win rate of 37.5, and 8 trades. The second set has a lag of 3, a direction of long only, an era of holdout, a return of -0.10113412883781761, a maximum drawdown of 0.2840925342991407, a win rate of 50, and 2 trades. The third set has a lag of 3, a direction of short only, an era of train, a return of 1.7653302610109536, a maximum drawdown of 1.1716679110106543, a win rate of 50, and 8 trades. The fourth set has a lag of 3, a direction of short only, an era of holdout, a return of 0.05344328335304667, a maximum drawdown of 0.15968442619489487, a win rate of 50, and 2 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following backtest results for LW R92000: the system tested two strategies, long only and short only, each with a lag of 1, on two sets of data, the training set and the holdout set. For long only in the training set, the return was -1.907859991288732, the maximum drawdown was 2.0069576597423033, the win rate was 44.44444444444444 percent, and the number of trades was 9. For long only in the holdout set, the return was -0.2673307857329064, the maximum drawdown was 0.28586474025974473, the win rate was 50 percent, and the number of trades was 2. For short only in the training set, the return was 1.6990738517609787, the maximum drawdown was 0.945215607445693, the win rate was 44.44444444444444 percent, and the number of trades was 9. For short only in the holdout set, the return was 0.22030605844599338, the maximum drawdown was 0.036535402529047634, the win rate was 50 percent, and the number of trades was 2. https://runway.adityaperswal.workers.dev/data/stock-bars

A numerical receipt for LW R92000 preexit has the following details: it has 50000 paths and 20 steps, with the event step being 12. The preIV is 0.5594 and the initial model is 0.23647441475788034. There are three scenarios: the first has a volatility of 0.26, a mean of -13.81059507072913, a p05 of -18.472194367635232, a target percentage of 0.5559999999999999, and a stop percentage of 88.52. The second scenario has a volatility of 0.4, a mean of -9.015445385528585, a p05 of -19.786183637671385, a target percentage of 7.005999999999999, and a stop percentage of 82.26400000000001. The third scenario has a volatility of 0.6, a mean of 0.8821487599948519, a p05 of -21.114419246723916, a target percentage of 20.698, and a stop percentage of 75.248. The intrinsic half Kelly is 0.06703960396039604, the signed win fraction is 0.18181818181818182, and the mean intrinsic is 0.650307578224835. https://runway.adityaperswal.workers.dev/data/stock-bars

A numerical receipt for LW R92000 has the following details: it has 50000 paths, 20 steps, and an event step of 12. The preIV is 0.5594 and the initial model is 0.23647441475788034. There are three scenarios: the first has a volatility of 0.26, a mean of 3.2657104017657885, a p05 of -24.89912667518346, a target percentage of 4.828, and a stop percentage of 95.16. The second scenario has a volatility of 0.4, a mean of 8.808150953181896, a p05 of -21.675173366840152, a target percentage of 11.782, and a stop percentage of 88.21600000000001. The third scenario has a volatility of 0.6, a mean of 7.6663628887275745, a p05 of -21.33210678035207, a target percentage of 22.624, and a stop percentage of 77.374. The intrinsic half Kelly is 0.06703960396039604, the signed win fraction is 0.18181818181818182, and the mean intrinsic is 0.650307578224835. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the final inclusive-event distribution has 11 data points, with a median of 0.10017371163867983 and a 80th percentile of 0.2010752688172044. The median confidence interval is between 0.02571196094385675 and 0.2010752688172044, and the 80th percentile confidence interval is between 0.10017371163867983 and 0.28237361449040277. The median of the training data is 0.1629035661531968, and the median of the holdout data is 0.04882972642087757. This data is from October 2024, and the alignment sensitivity, which measures how sensitive the results are to the alignment of the data, is 29826, and this number has not changed, so the decision remains the same. The data was analyzed using a method called IID bootstrap, which is a way of resampling the data, with 50,000 repetitions, and a seed of 92000, which is a starting point for the random number generator. The intervals do not include uncertainty from regime or selection, which refers to the uncertainty in the results due to the choice of model or data. https://runway.adityaperswal.workers.dev/data/stock-bars

On July 24, the issuer of LW R92000, for the fiscal year that ended on May 31, reported that their operating cash flow, or OCF, which is the cash generated from their operations, was 942.9 million, and their capital expenditures, or capex, which is the money spent on assets, was 410.1 million, resulting in a cash proxy of 532.8 million. This is compared to the previous year, when their OCF was 868.3 million and capex was 650.7 million, resulting in a cash proxy of 217.6 million. The growth in OCF of 74.6 million includes 55.1 million from working capital, which refers to the money used in the day-to-day operations of the business. The company also made net debt repayments of 240.7 million and distributions of 320.7 million. The volume of sales for the fiscal year increased by 7%, but the price and mix of products, which is the combination of different products sold, decreased by 6%, resulting in an adjusted EBITDA, or earnings before interest, taxes, depreciation, and amortization, of 1147 million, which is a decrease of 9%. The company also reported extra week sales of 127.1 million and EBITDA of 28.9 million. In the fourth quarter, the International EBITDA was 12 million, compared to 63 million in the previous year. The company rechecked their results on September 20, but did not report any new results. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results

On June 10, the issuer of SFIX reported its third quarter results, which ended on May 2. The company had 229.4 million dollars in cash and investments, no debt, 2.309 million active clients, which is a 0.9 percent increase from the previous quarter and a 1.9 percent decrease from the same time last year. The revenue was 340.3 million dollars, a 4.7 percent increase. The free cash flow, which is the amount of cash a company has after paying expenses, was 6.5 million dollars, compared to 15.1 million dollars spent on buying back its own shares. The gross margin, or the profit made from sales, was 43.7 percent, down 50 basis points, which is a measure of percentage change. These facts were rechecked on September 20 and are not new results from the weekend. The company's guidance for the fourth quarter is revenue of 322 to 327 million dollars and EBITDA, or earnings before interest, taxes, depreciation, and amortization, of 7 to 10 million dollars. The issuer is an interested party, meaning they have a stake in the company, and there is no comparison to a consensus, or average, of other estimates. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A news scan found the headline about LW R92000 October 2024 missing-event sensitivity. This supersedes the N10-only selection. On the issuer page, the date and time of October 1, 08:00, but a call on October 2 at 10 ET leaves the first news alignment unresolved. The Securities Information Processor, or SIP, which is a system that collects and disseminates market data, showed a close reaction of +0.261054% on October 1 and +2.571196% on October 2. Including either as the event reduces the median to 10.017371% and the 80th percentile, or P80, to 20.107527%. The payoff for the 37.5th and 80th percentiles is 0.2141828, which is 0.23 times 0.93122955. Thus, excluding N10 inflated the tail to 21.271719% or 3.293526 times. The decision requires rejection under both alignments. The chronological proxy baseline uses October 2 with ambiguity flagged, and there is no choosing the larger P80. https://investors.lambweston.com/news-releases/news-release-details/lamb-weston-reports-first-quarter-fiscal-2025-results-announces

A news scan found the headline about an FDA meeting. The meeting is scheduled for October 1, 2026, from 9 to 13 ET. It will discuss the 2027 Southern Hemisphere influenza strain selection. The meeting will provide nonbinding advice, which is not a company approval deadline. No event study or automatic trade for MRNA, BNTX, or GSK was inferred from this information. https://www.fda.gov/advisory-committees/advisory-committee-calendar/vaccines-and-related-biological-products-advisory-committee-october-1-2026-meeting-announcement

On September 8, the issuer stated that the next earnings results will be released on October 6, 2026, at approximately 8:00 ET, followed by a call at 9:00 ET, which is 16 calendar days from September 20. This information was retrieved on September 20 from the direct issuer, and the prospective schedule is subject to early news or change. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial

A news scan found the headline about an affordable expiry-eligible contract LW261016P00020000. Quotes from September 18 were retrieved on September 20. The contract expires on October 16, which is 10 days after an event on October 6. The median close reaction is 13.153864% and the P80 payoff is 21.271719%. P80 intrinsic is not the actual option expected value. The contract details are as follows: the symbol is LW261016P00020000, the ask price is 0.03, the bid price is 0, the strike price is 20, and the hurdle is 0.5721019927148061. The P80 payoff is 0, the multiple is 0, the coverage is 0, and the passgate is false. The mean intrinsic value is 0 and the signed payoffs are all 0. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about an affordable expiry-eligible contract LW261016C00060000. Quotes from September 18 were retrieved on September 20, showing that the contract expires on October 16, which is 10 days after an event on October 6. The median close reaction on similar occasions was 13.153864% and the 80th percentile was 21.271719%. The term P80 refers to the 80th percentile, a statistical measure. The given P80 intrinsic value is not the actual option value, but rather a calculated estimate. The contract details are as follows: the symbol is LW261016C00060000, the ask price is 0.13, the bid price is 0, the strike price is 60, and the hurdle is 0.2884079708592243. The P80 payoff is 0, the multiple is 0, the coverage is 0, and the passgate is false, with a mean intrinsic value of 0 and signed payoffs all being 0. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about an affordable expiry-eligible contract LW261016C00057500. On September 18, quotes were retrieved on September 20. The contract expires on October 16, which is 10 days after an event by the issuer on October 6. The median close reaction is 13.153864% and the 80th percentile is 21.271719%. The 80th percentile intrinsic value is not the actual option expected value. The details of the contract are as follows: the symbol is LW261016C00057500, the ask price is 0.22, the bid price is 0.12, the strike price is 57.5, and the hurdle is 0.23676880222841223. The P80 payoff is 0, the multiple is 0, the coverage is 0, the passgate is false, the mean intrinsic value is 0, and the signed payoffs are all 0. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about an affordable expiry-eligible contract LW261016P00035000. Quotes from September 18 were retrieved on September 20. The contract expires on October 16, which is 10 days after an event by the issuer on October 6. The median close reaction is 13.153864% and the reaction of P80 is 21.271719%. P80 intrinsic is not the actual option expected value. The contract details are as follows: the symbol is LW261016P00035000, the ask price is 0.17, the bid price is 0.12, the strike price is 35, and the hurdle is 0.2536961645596743. The P80 payoff is 0, the multiple is 0, the coverage is 0.2, and the passgate is false. The mean intrinsic value is 0.19392005647742608. The signed payoffs are 0, 0, 1.5083765882670974, 0, 0, 0, 0, 0.4308239765071633, 0, 0. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about an affordable expiry-eligible contract LW261016P00032500. Quotes from September 18 were retrieved on September 20. The contract expires on October 16, which is 10 days after an event on October 6. The median close reaction on similar events is 13.153864% for N10 and 21.271719% for P80. P80 intrinsic is not the actual option expected value. The contract details are as follows: symbol LW261016P00032500, ask price 0.17, bid price 0.07, strike price 32.5, hurdle 0.30726376687379475, P80 payoff 0, multiple 0, coverage 0, passgate false, mean intrinsic 0, and signed payoffs are all 0. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about an affordable expiry-eligible contract LW261016P00037500. Quotes from September 18 were retrieved on September 20. The contract expires on October 16, which is 10 days after an event on October 6. The median close reaction is 13.153864% and the P80 payoff is 21.271719%. A data line shows details about the contract LW261016P00037500, including its symbol, ask price of 0.23, bid price of 0.18, strike price of 37.5, and other metrics such as hurdle, P80 payoff, multiple, coverage, and mean intrinsic value. The data line is: {symbol:LW261016P00037500, ask:0.23, bid:0.18, strike:37.5, hurdle:0.20141418470109282, P80payoff:0.7575110318605738, multiple:3.2935262254807554, coverage:0.2, passgate:false, mean_intrinsic:0.7153383360473186, signed_payoffs:[0,0,4.008376588267097,0.21418279569892462,0,0,0,2.9308239765071633,0,0]} https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

On 2026-07-24, the issuer of LW R92000 reported its earnings. The data was collected on September 20. The preclose price was adjusted to the same-day close price using information from a website that provides stock market data. The exact time of the first news about the earnings is not known, but the stock's price changed as follows: on 2026-07-24, the preclose price was 48.82, the open price was 48.29, and the close price was 49.22, with a gap of -0.01085620647275709 and a move of 0.008193363375665674. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results

On April 1, 2026, the issuer of LW R92000 reported its earnings. The stock's pre-close price was 41.58. After the news, the stock opened at 40.84 and closed at 37.86. The gap from the pre-close to the open was -0.0177970177970177, and the overall move was -0.08946608946608947. The data was collected in September 2020 and adjusted from a website that provides stock market information. https://investors.lambweston.com/static-files/9f03ff19-1e8d-4002-ad45-ea16a804db88

On 2025-12-19, the issuer of LW R92000 reported its earnings. The data was collected in September 2020 and adjusted for the pre-close to same-day close using information from a website. The exact time of the first news is not known, but there are descriptions of gaps pending a review of pre-open timestamps. On 2025-12-19, the stock prices were as follows: the pre-close price was 57.89, the open price was 49.62, and the close price was 42.88, with a gap of -0.1428571428571429 and a move of -0.25928485057868367. https://www.sec.gov/Archives/edgar/data/1679273/000167927325000075/lw-20251123x8kxexx9912q26.htm

The issuer of LW R92000 reported earnings on 2025-09-30. The data was collected on September 20. The preclose price was adjusted to the same-day close using information from a website that provides stock market data. The exact time of the first news about the earnings is not known, and there are gaps in the information that will be filled in after a review of the preopen timestamp. On the day of the earnings report, the stock prices were as follows: the preclose price was 54, the open price was 57.63, the close price was 56.34, the gap was 0.0672222222222223, and the move was 0.043333333333333446. https://investors.lambweston.com/static-files/b011bf01-ee60-4f3e-89da-4afa3dc5a469

On 2025-07-23, the issuer of LW R92000 reported its earnings. The information was collected on September 20. The preclose price was adjusted to the same-day close price using data from a website that provides stock market information. The exact time of the first news about the earnings is not known, but the stock's price changed as follows: on 2025-07-23, the preclose price was 47.39, the open price was 54.03, and the close price was 55.11, with a gap of 0.1401139480903144 and a move of 0.1629035661531968. https://investors.lambweston.com/static-files/56b9f201-656c-48b9-b5c5-7ad0415559a3

On 2025-04-03, the issuer of LW R92000 reported its earnings. The data was collected on September 20. The preclose price was adjusted to the same-day close price using information from a website that provides stock market data. The exact time of the first news about the earnings is not known, and there are some gaps in the information that need to be audited. On 2025-04-03, the stock prices were as follows: the preclose price was 51.81, the open price was 57.35, and the close price was 57. The gap was 0.1069291642540049 and the move was 0.10017371163867983. https://investors.lambweston.com/static-files/a203a75d-5b5c-4214-9dfd-eef4ab0744ba