Notes

{"win_pct":16.381999999999998,"avgwin":7.399571925548047,"avgloss":2.4601558478565444,"mean":-0.8449352440174043,"stop_pct":83.514,"target_pct":16.252,"time_exit_pct":0.234,"quarterKelly":0,"fullpremium_RR_at_target":1.8124999999999998}; conditional GBM fixedIV andspread, continuoussessionclock, noexplicitovernightjumps, hypothetical fills at modeled bid; notvalidatedmarketexecution. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"S":78.25,"K":72,"iv":0.3294477704123655,"ATR":2.3049999999999997,"target_from_1_5ATR":0.09151937786561326,"rounded_target":0.09,"stop":0.01,"entry":0.03,"fees":0.2,"sessions":2,"steps":52,"paths":100000,"seed":2026090605}; conditional GBM fixedIV andspread, continuoussessionclock, noexplicitovernightjumps, hypothetical fills at modeled bid; notvalidatedmarketexecution. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"threshold":2.5,"oneway_cost":0.003,"period":"test","bars":170,"return_pct":-7.290819443066584,"drawdown_pct":14.17680159738609,"trades":1,"win_pct":0,"avgwin_pct":0,"avgloss_pct":7.301755672231182,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2.5,"oneway_cost":0.003,"period":"train","bars":752,"return_pct":34.89796462131625,"drawdown_pct":12.836358488367505,"trades":6,"win_pct":66.66666666666666,"avgwin_pct":8.602842759592418,"avgloss_pct":1.2997286978022051,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2.5,"oneway_cost":0.001,"period":"test","bars":170,"return_pct":-6.919239654156229,"drawdown_pct":14.176801597386069,"trades":1,"win_pct":0,"avgwin_pct":0,"avgloss_pct":6.922699273983303,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2.5,"oneway_cost":0.001,"period":"train","bars":752,"return_pct":38.17468265731262,"drawdown_pct":12.662031248882466,"trades":6,"win_pct":83.33333333333334,"avgwin_pct":7.302326222867469,"avgloss_pct":2.198095001185162,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2,"oneway_cost":0.003,"period":"test","bars":170,"return_pct":-7.511268252752563,"drawdown_pct":19.608070228873842,"trades":3,"win_pct":33.33333333333333,"avgwin_pct":7.620697623289832,"avgloss_pct":7.302439921786824,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2,"oneway_cost":0.003,"period":"train","bars":752,"return_pct":43.15206548224751,"drawdown_pct":15.236875800256067,"trades":13,"win_pct":61.53846153846154,"avgwin_pct":7.339760512788655,"avgloss_pct":3.8460762527880625,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2,"oneway_cost":0.001,"period":"test","bars":170,"return_pct":-6.394716349372163,"drawdown_pct":19.124429922866383,"trades":3,"win_pct":33.33333333333333,"avgwin_pct":8.044603615623398,"avgloss_pct":6.923385580058353,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":2,"oneway_cost":0.001,"period":"train","bars":752,"return_pct":50.79292176436413,"drawdown_pct":15.236875800256078,"trades":13,"win_pct":69.23076923076923,"avgwin_pct":6.943933986709445,"avgloss_pct":4.41899939491089,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":1.5,"oneway_cost":0.003,"period":"test","bars":170,"return_pct":-7.511268252752563,"drawdown_pct":19.608070228873842,"trades":3,"win_pct":33.33333333333333,"avgwin_pct":7.620697623289832,"avgloss_pct":7.302439921786824,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":1.5,"oneway_cost":0.003,"period":"train","bars":752,"return_pct":4.622091507807579,"drawdown_pct":17.393937576440944,"trades":16,"win_pct":56.25,"avgwin_pct":3.4519270763200876,"avgloss_pct":3.5425211878492,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":1.5,"oneway_cost":0.001,"period":"test","bars":170,"return_pct":-6.394716349372163,"drawdown_pct":19.124429922866383,"trades":3,"win_pct":33.33333333333333,"avgwin_pct":8.044603615623398,"avgloss_pct":6.923385580058353,"buyhold_pct":-13.996812661427704}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"threshold":1.5,"oneway_cost":0.001,"period":"train","bars":752,"return_pct":11.536824232235086,"drawdown_pct":17.062851236839315,"trades":16,"win_pct":62.5,"avgwin_pct":3.505998758652433,"avgloss_pct":3.7259030201208216,"buyhold_pct":217.83655476432693}; vectorbt nextclose entry z20<-threshold exitz>=0, fee/slippage eachhalf cost, forceclosewindowend, resetcash1000 train/test; underlyingdiagnosticonly. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

[{"old":"NFLX260918C01280000","old_quote":{"ap":99.3,"as":109,"ax":"A","bp":94.21,"bs":163,"bx":"A","c":"A","t":"2025-11-14T20:59:59.499952509Z"},"normalized_symbol":"NFLX260918C00128000","current_quote":{"ap":0.06,"as":68,"ax":"J","bp":0,"bs":0,"bx":"?","c":" ","t":"2026-09-04T19:59:59.727454218Z"}},{"old":"NFLX260918P01280000","old_quote":{"ap":225.83,"as":105,"ax":"E","bp":217.67,"bs":100,"bx":"A","c":"A","t":"2025-11-14T20:59:59.471133288Z"},"normalized_symbol":"NFLX260918P00128000","current_quote":{"ap":50.67,"as":15,"ax":"B","bp":48.3,"bs":17,"bx":"B","c":"A","t":"2026-09-04T19:59:59.500263867Z"}}]; calculationsSep6dataendsSep4, conditional diagnostics not realoptionprofits. https://infomemo.theocc.com/infomemos?number=57651

{"71":{"blend":{"price":0.026969559438840007,"net":0.004969559438840006,"sigma":0.3803026990155099,"N":1000},"winsor":{"price":0.01831098691857187,"net":-0.0036890130814281313,"sigma":0.3593250684973827,"N":1000},"low":{"price":0.004461091787497278,"net":-0.017538908212502723,"sigma":0.30152325449667106,"N":1000}},"72":{"blend":{"price":0.058103099082855915,"net":0.026103099082855914,"sigma":0.3803026990155099,"N":1000},"winsor":{"price":0.042346709562098066,"net":0.010346709562098067,"sigma":0.3593250684973827,"N":1000},"low":{"price":0.013611752472918584,"net":-0.018388247527081417,"sigma":0.30152325449667106,"N":1000}}}; calculationsSep6dataendsSep4, conditional diagnostics not realoptionprofits. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"events":3,"days":170,"event_var_mean":0.011158529848104046,"ordinary_var_mean":0.0003602375156615834,"event_ratio":30.975479684871754,"event_total_variance_pct":35.75105302584849,"OLS_beta":0.010798292332442458,"HC1_SE":0.002477005974408999,"note":"posthoc classification following largest2026returninspection, descriptive not preregistered causaltest; excludesotherunclassifiedevents"}; calculationsSep6dataendsSep4, conditional diagnostics not realoptionprofits. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=NFLX&timeframe=1Day&adjustment=all&feed=iex

{"occ":"NFLX260918C00096000","bid":0.01,"ask":0.06,"timestamp":"2026-09-04T19:59:59.713561665Z","K":96,"sessions":9,"feed_iv":0.4999,"greeks":{"delta":0.0144,"gamma":0.0051,"rho":0.0004,"theta":-0.0109,"vega":0.0052},"base":0.004357307447008907,"winsor":0.002330547465902555,"low":0.00022444287199618884,"base_net":-0.05764269255299109,"winsor_net":-0.059669452534097445,"low_net":-0.06177555712800381}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925P00067000","bid":0.04,"ask":0.07,"timestamp":"2026-09-04T19:59:59.731345908Z","K":67,"sessions":14,"feed_iv":0.3534,"greeks":{"delta":-0.0227,"gamma":0.0085,"rho":-0.001,"theta":-0.0088,"vega":0.0096},"base":0.10313486313592035,"winsor":0.0752377968136253,"low":0.024037918674989167,"base_net":0.031134863135920343,"winsor_net":0.003237796813625295,"low_net":-0.04796208132501084}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00060000","bid":0.03,"ask":0.07,"timestamp":"2026-09-04T19:59:59.715520876Z","K":60,"sessions":9,"feed_iv":0.6909,"greeks":{"delta":-0.0139,"gamma":0.0036,"rho":-0.0004,"theta":-0.0144,"vega":0.005},"base":0.00011980484692475195,"winsor":0.000044830318479708794,"low":0.0000010746918217907696,"base_net":-0.07188019515307525,"winsor_net":-0.0719551696815203,"low_net":-0.07199892530817822}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260918P00064000","bid":0.04,"ask":0.05,"timestamp":"2026-09-04T19:59:59.712197904Z","K":64,"sessions":9,"feed_iv":0.5349,"greeks":{"delta":-0.016,"gamma":0.0053,"rho":-0.0004,"theta":-0.0126,"vega":0.0057},"base":0.0036519322028269185,"winsor":0.001958566588009941,"low":0.0001906128582899961,"base_net":-0.048348067797173086,"winsor_net":-0.05004143341199006,"low_net":-0.05180938714171001}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911C00086000","bid":0.03,"ask":0.08,"timestamp":"2026-09-04T19:59:59.376530174Z","K":86,"sessions":4,"feed_iv":0.434,"greeks":{"delta":0.0355,"gamma":0.0196,"rho":0.0004,"theta":-0.0314,"vega":0.0072},"base":0.03732422169247229,"winsor":0.02592672471759272,"low":0.0068634358726740174,"base_net":-0.04467577830752771,"winsor_net":-0.056073275282407284,"low_net":-0.07513656412732599}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260925C00110000","bid":0.01,"ask":0.03,"timestamp":"2026-09-04T19:59:59.815280736Z","K":110,"sessions":14,"feed_iv":0.5773,"greeks":{"delta":0.0062,"gamma":0.0017,"rho":0.0002,"theta":-0.0048,"vega":0.0031},"base":0.00015734686712676194,"winsor":0.00005729800946596697,"low":0.0000012352378035984657,"base_net":-0.03184265313287324,"winsor_net":-0.031942701990534034,"low_net":-0.0319987647621964}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative

{"occ":"NFLX260911P00070000","bid":0.04,"ask":0.05,"timestamp":"2026-09-04T19:59:59.713980758Z","K":70,"sessions":4,"feed_iv":0.501,"greeks":{"delta":-0.0254,"gamma":0.0129,"rho":-0.0003,"theta":-0.027,"vega":0.0054},"base":0.011584338350719703,"winsor":0.007248141776868555,"low":0.0012819917945741388,"base_net":-0.0404156616492803,"winsor_net":-0.04475185822313145,"low_net":-0.050718008205425866}; S78.25, r4%,q0,sigma38.03027%/winsor35.93251%/low30.15233%; BSMsession/252,fees.20per100sharecontract assumed; Sep4quotesresearchonly. https://runway.adityaperswal.workers.dev/data/option-chain/NFLX?feed=indicative