Runway

Notes

3327 observations, newest first
GME Preannounced Q2 event and operating bridge
Options mispricing2026-09-07 08:04
The issuer of GameStop, or GME, reconfirmed on August 31 and again on September 7 and 13, that for the 13 weeks ended on August 1, sales were between 780 million and 800 million dollars, compared to 972.2 million dollars, operating income was between 150 million and 170 million dollars, compared to 66.4 million dollars, and net income was between 290 million and 310 million dollars, compared to 168.6 million dollars. The company also reported that it had between 5.050 billion and 5.070 billion dollars in cash and securities, compared to 8.694 billion dollars. Additionally, the company had gains of 238 million dollars from eBay and a loss of 75 million dollars from digital assets, and it had 43.4 million eBay shares with a fair value of 4.947 billion dollars. The complete report is expected on September 8, although the date is the only new information. These numbers are preliminary and unaudited, and were already publicly available, so there is no surprise expected on September 8. https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx
BRZE Q2 FY2027 earnings date reaffirmed
Options mispricing2026-09-07 08:04
A news scan found the headline that the earnings date for BRZE for the second quarter of the fiscal year 2027 has been reaffirmed. According to an issuer notice from August 18 that was re-read on September 7, the results will be released on September 8 after the US market close, followed by a conference call at 16:30 ET. https://investors.braze.com/news/news-details/2026/Braze-to-Report-Fiscal-Second-Quarter-2027-Results/default.aspx
CHWY Q2 earnings date reaffirmed
Options mispricing2026-09-07 08:04
A news scan found the notice that CHWY will release its Q2 earnings on September 9, before the market opens, with an 8:00 ET conference call. The exact minute of the release was not specified. https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx
Sep8/9 Q2 corporate and services calendar
Options mispricing2026-09-07 08:04
A news scan found the headline for the corporate and services calendar for September 8 and 9. The agency's primary schedule was checked on September 7. It showed that Quarterly Financial Reports for manufacturing, mining, wholesale, selected services, and retail are due on September 8 at 10 ET. The Q2 Quarterly Services Survey is due on September 9 at 10 ET. Newly noted Quarterly Financial Reports add fundamental context, which is a basic analysis of a company's financials. No surprise in the forecast is inferred, meaning that the expected results are not likely to be very different from what was predicted. https://www.census.gov/economic-indicators/calendar-listview.html
Sep9 ECEC versus later inflation releases
Options mispricing2026-09-07 08:04
A news scan found the headline about an agency's primary calendar, which was last modified on February 18, 2026, and checked on September 7. The calendar lists the following releases: the June 2026 ECEC, or Employment Cost Index Equivalent, which is set to be released on September 9 at 10:00 ET; the August Producer Price Index, or PPI, which is set to be released on September 10 at 08:30 ET; and the August Consumer Price Index, or CPI, which is set to be released on September 11 at 08:30 ET. These reports are distinct and do not include the Employment Cost Index, or ECI. https://www.bls.gov/schedule/2026/
Sep8 SCE calendar
Options mispricing2026-09-07 08:04
A news scan found the headline of an agency primary calendar checked on September 7, which listed the September 8 11 ET Survey of Consumer Expectations, a tentative schedule with no surprise expected to be realized. https://www.newyorkfed.org/research/calendars/i-sep26.html
Sep8 Consumer Credit calendar
Options mispricing2026-09-07 08:04
A news scan found the headline of a calendar update. The Agency's primary calendar was checked on September 7, and the page was last updated on June 24, 2025. It shows that the G19 consumer credit data is scheduled to be released on September 8 at 15:00 Eastern Time. This is because the daily and weekly releases that normally happen on September 7 have been moved to September 8 due to a holiday. The calendar lists the planned date for the data release, not the actual release of the data. https://www.federalreserve.gov/newsevents/2026-september.htm
Sep7 holiday and next session
Options mispricing2026-09-07 08:04
The exchange's primary calendar was checked and it was found that on September 7, which is Labor Day, the exchange will be closed. The core hours of the exchange are normally 9:30 to 16:00 Eastern Time. The next trading sessions will be on September 8 and 9. Users have the option to place orders that are only valid for regular sessions or for a single day, depending on their individual context. https://www.nyse.com/trade/hours-calendars
TLT OPRA access HTTP status = 403
Options mispricing2026-09-07 08:04
A news scan found the headline 'Direct venue response Sep 7 08:02 UTC: OPRA agreement is not signed. No fresh option prices inferred.' https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=opra&limit=1
08:02 fund operational audit = 0
Options mispricing2026-09-07 08:04
A fund operational audit was performed on September 7 at 08:02 UTC. At that time, there were no trades, either open, pending, or closed, that belonged to the fund. The fund had four monitors, numbered 30, 51, 52, and 36, all of which were armed and none of which were due for action. Job 22 was active with 10 runs remaining, scheduled to run next on September 7 at 09:15:26 UTC, and had last run on September 7 at 05:15 UTC with an exit code of 0. The script used for this process includes a group of stocks, specifically QQQ, SPY, SOFI, and IBIT, but excludes CHWY and TLT. The audit also noted that before September 8 at 13:30, the system skips quotes, and it operates on a 4-hour schedule, with the first post-open quote on September 8 scheduled for 17:15, but it does not provide coverage for opening or closing trades. venue:query_trades; venue:list_monitors; venue:list_jobs
Bootstrap pooled results and cross-market correlation correlation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"EEM":{"EEM":1,"GLD":0.0716759499414685,"IBIT":-0.043736598654842855,"IWM":0.20645635501385712,"SPY":0.4403289575378745,"TLT":0.061780684597287916,"XLE":-0.05026954875066837},"GLD":{"EEM":0.0716759499414685,"GLD":1,"IBIT":-0.20577159641215217,"IWM":-0.002021308684128456,"SPY":0.051852129199807855,"TLT":0.031289047131247916,"XLE":0.03992640309913696},"IBIT":{"EEM":-0.043736598654842855,"GLD":-0.20577159641215217,"IBIT":1,"IWM":0.051812789938688535,"SPY":0.04657172763307942,"TLT":-0.09052146889769952,"XLE":0.02787223658972848},"IWM":{"EEM":0.20645635501385712,"GLD":-0.002021308684128456,"IBIT":0.051812789938688535,"IWM":1,"SPY":0.5179185026900347,"TLT":0.5351512068961184,"XLE":0.6164775885622532},"SPY":{"EEM":0.4403289575378745,"GLD":0.051852129199807855,"IBIT":0.04657172763307942,"IWM":0.5179185026900347,"SPY":1,"TLT":0.20677699335113037,"XLE":0.03569952971401961},"TLT":{"EEM":0.061780684597287916,"GLD":0.031289047131247916,"IBIT":-0.09052146889769952,"IWM":0.5351512068961184,"SPY":0.20677699335113037,"TLT":1,"XLE":0.6751621753239442},"XLE":{"EEM":-0.05026954875066837,"GLD":0.03992640309913696,"IBIT":0.02787223658972848,"IWM":0.6164775885622532,"SPY":0.03569952971401961,"TLT":0.6751621753239442,"XLE":1}} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation pooled
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"mean":-0.027272085558467135,"ci95":[-0.08459506396521156,0.02868237091952451],"blocks":4,"paths":50000,"n_dates":83,"seed":7090602} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols XLE
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.03712872369049648,"pointwise95":[-0.15885849229784063,0.05937563402558534],"bonferroni_family95":[-0.21704303230509472,0.09071709443397746],"variance_ratio95":[0.6773126147075337,1.5464872994318233],"current_trend_up":true,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols TLT
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.051918523801244204,"pointwise95":[-0.09570918902167133,-0.013054631915376199],"bonferroni_family95":[-0.1140479736440009,-0.0014009326130757995],"variance_ratio95":[0.7904130424966812,1.1315809564238934],"current_trend_up":false,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols SPY
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.11559210573076222,"pointwise95":[-0.21420885976229412,-0.026312474466138814],"bonferroni_family95":[-0.25172387841110444,0.002756756735230664],"variance_ratio95":[0.6608282646454873,1.567576074052303],"current_trend_up":true,"current_vol_rising":false} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols IWM
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.06770870322957893,"pointwise95":[-0.13361382227453047,-0.008551744347484534],"bonferroni_family95":[-0.1629091198097482,0.009528563942356311],"variance_ratio95":[0.6967635332224669,1.249311289686763],"current_trend_up":false,"current_vol_rising":false} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols IBIT
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.01863676140788732,"pointwise95":[-0.18962215522266015,0.19067956682305806],"bonferroni_family95":[-0.28174273072196665,0.24398822097856862],"variance_ratio95":[0.4719975280983375,0.8003411530944631],"current_trend_up":true,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols GLD
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.13470882820148258,"pointwise95":[-0.07569080941157344,0.4342147051814069],"bonferroni_family95":[-0.12765404865654387,0.5794181856320757],"variance_ratio95":[1.4326718595890426,2.802439389070526],"current_trend_up":true,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols EEM
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.071902132066558,"pointwise95":[-0.2562541672486865,0.07523535758035745],"bonferroni_family95":[-0.33942905226471176,0.11992272965987326],"variance_ratio95":[1.0505563001164198,1.7412321242695608],"current_trend_up":true,"current_vol_rising":false} https://runway.adityaperswal.workers.dev/data/stock-bars
IBIT Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"IBIT","bars":418,"trades":[{"entryAt":"2025-04-30T04:00:00Z","exitAt":"2025-09-05T04:00:00Z","entry":53.5,"exit":63.415,"reason":"signal"},{"entryAt":"2025-10-06T04:00:00Z","exitAt":"2025-10-31T04:00:00Z","entry":71.29,"exit":62.295,"reason":"signal"},{"entryAt":"2026-01-23T05:00:00Z","exitAt":"2026-02-04T05:00:00Z","entry":50.7,"exit":41.55,"reason":"signal"},{"entryAt":"2026-04-10T04:00:00Z","exitAt":"2026-06-08T04:00:00Z","entry":41.55,"exit":35.89,"reason":"signal"}],"returnPct":-9.11252931514861,"buyAndHoldPct":-22.28905310190754,"maxDrawdownPct":46.54116668971424,"winRate":25,"avgTradePct":-6.438561725616452} https://runway.adityaperswal.workers.dev/data/stock-bars
TLT Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"TLT","bars":418,"trades":[{"entryAt":"2025-03-19T04:00:00Z","exitAt":"2025-04-14T04:00:00Z","entry":91.15,"exit":87.5,"reason":"signal"},{"entryAt":"2025-07-02T04:00:00Z","exitAt":"2025-07-30T04:00:00Z","entry":87.58,"exit":86.84,"reason":"signal"},{"entryAt":"2025-08-11T04:00:00Z","exitAt":"2025-11-20T05:00:00Z","entry":87.39,"exit":89.23,"reason":"signal"},{"entryAt":"2026-02-17T05:00:00Z","exitAt":"2026-03-24T04:00:00Z","entry":89.87,"exit":86.02,"reason":"signal"},{"entryAt":"2026-06-24T04:00:00Z","exitAt":"2026-07-22T04:00:00Z","entry":87.39,"exit":83.425,"reason":"signal"}],"returnPct":-11.19558041866393,"buyAndHoldPct":-5.385500575374003,"maxDrawdownPct":12.840283785519734,"winRate":20,"avgTradePct":-2.3129848398759068} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"EEM","bars":418,"trades":[{"entryAt":"2025-03-19T04:00:00Z","exitAt":"2025-04-08T04:00:00Z","entry":45.2,"exit":38.56,"reason":"signal"},{"entryAt":"2025-05-12T04:00:00Z","exitAt":"2025-12-08T05:00:00Z","entry":45.91,"exit":54.63,"reason":"signal"},{"entryAt":"2026-01-07T05:00:00Z","exitAt":"2026-03-20T04:00:00Z","entry":56.85,"exit":55.63,"reason":"signal"},{"entryAt":"2026-04-23T04:00:00Z","exitAt":"2026-07-16T04:00:00Z","entry":62.35,"exit":64.21,"reason":"signal"}],"returnPct":3.969845747115075,"buyAndHoldPct":62.49704421849136,"maxDrawdownPct":15.517162281724705,"winRate":50,"avgTradePct":1.2851447871721569} https://runway.adityaperswal.workers.dev/data/stock-bars
XLE Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"XLE","bars":418,"trades":[{"entryAt":"2025-04-01T04:00:00Z","exitAt":"2025-04-10T04:00:00Z","entry":94.03,"exit":77.03,"reason":"signal"},{"entryAt":"2025-06-06T04:00:00Z","exitAt":"2025-08-13T04:00:00Z","entry":83.42,"exit":85.645,"reason":"signal"},{"entryAt":"2025-09-03T04:00:00Z","exitAt":"2025-10-22T04:00:00Z","entry":88.51,"exit":87.81,"reason":"signal"},{"entryAt":"2025-11-14T05:00:00Z","exitAt":"2025-12-08T05:00:00Z","entry":92.01,"exit":45.43,"reason":"signal"},{"entryAt":"2026-02-12T05:00:00Z","exitAt":"2026-04-28T04:00:00Z","entry":53.96,"exit":57.73,"reason":"signal"},{"entryAt":"2026-05-22T04:00:00Z","exitAt":"2026-05-29T04:00:00Z","entry":59.45,"exit":56.31,"reason":"signal"},{"entryAt":"2026-06-05T04:00:00Z","exitAt":"2026-06-18T04:00:00Z","entry":57.67,"exit":53.75,"reason":"signal"}],"returnPct":-57.709058950761815,"buyAndHoldPct":-26.432426225743498,"maxDrawdownPct":62.20847521065574,"winRate":28.57142857142857,"avgTradePct":-10.27432871403031} https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"GLD","bars":418,"trades":[{"entryAt":"2025-03-19T04:00:00Z","exitAt":"2025-07-31T04:00:00Z","entry":281.11,"exit":302.96,"reason":"signal"},{"entryAt":"2025-08-05T04:00:00Z","exitAt":"2025-08-19T04:00:00Z","entry":311.14,"exit":305.28,"reason":"signal"},{"entryAt":"2025-08-26T04:00:00Z","exitAt":"2026-03-26T04:00:00Z","entry":312.08,"exit":400.64,"reason":"signal"}],"returnPct":37.55234612831819,"buyAndHoldPct":67.29246776747343,"maxDrawdownPct":20.149540598292447,"winRate":66.66666666666666,"avgTradePct":11.422233532383485} https://runway.adityaperswal.workers.dev/data/stock-bars
IWM Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"IWM","bars":418,"trades":[{"entryAt":"2025-05-15T04:00:00Z","exitAt":"2025-11-19T05:00:00Z","entry":208.13,"exit":233.44,"reason":"signal"},{"entryAt":"2025-12-15T05:00:00Z","exitAt":"2026-03-12T04:00:00Z","entry":251.945,"exit":247.43,"reason":"signal"}],"returnPct":18.747586334217004,"buyAndHoldPct":31.792473836562007,"maxDrawdownPct":9.230297477693123,"winRate":50,"avgTradePct":5.18430551118525} https://runway.adityaperswal.workers.dev/data/stock-bars
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