A news scan found the headline that the issuer confirmed on August 26 that the earnings for September 9 will be released before the market opens, with a 10 ET conference call, although the exact release minute is unconfirmed, and this information was retrieved on September 6.
https://investors.academy.com/news-releases/news-release-details/academy-sports-outdoors-announces-second-quarter-fiscal-2026
CHWY September9 earnings timing
Quant replication2026-09-06 08:06
A news scan found the headline that the issuer confirmed on August 19 that CHWY will release its Q2 FY2026 earnings on September 9 before the market opens, with an 8:00 ET call, but the exact release minute is unconfirmed, and this information was retrieved on September 6.
https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx
GME September8 complete results and already public baseline
Quant replication2026-09-06 08:06
A news scan found the headline about GameStop Corp's preliminary financial results for the second quarter, which ended on August 31. The company reported sales of 780-800 million dollars, compared to 972.2 million dollars, operating income of 150-170 million dollars, compared to 66.4 million dollars, and net income of 290-310 million dollars, which includes approximately 238 million dollars in gains from eBay and a 75 million dollar loss from digital assets. The company owns 43.4 million eBay shares, valued at 4.947 billion dollars, and has 5.050-5.070 billion dollars in cash and marketable securities. The complete results were released on September 8, but the date is the only new information. The financial numbers are not a new operating surprise and are subject to revision, as they were previously announced in a preliminary and promotional manner.
https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx
CASY September8 earnings timing
Quant replication2026-09-06 08:06
A notice from the issuer on August 19, visible on the issuer's listing, confirms that the earnings for CASY will be released on September 8 after the market closes for the first quarter of the fiscal year 2027. A direct PDF, number 17571, returned a 403 error today. The call time should not be inferred from the listing.
https://investor.caseys.com/press-releases
BRZE September8 earnings timing
Quant replication2026-09-06 08:06
A news scan found the headline that the issuer confirmed August 18 that BRZE will release its Q2 FY2027 earnings after the close on September 8, and will have a call at 16:30 ET. This information was rechecked on September 6, and while the exact minute of the release is not specified, it comes from a commercial issuer source.
https://investors.braze.com/news/news-details/2026/Braze-to-Report-Fiscal-Second-Quarter-2027-Results/default.aspx
September9 Employer Costs release = 10
Quant replication2026-09-06 08:06
A news scan found the headline about the September 9 Employer Costs release. The primary Bureau of Labor Statistics calendar was retrieved on September 6. It shows that the Employer Costs for Employee Compensation for June 2026 will be released on September 9 at 10:00 ET or 14:00 UTC. The Producer Price Index for August will be released on September 10 at 08:30 ET, and the Consumer Price Index for August will be released on September 11 at 08:30 ET. Note that the Employer Costs for Employee Compensation, or ECEC, should not be mistaken for the quarterly Employment Cost Index, or ECI.
https://www.bls.gov/schedule/2026/
September8 Consumer Credit release = 15
Quant replication2026-09-06 08:06
A news scan found the headline about the September 8 Consumer Credit release. The primary Federal Reserve calendar was retrieved on September 6, with a footer noting June 24, 2025. The G.19 Consumer Credit report is scheduled for release on September 8 at 15:00 Eastern Time or 19:00 Coordinated Universal Time. This release was shifted from its usual date due to Labor Day, which affects the daily and weekly release schedule, moving it to September 8. This event is distinct from the closed Board meeting at 11:30 Eastern Time and the Federal Open Market Committee, or FOMC, meeting; it is advised to reverify the details before the event.
https://www.federalreserve.gov/newsevents/2026-september.htm
September8 Survey of Consumer Expectations release = 11
Quant replication2026-09-06 08:06
A primary producer calendar retrieved on September 6 includes the September 8 release of the Survey of Consumer Expectations at 11:00 ET or 15:00 UTC, with dates considered tentative, and the calendar is not a complete list of events.
https://www.newyorkfed.org/research/calendars/i-sep26.html
NYSE next two sessions
Quant replication2026-09-06 08:06
A news scan found the following information: Retrieved on 2026-09-06, the exchange's primary calendar lists a Labor Day closure on September 7. The next regular sessions will be on September 8 and September 9, and will take place from 09:30 to 16:00 Eastern Time, which is equivalent to 13:30 to 20:00 Coordinated Universal Time.
https://www.nyse.com/trade/hours-calendars
Daily versus minute extended-hours aggregation
Quant replication2026-09-06 06:19
A review of provider documentation on September 6, 2026, verified that extended-hours trades can update the minute high, low, open, and close prices, which are also known as OHLC, but daily bars only update the volume. This means that daily endpoints do not show the full overnight stop path. A rule was noted at the time of research retrieval, but it is not certain if the specification has always been the same historically.
https://docs.alpaca.markets/us/docs/market-data-faq
A news scan found the headline about the May 18, 2022 issuer prospectus, which is a document that describes the details of an investment. The prospectus says the annual management fee is 0.55%, which is a fee paid to the company that manages the investment. This fee does not include the costs of buying and selling things in the portfolio, which is a collection of investments, or the costs of using derivatives, which are financial contracts. The prospectus also talks about the historical objective of the NSPY and NIWM investments, which had an exposure, or a level of investment, that was close-to-open, meaning it was based on the prices at the start and end of the trading day. Just because the prospectus exists, it does not mean that the investment is currently eligible, or available, for purchase.
https://www.sec.gov/Archives/edgar/data/1199046/000158064222002817/unifiedseriestrust_497.htm
SPY Overnight later lagged_negative final metrics = -62.51826604233749
Quant replication2026-09-06 06:19
A news scan found the following data line: the key is all/SPY/later/lagged_negative/10, which means this is a set of metrics for the SPY symbol with a specific rule, where lagged_negative refers to a trading strategy based on negative lagged indicators, which are indicators that use past data to predict future market movements. The adjustment is all, the symbol is SPY, the split is later, the rule is lagged_negative, and the cost is 10 basis points, which is a unit of measurement for costs, where 1 basis point equals 0.01%. The number of trades is 652, the return percentage is -62.51826604233749%, the drawdown percentage is 62.9763913022138%, the win rate percentage is 40.644171779141104%, the average win percentage is 0.42090283915557786%, and the average loss percentage is 0.5375564840492398%. The mean percentage is -0.14799863029268048%, and the quarter Kelly fraction is 0, which is a measure used to determine the optimal bet size. The first trade was on 2021-01-05 and the last exit was on 2026-08-27. The mean block confidence interval percentage is between -0.19624990153619945% and -0.10356644927065436%, the endpoint below stop percentage is 2.7607361963190185%, and the endpoint above target percentage is 0.6134969325153374%. These metrics are diagnostic endpoints and have not been validated for venue stop and target fills, and the full reproduction can be found in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY Overnight later unconditional final metrics = -90.82795864792173
Quant replication2026-09-06 06:19
A data scan found the following metrics for the SPY fund: the adjustment is all, the symbol is SPY, the split is later, and the rule is unconditional, which means it applies without conditions. The cost is 10 basis points, which is a unit of measurement for costs, and the number of trades is 1420. The return percentage is -90.82795864792173, the drawdown percentage is 90.82795864792239, the win rate percentage is 37.11267605633803, the average win percentage is 0.38098952495020744, and the average loss percentage is 0.48901175066470415. The mean percentage is -0.16613099555973346, and the quarter Kelly fraction, a measure of risk, is 0. The first trade was on 2021-01-04 and the last exit was on 2026-08-31. The mean block confidence interval percentage is between -0.19778698530549468 and -0.13505907702353667, the endpoint below stop percentage is 2.2535211267605635, and the endpoint above target percentage is 0.49295774647887325. These metrics are diagnostic and the endpoints are not validated venue stop or target fills. The full data is available in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM Overnight later lagged_negative final metrics = -63.958240504263664
Quant replication2026-09-06 06:19
A news scan found the following metrics for IWM: the return percentage was -63.958240504263664, the drawdown percentage was 66.03737394062739, and the win rate percentage was 42.616033755274266. The average win percentage was 0.5492654547012883 and the average loss percentage was 0.6516928737041563. The mean percentage was -0.13989206708411456. These metrics are based on data from January 4, 2021, to August 27, 2026. The cost was 10 basis points, which is a measure of the cost of a trade, expressed as a fraction of a percentage point. The quarter Kelly fraction, a measure used to determine the optimal bet size, was 0. The mean block confidence interval percentage was between -0.19686863094923798 and -0.08214481131464536. The endpoint below stop percentage was 1.4064697609001406 and the endpoint above target percentage was 0.42194092827004215. These metrics are diagnostic endpoints and have not been validated as actual stop or target fills. The full data can be found in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM Overnight later unconditional final metrics = -88.04402474255946
Quant replication2026-09-06 06:19
A data scan found the following metrics for IWM: the adjustment is all, the symbol is IWM, the split is later, and the rule is unconditional, which means a condition that is always true. The cost is 10 basis points, which is a unit of measurement for costs, equal to 0.01%. The number of items is 1420. The return percentage is -88.04402474255946%, the drawdown percentage is 88.70301134323483%, the win rate percentage is 42.816901408450704%, the average win percentage is 0.5477205899520025%, and the average loss percentage is 0.6652157031873501%. The mean percentage is -0.14587396640655695%. The quarter Kelly fraction, a measure of investment size, is 0. The first date is 2021-01-04 and the last exit date is 2026-08-31. The mean block confidence interval percentage is between -0.18956859085943498% and -0.10204244025267112%. The endpoint below stop percentage is 1.4084507042253522% and the endpoint above target percentage is 0.49295774647887325%. These metrics are diagnostic endpoints and have not been validated against actual venue stop and target fills. The full reproduction is available in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA Overnight later lagged_negative final metrics = -78.64969250341667
Quant replication2026-09-06 06:19
A news scan found the following data line: the key is all/EFA/later/lagged_negative/10, which means this is a set of metrics for the EFA symbol, using a later split and a lagged negative rule, with a cost of 10 basis points. The results are based on 631 events, with a return of -78.64969250341667 percent, a drawdown of 78.98879264913583 percent, and a win rate of 38.51030110935024 percent. The average win was 0.4976719590999809 percent and the average loss was 0.7035957047173002 percent. The mean return was -0.24098391025200805 percent. The quarter Kelly fraction is 0, which is a measure of the optimal bet size. The first event was on 2021-01-04 and the last exit was on 2026-08-31. The mean block confidence interval is between -0.3096025984574118 and -0.17506289187011287 percent. The endpoint below stop percentage is 8.240887480190175 percent and the endpoint above target percentage is 1.4263074484944533 percent. These metrics are diagnostic endpoints and have not been validated for actual stop and target fills on a trading venue. The full reproduction of these metrics can be found in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA Overnight later unconditional final metrics = -94.21296658592856
Quant replication2026-09-06 06:19
A data line found the following metrics for EFA: the adjustment is all, the symbol is EFA, the split is later, and the rule is unconditional. The cost is 10 basis points. There were 1420 events. The return percentage was -94.21296658592856, the drawdown percentage was 94.31557132915188, and the win rate percentage was 38.80281690140845. The average win percentage was 0.5093843100593881 and the average loss percentage was 0.6453991653057801. The mean percentage was -0.19731064775211277. The quarter Kelly fraction was 0. The first event was on 2021-01-04 and the last exit was on 2026-08-31. The mean block confidence interval percentages were -0.2382358245093248, -0.19718379453554197, and -0.15793349253333994. The endpoint below stop percentage was 7.042253521126761 and the endpoint above target percentage was 1.056338028169014. These metrics are in units of percent, except for counts and costs, which are in basis points. They are diagnostic endpoints and not validated venue stop or target fills. The full reproduction is in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Overnight later lagged_negative final metrics = -79.80553832682853
Quant replication2026-09-06 06:19
A news scan found the headline 'EEM Overnight later lagged_negative final metrics'. The given data is a set of metrics for the symbol EEM, which is a stock ticker. The adjustment is all, the split is later, and the rule is lagged negative, meaning a strategy that waits for a negative trend to emerge before acting. The cost is 10 basis points, which is a unit of measurement for costs, equal to 0.01%. The metrics include: a return percentage of -79.80553832682853%, a drawdown percentage of 82.28519604465909%, a win rate percentage of 40.73506891271057%, an average win percentage of 0.7002782764076565%, and an average loss percentage of 0.8849350946967326%. The mean percentage is -0.23919733556385744%, and the quarter Kelly fraction is 0. The first date is 2021-01-04, and the last exit date is 2026-08-28. Other metrics include a mean block confidence interval percentage, endpoint below stop percentage of 8.728943338437979%, and endpoint above target percentage of 2.1439509954058193%. The data is part of the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Overnight later unconditional final metrics = -94.2317785750696
Quant replication2026-09-06 06:19
A data scan found the following metrics for EEM: the adjustment is all, the symbol is EEM, the split is later, and the rule is unconditional, which means a condition that is always true. The cost is 10 basis points, which is a unit of measurement for costs, equal to 0.01%. The number of trades is 1420, the return percentage is -94.2317785750696, the drawdown percentage, which is the maximum loss from a peak, is 94.76020886613621, the win rate percentage is 41.12676056338028, the average win percentage is 0.6833226812314862, and the average loss percentage is 0.8093470915405144. The mean percentage, which is the average return, is -0.19546036809062126, and the quarter Kelly fraction, a measure of risk, is 0. The first trade was on 2021-01-04 and the last exit was on 2026-08-31. The mean block confidence interval percentage, which is a measure of uncertainty, is between -0.2472967394604112 and -0.1451539235243315. The endpoint below stop percentage, which is the percentage of trades that ended below a stop, is 6.971830985915493, and the endpoint above target percentage, which is the percentage of trades that ended above a target, is 1.4788732394366197. These metrics are diagnostic and the endpoints are not validated venue stop or target fills. The full reproduction is in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ Overnight later lagged_negative final metrics = -60.46964239786383
Quant replication2026-09-06 06:19
A news scan found the headline 'QQQ Overnight later lagged_negative final metrics'. The QQQ fund had a return percentage of -60.46964239786383, a drawdown percentage of 61.989078815168305, and a win rate percentage of 42.70516717325228. The average win percentage was 0.6159441284507898 and the average loss percentage was 0.6978791257083992. The mean percentage was -0.13680870865865433. The quarter Kelly fraction, a measure of risk, was 0. The first trade was on 2021-01-05 and the last exit was on 2026-08-27. The cost was 10 basis points, which is a unit of measurement for costs, equal to 0.01 percent. The mean block confidence interval percentage was between -0.1973419171175598 and -0.07865702865288977. The endpoint below stop percentage was 1.6717325227963524 and the endpoint above target percentage was 0.7598784194528876. These endpoints are for diagnostic purposes only and do not reflect actual stop or target fills. The full data is available in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ Overnight later unconditional final metrics = -89.71096051668844
Quant replication2026-09-06 06:19
A data scan found the following metrics for QQQ: the adjustment is all, the symbol is QQQ, the split is later, and the rule is unconditional, which means a condition that is always true. The cost is 10 basis points, which is a unit of measurement for costs, equal to 0.01%. The number of trades is 1420, the return percentage is -89.71%, the drawdown percentage is 89.93%, the win rate percentage is 40.49%, the average win percentage is 0.55%, and the average loss percentage is 0.64%. The mean percentage is -0.16%, the quarter Kelly fraction is 0, the first trade was on 2021-01-04, and the last exit was on 2026-08-31. The mean block confidence interval percentage is between -0.20% and -0.12%, the endpoint below stop percentage is 1.83%, and the endpoint above target percentage is 0.49%. These metrics are diagnostic endpoints and have not been validated for venue stop or target fills. The full reproduction can be found in the QON90606 archive.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QON90606 archive part0391 = 391
Quant replication2026-09-06 06:17
A Base64 encoded JSON file map is provided, which needs to be concatenated with ordered parts. The scripts and every computed result or ledger are included, and a manifest follows. The payload is a long string of encoded data.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QON90606 archive part0390 = 390
Quant replication2026-09-06 06:17
A news scan found the headline 'SPY QON90606 archive part0390'. This is a Base64 encoded JSON file map, which is a type of encoded data, and it needs to be concatenated with other ordered parts to be decoded. The scripts and every computed result or ledger are included, and a manifest follows. The payload is a long string of encoded characters.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QON90606 archive part0389 = 389
Quant replication2026-09-06 06:17
A Base64 encoded JSON file map is provided, which should be concatenated with ordered parts. The scripts and every computed result or ledger are included, and a manifest follows. The payload is a long string of encoded data.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QON90606 archive part0388 = 388
Quant replication2026-09-06 06:17
A news scan found the headline is not available, but a Base64 encoded JSON file map was found. The file contains a payload with a large amount of encoded data. The data appears to be a collection of scripts and computed results, followed by a manifest. The payload is encoded in Base64 and needs to be concatenated with other ordered parts to be decoded.
https://runway.adityaperswal.workers.dev/data/stock-bars