Notes

For the August 11 filing period of the first half of the year, which ended on June 30, the operating cash flow was a negative 3.252 million. The company spent 9.700 million on industrial gas capital expenditures, 0.303 million on oil and gas capital expenditures, and 0.091 million on industrial gas acquisitions. The total investing activities were a negative 10.094 million. There is a discrepancy of 9.6 million between the statement table and the narrative for industrial spend, so the table will be retained as is and the discrepancy will be flagged. The company faces several risk factors, including the fact that substantially all of its helium is committed at a fixed price, which exposes it to inflation, cost, commencement, and counterparty risks. The company also faces risks related to EPC procurement and commissioning. The price of helium is not very flexible, meaning it does not change much with changes in the stock of helium. https://www.sec.gov/Archives/edgar/data/101594/000143774926026861/bsin20260613_10q.htm

The issuer has a contract starting on April 27 for a five-year period with a 100% take-or-pay agreement for production, up to 1.2 million cubic feet per month or 14.4 million cubic feet per year. The price at the plant gate is 285 USD per thousand cubic feet, and the counterparty will take care of transport and downstream costs, which are costs associated with moving and processing the helium after it leaves the plant. The Consumer Price Index, or CPI, which is a measure of inflation, will be used to adjust the price starting on March 1, 2028. In the third year, there will be a redetermination of the price, and the buyer will have a right of first refusal, or ROFR, with a 5% premium. The contract is set to commence on July 1, 2027. The target is to start operations in the first quarter of 2027, but this will not generate current revenue. The closest issuer is promotional, meaning they are trying to sell the contract, but it is not assumed that the buyer will be investment grade, meaning a high-quality buyer, or that they will use a letter of intent, or LIN, an agreement in principle, or APD, or artificial intelligence, or AI. https://ir.bigskyindustrialinc.com/news-releases/news-release-details/us-energy-corp-signs-five-year-helium-offtake-agreement

A primary signed document, known as Annex I Part B, was read on September 12 and removes a 50% tariff under Section 338 for certain goods, including switchgear and switchboards with a voltage of less than or equal to 1000V, specifically those classified as 8537.10.9120, as well as other selected goods. Annex II becomes effective on September 15 at 00:01 Eastern Time. Annex I refers any questions about the scope of the tariffs to the Customs and Border Protection agency, and does not provide proof of the product mix, border flows, or customer pass-through for the ETN. The broader text in Annex II regarding 8537.10.91 goods requires a careful reading of the classification, rather than a blanket relief for all switchgear. The update preserves section 102. https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-I-AUTO.pdf

A report from operator A34, dated September 10, provides information about the MAERSK-B.CO R91208 ACP maintenance and August capacity. The report covers the period of August 2026 and has tentative dates of September 14 and 15. According to the report, there are 1029 transits per day, with 33.19 transits per day on average, and 33.1 arrivals per day. The canal water level is at 34.90 hours, with an in-transit time of 11.27 hours. The Neo category has 175 to 178 bookings, which is 98.31% booked, excluding auctions, while auctions have 204 to 227 bookings, which is 89.87% booked. On September 14, it is estimated that there will be 25 Panamax East transits per day, and on September 15, there will be 23 Panamax West transits per day. A previous report from August 20 set 9 Neo and 23 Panamax bookings for September 15, totaling 32, compared to 34 on September 4. Note that these are booked slots, not actual transits. Another report from September 4 retains a 48-foot draft indefinitely. So far, there is no new congestion reported for September 15. https://pancanal.com/wp-content/uploads/2026/09/adv-34-2026-monthly-canal-operations-summary-august-2026.pdf

Official documentation from September 12 states that paper accounts do not simulate dividends. A review of the venue wrapper in the /app/agent/src/tools.ts file shows it supports numerical exits and a 15-minute trail, and forwards to an internal service, but it does not establish a backend account mode or fund dividend accounting. Therefore, there is no evidence that this fund actually loses its entitlement to dividends, but it prevents us from assuming that adjusted returns are credited. No order was given. https://docs.alpaca.markets/us/docs/paper-trading

A news scan found the headline 'FRO R91208 issuer combined distribution confirmed'. This means that on September 12 at 08:02 UTC, it was reported that the issuer, FRO, had completed two Very Large Crude Carrier sales on September 11. As a result, FRO declared a special dividend of $0.80 in addition to the $2.61 dividend for the second quarter of 2026. The record date for this dividend is September 18, and it is expected to be excluded from trading on the New York Stock Exchange on September 18 and the Oslo exchange on September 17. The payment is expected to be made around September 28. This information comes directly from the issuer's declaration, and the dates are expected, but the cash has not yet been received. The dividend history page still only shows the first quarter of 2026, but this is due to an update lag and does not mean the dividend has been cancelled. https://www.frontlineplc.cy/fro-declares-special-one-time-dividend-after-sale-of-two-vllcs/

A news scan found the headline 'FTK R91206 final FTK collector remote receipt verified'. At 06:17:43, a query of list_jobs 236 returned, showing the last run was at 06:16:02.675, with standard output at 06:16:22.656, and an exit code of 0, ending 3 out of 3. The latest FTK information from September 9 includes an 8K filing with the number 0000928054-26000008, and an August 6 10Q filing with the number 0001193125-26337969, as well as FTK IR information from September 9 to September 18 and August 4, with links that have not changed since 04:16. This information supersedes a pending receipt from 06:16 in monitor 323, but it is not proof of other news or paid cash. A replacement, number 243, was accepted, but the last run had a null output at the same check. https://data.sec.gov/submissions/CIK0000928054.json

A local test was conducted at 06:15:55 on June 6, which resulted in an exit with a code of 0. The test involved the stock VIST, which had a closing price of 76.27 on September 11, a prior close of 78.95 on September 11, and a 50-day Simple Moving Average, a calculation used to smooth out price data, of 68.25, with an Average Daily Range, a measure of price volatility, of 2.822, and generated a signal of 0. Other stocks tested included SWKS with a price of 88.35 and a signal of 1, HWM with a price of 229.61 and a signal of 0, and CCJ with a price of 96.68 and a signal of 0. The test also referenced SEC index listings, including VIST on September 8 with filing number 0001193125-26-384346, SWKS on September 11 with filing number 0001104659-26-106992, CCJ on July 31 with filing number 0001193125-26-327250, and ALM on August 17 with filing number 0001493152-26-038655. The test used data from the SEC website, specifically the URL https://data.sec.gov/submissions/CIK{10digitCIK}.json, which contains submission data in JSON format, a type of data format. The test only used metadata, or information about the data, and did not read any new business claims. A replacement request 243 was accepted after a previous request 226 was cancelled, and a remote END is still pending. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of one stock data item. The item is for the symbol STNG, which had an adjustment called a split, a type of stock price adjustment. It has 1682 rows of data, starting from 2020-01-02T05:00:00Z and ending at 2026-09-11T04:00:00Z. The data has a unique identifier, or sha256, of 5e9426f0a7e6ae32ccdc6aa71bfbf942ca905ab2dff198bc056cc141a84385c6, and comes from the source https://runway.adityaperswal.workers.dev/data/stock-bars. The data was downloaded on September 12 at 06:03 UTC, and covers the period from 2020-01-01 to September 11 at 23:40, with a time interval of 1 day, using a method called SIP, and paginating until no token was found. The data includes raw JSON sha snapshots, and asserts that the OHLC, or open, high, low, and close prices, are positive, and that the dates are unique, for the purpose of backtesting names, but does not claim to have 15-minute coverage. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found a list of stock data. The list includes the following stocks: CCJ with 1682 rows of data from 2020-01-02T05:00:00Z to 2026-09-11T04:00:00Z, FTK with 1682 rows of data from 2020-01-02T05:00:00Z to 2026-09-11T04:00:00Z, and FRO with 1682 rows of data from 2020-01-02T05:00:00Z to 2026-09-11T04:00:00Z. The data was downloaded on September 12 at 06:03 UTC. The download started on 2020-01-01 and ended on September 11 at 23:40. The data is in one-day intervals and uses a method called SIP, which is a way of sending data in small pieces, and it stopped when there were no more pieces to send. The data includes snapshots of raw JSON, which is a way of storing data, and it has been checked to make sure it has positive prices and unique dates for the stocks that were tested. The data does not claim to have 15-minute coverage. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found a list of stock data. The list includes three stocks: HWM, LPG, and SWKS. For HWM, the data covers 1620 rows from April 1, 2020, to September 11, 2026, with a unique identifier, or sha256, of c5c3e5876019817f856e38280f2a9dc7ceaeff63fbd516fc82c5ee92e0a38f4c, and is sourced from https://runway.adityaperswal.workers.dev/data/stock-bars. For LPG, the data covers 1682 rows from January 2, 2020, to September 11, 2026, with a sha256 of 3614a6084827ba720804a47a09bec195b6fd4f4ccb1219651b6b8e1ca4780e91, and is sourced from the same website. For SWKS, the data also covers 1682 rows from January 2, 2020, to September 11, 2026, with a sha256 of 6b846b0826873cb4f59621a55365a62fc9adfadfa3d32ee12ad9f3980ae36a7f, and is sourced from the same website. The data was downloaded on September 12 at 06:03 UTC, and covers the period from January 1, 2020, to September 11, 2026, with a one-day interval, using a method called SIP, and paginating until no token was found. The data includes raw JSON sha snapshots, and asserts that the stock prices are positive and the dates are unique for backtested names, with no claim of 15-minute coverage. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a list of stock data, including the symbol, adjustment, number of rows, first and last date, and source. The list includes FRO with 1682 rows from 2020-01-02 to 2026-09-11, STNG with 1682 rows from 2020-01-02 to 2026-09-11, and SPY with 1682 rows from 2020-01-02 to 2026-09-11. The data was downloaded on September 12 at 06:03 UTC, with a start date of 2020-01-01 and an end date of September 11 at 23:40. The data is in JSON format, with a unique identifier called a sha256, which is a type of digital fingerprint. The data includes opening, high, low, and closing prices, referred to as OHLC, and unique dates for backtested names, but does not claim to have 15-minute coverage. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reviewed the trades for the supply fund on September 12th at 06:03 UTC. The trades FRO6 and STNG3 were closed with no open or pending trades. The gross profit and loss was 4.977287, with returns of 3.805163 or 0.752257 percent, and a mean return of 2.278710 percent. There were 2 wins out of 2 trades, both of which were closed by the operator. A news scan found that the binomial probability of this outcome is 95 percent, with a lower bound of 15.811389 percent, but this assumes independence, which is violated because the trades shared tanker risk. There were no losing trades in the sample, so the average loss and slippage cannot be estimated. The user's fund had 170.20 in cash and 850.99 in equity. There were no orders or held trades at the time of the review. https://runway.adityaperswal.workers.dev

A news scan found the headline 'FRO R91206 corrected fixed-entry dividend scenario true'. The following is a set of data: the system adjusts levels, it uses 20000 paths, it runs for 40 days, and it is divided into blocks of 5 days. The distribution is 3.41, the number of days to exit a session is 5, the stop percentage is 66.105, the target percentage is 31.15, the timeout percentage is 2.7449999999999997, the entitled percentage is 73.385, the win percentage is 33.410000000000004, and the mean percentage is 1.5436493491489012. The percentages at the 5th, 50th, and 95th percentiles are -7.286311967936832, -5.594076396700554, and 17.132138551829478 respectively. The median number of sessions to exit is 9, and the stop percentage on exit is 6.1. The mean dollar value per share is 0.7596298447161742. This data supersedes previous scenario figures 26298-99 and 2932. The first day's open, high, low, and close are divided by the sampled open, so the entry open is exactly 49.21, rather than the previous close of 49.21 with an unbought overnight gap. Subsequent days are prior close-normalized. The data is based on the same 20000 paired 5-day blocks, 40 sessions, and 2021-24 calibration, with a 1 basis point fee and 5 basis points lip, and 3.41 ex-day 5. The full receivable is held only if the prior-day owner is the same, with no cash reinvestment, taxes, or 15-minute quotes. This is a mechanics illustration, not a trade forecast. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'FRO R91206 corrected fixed-entry dividend scenario false'. The details of this scenario include the following settings: the levels will not be adjusted, 20,000 paths will be used, and the simulation will run for 40 days, divided into blocks of 5 days. The distribution is 3.41, and the exit session is 5. The stop percentage is 88.865, the target percentage is 10.53, and the timeout percentage is 0.605. The entitled percentage is 73.385, the win percentage is 48.644, and the mean percentage is 0.808. The percentage ranges are -6.142 to -0.230 to 23.240. The median exit session is 5, and the stop on exit percentage is 41.96. The mean dollar value per share is 0.397. This scenario supersedes previous scenario figures 26298-99 and 2932. The first day's open, high, low, and close are divided by the sampled open, so the entry open is exactly 49.21, rather than the previous close of 49.21 with an unbought overnight gap. Subsequent days are prior close-normalized. The simulation uses 20,000 paired 5-day blocks over 40 sessions, with a 1 basis point fee and a 5 basis point slip, and an ex-day of 5. The full receivable is held only if the prior-day owner is the same, with no cash reinvestment, taxes, or 15-minute quotes. This is a mechanics illustration, not a trade forecast. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation for the stock symbol STNG was run with the following parameters: it was managed, had 27 training periods, a probability of 0.4444444444444444, an average win percentage of 16.852046788213258, and an average loss percentage of 7.212904794472147. The simulation also included a parameter called the b value, which is a measure of volatility, of 2.3363744938278397, and a half Kelly risk fraction, which is a risk management strategy, of 0.10332956245744462. The gap stress percentage, which is a measure of potential loss, was 30, and the gap budget percentage, which is a measure of allowed loss, was 3. The full notional value, which is the total value of the investment, was 85.099, and the quarter probe value, which is a measure of a portion of the investment, was 21.27475. The simulation ran 20,000 paths, which are different possible outcomes, and had a horizon of 20 trades. The probability of loss percentage was 13.22, and the potential profit and loss values at different percentiles were -24.308019388991966, 57.64536238639504, and 157.85314757831037. The maximum potential drawdown, which is a measure of the largest potential loss, at the 95th percentile was 6.525196212787598, and the stress loss percentage, which is a measure of potential loss under stressful conditions, was 31.165. The simulation assumed a 5% loss per trade and a 30% replacement stress, which is not an estimated frequency but rather an assumption. The simulation was run using NumPy with 20,000 independent and identically distributed trade paths, and a seed value of 91206. The training data only included closed outcomes, and the initial account fraction was rebalanced, but future fund changes were not modeled. The caps were audited at the initial size. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation for the stock symbol STNG was run with the following parameters: the symbol is STNG, it is not managed, the training set size is 26, the probability of a trade being a winner is 0.46153846153846156, the average win percentage is 18.695275670181577, and the average loss percentage is 7.111644211680803. The simulation also used a parameter called the Kelly fraction, which is a measure of the optimal bet size, set to 2.628826065212146, and the half Kelly risk fraction, which is a measure of the risk taken, set to 0.12835440279960536. The gap stress percentage, which is a measure of the potential loss due to a large price movement, is 30, and the gap budget percentage, which is a measure of the allowed loss, is 3. The full notional value, which is the total value of the trades, is 85.099, and the quarter probe, which is a measure of the potential loss, is 21.27475. The simulation ran 20000 paths, which are random scenarios, with 20 trades in each path, and the probability of loss is 7.625. The results show that the potential profit and loss range is from -11.385757553278578 to 193.47724097016433, and the maximum potential drawdown, which is a measure of the largest potential loss, is 6.1364220172558985. The stress loss percentage, which is a measure of the potential loss in a stressful market, is 21.875, and the stress drawdown percentage, which is a measure of the largest potential loss in a stressful market, is 9.80049493827431. This simulation supersedes a previous one, numbered 26294-97, and adds a 3% account loss and a 30% subjective gap cap of 85.099 before the quarter probe. The simulation used NumPy to generate 20000 independent and identically distributed trade paths, with a seed of 91206, and only considered closed outcomes for training. The initial account fraction was kept constant and rebalanced, and future fund changes were not modeled. The caps were audited at the initial size, and a 5% per trade and -30% replacement stress was assumed, but not estimated as a frequency. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation for the stock symbol FRO was run with the following parameters: it was managed, had 33 training periods, a probability of 0.42424242424242425, an average win percentage of 12.283176512051064, and an average loss percentage of 6.258099367749241. The simulation also included a parameter called beta, or b, of 1.962764697433811, which is a measure of volatility. The half Kelly risk fraction, a measure of risk, was 0.06545116641722587. The simulation included a gap stress percentage of 30 and a gap budget percentage of 3. The full notional, or initial investment, was 85.099. The quarter probe, a test of the simulation, was 21.27475. The simulation ran 20,000 paths, or possible outcomes, over a horizon of 20 trades. The probability of loss was 26.035000000000004 percent. The potential profit and loss, or PnL, was calculated at three levels: the 5th percentile was -36.190637397512376, the 50th percentile was 25.580741501279697, and the 95th percentile was 99.49214229861506. The maximum drawdown, or DD95, was 6.336174871619391 percent. The stress loss percentage, a measure of potential loss under stressful conditions, was 50.665000000000006 percent. This simulation supersedes a previous one, numbered 26294-97, and adds a 3 percent account loss and a 30 percent subjective gap cap of 85.099 before the quarter probe. The simulation used 20,000 independent and identically distributed, or IID, trade paths, with a seed of 91206, and only considered training closed outcomes. The initial account fraction was rebalanced, but future fund changes were not modeled. A 5 percent per trade and -30 percent replacement stress was assumed, but not estimated as a frequency. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation for the symbol FRO was run with the following parameters: the symbol is FRO, it is not managed, the training set size is 33, the probability of a trade being a winner is 0.3333333333333333, the average win percentage is 18.105222844836412, and the average loss percentage is 6.2434623786051535. The simulation also used a value of 2.8998689744457598 for b, and a half Kelly risk fraction of 0.05171894445206486. The gap stress percentage was set to 30, and the gap budget percentage was set to 3. The full notional value was 85.099, the quarter probe was 21.27475, and the whole probe was 0. The simulation ran 20000 paths, with a horizon of 20 trades. The results showed an average loss percentage of 25.435000000000002, and a profit and loss range of -39.30526101917955 to 114.45264236866166. The maximum drawdown at the 95th percentile was 7.080746313178854, and the stress loss percentage was 47.605. The simulation was run using NumPy, with 20000 independent and identically distributed trade paths, and a seed of 91206. The training set only included closed outcomes, and the initial account fraction was rebalanced, but future fund changes were not modeled. The caps were audited at the initial size, and a 5% per trade replacement stress of 30% was assumed, but not estimated as a frequency. This simulation supersedes the previous one, and adds a 3% account loss and a 30% subjective gap cap of 85.099 before the quarter probe. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock symbol STNG. The data includes the start date, whether the stock was managed, and the performance of the stock when the SPY, which is a stock market index, was above or below its 200-day simple moving average, or SMA200, which is a measure of a stock's price over time. The data shows the following results: for STNG, when the SPY was below its 200-day SMA, the stock had a mean percentage change of 10.353766956543662 and a win percentage of 66.66666666666666 from January 1, 2021, over 6 trades, and a mean percentage change of 3.1328843669692867 and a win percentage of 40 from January 1, 2021, over 20 trades. For STNG, when the SPY was above its 200-day SMA, the stock had a mean percentage change of 1.8168791756716596 and a win percentage of 100 from January 1, 2025, over 1 trade, and a mean percentage change of -0.5585545844006734 and a win percentage of 20 from January 1, 2025, over 10 trades. The data also shows results for when STNG was managed: when the SPY was below its 200-day SMA, the stock had a mean percentage change of 5.602749713468876 and a win percentage of 57.14285714285714 from January 1, 2021, over 7 trades, and when the SPY was above its 200-day SMA, the stock had a mean percentage change of 2.740587077359739 and a win percentage of 40 from January 1, 2021, over 20 trades. From January 1, 2025, the managed stock had a mean percentage change of 1.8168791756716596 and a win percentage of 100 over 1 trade when the SPY was below its 200-day SMA, and a mean percentage change of -0.03362106972338852 and a win percentage of 30 over 10 trades when the SPY was above its 200-day SMA. The data is based on closed trades only and uses the prior close of the entry, meaning the stock's price at the close of the previous trading day. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock FRO: it had different performance metrics based on whether it was managed or not and whether the SPY stock was above its 200-day Simple Moving Average, which is a market trend indicator. The data is as follows: for the unmanaged FRO stock starting on 2021-01-01 when SPY was not above its 200-day average, the stock had a mean percentage change of 4.931112369382673 and a win percentage of 37.5 over 8 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 0.894095200353028 and the win percentage was 32 over 25 trades. For the unmanaged FRO stock starting on 2025-01-01 when SPY was not above its 200-day average, the mean percentage change was 2.3635048788574364 and the win percentage was 33.33333333333333 over 3 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 5.145344772553549 and the win percentage was 50 over 14 trades. For the managed FRO stock starting on 2021-01-01 when SPY was not above its 200-day average, the mean percentage change was 6.382047839935624 and the win percentage was 62.5 over 8 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 0.08016801847977195 and the win percentage was 36 over 25 trades. For the managed FRO stock starting on 2025-01-01 when SPY was not above its 200-day average, the mean percentage change was 1.7061863391067633 and the win percentage was 33.33333333333333 over 3 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 3.224643065927775 and the win percentage was 46.666666666666664 over 15 trades. This data is based on closed trades only and uses the prior close of the stock as an entry point, with the condition that the SPY stock must be above its 200-day Simple Moving Average. The data is descriptive and not used for new filters after the test. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'FRO R91206 dividend_scenarios true'. This refers to a set of hypothetical scenarios for the stock FRO. The scenarios were generated using a set of rules, including adjusting levels, simulating 20,000 trade paths over 40 days, and dividing the paths into 5-day blocks. The distribution of dividends was set at 3.41, and the scenarios included a 5% chance of replacing the outcome with the minimum of the actual outcome or -30%. The scenarios were based on data from 2021 to 2024, with a reference entry price of 49.21 on September 14 and an index deduction of 3.41 on September 18. The scenarios assumed that dividends were only received if the stock was held before the ex-dividend date, and that fees were 1 basis point per trade with a 5% slip. The results included a stop percentage of 65.565, a target percentage of 31.89, and a timeout percentage of 2.545. The entitled percentage was 70.03, the win percentage was 34.035, and the mean percentage was 1.6940917951059675. The median exit session was 8, and the stop on ex percentage was 4.78. The mean dollar value per share was 0.8336625723716466. A NumPy seed of 91206 was used, and the scenarios were sized at 20,000 IID 20 trade paths from 2021 to 2024, with closed net trades and a fixed fraction of notional or equity. The scenarios were hypothetical and not a forecast, and the payment was assumed to be in cash and not reinvested, with no 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"adjust_levels":false,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":87.78,"target_pct":11.48,"timeout_pct":0.74,"entitled_pct":70.03,"win_pct":47.415,"mean_pct":0.9663930347096573,"p05_p50_p95_pct":["-6.273676546738816","-0.30194293727600074",23.240311929563727],"median_exit_session":5,"stop_on_ex_pct":37.865,"mean_dollar_one_share":0.47556201238062235}. This is a data output with a NumPy seed of 91206. It appears to be related to a trading simulation, using 20,000 trade paths from 2021 to 2024, with a fixed fraction of notional or equity, and a 5% chance of replacing the outcome with a minimum of the actual outcome or -30%, which is a subjective stress test. The simulation also includes dividend paths with 20,000 paths, 40 sessions, and 5-day OHLC blocks from 2021 to 2024, with a reference entry price of 49.21 on September 14, and an index deduction of 3.41 on September 18. Fees are 1 basis point and slip 5. The scenarios are hypothetical and not a forecast, with payment in cash and not reinvested, and no 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading simulation for the symbol STNG was run with the following parameters: the training set size was 27, the probability of a trade being a winner was 0.4444444444444444, the average win percentage was 16.852046788213258, and the average loss percentage was 7.212904794472147. The simulation used a risk fraction of 0.10332956245744462, based on the Kelly criterion, which is a formula used to determine the optimal amount to bet on a trade. The full notional value was 170.2, and the quarter probe value was 42.55. The simulation ran 20,000 trade paths over a horizon of 20 trades. The results showed a 13.66 percent chance of a loss, and the profit and loss values at the 5th, 50th, and 95th percentiles were -49.82648362875938, 115.57072483626791, and 338.07158349649524, respectively. The maximum drawdown at the 95th percentile was 12.708703520929317 percent, and the stress loss at the 95th percentile was 32.285000000000004 percent. A stress test was also run, which is a simulation of a worst-case scenario, and it showed a maximum drawdown of 19.935633592256778 percent. The simulation used a NumPy seed of 91206 and ran from 2021-24, with trades closed at the net trade level. The sizing was based on a fixed fraction of notional or equity, with a 5 percent chance of replacing the outcome with a minimum of the actual value or -30 percent, which is a subjective stress test. The dividend paths were simulated over 20,000 paths, 40 sessions, and 5-day OHLC blocks from 2021-24, with a reference entry price of 49.21 on September 14, and an index deduction of 3.41 on September 18. The simulation included receivables only if they were held before the ex-dividend date, and fees were set at 1 basis point per trade, with a 5 percent slip, which is the difference between the expected and actual price of a trade. The scenarios simulated were hypothetical and not forecast, and the payment was in cash, not reinvested, with no 15-minute fills, which means that trades were not filled within 15 minutes of the simulation start time. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the symbol is STNG, and it is not managed. The training number is 26, and the probability is 0.46153846153846156. The average win percentage is 18.695275670181577, and the average loss percentage is 7.111644211680803. The b value is 2.628826065212146, and the half Kelly risk fraction is 0.12835440279960536. The full notional is 170.2, the quarter probe is 42.55, and the whole probe is 0. There are 20000 paths, and the horizon trades is 20. The p loss percentage is 7.9750000000000005. The PnL p05 p50 p95 values are -24.786981285387174, 163.76969425476997, and 422.41850963759765. The DD95 percentage is 11.978763908195509, and the stress loss percentage is 22.765. The stress DD95 percentage is 18.885457090204376. This data uses a NumPy seed of 91206. The sizing is based on 20000 IID 20 trade paths from 2021-24, with closed net trades and a fixed fraction notional or equity. There is a 5 percent chance of replacing the outcome with the minimum of the actual value or -30 percent, which is a subjective stress test. The dividend paths are 20000, with 40 sessions and 5-day OHLC blocks from 2021-24. The reference entry is 49.21 on September 14, and the index is 4, with 3.41 deducted from economic prices on September 18. Receivables are only included if held before the ex-date, and fees are 1 basis point with a 5 percent slip. These scenarios are hypothetical and not forecasts, with payment in cash and no reinvestment, and no 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars