Notes

A simulation for the symbol CSTM was recently run with a fixed policy. The simulation used 20,000 paths and had a stop percentage of 58.675, a target percentage of 36.8, and a timeout percentage of 4.5249999999999995. The results showed a profit percentage of 40.81 and a mean profit and loss per share of 1.0728871754103801. The maximum affordable quantity was 4. This simulation was observed on 2026-09-20 and used a regression of daily simple returns, with no claim of causality or significance, compared to the SPY symbol. The simulation also used a beta distribution and overnight gap stops. The results are based on 20,000 paths per cell, 60 sessions, and 5-day blocks, with a 20 basis point cost per side. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: a simulation for the stock symbol CSTM was observed on 2026-09-20. The simulation used a long regime and a policy called quarter_at2R_BE. This policy means the simulation first uses a 2R quarter strategy and then a break-even strategy the next day. The simulation had 20000 paths, a stop percentage of 72.605, a target percentage of 25.905, a timeout percentage of 1.49, and a trim percentage of 36.65. The profit percentage was 39.415. The mean profit and loss per share was 0.3011006561388332. The simulation also found the following percentiles for profit and loss per share: p01 was -3.3297562709988906, p05 was -2.080711453411382, and p95 was 5.262517531598313. The maximum affordable quantity was 4. The simulation used a type of statistical analysis called regression, specifically ordinary least squares, or OLS, with an intercept, to compare the stock's daily simple returns to those of the SPY stock, without claiming any causality or significance. The simulation also used a type of statistical method called bootstrap, which is a way of estimating how likely it is that a result is due to chance, and a type of probability distribution called beta, with parameters 1 and 1, to estimate the probability of winning after a trade. The simulation used 20,000 paths per cell, 60 sessions, and 5-day blocks of open, high, low, and close prices, with a 20 basis point cost per trade and overnight gap stops with slip, and stopped on the first ambiguous intraday trade. The unconditional model was not validated with live odds, and fractional trims would have exited the regular trading hours, but the fifteen-minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A simulation for the symbol CSTM was run with a long regime, fixed policy, and the following parameters: 20,000 paths, a stop percentage of 67.66, a target percentage of 28.59, a timeout percentage of 3.75, and a trim percentage of 0. The results showed a profit percentage of 31.75, a mean profit and loss per share of 0.3757279359885433, and a maximum affordable quantity of 4. The simulation was observed on 2026-09-20 and used a regression of daily simple returns with an intercept versus the SPY symbol, with no claim of causality or significance. The simulation used 20,000 paths per cell, 60 sessions, and 5-day OHLC blocks, with a stop loss and slip of 20 basis points per side, and overnight gap stops with intraday ambiguity resolved by stopping first. The results were compared to a 2R quarter and a next-day BE comparator. The unconditional model was not validated with live odds, and fractional trims would have exited the regular trading hours, but a fifteen-minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A data scan found the following information about CENX on 2026-09-20. The symbol CENX has a recent win percentage of 33.33333333333333 percent and an average win percentage of 32.1582262423195 percent. The average loss percentage is -11.839482101473497 percent. The half Kelly risk fraction is 0.04394553136253715 and the half Kelly wealth fraction is 0.3711778183022706. The mean trade percentage is 2.826420679790835 percent. A regression analysis of daily simple returns using ordinary least squares, or OLS, was performed with an intercept against the SPY ticker, but no claim of causality or significance is made. The odds are based on completed fixed pullback trades, excluding the end of the window, and use a beta distribution with parameters 1 and 1 for the win posterior. A simulation was run with a seed of 92006, 20,000 paths per cell, 60 sessions, and 5-day OHLC blocks, with a 20 basis point per side overnight gap stop and slip, and stop on first intraday ambiguity. The simulation used a 2R quarter then BE next day comparator. The unconditional model has not been validated for live odds, and fractional trims would exit the regular trading hours, or RTH, with a fifteen minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CENX: the symbol is CENX, the window is a holdout period, which is a part of testing where the system is evaluated on data it was not trained on, also known as a test set. The completed number of trades is 13, the win percentage is 46.15384615384615, the average win percentage is 32.982641172316434, and the average loss percentage is -13.849114493077295. The half Kelly risk fraction, which is a measure of the optimal fraction of wealth to bet, is 0.11772165132717705, and the half Kelly wealth fraction is 0.8500301689759452. The mean trade percentage is 7.765541967873656, and the mean confidence interval 95 percentage is between -5.0361062196457365 and 20.929036737006733. The win posterior confidence interval 95, which is a measure of the uncertainty of the win probability, is between 0.23036054144806234 and 0.7113905999616925. This data was observed on 2026-09-20. A regression analysis was done on daily simple returns using ordinary least squares with an intercept versus the SPY, which is an exchange-traded fund that tracks the S&P 500 stock market index, with no claim of causality or significance. The odds are for completed fixed pullback trades, excluding the window end, using independent and identically distributed, or IID, 20k means bootstrap, which is a method of estimating the distribution of a statistic, not future bound, with a beta distribution of 1,1 for the win posterior. A simulation was done with a seed of 92006, 20k paths per cell, 60 sessions, 5 day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with stop first intraday ambiguity, and a 2R quarter then BE next day comparator. The unconditional model was not validated for live odds, and fractional trims would exit the regular trading hours, or RTH, with a fifteen minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CENX: the symbol is CENX, and it is part of a train window. The completed number of trades is 23, with a win percentage of 34.78260869565217. The average win percentage is 39.972051334649464, and the average loss percentage is -12.760928581633864. The half Kelly risk fraction is 0.06981099655706169, and the half Kelly wealth fraction is 0.5470683117648428. The mean trade percentage is 5.580977476203816, with a 95 percent confidence interval of -4.469828977960596 to 16.326791666807914. The win posterior confidence interval is 0.18799292819600225 to 0.5532196156596481. This data was observed on 2026-09-20. A regression analysis was done on daily simple returns using ordinary least squares with an intercept versus SPY, but no claim of causality or significance is made. The odds are for completed fixed pullback trades, excluding the window end, using a bootstrap method that assumes independent and identically distributed results, with 20,000 means. The simulation used a seed of 92006, with 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with stop first in intraday ambiguity. The comparator is a 2R quarter, then a BE next day. The model is unconditional and has not been validated for live odds. Fractional trims would exit the regular trading hours, but a 15-minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CSTM: the symbol CSTM has a recent window with 3 completed trades, a win percentage of 33.33333333333333, and an average win percentage of 27.57618939760411. The average loss percentage is -10.667827616379071. The half Kelly risk fraction is 0.037716923555967924 and the half Kelly wealth fraction is 0.3535576774605774. The mean trade percentage is 2.080178054948656. A regression analysis of daily simple returns using ordinary least squares with an intercept versus SPY was performed, but no claim of causality or significance is made. The odds are based on completed fixed pullback trades, excluding the window end, using a bootstrap method with 20,000 iterations, and a beta distribution with parameters 1 and 1 for the win posterior. A simulation was run with a seed of 92006, 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stop slip, and stop first intraday ambiguity. The simulation used a 2R quarter then BE next day comparator. The unconditional model has not been validated for live odds, and fractional trims would exit the regular trading hours, with a fifteen-minute venue path not observed, as of September 20, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a simulation of the stock symbol CSTM, observed on 2026-09-20, showed the following results. The simulation used a method called ordinary least squares, or OLS, to analyze daily returns, comparing them to the SPY stock, without claiming any cause and effect relationship. The results included a 50 percent win rate, with an average win of 17.07 percent and an average loss of -6.14 percent. The half Kelly risk fraction was 0.1601 and the half Kelly wealth fraction was 2.6101. The mean trade percentage was 5.47 percent, with a 95 percent confidence interval of -1.34 to 12.55 percent. The win posterior confidence interval was 0.2513 to 0.7487. The simulation used 20,000 paths and 60 sessions, with a seed of 92006, and assumed a 20 basis point cost per trade, with overnight gap stops and slip, and stop on first intraday ambiguity. The simulation also used a 2R quarter then BE next day comparator, but the unconditional model was not validated for live odds, and fractional trims would exit regular trading hours, with a 15-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a simulation of the stock symbol CSTM, with a training window, showed the following results as of September 20, 2026. The simulation had 25 completed trades, with a win percentage of 44, an average win percentage of 24.43542896190695, and an average loss percentage of -9.392352016938183. The half Kelly risk fraction was 0.11237518322913631 and the half Kelly wealth fraction was 1.196454125936493. The mean trade percentage was 5.491871613753677, with a 95 percent confidence interval of -1.432925431265106 to 12.776681962959607. The win posterior confidence interval was 0.26587121742295106 to 0.6308196190760333. This data was based on a regression of daily simple returns using ordinary least squares with an intercept versus the SPY stock, with no claim of causality or significance. The odds were calculated for completed fixed pullback trades, excluding the window end, using a beta distribution with parameters 1 and 1 for the win posterior. A simulation was run with a seed of 92006, 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with a stop on the first intraday ambiguity. The simulation used a 2R quarter then BE next day comparator. The unconditional model was not validated for live odds, and fractional trims would exit the regular trading hours, with a 15-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for KALU: the symbol KALU was observed on 2026-09-20 with the following statistics: a window of recent data, 179 observations, a beta of 1.8635143961286649, which is a measure of volatility, daily alpha of 8.480713393216787 basis points, an R2 of 0.21332833569582976, which measures how well the model fits the data, annual volatility of 53.47871685719249 percent, correlation with SPY of 0.46187480521871865, correlation with CENX of 0.495652226196039, and correlation with CSTM of 0.7194618088899383. A regression analysis was performed using ordinary least squares, or OLS, with an intercept, comparing KALU to SPY, but no claim of causality or significance is made. The analysis used a simulation with 20,000 paths, 60 sessions, and 5-day blocks of open, high, low, and close prices, with a stop loss of 20 basis points per side, and overnight gap stops with slip, with the first stop being intraday ambiguity. The simulation used a seed of 92006 and 20,000 means bootstrap, but is not future-bound. The results show a 2R quarter, then a break-even next day comparator. The unconditional model has not been validated with live odds, and fractional trims would exit regular trading hours, but a 15-minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'CSTM R92006 regression recent'. The symbol CSTM was analyzed in a recent window, which is a period of time used to examine data. The results showed a beta of 2.0005050789047734, which is a measure of volatility, or how much the price of CSTM moves compared to the market. The daily alpha, a measure of performance, was 7.715513302668041 basis points, which is a unit of measurement for interest rates and investment returns. The R-squared value, which measures how well a model fits the data, was 0.29609449619565265. The annual volatility percentage, which measures how much the price of CSTM fluctuates over a year, was 48.73006490356926. The correlation, or relationship, between CSTM and SPY, a stock market index, was 0.5441456571504106, and the correlation between CSTM and CENX was 0.4925465152844641. The analysis was observed on 2026-09-20 and used a regression model to examine the daily simple returns of CSTM compared to SPY. The model did not claim to show causality or significance. The results also included odds of completed fixed pullback trades, which excludes the end of the window, and used a simulation with 20,000 paths, 60 sessions, and 5-day blocks. The simulation also included overnight gap stops and slip, and stop first intraday ambiguity. The model was not validated for live odds, and fractional trims would exit the regular trading hours, but a 15-minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CENX: the symbol is CENX, and the window is recent. The number of observations, n, is 179. The beta, a measure of volatility, is 1.3462209332032837. The daily alpha, a measure of return, in basis points is -1.5379394846961336. The R2, a measure of fit, is 0.0776861054498279. The annual volatility percentage is 64.0202201570696. The correlation with SPY, a stock market index, is 0.278722272970475, and the correlation with CENX itself is 1. The correlation with CSTM is 0.4925465152844641. This data was observed on 2026-09-20. A regression analysis was done on daily simple returns using ordinary least squares with an intercept versus SPY, but no claim of causality or significance is made. The analysis includes completed fixed pullback trades, excluding the window end, and uses a bootstrap method with 20,000 means, not bound by future data. The simulation uses a seed of 92006, with 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with the first stop in intraday ambiguity. The model uses a 2R quarter then BE next day comparator, but is not validated for live odds, and fractional trims would exit the regular trading hours, with a 15-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a regression analysis of the stock symbol AA was observed on 2026-09-20. The analysis used a statistical method called ordinary least squares, or OLS, to compare the daily simple returns of AA to those of the SPY stock index, without claiming any cause-and-effect relationship or statistical significance. The results showed a beta of 1.4306977661516758, which measures the stock's volatility relative to the market, and a daily alpha of -13.388980549228696 basis points, which measures the stock's excess return. The analysis also found correlations, or relationships, between AA and other stocks: 0.3362305288755054 with SPY, 0.7470973802908486 with CENX, and 0.5379550808206766 with CSTM. The annual volatility of AA was 56.400538979370566 percent. A simulation was run with 20,000 paths and 60 sessions, using a method called bootstrap, which is a way to estimate the variability of a statistic, and the results were used to estimate the odds of completing fixed pullback trades. The simulation used a random seed of 92006 and assumed a stop loss, which is an order to sell a stock when it falls to a certain price, and a slip, which is the difference between the expected price of a trade and the actual price. The results were compared to a benchmark, or a standard to measure performance, called 2R quarter, and the next day's performance was compared to a break-even point, or the point at which the performance is neither positive nor negative. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for KALU on 2026-09-20: the symbol is KALU, the window is a holdout, which is a set of data used to test a model, with 752 data points, a beta of 1.4541668981471485, which measures volatility, a daily alpha of -1.9672055944958475 basis points, which measures excess return, an R2 of 0.2789004262822097, which measures how well the model fits the data, an annual volatility percentage of 42.24873859725233, which measures risk, a correlation with SPY of 0.5281102406526594, a correlation with CENX of 0.5469791495192647, and a correlation with CSTM of 0.5902673738727382. The regression used ordinary least squares, or OLS, with an intercept, to model daily simple returns against SPY, without claiming causality or significance. The simulation used 20,000 means bootstrap, which is a method to estimate variability, and was not future bound, meaning it did not use future data. The beta was set to 1,1, which are parameters for a probability distribution, and the simulation used a seed of 92006, 20,000 paths per cell, 60 sessions, 5 day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, which is a measure of the difference between expected and actual prices. The simulation also used a 2R quarter then BE next day comparator, which is a method to compare results. The unconditional model was not validated with live odds, and fractional trims would exit the regular trading hours, or RTH, but the fifteen minute venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for CSTM R92006 regression holdout. The symbol is CSTM, with a window of holdout, and the following results were observed on 2026-09-20: the number of observations is 752, the beta is 1.4879838602991726, the daily alpha in basis points is -2.664532267414671, the R-squared value is 0.26071871798811475, the annual volatility percentage is 44.71324570776111, the correlation with SPY is 0.5106062259590212, the correlation with CENX is 0.44184383230426455, and the correlation with CSTM is 1. This is a regression of daily simple returns using ordinary least squares with an intercept versus SPY, with no claim of causality or significance. The results are based on a simulation with a seed of 92006, 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stop slip, and stop first intraday ambiguity. The model uses a 2R quarter then BE next day comparator. The unconditional model has not been validated with live odds, and fractional trims would exit the regular trading hours, with a fifteen-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CENX: the symbol is CENX, the window is holdout, with 752 data points, a beta of 1.9449971480133164, daily alpha of 12.22080611757163 basis points, an R-squared value of 0.21157942368347982, annual volatility of 64.87932689075099 percent, correlation with SPY of 0.459977633894823, and correlation with CENX of 1. The correlation with CSTM is 0.44184383230426455. This data was observed on 2026-09-20. A regression analysis was done using ordinary least squares, or OLS, with an intercept, comparing CENX to SPY, without claiming causality or significance. The analysis used a method called bootstrap, which is a way to estimate how accurate the results are, and it did not make any claims about the future. The simulation used a random seed of 92006, and it created 20,000 possible paths, with 60 sessions, and 5-day blocks of open, high, low, and close prices, with a stop loss of 20 basis points per side, and it stopped when there was ambiguity during the day. The results were compared to a benchmark, and the model was not validated for live trading odds. The model also did not account for some trading rules, such as exiting during regular trading hours, and it did not observe the path of the trading venue over 15 minutes. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for the symbol AA on 2026-09-20: the window is a holdout period with 752 data points, the beta is 1.7622626166456723, the daily alpha is -7.569566581814659 basis points, the R-squared value is 0.2789221419357464, the annual volatility is 51.198025730364805 percent, the correlation with SPY is 0.5281308000256627, the correlation with CENX is 0.7059397590132473, and the correlation with CSTM is 0.521208050040407. This data is from a regression analysis of daily simple returns using ordinary least squares with an intercept compared to SPY, without claiming causality or significance. The analysis observed the completion of fixed pullback trades, excluding the end of the window, and used a method called IID 20k means bootstrap, which is not based on future data. The simulation used a seed of 92006, 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with the first stop in intraday ambiguity. The simulation also used a 2R quarter then BE next day comparator. The unconditional model has not been validated with live odds, and fractional trims would exit the regular trading hours, with a 15-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for the stock symbol KALU on 2026-09-20: the stock had a beta of 1.2957423019892846, which is a measure of volatility, and a daily alpha of -1.9424985465826743, which is a measure of return. The R2 value, which measures how well the model fits the data, was 0.3548759617664846. The annual volatility was 42.322892596563086 percent. The correlation with SPY was 0.595714664723376, with CENX was 0.5707916034227682, and with CSTM was 0.6270135988111323. A regression analysis was done using ordinary least squares, or OLS, with an intercept, comparing KALU to SPY, but no claim is made about causality or significance. The analysis used 1510 data points and found the given statistics. A simulation was run with 20,000 paths, 60 sessions, and 5-day blocks of open, high, low, and close prices, with a stop loss of 20 basis points per side and an overnight gap stop with slip, and stop on the first ambiguous intraday trade. The simulation used a seed of 92006 and did not make any claims about future results. The model was not validated for live trading odds and would have exited during regular trading hours, but the venue path was not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for the symbol CSTM on 2026-09-20: the window is a train set with 1510 data points, the beta is 1.8492098339924232, the daily alpha in basis points is 2.783829002157026, the R-squared value is 0.3454530387700835, the annual volatility percentage is 61.21906352557394, the correlation with SPY is 0.5877525319129492, the correlation with CENX is 0.4620720787084983, and the correlation with CSTM is 1. This data is from a regression analysis of daily simple returns using ordinary least squares with an intercept compared to SPY, with no claim of causality or significance. The analysis observed the completion of fixed pullback trades, excluding the end of the window, using a method called IID 20k means bootstrap that is not based on future data. The simulation used a seed of 92006, with 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stops, and slip, with the first stop in intraday ambiguity. The model also used a 2R quarter then BE next day comparator. Note that this is an unconditional model that has not been validated with live odds, and fractional trims would exit the regular trading hours, with a 15-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for CENX, which is a stock symbol, on 2026-09-20. The data includes a window of training data with 1510 observations, a beta of 1.685130698114533, which measures volatility compared to the market, a daily alpha of 2.2885123003556225 basis points, which measures excess return, an R-squared of 0.1950540413197278, which measures how well the model fits the data, an annual volatility percentage of 74.24224739464982, and correlations with SPY, which is a stock market index, and CSTM, which is another stock symbol, of 0.4416492288227482 and 0.4620720787084983 respectively. The data also includes the results of a regression analysis, which is a statistical method, of daily simple returns using ordinary least squares, or OLS, with an intercept, compared to SPY, with no claim of causality or significance. The analysis includes the results of a simulation with 20,000 paths, 60 sessions, and 5-day blocks of open, high, low, and close prices, with a stop loss and overnight gap slip, and a comparison to a 2R quarter and a next-day benchmark. The model is not validated for live odds and does not account for fractional trims or venue path observations. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a regression train for the symbol AA was observed on 2026-09-20. The data included the following details: the window was a train window with 1510 data points, the beta was 1.5522705157465984, the daily alpha in basis points was 2.146255889049165, the R-squared value was 0.27401869452578553, the annual volatility percentage was 57.69953433282855, the correlation with SPY was 0.52346794985537, the correlation with CENX was 0.6955629803219635, and the correlation with CSTM was 0.5609131758781982. The regression was a daily simple returns ordinary least squares regression with an intercept versus SPY, with no claim of causality or significance. The odds of completed fixed pullback trades excluded the window end. The simulation used 20,000 means bootstrap, which is a statistical method, not future-bound, and a beta of 1,1 with a win posterior. The simulation parameters included a seed of 92006, 20,000 paths per cell, 60 sessions, 5-day OHLC blocks, 20 basis points per side, overnight gap stop slip, and stop first intraday ambiguity. The comparator was a 2R quarter then BE next day. The unconditional model was not validated for live odds, and fractional trims would exit the regular trading hours, with a fifteen-minute venue path not observed. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

The technical table and hypothetical brackets for KALU R92006 were completed on September 18. The data includes the following information: the closing price was 150.13, the opening price was 155.77, the 20-day high was 167.8, the 50-day simple moving average, which is the average price over 50 days, was 163.7078, and the 200-day simple moving average was 148.19899999999998. The average true range, or ATR, which measures price volatility over 20 days, was 6.30004. The relative strength index over 2 days, or RSI2, which measures recent price changes, was 27.01449808905609. There was no breakout or pullback, and the stop price was 137.52992. The target hurdle, which is the price at which the trade becomes profitable, was 190.33713378757517. The average volume over 20 days was 221180.45, and the worst gap, which is the largest price jump, was -0.12241247124968058. The data covers 2693 bars, starting from 2016-01-04. The ATR is calculated as the 20-day mean of the maximum of the high-low range, the absolute value of the high minus the previous close, and the absolute value of the low minus the previous close. This is distinct from the collector ADR. The hypothetical stop is 2 ATR, and the net target hurdle is 3R, with a 20 basis point per side. This is not a valuation, exit, or order. The worst gap is not a future-bound prediction. Data from before November 1, 2016, for AA is excluded. The data was measured as of September 20. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=KALU&timeframe=1Day&feed=sip&adjustment=all

The technical table for CSTM R92006 was completed on September 18. The data includes the following information: the closing price was 25.55, the opening price was 26.18, the 20-day high was 27.48, the 50-day simple moving average, or SMA, was 27.92, and the 200-day SMA was 27.07. The average true range, or ATR, which is a measure of volatility, was 0.92. The relative strength index, or RSI, over 2 days was 26.88. The data also shows that there was no breakout or pullback, and the stop loss was 23.71, with a target hurdle of 31.49. The mean volume over 20 days was 1,431,171.35. The worst gap, which is the largest price gap, was -0.20. The data covers 2,693 bars, starting from January 4, 2016. The ATR is calculated as the 20-day mean of the maximum of the high-low range, and the absolute values of the high and low compared to the previous close. This is distinct from the collector ADR. The hypothetical stop is set at 2 ATR, with a net target hurdle of 3R, or three times the risk, and 20 basis points per side. This data is not related to valuation, exits, or orders. The worst gap is not a prediction of future performance. Data for AA before November 1, 2016, is excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CSTM&timeframe=1Day&feed=sip&adjustment=all

A technical analysis of CENX was completed on September 18. The analysis found the following data: the closing price was 39.01, the opening price was 41.23, the 20-day high was 47.95, the 50-day simple moving average, or SMA, was 45.19, and the 200-day SMA was 50.17. The average true range, or ATR, which is a measure of volatility, was 2.20. The relative strength index, or RSI, over 2 days was 18.67. The analysis also found that there was no breakout or pullback, and the stop loss was 34.60. The target hurdle was 52.86. The mean volume over 20 days was 1,668,313. The worst gap was -0.14. The analysis was based on 2,693 bars of data, starting from January 4, 2016. The ATR was calculated as the 20-day mean of the maximum of the high-low range, and the absolute values of the high and low compared to the previous close. This is distinct from the average daily range, or ADR. A hypothetical stop loss was set at 2 times the ATR, and a target hurdle was set at a 3 times return, with a 20 basis point margin on each side. This analysis did not include valuation, exits, or orders. The worst gap was not projected into the future. Data from before November 1, 2016, was excluded for AA. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

The trading fund manager completed a technical table and hypothetical brackets for AA on September 18. The data includes the following information: the closing price was 44.43, the opening price was 46.955, the 20-day high was 51.85, the 50-day simple moving average, or SMA, which is a calculation of the average price over a certain period, was 48.262, and the 200-day SMA was 57.89435. The average true range, or ATR, which measures price volatility, was 2.0826050000000005. The relative strength index, or RSI, which measures the speed and change of price movements, was 11.492774733045195. The data also shows that there was no breakout or pullback, and the stop price was 40.26479. The target hurdle, which is the minimum price that must be reached for a trade to be considered successful, was 57.63793460921843. The mean volume over 20 days was 3896191.25, and the worst gap, which is the largest difference between two consecutive prices, was -0.13246514075243365. The data covers 2483 bars, or periods, and starts from November 1, 2016. The ATR is calculated as the 20-day mean of the maximum of the high-low range, the absolute value of the high minus the previous close, and the absolute value of the low minus the previous close. This is distinct from the collector ADR. The hypothetical stop is set at 2 ATR, and the net target hurdle is 3R, or three times the risk, with a 20 basis point, or 0.2%, buffer on each side. This data is not related to valuation, exits, or orders. The worst gap is not a future-bound prediction. The data for AA before November 1, 2016, is excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&timeframe=1Day&feed=sip&adjustment=all