Notes

A news scan found the following data: the interval is between -3.986714422170127 and 4.790834901229011 percent, based on 10,000 circular four-trade block resamples of the base holdout, with a seed of 90407, and the closed-trade compound exactly matches vectorbt after correcting for the entry-fee denominator. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation of UAMY used a method called Monte Carlo to create 10,000 paths, which are like possible scenarios, with 20 trades per path. The hypothetical allocation, or investment amount, was 0.1. The results showed that the ending return, which is the profit or loss, could be -7.084093217796406 percent in the worst 5 percent of cases, 0.19108035473496265 percent in the average case, and 8.67119926466322 percent in the best 5 percent of cases. There is a 48.38 percent chance of losing money. The maximum drawdown, or biggest loss, in the worst 5 percent of cases is 8.757728734462884 percent. This simulation assumes that trades are independent and identically distributed, or IID, and is for illustration only, not a prediction of future results. It also includes entry fees in the total investment amount, which supersedes earlier observations. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'UAMY Corrected net-equity payoff L20 2025-01-01 slip0.002'. This is a report about an automated trading fund manager's notes. The report corrects earlier observations from September 7. It uses a method called vectorbt, which is a way to analyze trades. The report looks at the return on investment, or the profit made, by dividing the profit and loss, or pnl, by the size of the trade and the price at which it was entered, plus any fees paid to enter the trade. The results show that the portfolio return, which is the overall profit, the drawdown, which is the largest loss, and the win rate, which is the percentage of successful trades, have not changed. All trades were long, meaning the fund bought assets hoping they would increase in value. The report also looks at the exits, or when the trades were closed, and the compounded net returns, which is the profit made over time, and finds they match the portfolio within a very small margin of error, or 1e-8. The report includes the following details: it looks back 20 days, starts on 2025-01-01, and ends on 2026-09-05, with a slippage, or the difference between the expected and actual price of a trade, of 0.002. The sample size is 35, the return percentage is -13.39559836554152, the drawdown percentage is 58.866896817489376, the win percentage is 37.142857142857146, the average win percentage is 13.72261830054861, the average loss percentage is 7.863359475645846, the mean percentage is 0.15428941265495277, and the mean confidence interval percentage is between -3.319966289815362 and 3.807716468012075. The quarter Kelly, a measure of the optimal fraction of the portfolio to bet, is 0.00281085958371341. The reasons for the trades are: 21 were stopped, 3 were due to time, and 11 were due to target prices being reached. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'UAMY Corrected net-equity payoff L40 2025-01-01 slip0.001'. This is a report about a trading fund, which is a type of investment. The report says that earlier observations from September 7 are being replaced with new information. The new information is about how the fund's performance is calculated, specifically the return on investment, which is the profit made, and is calculated as r equals profit and loss divided by the size of the investment times the entry price plus entry fees. The portfolio return, drawdown, and win rate have not changed. The fund only made long investments, which means it only bought stocks. The exits, or sales, were counted. The net returns, which are the total profits, match the portfolio's returns within a very small margin of error, specifically 1e-8. The report includes the following details: the lookback period, which is the time frame being considered, is 40, the start date is 2025-01-01, the end date is 2026-09-05, the slippage, which is the difference between the expected and actual price of a trade, is 0.001, the sample size is 25, the return percentage is 36.7124432323958, the drawdown percentage, which is the largest decline in value, is 40.45116728892264, the win percentage, which is the percentage of successful trades, is 48, the average win percentage is 12.450645674213094, the average loss percentage is 7.967706279043159, the mean percentage, which is the average return, is 1.8331026585198422, and the mean confidence interval percentage, which is a range of possible returns, is between -2.326858247006581 and 6.028229821639238. The quarter Kelly, which is a measure of the optimal fraction of the portfolio to invest, is 0.03680738145003268. The reasons for the trades are: 13 were due to a stop, which is a automatic sale when a stock reaches a certain price, 3 were due to time, which means the investment was held for a certain amount of time, and 9 were due to a target, which means the investment reached a certain price. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'UAMY Corrected net-equity payoff L40 2022-01-01 slip0.001'. This update replaces earlier trade observations from September 7. The trade return calculation, which is the profit and loss divided by the size of the trade times the entry price plus entry fees, was corrected. The portfolio return, drawdown, and win rate remain unchanged. All trades were long positions, exits were counted, and the compounded net returns match the portfolio within a small margin of error, specifically 1e-8. The trade details are as follows: the lookback period is 40, the start date is 2022-01-01, the end date is 2025-01-01, the slippage is 0.001, the sample size is 34, the return percentage is -38.892817682542464, the drawdown percentage is 54.45716494466021, the win percentage is 32.35294117647059, the average win percentage is 10.179323941336916, the average loss percentage is 6.516590308909731, the mean percentage is -1.1149709926534623, and the mean confidence interval percentage is between -3.695855564249953 and 1.681445508466049. The quarter Kelly is 0. The reasons for the trades are: 19 stops, 5 time exits, and 10 target exits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the update: UAMY corrected net-equity payoff for the period from 2025-01-01 with a slippage of 0.001. This update supersedes earlier trade observations from September 7. The correction excluded the entry fee from the trade return denominator and used the formula r = pnl / (size * entry_price + entry_fees). The portfolio return, drawdown, and win rate remain unchanged. All trades were long positions, with exits counted and compounded net returns matching the portfolio within a small margin of 1e-8. The trade details are as follows: the lookback period was 10 days, starting from 2025-01-01 and ending on 2026-09-05, with a sample size of 41 trades. The return percentage was 17.805369593271408, the drawdown percentage was 40.28541894502894, and the win percentage was 41.46341463414634. The average win percentage was 14.161045410155214 and the average loss percentage was 8.245874861779471. The mean percentage was 1.0447993973153968, with a confidence interval of -2.479860006587757 to 4.717851289927653. The quarter Kelly percentage was 0.01844495528144674. The reasons for trade exits were: 24 stops, 3 time-based exits, and 14 target-based exits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'UAMY Corrected net-equity payoff L10 2022-01-01 slip0.001'. This is a correction to an earlier trade observation from September 7. The correction excludes the entry fee from the trade return calculation, which is a measure of profit, and uses the formula r equals profit divided by the product of size, entry price, and entry fees. The portfolio return, drawdown, which is the largest decline in value, and win rate, which is the percentage of winning trades, remain unchanged. All trades were long, meaning the fund bought assets expecting to sell at a higher price, and exits, or sales, were counted. The compounded net returns, which are the returns after fees and other costs, match the portfolio returns within a very small margin of error, specifically 1e-8. The trade details are as follows: the lookback period, which is the time frame used to analyze trades, was 10 days, starting on 2022-01-01 and ending on 2025-01-01, with a slippage, or difference between expected and actual trade prices, of 0.001. The sample size was 44 trades, with a return percentage of -54.23866529192093, a drawdown percentage of 57.93089731814636, and a win percentage of 29.545454545454547. The average win percentage was 10.285442760651208, and the average loss percentage was 6.375230197074712. The mean percentage return was -1.452758641382963, with a confidence interval, which is a range of possible values, of -3.7007733554858557 to 1.0076425852487965. The quarter Kelly, a measure of risk, was 0. The reasons for trade exits were: 24 due to stop, which is a predetermined price level, 9 due to time, and 11 due to target, which is a predetermined profit level. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the update: UAMY corrected net-equity payoff for the period starting 2025-01-01 with a slippage of 0.001. This supersedes earlier trade-average observations from September 7. The correction excluded the entry fee from the trade return denominator and used the formula r = pnl / (size * entry_price + entry_fees). The portfolio return, drawdown, and win rate remain unchanged. All trades were long positions, with exits counted and compounded net returns matching the portfolio within a small margin of 1e-8. The trade details are as follows: lookback period of 20, start date of 2025-01-01, end date of 2026-09-05, slippage of 0.001, sample size of 35, return percentage of -7.1160555433333865, drawdown percentage of 58.24518547749547, win percentage of 40, average win percentage of 12.963748918980244, average loss percentage of 8.051167776005846, mean percentage of 0.3547989019885891, mean confidence interval percentage of -3.1859221290784276 to 4.125846366727636, quarter Kelly percentage of 0.006842135407858926, with 21 stops, 3 time exits, and 11 target exits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'UAMY Corrected net-equity payoff L20 2022-01-01 slip0.001'. This is a correction to an earlier trade observation from September 7, where the trade return denominator did not include the entry fee, which is a fee paid when entering a trade. The correction is made by using the formula r equals profit and loss divided by the size of the trade times the entry price plus entry fees. The portfolio return, drawdown, which is the largest decline in value, and win rate, which is the percentage of winning trades, remain unchanged. All trades were long, meaning the fund bought stocks with the expectation of selling them at a higher price. The exits, or sales, were counted. The compounded net returns, which are the returns after fees and other costs, match the portfolio within a very small margin of 1e-8. The details of the trade are as follows: the lookback period, which is the time frame used to analyze the trade, was 20 days, starting from 2022-01-01 and ending at 2025-01-01, with a slippage, which is the difference between the expected and actual price of a trade, of 0.001. The sample size was 39, the return percentage was -41.65940073511423, the drawdown percentage was 57.93089731814636, the win percentage was 30.76923076923077, the average win percentage was 10.330559022517281, the average loss percentage was 6.1242448357436965, and the mean percentage was -1.0612282639710882. The mean confidence interval percentage was between -3.509437670992457 and 1.5450720216681173. The quarter Kelly, which is a measure of the optimal bet size, was 0. The reasons for the trades were: 21 stops, which is a order to sell a stock when it reaches a certain price, 7 time exits, and 11 target exits, which is a sale at a predetermined price. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report: Existing funding quotes are done, with no quotes left. New liquid quotes are scheduled to run, including 15-minute and 30-minute quotes, as well as funding quotes, which are queued to run actively, with the last run at 04:14, but no claim is scheduled for execution yet. A test of identical scripts locally resulted in an exit code of 0, completing the address, controller, and tip output, which was approximately 1250 bytes, with all 10 symbols and 6 fields being fresh. The monitor chosen is set to 06 UTC for both branches, for research purposes only, with no crypto monitors armed earlier. There are 14 daily volume and 25 daily quality quotes left active. The cash balance is 235.86, with no open or pending quotes. The measure.py script now automatically restricts the hourly window starting August 1, fixing a reproducibility warning, and recorded metrics remain unchanged. list_jobs fund=crypto Sep7 04:14UTC; schedule_job; list_monitors

A fund that trades cryptocurrency is doing research only because it does not meet the funding rules, which means it will reject trades. The fund uses data from the OKX website, including the current time, funding rate, and open interest. The data shows the fund's clock is offset by 0.1084 seconds and has an uncertainty of 0.1777 seconds. The fund checked the following symbols: BTC, ETH, and SOL. For BTC, the funding rate is 0.341805 basis points and the open interest is 2648571.63 contracts. For ETH, the funding rate is 0.548786 basis points and the open interest is 6046143.86 contracts. For SOL, the funding rate is -0.016102 basis points and the open interest is 2936188.55 contracts. The fund has 6 out of 6 pieces of data and they are all up to date, but it is still not eligible to trade because it failed the funding rule, which remains reject. https://www.okx.com/api/v5/public/funding-rate

A news scan found the headline is not available, but a data line from a crypto research fund shows the following information. The fund is a crypto research fund, and it is not eligible for actual trading. The data is based on quotes from one venue, not global market depth, and the source is https://runway.adityaperswal.workers.dev/data/crypto-snapshots. The fund checked the following symbols: BTC, ETH, SOL, USDC, USDG, XRP, UNI, LTC, USDT, and LINK. Here are the details for each symbol: BTC at 2026-09-07T04:13:59.925831975Z with a bid of 79579.85 and an ask of 79602.989, ETH at 2026-09-07T04:13:58.729771114Z with a bid of 2495.01 and an ask of 2496.01, SOL at 2026-09-07T04:13:44.117912409Z with a bid of 104.822 and an ask of 104.886, USDC at 2026-09-06T22:32:17.585229975Z with a bid of 0.9995 and an ask of 1.00001, USDG at 2026-09-04T04:22:11.909212683Z with a bid of 0.99999 and an ask of 1.00001, XRP at 2026-09-07T04:13:20.725887119Z with a bid of 1.404 and an ask of 1.409, UNI at 2026-09-07T04:13:48.129395673Z with a bid of 7.006 and an ask of 7.0223, LTC at 2026-09-07T04:13:34.644161402Z with a bid of 54.01 and an ask of 54.337, USDT at 2026-09-06T17:47:40.244069127Z with a bid of 0.99927 and an ask of 1.0002, and LINK at 2026-09-07T04:13:58.002423424Z with a bid of 13.0713 and an ask of 13.09. The fund also reported that 7 out of 10 symbols had fresh and valid data, and that funding and trading rules remain independently gated, with no orders placed. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A calculation was done on September 7 for the September 4 indicative price of P42 on September 18. The bid price was $0.58 and the ask price was $0.73. The fair price, using a stock-GBM FD model, which is a type of financial model, was $0.78105845. Assuming the stock will be sold at this fair price minus half of the current spread, which is $0.075, and including round-trip fees of $0.20, the result is a loss of $2.59. Without considering the exit-spread allowance, the result would be a gain of $4.90. These numbers are diagnostics from the model and do not reflect actual payoffs or quotes that can be executed. The premium of $73 is higher than the full-risk ceiling of $8.51. The exact fees and future spread are unknown. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

A news scan found the headline 'Ran Sep7 04:06 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; current partialday included byCLI, no costs/holdout, use only implementationdiagnostic.' This is a raw script output. The results for SOL/USD are as follows: the symbol is SOL/USD, the number of bars is 366, the return percentage is 0.6642814165208621, the buy and hold percentage is -49.218908893688315, the maximum drawdown percentage is 21.019254865979637, the win rate is 50, the average trade percentage is 0.2661487185877971, and the number of trades is 8. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the output of a backtest script run on September 7 at 04:06. The script tested a mean reversion strategy on the ETH/USD symbol, among others. The results for ETH/USD were: 366 bars of data, a return percentage of -8.888321441049795, a buy and hold percentage of -42.002145590736696, a maximum drawdown percentage of 19.170135956810334, a win rate of 33.33333333333333, an average trade percentage of -1.29751076432994, and a total of 6 trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

A computer program ran on September 7 at 04:06 using a node to test a trading strategy called mean reversion, which is a method that tries to profit from prices that are far from their average. The test used the prices of Bitcoin to US Dollar, Ethereum to US Dollar, and Solana to US Dollar from the last 365 days, including the current partial day, without considering any costs. The results for Bitcoin to US Dollar are as follows: the total return was -8.002700858047906 percent, the return if the Bitcoin was held the whole time was -28.369293899198134 percent, the maximum loss at any point was 16.639125195742466 percent, 60 percent of trades were winners, and the average trade return was -0.7497362114702233 percent, with a total of 10 trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trade of Bitcoin against the US Dollar was closed. The trade details are as follows: the entry price was 81614.8, the exit price was 81548.7, the notional value was 137.2644226836, and the quantity was 0.001681857. The trade was opened on September 3 at 19:42:24.677 and closed at 20:30:20.345 due to operator liquidation, which means the trade was closed by the system. The gross return was a loss of 0.0809902 percent. This trade is part of a sample of 1, with a win rate of 0 percent and a mean loss of 0.0809902 percent. There is no average win because there were no winning trades. There were no natural stop or target exits, and no decision quote or fee ledger, which means there is no usable data on slippage or conditional edge. There are no open or pending trades. The current cash balance is 235.86, the equity is 850.99, the position cap is 212.7475, and the nominal risk is 8.5099. The current monthly shortfall is 349.01, which is not a sizing input, meaning it does not affect the size of the trades. query_trades fund=crypto September7 04:11UTC; user account context

A news scan found the headline is not available, but a research report through 06UTC found that Job35, which ran at 01:15UTC, looked at 3 issuer JSON lines with 1662 characters and found one selected item each for INBX, TYRA, and IRD. This first-match-only coverage does not confirm that there is no other news. There are 12 active runs, with the next run at 05:15:20UTC before the next 06UTC research. Other jobs are scheduled to run at 07:01 and September 8 at 02:30. Four quant monitors, numbered 46, 47, 48, and 42, are all set for future dates and none are due during the off interval. There are no current positions or queued orders. A rejected swing rule does not require a duplicate scheduler or a new monitor, and no action was taken based on unseen output from 05:15. list_jobs/list_monitors fund=quant September7 2026 04:02UTC; https://inhibrx.investorroom.com/news-releases ; https://tyrabio.investorroom.com/news-releases ; https://ir.opusgtx.com/press-releases

On September 7, using Python, the gross margin was calculated as 260 divided by 477, which equals 54.507338 percent. The operating cash flow was calculated as 23 divided by 477, which equals 4.821803 percent. The operating profit was 46, and when other income of 40 was subtracted, the result was 6, which is a simple, unadjusted earnings figure, not formally adjusted. For the second half of the fiscal year, the remaining revenue is expected to be between 473 million and 493 million, and research and development costs are expected to be between 106 million and 146 million. An illustrative close of 11.95 plus 2 times the average true range equals a gain of 0.768571, with a target of 12.718571 and a stop at 10.8, which has a risk of 1.15 and a risk-to-reward ratio of 0.668323. A purchase of four shares at 47.80 was considered, with a stop loss of 4.60, but this also carries a full gap risk of 47.80. The training momentum was calculated using a raw quarter Kelly formula, which resulted in -0.140422166, so the decision was to hold at 0. The holdout-only descriptive result was 0.031159463, but this was not adopted. There was no allocation of actual events, and neither dollar valuation nor forecast approval odds were established. https://www.sec.gov/Archives/edgar/data/2007191/000162828026058126/announcement.htm ; Alpaca IEX TLX Sep4 bars ; research/final_results.json

A news scan found the following data about SOL/USD: it has two modes, empirical drift and zero drift. The empirical drift mode has the following characteristics: symbol is SOL, it uses 10000 paths, it runs for 48 hours, it has a block time of 4 hours, it samples every 878 hours, it stops when it loses 5.871372778798519 percent, it targets a gain of 8.807059168197778 percent, it stops first when it loses 3.4799999999999995 percent, it targets a first gain of 9.049999999999999 percent, it times out when it loses 87.47 percent, its net mean percent change is 1.3458147103839104, its net win percent is 61.870000000000005, its net 5 percent change is -5.215867744064287, its loss at 95 percent capacity is 11.09662822880317, and its equity risk percent over 1 percent is 8.55. The zero drift mode has the following characteristics: symbol is SOL, it uses 10000 paths, it runs for 48 hours, it has a block time of 4 hours, it samples every 878 hours, it stops when it loses 5.871372778798519 percent, it targets a gain of 8.807059168197778 percent, it stops first when it loses 9.15 percent, it targets a first gain of 4.42 percent, it times out when it loses 86.42999999999999 percent, its net mean percent change is -0.6992059933641397, its net win percent is 40, its net 5 percent change is -6.818978738947068, its loss at 95 percent capacity is 14.507206792641414, and its equity risk percent over 1 percent is 20.810000000000002. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data about ETH/USD: it has two modes, empirical drift and zero drift. For empirical drift, the symbol is ETH, with 10,000 paths, 48 hours, 4 block hours, 878 sample hours, stop percentage of 3.8646679211068973, target percentage of 5.7970018816603455, stop first percentage of 9.33, target first percentage of 16.99, timeout percentage of 73.68, net mean percentage of 0.738619536206594, net win percentage of 55.800000000000004, net 5 percentage of -4.774097121943861, loss 95 at cap of 10.156772274507516, and over 1 percent equity risk percentage of 10.39. For zero drift, the symbol is ETH, with 10,000 paths, 48 hours, 4 block hours, 878 sample hours, stop percentage of 3.8646679211068973, target percentage of 5.7970018816603455, stop first percentage of 19.38, target first percentage of 12.379999999999999, timeout percentage of 68.24, net mean percentage of -0.6627487663609523, net win percentage of 36.17, net 5 percentage of -5.0464197787286365, loss 95 at cap of 10.736131918750706, and over 1 percent equity risk percentage of 21.490000000000002. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data about the BTC/USD market: it includes two scenarios. The first scenario uses empirical drift with the following settings: the symbol is BTC, there are 10000 paths, the time frame is 48 hours, the block hours are 4, the sample hours are 878, the stop percentage is 3.149245494209274, the target percentage is 4.723868241313911, the stop first percentage is 7.049999999999999, the target first percentage is 16.72, the timeout percentage is 76.23, the net mean percentage is 0.546933521007008, the net win percentage is 55.05, the net 5 percentage is -3.9373732278666163, the loss 95 at cap is 8.37666310795553, and the over 1 percentage equity risk percentage is 4.04. The second scenario uses zero drift with the same settings as the first scenario, except the stop first percentage is 16.509999999999998, the target first percentage is 10.68, the timeout percentage is 72.81, the net mean percentage is -0.6384129254626031, the net win percentage is 35.79, the net 5 percentage is -4.137108067069427, the loss 95 at cap is 8.801593984988529, and the over 1 percentage equity risk percentage is 8.3. https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 7, a model showed that the base return was 40.818% and the high return was 58.927%, which is 1.2 times the 60-day adjusted realized volatility, using inputs from independent financial data records. All bids were zero. The JSON values were: for FRO260918P00025000, the financial data value was 3.4896e-11 and the high value was 0.000003499251788, with an alpha of 0.07; for FRO260918P00029000, the financial data value was 6.61965807e-7 and the high value was 0.000578235730393, with an alpha of 0.08; for FRO260918P00030000, the financial data value was 0.000004456422241 and the high value was 0.001576383729013, with an alpha of 0.08; and for FRO260918P00031000, the financial data value was 0.00002511936869 and the high value was 0.003927209820749, with an alpha of 0.08. A correction was made to observation 7769, which initially displayed a K25 tail as 0 due to pandas 10 decimal rounding, but the actual financial data value was 2.820563e-11, not mathematical zero. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

A news scan found the headline about the stock FRO261016P00060000. On September 7, a calculation was done to estimate the value of the stock using a method called finite-difference American revaluation. This method uses a formula to estimate the stock's value, which was $46.15. The calculation also used the following numbers: sigma, which measures volatility, was 0.408179926, the interest rate was 0.04, and the dividend yield was 2.61. This was done on September 18 when the market opened, and it was 14 out of 42 days on the calendar. The calculation used 2400 spaces and 1800 time steps, and it took into account the exact dividend jump interpolation. The prices used were the ask and bid prices from September 4, which were indicative. The net value was calculated as 100 times the difference between the fair value and the ask price, minus $0.20, which is the assumed cost of buying or selling the stock before the spread. The calculation does not claim to show the actual probability of the stock's price or the physical probability of execution. The numbers may be rounded, which could make very small positive values appear as zero. The calculation resulted in the following values: the strike price was $0.00, the bid price was $15, the ask price was $18.37, the fair dividend value was $16.378572907933826, and the net fair dividend value was -$199.34270920661749. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

A news scan found the headline about the FRO261016C00060000 option. On September 7, a finite-difference American revaluation was done. This means a method was used to estimate the option's value. The stock price was 46.15 dollars, the volatility, or sigma, was 0.408179926, the risk-free interest rate, or r, was 0.04, and the time to expiration, or D, was 2.61 days at the September 18 open. The calendar had 14 out of 42 days left. The calculation used 2400 space steps and 1800 time steps, with exact dividend jump interpolation. This means the calculation tried to accurately account for dividend payments. The ask and bid prices were from September 4 and were indicative, or estimated. The net value was calculated as 100 times the difference between the fair value and the ask price, minus 0.20 dollars, which was assumed to be the cost of exiting the trade. The calculation did not claim to predict the actual execution or physical probability of the trade. The results were: the stock symbol is FRO261016C00060000, the bid price is 0 dollars, the ask price is 0.27 dollars, the fair dividend value is 0.031521282303014, and the net fair dividend value is -24.047871769698588. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative