Notes

A news scan found the headline 'R92006 source-proximity and quote limitations'. Read on September 20: the system has been using historical options data since February 2024. It gets indicative quotes, which are derived and modified from the Options Price Reporting Authority, or OPRA, but the trade derivatives information is delayed by 15 minutes. The local tools, which are controlled by a script called Localtools.js, can send a stop order, but it does not show how the stop-mark is implemented remotely. There is no actual stop convention or National Best Bid and Offer, which is referred to as NBBO, established. https://docs.alpaca.markets/us/docs/historical-option-data

A report filed on February 25, 2026, for the fiscal year 2025, shows that the top 10 metal suppliers accounted for 49% of the purchase volume, and the top 10 customers accounted for 56% of the revenue. The two largest customers generated revenues of 943 million USD and 852 million USD. Most of the slab and billet used was produced internally. The company's price model aims to achieve metal neutrality through passing costs on to customers and hedging, but the risk clauses state that complete pass-through is not guaranteed. The incentives for the primary issuer are favorable. The full filing was reviewed, but extracting information from the CLI section was unreliable. https://www.sec.gov/Archives/edgar/data/1563411/000156341126000057/cstm-20251231.htm

A news scan found the headline 'HALO R92006 primary financing receipt reverified'. This refers to a verification of financing for a company, in this case, HALO. The details were accessed on September 20 through a web request that was successful, after an initial failure of the web renderer. The issuer of the financing, which was announced on September 17, expects the deal to be finalized conditionally on September 22. The financing involves $1.3 billion in notes with a 1.5% interest rate, and $1.275 billion in net proceeds after deducting $162.5 million for a capped call and $217 million plus $435.5 million for repurchases, resulting in $460 million in residual proceeds. The old principal amounts to $151.7 million at a 0.25% interest rate and $220 million at a 1% interest rate, with an incremental annual coupon of 16.9% for $207.5 million. The conversion price of $139.84 and the cap price of $208.39 are terms of the financing, not targets for the stock price. There are 434 existing monitors for the settlement, which is not a new catalyst for clinical developments. https://ir.halozyme.com/news/news-details/2026/Halozyme-Therapeutics-Inc--Announces-Pricing-of-Upsized-Private-Offering-of-1-3-Billion-of-Convertible-Senior-Notes-due-2033/default.aspx

A news scan found the execution diagnostic simulation results for R92006, retrieved on September 20. The simulation used fresh raw SIP data for EEM and XLE, and it repaired a known split in XLE once. The simulation scaled the exposure to one share, with a ratio of 67.37 to 64.63. The simulation parameters included 10,000 paths, a seed of 200906, a block size of 5, and 60 sessions, with 1076 training bars. The results showed the following probabilities for EEM and XLE: for the close prices, EEM had a stop first probability of 0.6689, a target first probability of 0.1757, a neither probability of 0.1554, and an ambiguous any probability of 0, while XLE had a stop first probability of 0.5986, a target first probability of 0.1528, a neither probability of 0.2486, and an ambiguous any probability of 0. For the ohlc prices, EEM had a stop first probability of 0.7152, a target first probability of 0.1746, a neither probability of 0.1102, and an ambiguous any probability of 0, while XLE had a stop first probability of 0.6788, a target first probability of 0.1512, a neither probability of 0.17, and an ambiguous any probability of 0. The simulation also reported unstopped terminal values, with a 5th percentile of -17.245729465046367, a 50th percentile of 3.0573940003747673, and a 95th percentile of 23.707814950214058. https://runway.adityaperswal.workers.dev/data/stock-bars

A diagnostic report for R92006 was retrieved on September 20. The report included fresh raw Securities Information Processor (SIP) data for EEM and XLE, and a known split issue with XLE was repaired once. The one-share exposure was scaled to 67.37 and 64.63. The report also included a statistical analysis with the following results: the threshold was -1.8481238969951643, there were 3 exceedances, the total number of observations was 179, the frequency was 0.01675977653631285, and the expected frequency was 0.05. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the execution diagnostic report for R92006, retrieved on September 20. The report mentions raw SIP, which refers to a type of financial data feed, for EEM and XLE, with a known split in XLE repaired once. The one-share exposure was scaled to 67.37 and 64.63. The report includes statistics for Monday and other days, with the following data: for Monday, there were 33 events, with a mean of 0.245873728757476 dollars, a 1% percentile of -1.6373332043351407 dollars, a 5% percentile of -1.1978529076842652 dollars, a worst value of -1.795477831859206 dollars, and a correlation of -0.4685525982584666. For other days, there were 146 events, with a mean of 0.03856821556353113 dollars, a 1% percentile of -2.9936888284066603 dollars, a 5% percentile of -1.4147972690365072 dollars, a worst value of -3.6555454538464427 dollars, and a correlation of -0.49897476533491836. For all days, there were 179 events, with a mean of 0.076786550398169 dollars, a 1% percentile of -2.639978424610187 dollars, a 5% percentile of -1.3271399155532746 dollars, a worst value of -3.6555454538464427 dollars, and a correlation of -0.48381878522994265. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the execution diagnostic report for R92006, retrieved on September 20. The report mentions a raw SIP, which is a type of data feed, for EEM and XLE, with a known XLE split that was repaired once. The report also mentions scaling one-share exposure to 67.37 and 64.63. The diagnostic report includes data on Monday and other days, with statistics such as mean dollars, worst dollars, and correlation, which is a measure of how much two things move together. The report lists the following data: for Monday, there were 262 events, with a mean of -0.009531990405957461 dollars, a worst of -4.981223959669606 dollars, and a correlation of 0.5175685820121182. For other days, there were 1142 events, with a mean of 0.05804018900185331 dollars, a worst of -6.681952384721512 dollars, and a correlation of 0.39916913485546834. For all days, there were 1404 events, with a mean of 0.04543056577902822 dollars, a worst of -6.681952384721512 dollars, and a correlation of 0.43057863857819495. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the breakeven points for stocks HALO and TH are as follows: for HALO, the breakeven point is 0.13114754098360656 at a probability of 1 and 0.0728862973760933 at a probability of 0.5, and for TH, the breakeven point is 0.05307262569832402 at a probability of 1 and 0.02865329512893983 at a probability of 0.5. The half Kelly calculations, which refer to a betting strategy that maximizes growth, are: for HALO, with a probability of 0.05 and a loss fraction of 0.5, the half Kelly uncapped is 0, with a probability of 0.05 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.1 and a loss fraction of 0.5, the half Kelly uncapped is 26.905660377358494, with a probability of 0.1 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.15 and a loss fraction of 0.5, the half Kelly uncapped is 76.52201257861635, and with a probability of 0.15 and a loss fraction of 1, the half Kelly uncapped is 10.397012578616346, and for TH, with a probability of 0.05 and a loss fraction of 0.5, the half Kelly uncapped is 19.778761061946906, with a probability of 0.05 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.1 and a loss fraction of 0.5, the half Kelly uncapped is 66.1061946902655, with a probability of 0.1 and a loss fraction of 1, the half Kelly uncapped is 23.474615742897065, with a probability of 0.15 and a loss fraction of 0.5, the half Kelly uncapped is 112.43362831858407, and with a probability of 0.15 and a loss fraction of 1, the half Kelly uncapped is 48.48625989753143. The equity is 1000, and the half Kelly outputs are not live size recommendations, but rather contingent on arbitrary two-point probabilities. The gains target is the target minus the premium minus a 1 fee, and the losses are a fraction of the premium plus a 1 fee, with a 30 premium per 100 fund cap always applied. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50 or 100 percent, and no calibration for market gaps or time. The correlation parameter was set to 0, 0.5, or 1, with a common-uniform mixture. No capital was transferred during the simulation. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, and loss fraction, with 100,000 iterations. The results included the mean and median fund cash, the probability of being unable to make the next trade, and the probability of a net loss, as well as the mean number of completed rounds and the 95th percentile drawdown in USD. The three scenarios had the following results: a scenario with a probability of 0.15, dependence of 0.5, and loss fraction of 1, a scenario with a probability of 0.15, dependence of 1, and loss fraction of 0.5, and a scenario with a probability of 0.15, dependence of 1, and loss fraction of 1, with specific values for each of these metrics. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped whenever the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50 or 100 percent, and no calibration for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, with a common-uniform mixture, and no capital transfers were made. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probability of being unable to make the next trade or having a net loss. The list included three scenarios with different dependence and loss fraction values, with results such as mean fund cash, median fund cash, and probability of net loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading series was simulated with a 100 USD fund. The series involved pairs with a 23+18 premium and targets of 183+358 proceeds. Each round trip cost 1 USD. The simulation ran for 20 sequential rounds and halted whenever the fund cash was less than 43 USD. The simulation was based on fixed probabilities, assuming losses of either 50% or 100%, with no calibration for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, representing a common-uniform mixture. No capital transfers were made. The seed for the simulation was 9200602. The results of the simulation are as follows: a list of outcomes based on different parameters, including the probability of each outcome, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probability of being unable to proceed to the next pair or experiencing a net loss. The specific results were: for a probability of 0.1, dependence of 0.5, and loss fraction of 1, the mean fund cash was 165.03 USD and the probability of being unable to proceed was 83.25%; for a probability of 0.1, dependence of 1, and loss fraction of 0.5, the mean fund cash was 323.51 USD and the probability of being unable to proceed was 72.88%; and for a probability of 0.1, dependence of 1, and loss fraction of 1, the mean fund cash was 155.09 USD and the probability of being unable to proceed was 86.26%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 and 18 premium pairs with targets of 183 and 358 proceeds. Each trade had a roundtrip cost of 1 USD. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50% or 100%, and did not account for market calibration. The correlation parameter was set to 0, 0.5, and 1, representing a common-uniform mixture. No capital transfers were made. The seed for the simulation was 9200602. The results of the simulation were as follows: for a probability of 0.1, dependence of 0, and loss fraction of 0.5, the mean fund cash was 413.71 USD, the median fund cash was 32.5 USD, and the probability of being unable to make the next trade was 57.76%. For a probability of 0.1, dependence of 0, and loss fraction of 1, the mean fund cash was 175.58 USD, the median fund cash was 14 USD, and the probability of being unable to make the next trade was 79.46%. For a probability of 0.1, dependence of 0.5, and loss fraction of 0.5, the mean fund cash was 368.69 USD, the median fund cash was 32.5 USD, and the probability of being unable to make the next trade was 66.58%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading series, called R92006, was run with a 100 USD fund. The series involved 23 pairs and an 18 premium, with targets of 183 and 358 proceeds. Each round trip cost 1 USD, and there were 20 sequential rounds. The series halted whenever the fund cash was less than 43 USD. The assumptions used fixed probabilities, with losses of either 50% or 100%, and no calibration for market or time gaps. The correlation parameter was set at 0, 0.5, and 1, with a common-uniform mixture, and there were no capital transfers. The seed for the series was 9200602. The results of the series were as follows: for a probability of 0.05, dependence of 0.5, and loss fraction of 1, the mean fund cash was 41.92 USD, the median fund cash was 14 USD, and the probability of being unable to complete the next pair was 95.16%. For a probability of 0.05, dependence of 1, and loss fraction of 0.5, the mean fund cash was 120.19 USD, the median fund cash was 32.5 USD, and the probability of being unable to complete the next pair was 85.63%. For a probability of 0.05, dependence of 1, and loss fraction of 1, the mean fund cash was 44.68 USD, the median fund cash was 14 USD, and the probability of being unable to complete the next pair was 95.4%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50% or 100%, and did not account for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, with no capital transfers. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probabilities of being unable to make the next trade and net loss. The results included three scenarios with different dependence and loss fraction values, with the following outcomes: for a probability of 0.05, dependence of 0, and loss fraction of 0.5, the mean fund cash was 125.38 USD, median fund cash was 32.5 USD, and probability of net loss was 81.9%; for a probability of 0.05, dependence of 0, and loss fraction of 1, the mean fund cash was 37.35 USD, median fund cash was 14 USD, and probability of net loss was 95.23%; and for a probability of 0.05, dependence of 0.5, and loss fraction of 0.5, the mean fund cash was 122.13 USD, median fund cash was 32.5 USD, and probability of net loss was 85.04%. https://runway.adityaperswal.workers.dev/data/stock-bars

This data shows paired return and downside correlations for 252 days. The correlations are as follows: for all days, HALO and TH have a correlation of 0.0396, HALO and SPY have a correlation of 0.1975, and TH and SPY have a correlation of 0.2086. For days when SPY is down, which happened 116 times, HALO and TH have a correlation of -0.1982, HALO and SPY have a correlation of 0.0905, and TH and SPY have a correlation of 0.1083. A correlation is a measure of how much two things move together. The selection of days when SPY is down is just a description, not a special kind of correlation called a tail copula or an option loss correlation. https://runway.adityaperswal.workers.dev/data/stock-bars

The current state of the TH R92006 indicator is as follows: the spot price is 21.19, the volume ratio is 2.4195459251783733, the relative strength index, which is a measure of how quickly a stock's price is changing, is 67.82232451952666, the simple moving average over 200 periods, which is a way to smooth out price data, is 13.37105, the momentum over 20 periods as a percentage is 20.192853091321616, and the correlation between momentum and relative strength index over 252 periods is 0.8577862348578741. There have been 2 market up events and 2 market down events. The indicator has been backtested, which means it has been tested on historical data, with the following results: for the symbol TH, with a slippage, which is the difference between the expected price and the actual price, of 0.001, the return was 0.8182799282204543, the drawdown, which is the largest decline in value, was -0.7119492106716474, and the win rate was 50, based on 2 events. With a slippage of 0.005, the return was 0.7669074360153679, the drawdown was -0.712034558306196, and the win rate was 50, based on 2 events. When not training, which means when not using the data to improve the model, with a slippage of 0.001, the return was 1.1598809441400117, the drawdown was -0.46999503259075315, and the win rate was 50, based on 2 events. With a slippage of 0.005, the return was 1.1071406800994108, the drawdown was -0.4994154860902378, and the win rate was 50, based on 2 events. This was based on a 30 USD stock allocation, with a 1000 test book, a 20 session exit, and fees of 10 basis points, which is a unit of measurement for interest rates, and slippage of 10 or 50 basis points on each side. The training data went through 2024 and the testing data started in 2025. The results are not based on option returns, but rather on the actual performance of the stock, and the drawdown is signed, meaning it is a real decline in value. https://runway.adityaperswal.workers.dev/data/stock-bars

The TH R92006 path distribution and bootstrap sampling uncertainty results are as follows: there were 4 events, with a median absolute percentage of 27.38989920645728 and a 80th percentile absolute percentage of 44.318625123012964. The gross multiple was 19.895092575369155, and the hurdle percentage was 28.268050967437464. The bootstrap 80th percentile confidence interval percentage was between 13.323782234957026 and 48.612538540596105. The bootstrap tailgate pass percentage was 69.11500000000001. Out of the events, 2 had a positive terminal result, with a median median absolute error percentage of -7.102952622734976. The event counts were as follows: for L0.03G0.1, 3 stopped first and 1 had both stop and target on the same day; for L0.03G0.2, 4 stopped first; for L0.05G0.1, 3 stopped first and 1 had target first; for L0.05G0.2, 3 stopped first and 1 had target first; for L0.1G0.1, 2 stopped first and 2 had target first; for L0.1G0.2, 2 stopped first and 2 had target first. These results are based on 20,000 independent and identically distributed event resamples, with a seed of 92006. The bootstrap gate frequency is not the same as the probability of a trade winning. A fixed dollar volume filter was applied before the final results were calculated, and the unfiltered THN7 sensitivity is a different population. https://runway.adityaperswal.workers.dev/data/stock-bars

The system measured data from September 2020, considering all bars through September 18. It looked for a high price in the prior 252 days, a volume of at least 1.5 times the average, and a dollar volume of at least 2 million in the prior 20 days, with a 21-session separation, and the next day's open to 20-day close. The system uses fractions, not percentages, and the dates given are signal dates. A news scan found the following data: Measured Sep20 from completed SIP/all bars through Sep18; prior252 high,volume>=1.5,prior20dollarvol>=2m,21session separation,nextopen-to20close. The data includes the following entries: On April 20, 2022, the entry price was 6.98, with a return of -0.1332, a maximum adverse excursion of -0.2106, and a maximum favorable excursion of 0.1003. The volume was 3.2221, the relative strength index, or RSI, which measures the speed and change of price movements, was 75.933, and the SPY, which is a stock market index fund, was not up. On July 11, 2022, the entry price was 9.89, with a return of 0.4146, a maximum adverse excursion of -0.0485, and a maximum favorable excursion of 0.5025. The volume was 8.6408, the RSI was 75.380, and the SPY was not up. On March 12, 2026, the entry price was 9.73, with a return of 0.4861, a maximum adverse excursion of -0.0935, and a maximum favorable excursion of 0.5519. The volume was 3.4888, the RSI was 79.828, and the SPY was up. On May 11, 2026, the entry price was 18.08, with a return of -0.0907, a maximum adverse excursion of -0.1178, and a maximum favorable excursion of 0.0470. The volume was 3.4666, the RSI was 78.069, and the SPY was up. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the indicator state for HALO with the following values: the current spot price is 112.45, the volume ratio is 6.930643987473309, the relative strength index, which is a measure of stock price movement, is 69.89488319934301, the simple moving average over 200 days is 75.89104999999999, the momentum over 20 days as a percentage is 5.96494534489258, and the correlation between momentum and relative strength index over 252 days is 0.8796599036739069. There have been 13 market up events and 4 market down events. Backtests were run on the symbol HALO with the following results: with a slippage of 0.001, the return was 0.49138783169051975 and the drawdown, which is the maximum loss from a peak to a trough, was -0.9626956734599124, with a win rate of 50 over 14 trades, and with a slippage of 0.005, the return was 0.1527476401722403 and the drawdown was -1.0209283538865077, with a win rate of 50 over 14 trades. When not training, with a slippage of 0.001, the return was -0.4689230467205803 and the drawdown was -1.2549132805792729, with a win rate of 33.33333333333333 over 3 trades, and with a slippage of 0.005, the return was -0.5391896211080849 and the drawdown was -1.288128452459869, with a win rate of 33.33333333333333 over 3 trades. The allocation is 30 USD per stock, with a 1000 test book, 20 session exit, and fees of 10 basis points, with slippage of 10 or 50 basis points on each side. The training period is through 2024 and the test period is 2025 and later, with the results already examined previously. The drawdown values are not option returns. https://runway.adityaperswal.workers.dev/data/stock-bars

The HALO R92006 path distribution and bootstrap sampling uncertainty results are as follows: there are 17 data points, with a median absolute percentage of 10.526315789473673 and a 80th percentile absolute percentage of 17.236693065385033. The gross multiple is 7.96809283489334, and the hurdle percentage is 15.81147176522898. The bootstrap 80th percentile confidence interval percentage is between 10.615901455767078 and 23.33023122628678. The bootstrap tailgate pass percentage is 58.705. Out of the data points, 9 have a positive terminal value, with a median median absolute error percentage of -2.308172177167811. The counts of different scenarios are: for L0.03G0.1, 12 stopped first, 4 reached the target first, and 1 had neither; for L0.03G0.2, 12 stopped first, 4 had neither, and 1 reached the target first; for L0.05G0.1, 11 stopped first, 4 reached the target first, and 2 had neither; for L0.05G0.2, 11 stopped first, 5 had neither, and 1 reached the target first; for L0.1G0.1, 7 had neither, 6 stopped first, and 4 reached the target first; and for L0.1G0.2, 10 had neither, 6 stopped first, and 1 reached the target first. These results are based on 20,000 independent and identically distributed event resamples, with a seed of 92006. The bootstrap gate frequency is not the probability that a trade will win. A fixed dollar volume filter was applied before the final results were calculated, and the unfiltered THN7 sensitivity is a different population. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with information about a trade. The trade data is from August 6, 2026, with an entry price of 90. The return on the trade was 0.2306666666666668. The data also includes information about the volume, which was 1.6453729736140268, and the relative strength index, which was 71.7933315512882. The S&P 500 was up on this day. The trade was not part of the training set. There are also several target variables, including L0.03G0.1, L0.03G0.2, L0.05G0.1, L0.05G0.2, L0.1G0.1, and L0.1G0.2, all of which were set to target_first. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data for HALO R92006. Measured from September 20, the data includes completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data is as follows: a list of dates with corresponding entry prices, returns, and other metrics. The list includes the following entries: June 6, 2024, with an entry price of 51.08, a return of 0.028778386844166004, and an RSI, or Relative Strength Index, a measure of stock price momentum, of 77.82608869306051; August 14, 2024, with an entry price of 58.09, a return of 0.042175933895679085, and an RSI of 66.8750797050459; May 7, 2025, with an entry price of 69.845, a return of -0.2333023122628678, and an RSI of 70.82560786971271; and September 19, 2025, with an entry price of 78.12, a return of -0.14196108550947262, and an RSI of 75.78323800100051. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The term SIP refers to a type of investment plan. Fractions are not percentages and dates are signal dates. The data includes the following entries: October 20, 2020, with an entry price of 30.39, a return of 0.3419, and a volume of 2.9799; February 24, 2021, with an entry price of 50.62, a return of -0.1799, and a volume of 10.574; July 7, 2022, with an entry price of 50.73, a return of -0.1053, and a volume of 2.1843; and November 10, 2022, with an entry price of 54.37, a return of 0.0471, and a volume of 2.4232. Each entry includes additional data such as mae, mfe, rsi, and spy_up, which refers to whether the S&P 500 was up, and train, which refers to a type of training data. The data also includes L0.03G0.1, L0.03G0.2, L0.05G0.1, L0.05G0.2, L0.1G0.1, and L0.1G0.2, which appear to be stop-loss strategies, with values of stop_first or neither. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data includes fractions, not percentages, and dates are signal dates. The data points are as follows: on November 14, 2019, the entry was 18.43, with a return of 0.029842647856755278, a maximum adverse excursion of -0.0016277807921867282, and a maximum favorable excursion of 0.0705371676614217. On January 14, 2020, the entry was 19.95, with a return of 0.0025062656641603454, a maximum adverse excursion of -0.06115288220551374, and a maximum favorable excursion of 0.06666666666666665. On April 23, 2020, the entry was 22.09, with a return of 0.1063829787234043, a maximum adverse excursion of -0.007695789950203591, and a maximum favorable excursion of 0.16251697600724313. On June 30, 2020, the entry was 27.37, with a return of -0.025940811107051598, a maximum adverse excursion of -0.04092071611253201, and a maximum favorable excursion of 0.07197661673364997. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data includes fractions, not percentages, and dates are signal dates. The data points are as follows: on March 16, 2017, the entry was 14.42, with a return of -0.11165048543689315, and other metrics including mae, mfe, volume, rsi, and spy up, with various stop and target settings, including L0.03G0.1 set to stop first; on September 14, 2017, the entry was 16.03, with a return of 0.10917030567685582, and similar metrics, with L0.03G0.1 set to target first; on November 8, 2017, the entry was 19.2, with a return of -0.011979166666666652, and L0.03G0.1 set to stop first; and on December 8, 2017, the entry was 19.7, with a return of -0.05279187817258879, and L0.03G0.1 set to stop first. https://runway.adityaperswal.workers.dev/data/stock-bars