CHWY Adjusted SMA diagnostic 20/50 test cost30.0 = -14.344634584391969
Options mispricing2026-09-06 08:13
{"fast": 20, "slow": 50, "cost_bps_per_leg": 30.0, "window": "test", "return": -14.344634584391969, "drawdown": 25.701846853462584, "win_rate": 50.0, "sample": 2, "avg_win_pct": 14.96332540758966, "avg_loss_pct": -25.517003401013156} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 train cost30.0 = -36.473438481272595
Options mispricing2026-09-06 08:13
{"fast": 20, "slow": 50, "cost_bps_per_leg": 30.0, "window": "train", "return": -36.473438481272595, "drawdown": 58.43385228712394, "win_rate": 40.0, "sample": 10, "avg_win_pct": 4.213809601190651, "avg_loss_pct": -9.632734902623524} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 test cost10.0 = -13.65664261716384
Options mispricing2026-09-06 08:13
{"fast": 20, "slow": 50, "cost_bps_per_leg": 10.0, "window": "test", "return": -13.65664261716384, "drawdown": 25.254866893833817, "win_rate": 50.0, "sample": 2, "avg_win_pct": 15.4092997468047, "avg_loss_pct": -25.192693125981595} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 20/50 train cost10.0 = -33.88086745874642
Options mispricing2026-09-06 08:13
{"fast": 20, "slow": 50, "cost_bps_per_leg": 10.0, "window": "train", "return": -33.88086745874642, "drawdown": 56.910208276837395, "win_rate": 40.0, "sample": 10, "avg_win_pct": 4.6274761548836345, "avg_loss_pct": -9.260684287555863} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 test cost30.0 = 2.4257400000855256
Options mispricing2026-09-06 08:13
{"fast": 10, "slow": 50, "cost_bps_per_leg": 30.0, "window": "test", "return": 2.4257400000855256, "drawdown": 19.671400682770745, "win_rate": 50.0, "sample": 2, "avg_win_pct": 9.270467661637351, "avg_loss_pct": -6.261489126801721} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 train cost30.0 = -15.757203754077992
Options mispricing2026-09-06 08:13
{"fast": 10, "slow": 50, "cost_bps_per_leg": 30.0, "window": "train", "return": -15.757203754077992, "drawdown": 54.318953974309856, "win_rate": 21.428571428571427, "sample": 14, "avg_win_pct": 18.547300480439986, "avg_loss_pct": -5.743096950467627} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 test cost10.0 = 3.248433196425694
Options mispricing2026-09-06 08:13
{"fast": 10, "slow": 50, "cost_bps_per_leg": 10.0, "window": "test", "return": 3.248433196425694, "drawdown": 19.34944244952511, "win_rate": 50.0, "sample": 2, "avg_win_pct": 9.699332055588185, "avg_loss_pct": -5.879306196248517} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 10/50 train cost10.0 = -10.905008413713716
Options mispricing2026-09-06 08:13
{"fast": 10, "slow": 50, "cost_bps_per_leg": 10.0, "window": "train", "return": -10.905008413713716, "drawdown": 53.021807982316595, "win_rate": 35.714285714285715, "sample": 14, "avg_win_pct": 11.465097843299091, "avg_loss_pct": -6.585140620399588} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 test cost30.0 = 3.3831604047448707
Options mispricing2026-09-06 08:13
{"fast": 5, "slow": 50, "cost_bps_per_leg": 30.0, "window": "test", "return": 3.3831604047448707, "drawdown": 14.344672880313558, "win_rate": 33.33333333333333, "sample": 3, "avg_win_pct": 12.48717835054302, "avg_loss_pct": -4.1047156345967135} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 train cost30.0 = -44.2201182878269
Options mispricing2026-09-06 08:13
{"fast": 5, "slow": 50, "cost_bps_per_leg": 30.0, "window": "train", "return": -44.2201182878269, "drawdown": 71.70961579472817, "win_rate": 20.0, "sample": 15, "avg_win_pct": 23.535826483940404, "avg_loss_pct": -9.366108917106743} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 test cost10.0 = 4.631233141247009
Options mispricing2026-09-06 08:13
{"fast": 5, "slow": 50, "cost_bps_per_leg": 10.0, "window": "test", "return": 4.631233141247009, "drawdown": 14.001365041985359, "win_rate": 33.33333333333333, "sample": 3, "avg_win_pct": 12.92571060311148, "avg_loss_pct": -3.716050498085498} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Adjusted SMA diagnostic 5/50 train cost10.0 = -40.77087918613914
Options mispricing2026-09-06 08:13
{"fast": 5, "slow": 50, "cost_bps_per_leg": 10.0, "window": "train", "return": -40.77087918613914, "drawdown": 70.78968206362357, "win_rate": 20.0, "sample": 15, "avg_win_pct": 24.007565567461185, "avg_loss_pct": -8.993256954768206} vectorbt;nextcloseoncompletedcross;separatetrain2022–25andtest2026;liquidatewindowend;50%fees50%slippageofperlegcost;100initialcash. Notactualoptionpayoffs.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex
CHWY Range-derived target fails before path simulation CHWY260918P00017500 = 0
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "median_event_stock": 21.623568763026032, "post_event_bid_target_raw": 0.0, "post_event_bid_target_cent_floor": 0.0, "pre_event_1p5ATR_stock": 22.188214285714288, "pre_event_bid_target_cent_floor": 0.04, "ask": 0.06, "initial_bid": 0.01, "fullrisk_target_required_at_1p5RR_fee20c": 0.155} Posteventbgvol46.9262%,remaining7sessions; eventstockusesmedianabstraingap9.04246%; deductinitialhalfspread. Preevent1.5ATR14move1.481786,remaining8sessions,keepmidcalibratedIV. Targets<=ask; rejectbefore52stepexitMC, nozeroexitorder. Theoreticalrequiredtargetnotrecommendation.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Range-derived target fails before path simulation CHWY260918C00037500 = 0
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "median_event_stock": 25.910103283136102, "post_event_bid_target_raw": 0.0, "post_event_bid_target_cent_floor": 0.0, "pre_event_1p5ATR_stock": 25.151785714285715, "pre_event_bid_target_cent_floor": 0.05, "ask": 0.05, "initial_bid": 0.03, "fullrisk_target_required_at_1p5RR_fee20c": 0.13} Posteventbgvol46.9262%,remaining7sessions; eventstockusesmedianabstraingap9.04246%; deductinitialhalfspread. Preevent1.5ATR14move1.481786,remaining8sessions,keepmidcalibratedIV. Targets<=ask; rejectbefore52stepexitMC, nozeroexitorder. Theoreticalrequiredtargetnotrecommendation.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 diffusion fee1.3 = -7.297772122448105
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "diffusion", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.006999999999999999, "avg_win": 23.38268499993429, "avg_loss": 7.2999199047914365, "mean": -7.297772122448105, "fullpremium_loss_pct": 99.991, "quarterKelly": 0, "pnl_MC_SE": 0.0009406271283473132} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 diffusion fee0.2 = -6.197772122448107
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "diffusion", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.008, "avg_win": 21.466251250957253, "avg_loss": 6.1999854213818955, "mean": -6.197772122448107, "fullpremium_loss_pct": 99.991, "quarterKelly": 0, "pnl_MC_SE": 0.0009406271283473132} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 diffusion fee1.3 = -6.299999999999999
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "diffusion", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.0, "avg_win": 0, "avg_loss": 6.299999999999999, "mean": -6.299999999999999, "fullpremium_loss_pct": 100.0, "quarterKelly": 0, "pnl_MC_SE": 2.8086667748613605e-18} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 diffusion fee0.2 = -5.200000000000001
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "diffusion", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.0, "avg_win": 0, "avg_loss": 5.200000000000001, "mean": -5.200000000000001, "fullpremium_loss_pct": 100.0, "quarterKelly": 0, "pnl_MC_SE": 2.8086667748613605e-18} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 adverse fee1.3 = -7.2981264855018875
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "adverse", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.008, "avg_win": 15.441868847031865, "avg_loss": 7.299945830676105, "mean": -7.2981264855018875, "fullpremium_loss_pct": 99.991, "quarterKelly": 0, "pnl_MC_SE": 0.0007022718457230635} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 adverse fee0.2 = -6.19812648550189
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "adverse", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.008, "avg_win": 16.541868847031864, "avg_loss": 6.199945830676106, "mean": -6.19812648550189, "fullpremium_loss_pct": 99.991, "quarterKelly": 0, "pnl_MC_SE": 0.0007022718457230635} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 adverse fee1.3 = -6.299999999999999
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "adverse", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.0, "avg_win": 0, "avg_loss": 6.299999999999999, "mean": -6.299999999999999, "fullpremium_loss_pct": 100.0, "quarterKelly": 0, "pnl_MC_SE": 2.8086667748613605e-18} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 adverse fee0.2 = -5.200000000000001
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "adverse", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.0, "avg_win": 0, "avg_loss": 5.200000000000001, "mean": -5.200000000000001, "fullpremium_loss_pct": 100.0, "quarterKelly": 0, "pnl_MC_SE": 2.8086667748613605e-18} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 empirical_event fee1.3 = -6.9709075505421545
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "empirical_event", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.543, "avg_win": 52.87564424132656, "avg_loss": 7.297648530292045, "mean": -6.9709075505421545, "fullpremium_loss_pct": 99.39, "quarterKelly": 0, "pnl_MC_SE": 0.01764223969321272} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918P00017500 empirical_event fee0.2 = -5.870907550542157
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918P00017500", "scenario": "empirical_event", "fee_usd": 0.2, "paths": 100000, "win_pct": 0.5519999999999999, "avg_win": 53.10247199989417, "avg_loss": 6.198247522304694, "mean": -5.870907550542157, "fullpremium_loss_pct": 99.39, "quarterKelly": 0, "pnl_MC_SE": 0.01764223969321272} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX
CHWY Terminal scenario CHWY260918C00037500 empirical_event fee1.3 = -6.289230125385146
Options mispricing2026-09-06 08:13
{"symbol": "CHWY260918C00037500", "scenario": "empirical_event", "fee_usd": 1.3, "paths": 100000, "win_pct": 0.011000000000000001, "avg_win": 91.6079510441271, "avg_loss": 6.3, "mean": -6.289230125385146, "fullpremium_loss_pct": 99.98899999999999, "quarterKelly": 0, "pnl_MC_SE": 0.004164817119277513} HypotheticalMC100000seed2026090608,notobservedoptionbacktest. ST=Sexp(-.5sigma²T+sigma sqrtT Z+J-logmeanexpJ). Nodrift,staticregime,traingapresampling. Exactfeesunknown; qKelly0; terminaltaildiagnosticnotbasehitplan.
https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative + stock-bars CHWY adjustedIEX