Notes

A news scan found the headline about an indicative quote for CHWY on September 18. The symbol is CHWY260918P00050000, which is a put option, meaning it gives the owner the right to sell, with a strike price of 50.0. The current bid price is 25.3 and the ask price is 27.48, with a midpoint of 26.39. This quote was last updated on September 4, 2026, at 19:59:28. The calibrated IV, or implied volatility, which is a measure of how much the price of the option is expected to fluctuate, is 2.039866954451823. The sizes of the bids are 93 and 51. The midpoint IV was calculated using a European BSM model, which is a type of financial model, with a price of 23.67, a time to expiration of 9/252, a risk-free interest rate of 4%, and a dividend yield of 0%. The feed IV, or implied volatility from the feed, is not available. The instrument is an American option, meaning it can be exercised at any time, and the deliverables are unverified. The fresh 120s indicator means the quote is only updated on Fridays after the close. This is a diagnostic quote and is not a candidate for trading unless it is individually priced and found to be affordable. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative

A news scan found the data line for CHWY chain coverage on September 18. The data shows 86 chain items, 72 valid bids, and 71 fresh items within 120 seconds. This means that there are 2 asks with a price change of 0.08 or less and 1 fresh item from Friday at 20 UTC, but no items are both fresh and have feed greeks, which are risk measures, or implied volatility, a measure of price uncertainty. The indicative quotes, which are estimated prices, were modified but are not executable, meaning they cannot be traded. The full premium has a 1% cap at 8.5099 and includes hypothetical fees of 0.20 for a roundtrip, which is a complete buy and sell transaction, of 1.30. https://runway.adityaperswal.workers.dev/data/option-chain/CHWY?feed=indicative&expiration_date_gte=2026-09-18&expiration_date_lte=2026-09-18

The sample data for CHWY has the following values: S is 23.67. The number of bars for each stock is as follows: CASY has 1173, CHWY has 1172, GME has 1172, ASO has 1173, and BRZE has 1173. The last date is September 4, 2026. The background volatility, or bgvol, is 0.4692621765166708, which is a measure of how much prices move. The RV21 is 0.3875370134637045 and the RV63 is 0.4706099115503664, which are risk measures over 21 and 63 days. The EWMA, or exponentially weighted moving average, is 0.41319054493971547, which gives more weight to recent prices. The blendvol is 0.4251999733777783, a combination of different volatility measures. The ATR14, or average true range over 14 days, is 0.9878571428571435, which measures price movement. The SMA10, or simple moving average over 10 days, is 23.7545, and the SMA50, or simple moving average over 50 days, is 22.2467. There were 9 sessions from September 8 to 18. The data was last completed on September 4 and is not live. Five underlying stocks were queried, but only CHWY was modeled. The background RMS, or root mean square, of the last 63 returns excludes event reaction dates. The 9 sessions from September 8 to 18 were not validated due to zero holiday variance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY,BRZE,GME,CASY,ASO&timeframe=1Day&adjustment=all&feed=iex

A news scan found the headline about Chewy's earnings. On 2026-06-10, before the market opened, Chewy was expected to announce its financial results, which is called an earnings report, a document that shows a company's financial performance. The company had announced that it would publish its results on 2026-05-18. On 2026-06-10, the stock price of Chewy, which is traded as CHWY, opened at 20.39 and closed at 20.0. The price change from the previous close of 20.4 to the new close of 20.0 is a decrease. The log gap, a measure of the price change, was -0.0004903162638067859, and the log close to close, another measure of price change, was -0.019802627296179643. The data was collected on September 6, and the publication date was from the issuer, Chewy. The predicted release phase used was based on historical data, but the first tick, or price quote, is not verified. The data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not solely to the earnings report itself. https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-First-Quarter-Financial-Results-Conference-Call/default.aspx

On 2026-03-25, Chewy, or CHWY, announced its financial results before the market opened, which is referred to as BMO, or before market open. The announcement was first made public on 2026-03-02. The stock price opened at 25.955 and closed at 26.57, which is a change from the previous close of 23.46. This change is called a log gap, which was 0.10106742605386293, and a log close to close, or logcc, of 0.12448591654639281. The data was collected on September 6, and the publication date was provided by the issuer. The data source is IEX bars, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the announcement, and not solely to the earnings announcement itself. https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2025-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings. On 2025-12-10, before the market opened, Chewy was expected to report its financial results. The company had announced that it would publish its fiscal third-quarter 2025 financial results on 2025-11-19. On 2025-12-10, the stock price opened at 37.2 and closed at 35.38, after being 34.85 before the market closed the day before. This means the stock had a gap, which is a big change in price, of 0.06525562407256794, and a change from the close to the open of 0.015093551525106262. The gap was 0.06525562407256794, which is the same as the wrong BMO log gap. The data came from the IEX bars source, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is thought to be due to the event window, which is the time when important events happen, and not just because of the earnings report. https://investor.chewy.com/news-and-events/news/news-details/2025/Chewy-Announces-Fiscal-Third-Quarter-2025-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about CHWY issuer-dated earnings gap on 2025-09-10. The earnings were published on 2025-08-20 and a conference call was scheduled for 2025-09-10 before the market opened, which is referred to as BMO, or before market opens. The stock price was 42.07 before the market closed the day before the earnings announcement, then it opened at 37.08 and closed at 35.11 on the day of the announcement. The log gap, which is a measure of the change in stock price, was -0.12625715690477524, and the log close to close, which is another measure of stock price change, was -0.18084890742208865. The data was collected on September 6 and the publication date was provided by the issuer, with the predicted release phase used. The exact historical first tick is unverified. The closest issuer date origin was used and the data source is IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in stock price is attributed to the event window, which includes the time around the earnings announcement, and is not solely due to the earnings announcement itself, meaning it is not causally pure earnings. https://investor.chewy.com/news-and-events/news/news-details/2025/Chewy-Announces-Fiscal-Second-Quarter-2025-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings. On 2025-06-11, before the market opened, Chewy was expected to report its financial results. The company had announced that it would release its fiscal first quarter 2025 financial results on this date, as stated on its website on 2025-05-09. On 2025-06-11, the stock price opened at 41.65 and closed at 40.75, which is a change from the previous close of 45.775. This change is called a log gap, which is a mathematical way to measure the change in price, and it was -0.09443672194772272. The log close to close change, or logcc, was -0.11628225087370264. The wrong BMO log gap, which refers to the change in price before the market opens, was also -0.09443672194772272. The data was collected on September 6, and the publication date was from the issuer, Chewy. The predicted release phase was used, and the exact historical first tick is unverified. The closest issuer date origin was used, and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which is the time period around the earnings report, and not solely to the earnings report itself, as it is not a pure measure of the earnings impact. https://investor.chewy.com/news-and-events/news/news-details/2025/Chewy-Announces-Fiscal-First-Quarter-2025-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2025-03-26. The company announced its fiscal fourth quarter and full year 2024 financial results in a press release on 2025-03-03. The results were discussed on a conference call. On the day of the announcement, 2025-03-26, the stock opened at 33.94 and closed at 33.22, after a pre-close price of 33.59. This meant the stock price changed by -0.011076299439052695 from open to close, and had a log gap of 0.010365856181878725. The data came from IEX bars, which are a type of financial data, and were collected on September 6. The log gap is a measure of the change in stock price, and in this case, it was 0.010365856181878725. The gap in stock price is thought to be due to the event of the earnings announcement, but it is not a pure measure of the effect of the earnings, as other events may have also had an impact. https://investor.chewy.com/news-and-events/news/news-details/2025/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2024-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about CHWY issuer-dated earnings gap on 2024-12-04. The earnings were published on 2024-11-13 and announced before the market opened, which is referred to as BMO, or before market opens. The information is available at https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-Third-Quarter-2024-Financial-Results-Conference-Call/default.aspx. On the day of the reaction, 2024-12-04, the stock price was 33.57 before the market closed the day before, then it opened at 30.81 and closed at 33.47. The log gap, which is a mathematical way to measure the change in stock price, was -0.08579349838336703, and the log close to close, which measures the change from the previous day's close to the current day's close, was -0.0029832957687083656. The wrong BMO log gap, which is a measure that does not account for the time of day, was also -0.08579349838336703. This data was collected on September 6 and the publication date was provided by the issuer, with the predicted release phase used, although the exact historical first tick is unverified. The closest issuer date origin was used and the data source is IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not solely to the earnings announcement itself, as it is not a causally pure earnings event. https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-Third-Quarter-2024-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2024-08-07. The company will announce its fiscal second quarter 2024 financial results before the market opens on 2024-08-28. The pre-close price on the day of the announcement was 25.87. The stock opened at 26.49 and closed at 28.74. This represents a log gap of 0.023683307086040443 and a log close to close change of 0.10520588445294098. The wrong BMO log gap is also 0.023683307086040443. The data was collected on September 6, and the publication date is from the issuer. The predicted release phase used is exact historical first tick unverified. The closest issuer date origin is used, with IEX bars as the source, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap is attributed to the event window, not a causally pure earnings event, meaning it may be influenced by other factors. https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-Second-Quarter-2024-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about CHWY issuer-dated earnings gap on 2024-05-29. The earnings were published on 2024-05-08 and announced before the market opened, which is known as before market open or BMO, on 2024-05-29. The company's financial results can be found at https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-First-Quarter-2024-Financial-Results-Conference-Call/default.aspx. On the day of the announcement, the stock price was 16.905 before the market closed, then it opened at 19.35 and closed at 21.495. The log gap, which measures the change in stock price, was 0.13508298331594154, and the log close to close, which measures the change in stock price from close to close, was 0.24021091378839554. The wrong BMO log gap, which is the change in stock price when the earnings announcement is made before the market opens, was also 0.13508298331594154. This data was collected on September 6 and the publication date was from the issuer, with the predicted release phase used. The exact historical first tick is unverified. The closest issuer date origin was used and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not solely to the earnings announcement itself, which means it is not a pure earnings gap. https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-First-Quarter-2024-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2024-03-20. The company, whose ticker symbol is CHWY, announced its fiscal fourth quarter and full year 2023 financial results on 2024-02-28. The results were discussed on a conference call, with more information available at https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2023-Financial-Results-Conference-Call/default.aspx. After the market closed, or AMC, on 2024-03-20, the stock price was 17.74. The next day, 2024-03-21, the stock opened at 16.75 and closed at 15.925. The log gap, which is a measure of the change in stock price, was -0.057423718610357964, and the log close to close, or logcc, was -0.1079317754232062. The wrong BMO log gap, or the change in stock price at the beginning of the market open, was 0.01987901094189086. The data was collected on September 6, and the publication date was used from the issuer. The predicted release phase was used, and the exact historical first tick is unverified. The closest issuer date origin was used, and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not purely to the earnings announcement itself. https://investor.chewy.com/news-and-events/news/news-details/2024/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2023-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2023-12-06. The company announced its fiscal third quarter 2023 financial results in a press release on 2023-10-26, which can be found at https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-Third-Quarter-2023-Financial-Results-Conference-Call-and-Inaugural-Investor-Day/default.aspx. The earnings were released after the market closed, which is called AMC, or after market close. On the day of the earnings release, the stock price closed at 19.23. The day before the earnings release, the stock price closed at 19.35, and on the morning of the release, it opened at 16.98. The log gap, which is a measure of the change in stock price, was -0.1306562385925896, and the log close to close, which is a measure of the change in stock price from one day to the next, was -0.006220859875102506. The wrong BMO log gap, which is a measure of the change in stock price at the opening of the market, was 0.02177212730735986. The data was collected on September 6, and the publication date was used from the issuer. The predicted release phase was used, and the exact historical first tick is unverified. The closest issuer date origin was used, and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in stock price is attributed to the event window, which includes the time around the earnings release, and not solely to the earnings release itself, which means it is not a pure measure of the earnings impact. https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-Third-Quarter-2023-Financial-Results-Conference-Call-and-Inaugural-Investor-Day/default.aspx

A news scan found the headline about Chewy's earnings on 2023-08-30. The company announced its fiscal second quarter 2023 financial results in a conference call, which was published on 2023-08-09 and can be found at https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-Second-Quarter-2023-Financial-Results-Conference-Call/default.aspx. The stock reaction was measured on 2023-08-31. Before the announcement, the stock closed at $27.32, then opened at $25.00 and closed at $23.98. The log gap, which is a measure of the change in stock price, was -0.08874320983438863, and the log close to close, which is a measure of the change in stock price from one day to the next, was -0.13039888510322117. The wrong BMO log gap, which is a measure of the change in stock price at the opening, was 0.0003663674706668944. This data was collected on September 6, and the publication date was used from the issuer. The predicted release phase was used, and the exact historical first tick is unverified. The closest issuer date origin was used, and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not purely to the earnings announcement itself. https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-Second-Quarter-2023-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2023-05-31. The company announced its fiscal first quarter 2023 financial results in a conference call, which was published on 2023-05-10 and can be found at https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-First-Quarter-2023-Financial-Results-Conference-Call/default.aspx. The stock reacted on 2023-06-01, opening at $35.49 after closing at $29.49 the day before, and then closing at $35.87. This means the stock had a big jump, with a log gap of 0.18519974383122034 and a log close to close change of 0.1958500687170063. However, if we look at the wrong opening time, the log gap would be -0.007483197803814621. The data was collected on September 6, and the publication date was used as the predicted release phase, with the exact historical first tick unverified. The closest issuer date origin was used, and the data came from IEX bars at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, not just the earnings announcement itself. https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-First-Quarter-2023-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2023-03-22. The company announced its fiscal fourth quarter and full year 2022 financial results on 2023-03-01. The earnings report was released after the market closed, which is called AMC, or after market close. The stock opened at 35.865 on 2023-03-23, after closing at 37.75 the day before. It closed at 34.895. The log gap, which is a measure of the change in stock price, was -0.05122358611663594, and the log close to close, which is a measure of the change in stock price from one day to the next, was -0.07864192322591869. The wrong BMO log gap, which is a measure of the change in stock price at the opening, was -0.01110561641250949. The data came from IEX bars, which is a source of stock price information. The gap in stock price is attributed to the event window, which is the time period around the earnings report, and not just the earnings report itself. https://investor.chewy.com/news-and-events/news/news-details/2023/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2022-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2022-12-08. The company announced its fiscal third quarter 2022 financial results on 2022-11-17. The earnings report was released after the market closed, which is called AMC, or after market close. The report can be found at https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-Third-Quarter-2022-Financial-Results-Conference-Call/default.aspx. On the day after the report, 2022-12-09, the stock price reacted. Before the market closed the day before the reaction, the stock price was 42.015. The next morning, it opened at 40.57 and closed at 43.64. The log gap, which is a way to measure the change in stock price, was -0.03499782016182567. The log close to close, which is another way to measure the change in stock price, was 0.03794746358468857. The wrong BMO log gap, which is a measure that is not used in this case, was 0.0025449931933262775. This data was collected on September 6. The publication date was used from the issuer, and the predicted release phase was used. The exact historical first tick is not verified. The closest issuer date origin was used. The data came from IEX bars, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings report, and is not solely due to the earnings report itself. https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-Third-Quarter-2022-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2022-08-30. The earnings were announced after the market closed, which is called AMC, or after market close, on a date that was made public on 2022-08-09. The details can be found at https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-Second-Quarter-2022-Financial-Results-Conference-Call/default.aspx. On the next day, 2022-08-31, the stock price reacted. Before the earnings were announced, the stock closed at 37.39. The next day it opened at 34.1 and closed at 34.46. The log gap, which is a way to measure the change in price, was -0.09210590469955125, and the log close to close, which is another way to measure price change, was -0.08160405788923882. The wrong BMO log gap, which is a measure that is not relevant in this case, was 0.016956190779027405. This data was collected on September 6. The publication date was provided by the issuer, and the predicted release phase was used. The closest issuer date of origin was used, and the data came from IEX bars, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not just the earnings announcement itself, so it is not a pure measure of the earnings impact. https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-Second-Quarter-2022-Financial-Results-Conference-Call/default.aspx

A news scan found the headline about Chewy's earnings on 2022-06-01. The earnings were announced after the market closed, which is called AMC, or after market close, on a date that was made public on 2022-05-11. The details can be found at https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-First-Quarter-2022-Financial-Results-Conference-Call/default.aspx. On the day after the announcement, 2022-06-02, the stock price reacted. Before the announcement, the stock closed at $23.49. It then opened at $26.97 and closed at $29.2. The log gap, which is a measure of the change in price, was 0.13815033848081718, and the log close to close, which is another measure of price change, was 0.2175939106034146. The wrong BMO log gap, which is a measure of the change in price at the beginning of the trading day, was 0.00983844900028772. This data was collected on September 6. The publication date was provided by the issuer, and the predicted release phase was used. The exact historical first tick is unverified. The data comes from IEX bars, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in the stock price is attributed to the event window, which includes the time around the earnings announcement, and not just the earnings announcement itself. https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-First-Quarter-2022-Financial-Results-Conference-Call/default.aspx

A news scan found the earnings report for CHWY, which was published on 2022-03-08 and announced on 2022-03-29, after the market closed, also known as AMC, or after market close, which is a time when trading happens outside regular hours. The report was for the fiscal fourth quarter and full year 2021. The stock opened at 43.735 on 2022-03-30, after closing at 50.99 the day before. The stock closed at 42.97 on 2022-03-30. The log gap, which is a measure of the change in stock price, was -0.15348083819524622, and the log close to close, which is another measure of stock price change, was -0.17112733728016072. The wrong BMO log gap, which is a measure of the change in stock price at the opening, was 0.06758390998662113. The data was collected on September 6, and the publication date was from the issuer. The predicted release phase was used, and the exact historical first tick is unverified. The closest issuer date origin was used, and the data source was IEX bars from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&adjustment=all&feed=iex. The gap in stock price is attributed to the event window, which includes the time around the earnings report, and not just the earnings report itself, so it is not a pure measure of the earnings impact. https://investor.chewy.com/news-and-events/news/news-details/2022/Chewy-Announces-Fiscal-Fourth-Quarter-and-Full-Year-2021-Financial-Results-Conference-Call/default.aspx

A news scan found the following data line: train_n is 16, test_n is 2, train_rms_gap is 0.10395632210395844, train_mean_abs_gap is 0.0920535341509329, train_median_abs_gap is 0.09042455726696993, train_rms_bootCI is between 0.0804830761331146 and 0.12495762090462621, train_rms_wrong_bmo is 0.06194795421769772, test_rms_gap is 0.07146630331558924, test_mean_abs_gap is 0.05077887115883486, and train_rms_cc is 0.1307003720128637. All gaps are natural-log returns, which means they are calculated using the natural logarithm of the return on investment. The data is based on 16 confirmed events from 2022 to 2025 and 2 held-out events from 2026. The data was analyzed using a method called IID bootstrap, which involves randomly resampling the data 10,000 times, and the results are conditional on the event sample, but not robust to different regimes. The analysis compared the time before the market opens and after it closes, and also included a deliberately incorrect comparison to a previous method, referred to as old all BMO comparison. The data sources include each event record and adjusted IEX bars, which are a type of financial data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex

A data scan found two sets of stock market data. The first set has all adjustments and the second set has raw data. Each set has 2 pages and includes 7 symbols: BIL, DBC, EEM, EFA, GLD, SPY, and TLT, with 2684 daily bars each. The data covers the period from January 4, 2016, to September 4, 2026, with aligned unique dates and positive valid open, high, low, and close prices, and no series has a zero range, which means there is always some price movement, and this movement is never zero percent. The source of the data is https://runway.adityaperswal.workers.dev/data/stock-bars. Note that the adjustment flags are not from independent providers, and there are gaps in the data due to historical revisions and dividend and cash timing, which refers to the timing of when dividends and cash are paid out. https://runway.adityaperswal.workers.dev/data/stock-bars

A technical analysis of DBC QTS90608 on September 4 found the following data: the close price was 31.9, the 50-day simple moving average, or sma50, was 29.3594, and the 200-day simple moving average, or sma200, was 27.2321. The average true range, or atr20, over 20 days was 0.4209, and the average daily range, or adr20, was 0.3217. The median dollar volume over 20 days was 17,293,815.51. The whole shares capital is 6. An illustrative stop was set at 31.4791 and an illustrative target at 32.5314. The risk-limited quantity is 6. From August 12, the excess percentage was 40.4371. The data includes USD prices, average true range, or ATR, average daily range, or ADR, and volume in USD, as well as excess momentum percentage. The ATR includes the completed bar on September 4, which differs from the previous run's lagged ATR. The illustrative barriers are not orders, and the monthly signal is held constant, with an actual quantity of 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'GLD QTS90608 September 4 technical feasibility'. The close price of GLD is 406.77. The simple moving average over 50 days, or sma50, is 388.88. The simple moving average over 200 days, or sma200, is 415.44. The average true range over 20 days, or atr20, which measures price volatility, is 7.71. The average daily range over 20 days, or adr20, is 5.53. The median dollar volume over 20 days is 4,357,485,495.70. The whole shares capital is 0. An illustrative stop, which is a theoretical price level, is 399.06. An illustrative target, which is another theoretical price level, is 418.34. The risk limited quantity is 0. The August 12 month excess percentage is 23.81. This data includes USD prices, average true range, or ATR, and average daily range, or ADR, as well as volume in USD and excess momentum percentage. The average true range, or ATR, includes the completed bar on September 4 and differs from the previous run's lagged ATR. The illustrative barriers are not orders and the monthly signal is held constant, with an actual quantity of 0. https://runway.adityaperswal.workers.dev/data/stock-bars