R92004 simulation cost and sensitivity batch 12 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"TH","zero_mean":false,"bidratio":0.6,"iv":0.6851261646420066,"N":20000,"mean_USD":-4.081783784040186,"loss_prob_pct":96.205,"stop_pct":96.05,"target_pct":1.4500000000000002,"P05_USD":-15.636558248967779,"halfKelly_pct":0},{"symbol":"TH","zero_mean":false,"bidratio":0.3888888889,"iv":0.6851261646420066,"N":20000,"mean_USD":-11.999999999799998,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-11.999999999799998,"halfKelly_pct":0},{"symbol":"TH","zero_mean":false,"bidratio":0,"iv":0.6851261646420066,"N":20000,"mean_USD":-19,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-19,"halfKelly_pct":0},{"symbol":"TH","zero_mean":true,"bidratio":1,"iv":0.6851261646420066,"N":20000,"mean_USD":-2.9324559087636657,"loss_prob_pct":96.48,"stop_pct":96.405,"target_pct":2.205,"P05_USD":-16.284681207333378,"halfKelly_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 simulation cost and sensitivity batch 8 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","zero_mean":true,"bidratio":0.3888888889,"iv":0.3341421877346259,"N":20000,"mean_USD":-15.055555555300002,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-15.0555555553,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":true,"bidratio":0,"iv":0.3341421877346259,"N":20000,"mean_USD":-24,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-24,"halfKelly_pct":0},{"symbol":"TH","zero_mean":false,"bidratio":1,"iv":0.6851261646420066,"N":20000,"mean_USD":4.495212985104531,"loss_prob_pct":93.23,"stop_pct":93.075,"target_pct":3.61,"P05_USD":-16.83558857278508,"halfKelly_pct":1.15},{"symbol":"TH","zero_mean":false,"bidratio":0.8,"iv":0.6851261646420066,"N":20000,"mean_USD":0.5689491421763745,"loss_prob_pct":94.535,"stop_pct":94.365,"target_pct":2.565,"P05_USD":-16.403020286588273,"halfKelly_pct":0.15}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 simulation cost and sensitivity batch 4 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","zero_mean":false,"bidratio":0,"iv":0.3341421877346259,"N":20000,"mean_USD":-24,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-24,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":true,"bidratio":1,"iv":0.3341421877346259,"N":20000,"mean_USD":-1.53957695387874,"loss_prob_pct":91.58500000000001,"stop_pct":91.58500000000001,"target_pct":8.375,"P05_USD":-20.720883633014587,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":true,"bidratio":0.8,"iv":0.3341421877346259,"N":20000,"mean_USD":-5.745120217623144,"loss_prob_pct":94.045,"stop_pct":94.04,"target_pct":5.89,"P05_USD":-20.801750599045377,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":true,"bidratio":0.6,"iv":0.3341421877346259,"N":20000,"mean_USD":-9.282937147691797,"loss_prob_pct":95.975,"stop_pct":95.97,"target_pct":3.955,"P05_USD":-20.513034193614278,"halfKelly_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 simulation cost and sensitivity batch 0 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","zero_mean":false,"bidratio":1,"iv":0.3341421877346259,"N":20000,"mean_USD":4.899527809755288,"loss_prob_pct":87.97,"stop_pct":87.97,"target_pct":11.95,"P05_USD":-20.849722353987456,"halfKelly_pct":2.2950000000000004},{"symbol":"HALO","zero_mean":false,"bidratio":0.8,"iv":0.3341421877346259,"N":20000,"mean_USD":-1.188588876836523,"loss_prob_pct":91.45,"stop_pct":91.45,"target_pct":8.48,"P05_USD":-20.652429949654604,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":false,"bidratio":0.6,"iv":0.3341421877346259,"N":20000,"mean_USD":-6.293466126210666,"loss_prob_pct":94.28,"stop_pct":94.28,"target_pct":5.6000000000000005,"P05_USD":-20.557422799957365,"halfKelly_pct":0},{"symbol":"HALO","zero_mean":false,"bidratio":0.3888888889,"iv":0.3341421877346259,"N":20000,"mean_USD":-15.055555555300002,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-15.0555555553,"halfKelly_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 pending queue distances and receipt audit = 132
Whole-share momentum backstop 2026-09-20 04:08
RetrievedSep20 04:07; latestIEX EEM67.04 Sep18 20:06:00/XLE64.24 Sep18 20:12:51, distances .33/.39 from67.37/64.63 belowATR.94325/1.264725. SIPclose67.03/64.31 distances.34/.32. Quotes stale, not fills. Ownledger12/13pending1each, expiresSep22 02:04UTC; no ownclosed=>N0 empiricalwinrate/slippage. Collector273 note3843 03:16 END2/2 exit0,49runsleft supplied. Book240 reserved132 residual108, equity1000cap250. Contextotherfundsflat/noqueues; plannedEEM93.33/XLE86.66 wouldaggregate160.70/151.29 but notorders. Plannedrisk4.42 reward20.56,10%jointgap13.20; fixedoneeach.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
More R92004 backtests cost and sensitivity batch 20 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"TH","horizon":30,"slippage":0.001,"window":"train","return_pct":0.9782585970996145,"drawdown_pct":0.7891485226721895,"win_pct":50,"N":2},{"symbol":"TH","horizon":30,"slippage":0.001,"window":"known_holdout","return_pct":1.686445288846989,"drawdown_pct":0.8345756951795957,"win_pct":100,"N":2},{"symbol":"TH","horizon":30,"slippage":0.005,"window":"train","return_pct":0.9262455496637798,"drawdown_pct":0.7892431248694987,"win_pct":50,"N":2},{"symbol":"TH","horizon":30,"slippage":0.005,"window":"known_holdout","return_pct":1.631596659061817,"drawdown_pct":0.8636961507573426,"win_pct":100,"N":2}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 backtests cost and sensitivity batch 16 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"TH","horizon":20,"slippage":0.001,"window":"train","return_pct":0.8182799282204543,"drawdown_pct":0.7119492106716474,"win_pct":50,"N":2},{"symbol":"TH","horizon":20,"slippage":0.001,"window":"known_holdout","return_pct":1.1598809441400117,"drawdown_pct":0.46999503259075315,"win_pct":50,"N":2},{"symbol":"TH","horizon":20,"slippage":0.005,"window":"train","return_pct":0.7669074360153679,"drawdown_pct":0.712034558306196,"win_pct":50,"N":2},{"symbol":"TH","horizon":20,"slippage":0.005,"window":"known_holdout","return_pct":1.1071406800994108,"drawdown_pct":0.4994154860902378,"win_pct":50,"N":2}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 backtests cost and sensitivity batch 12 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"TH","horizon":10,"slippage":0.001,"window":"train","return_pct":1.4064311863681014,"drawdown_pct":0.5518482722063012,"win_pct":100,"N":2},{"symbol":"TH","horizon":10,"slippage":0.001,"window":"known_holdout","return_pct":0.008402990884978579,"drawdown_pct":0.2218303381294917,"win_pct":50,"N":2},{"symbol":"TH","horizon":10,"slippage":0.005,"window":"train","return_pct":1.3527037341704307,"drawdown_pct":0.5638602722062958,"win_pct":100,"N":2},{"symbol":"TH","horizon":10,"slippage":0.005,"window":"known_holdout","return_pct":-0.03972675082026598,"drawdown_pct":0.2338423381294863,"win_pct":50,"N":2}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 backtests cost and sensitivity batch 8 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","horizon":30,"slippage":0.001,"window":"train","return_pct":0.5708817010793407,"drawdown_pct":1.1072559754985445,"win_pct":57.14285714285714,"N":14},{"symbol":"HALO","horizon":30,"slippage":0.001,"window":"known_holdout","return_pct":-0.5149427241087985,"drawdown_pct":1.2866344090780912,"win_pct":33.33333333333333,"N":3},{"symbol":"HALO","horizon":30,"slippage":0.005,"window":"train","return_pct":0.23192321578973463,"drawdown_pct":1.1809591235521055,"win_pct":57.14285714285714,"N":14},{"symbol":"HALO","horizon":30,"slippage":0.005,"window":"known_holdout","return_pct":-0.5850250355237783,"drawdown_pct":1.3197225694331571,"win_pct":33.33333333333333,"N":3}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 backtests cost and sensitivity batch 4 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","horizon":20,"slippage":0.001,"window":"train","return_pct":0.49138783169051975,"drawdown_pct":0.9626956734599124,"win_pct":50,"N":14},{"symbol":"HALO","horizon":20,"slippage":0.001,"window":"known_holdout","return_pct":-0.4689230467205803,"drawdown_pct":1.2549132805792729,"win_pct":33.33333333333333,"N":3},{"symbol":"HALO","horizon":20,"slippage":0.005,"window":"train","return_pct":0.1527476401722403,"drawdown_pct":1.0209283538865077,"win_pct":50,"N":14},{"symbol":"HALO","horizon":20,"slippage":0.005,"window":"known_holdout","return_pct":-0.5391896211080849,"drawdown_pct":1.288128452459869,"win_pct":33.33333333333333,"N":3}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 backtests cost and sensitivity batch 0 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"HALO","horizon":10,"slippage":0.001,"window":"train","return_pct":0.14830353938391524,"drawdown_pct":0.6881852480771777,"win_pct":64.28571428571429,"N":14},{"symbol":"HALO","horizon":10,"slippage":0.001,"window":"known_holdout","return_pct":-0.5322562086462703,"drawdown_pct":1.0565154126462306,"win_pct":33.33333333333333,"N":3},{"symbol":"HALO","horizon":10,"slippage":0.005,"window":"train","return_pct":-0.18896294125425755,"drawdown_pct":0.7238081981956523,"win_pct":50,"N":14},{"symbol":"HALO","horizon":10,"slippage":0.005,"window":"known_holdout","return_pct":-0.6022691967998384,"drawdown_pct":1.1003812167998506,"win_pct":33.33333333333333,"N":3}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More HALO R92004 primary financing counterexample inside breakout sample = 700
Convex tail 2026-09-20 04:07
Issuer February24,2021 SEC exhibit:700m .25% convertible due2027 plus105m option. This date is in independently reproduced stock breakout table: nextopen50.62,20sessionreturn-17.996839%,volume10.573978x. The coincidence supports a competing explanation for volume, not causal attribution; N1 classified financing event cannot calibrate a new financing strategy.
https://www.sec.gov/Archives/edgar/data/1159036/000119312521055596/d110113dex991.htm
More CE R92004 Balance-sheet valuation inputs June30 August3 = 109.748926
Supply chain 2026-09-20 04:07
August3shares109.748926m;June30currentdebt1311m+longterm10696m=12007m, cash1364m=>netdebt10643m;H1interest369m lessinterestincome19m=350m. Data notSeptembermark; debt reduction notequityfreecash twice.
https://www.sec.gov/Archives/edgar/data/1306830/000130683026000117/ce-20260630.htm
LXCHEM.NS R92004 Dated credit assessment and raw-material pass-through = 4.9
Supply chain 2026-09-20 04:07
Nov20,2025 creditoranalysis: H1FY26margin4.9vs9.8%, debt330crore/networth1928croreSep2025; commodityacid/ethanolandFXexposure,exporthedgepartial. Issuer-paidrating, partlymanagementinputs; notcurrentcreditstatus. Subsequent11.8%Junequartermargin cancoexistwitholdnegativeoutlook.
https://www.crisilratings.com/mnt/winshare/Ratings/RatingList/RatingDocs/LaxmiOrganicIndustriesLimited_November%2020_%202025_RR_381966.html
CE R92004 Nutrinova stake sale and customer-funded input facility = 152
Supply chain 2026-09-20 04:07
Aug31,2026 original: sell19% for~152mUSD,retain11%,soldinterest2025equityearnings~4m; expectedQ4close conditional. Nutrinova fundsentirepurchase andongoingcostoftransitionaldiketeneunit operatedbyCE, noCEfundingobligation. BuyerfundingisnotCEownerFCF orcurrentreceipt.
https://investors.celanese.com/news/celanese-to-sell-additional-shares-of-nutrinova-joint-venture-to-mitsui-and-co-ltd/2685762a-445e-4def-b7f3-9799963cfd59
EMN R92004 Texas City acid ownership excludes Eastman = 600
Supply chain 2026-09-20 04:07
INEOS currentcompanypage repeats completed2023 acquisition ofEastmanTexasCity600kt/yearacidplant. Do notassign thoseassets orprofitstoEMN. Capacitynot2026output; undatedpage observationSept20 corroborateddatedDec1,2023 completion.
https://www.ineos.com/businesses/ineos-acetyls/acetyls-in-america/who-we-are/
LXCHEM.NS R92004 Q1FY27 earnings and concentration snapshot = 11.8
Supply chain 2026-09-20 04:07
July29 issuer deck, Junequarter: sales9683mINR,EBITDA1143m/11.8%,PAT677m,Essentialsrevenue7265m; EBITDA72%Essentials/28%Specialties. Top10customers23%,exports35%. NewLoteethylacetatecapacity commissioned. These predateAugustforcedshutdowns.
https://www.laxmi.com/documents/default.aspx?f=investor-relations/q1fy27-laxmi-earning-deck-july-29-2026-563.pdf
LXCHEM.NS R92004 July30 management counterexample to downstream-loser thesis = 12
Supply chain 2026-09-20 04:07
Q1FY27 Essentials EBITDA11–12%; management says mid-single-digit throughcycle expectation. Reports customer demand mixed betweenstocking,deferment,justintime; earlierApril inputspike moderatedMay/June. ForwardDahejqualificationQ3FY27/rampQ4 notbindingpaidorders. Management testimony, notindependent invoices.
https://www.laxmi.com/documents/default.aspx?f=investor-relations/transcript-of-investor-meet-july-30-2026-568.pdf
More XLE R92004 primary ex-dividend calendar
Whole-share momentum backstop 2026-09-20 04:06
Sep20 retrieval, issuer2026 schedule p3 lists sectorETF XLE group ex/recordSep21 and payableSep23. Historical distribution workbook latestXLEJun22 .384876, noSeptember amount in downloaded file; third-party September amounts conflict .37/.3803, not acted on. Date known, amount unknown. Issuer definition https://www.ssga.com/us/en/institutional/resources/documents/etf-dividend-distributions says shares bought on ex-date lack latest dividend entitlement. Mondayfill not assumed entitled.
https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
More R92004 dividend convention simulation sensitivity = 10000
Whole-share momentum backstop 2026-09-20 04:06
{"total_proxy":{"n":1255,"exit_frequencies":{"EEM":{"stop_first":0.6264,"target_first":0.2315,"neither":0.1421},"XLE":{"stop_first":0.5419,"target_first":0.178,"neither":0.2801}},"unstopped_terminal_p05_p50_p95":[-13.692639696010037,5.5778139751457445,25.07779318050785]},"price_only":{"n":1255,"exit_frequencies":{"EEM":{"stop_first":0.6462,"target_first":0.2176,"neither":0.1362},"XLE":{"stop_first":0.5616,"target_first":0.1642,"neither":0.2742}},"unstopped_terminal_p05_p50_p95":[-14.488618360514453,4.665241971145377,24.212728061139096]}}; paired5day bootstrap seed200904,10000paths60sessions,1255 historical returns endingSep18. Dailyclose crossing static pending brackets; model diagnostic, not actual price execution or live probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 historical option missingness audit; not an option backtest = 5
Convex tail 2026-09-20 04:06
5OCCqueries200 explicitRFC3339start2025-01-01/end2026-09-19,nopagination. Approxmatchedmoneyness/30+calendar-dayexpiry:HALO250620C80May8open.39(oversize39),onlyMay8/9afterentry;HALO251017C90noSep22entrybar,Sep23.20andSep26.05;HALO260918C105Aug7open2.30(230oversize),25laterbars. TH260417C12.5Mar13 andTH260619C23May12 absententirely; absencedoesnotproveunlisted.0/5haveverifiedsame-sessionaffordableentryandbidaskexitpath; cannotforwardfillmissingdaysintoguaranteedstops. CurrentAug1–Sep18 auditHALOOct16C1302days2contracts,C1253days45contracts;THC27andC26each1day1contract. CurrentC130latesttradeSep15.33derivativeversusbar/metadata.35;samedatepriceambiguity notproofmispricing.
https://runway.adityaperswal.workers.dev/data/option-bars
More HALO R92004 HALO event rows batch 12 = 5
Convex tail 2026-09-20 04:06
[{"date":"2024-06-06","entry":51.08,"vol":4.306460392520707,"r10":0.009201252936570148,"r20":0.028778386844166004,"r30":0.06382145653876292},{"date":"2024-08-14","entry":58.09,"vol":2.024358253634763,"r10":0.10896884145291774,"r20":0.042175933895679085,"r30":-0.019624720261662953},{"date":"2025-05-07","entry":69.845,"vol":6.571683512385915,"r10":-0.2278616937504474,"r20":-0.2333023122628678,"r30":-0.2438972009449495},{"date":"2025-09-19","entry":78.12,"vol":3.418257330964292,"r10":-0.11699948796722992,"r20":-0.14196108550947262,"r30":-0.16551459293394788},{"date":"2026-08-06","entry":90,"vol":1.6453729736140268,"r10":0.17911111111111122,"r20":0.2306666666666668,"r30":0.24944444444444458}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More HALO R92004 HALO event rows batch 6 = 6
Convex tail 2026-09-20 04:06
[{"date":"2020-04-23","entry":22.09,"vol":1.6573754990532732,"r10":0.057492077863286584,"r20":0.1063829787234043,"r30":0.06835672249886837},{"date":"2020-06-30","entry":27.37,"vol":1.732942264293405,"r10":0.06083302886371933,"r20":-0.025940811107051598,"r30":0.04347826086956519},{"date":"2020-10-20","entry":30.39,"vol":2.979863047440091,"r10":0.040473840078973256,"r20":0.34188877920368554,"r30":0.3379401118789074},{"date":"2021-02-24","entry":50.62,"vol":10.57397752627474,"r10":-0.15408929276965622,"r20":-0.17996839193994474,"r30":-0.16633741604109042},{"date":"2022-07-07","entry":50.73,"vol":2.1842547983855054,"r10":-0.010644589000591398,"r20":-0.10526315789473673,"r30":-0.15020697811945594},{"date":"2022-11-10","entry":54.37,"vol":2.423205322840654,"r10":0.005517748758506524,"r20":0.047084789405922534,"r30":0.05738458708846794}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More HALO R92004 HALO event rows batch 0 = 6
Convex tail 2026-09-20 04:06
[{"date":"2017-03-16","entry":14.42,"vol":2.0889268641485517,"r10":-0.09639389736477122,"r20":-0.11165048543689315,"r30":-0.03328710124826628},{"date":"2017-09-14","entry":16.03,"vol":23.71322775840632,"r10":0.0854647535870241,"r20":0.10917030567685582,"r30":0.06113537117903922},{"date":"2017-11-08","entry":19.2,"vol":3.4752205261566256,"r10":-0.050000000000000044,"r20":-0.011979166666666652,"r30":0.04531250000000009},{"date":"2017-12-08","entry":19.7,"vol":1.5481637580890386,"r10":0.019289340101522834,"r20":-0.05279187817258879,"r30":-0.044670050761421276},{"date":"2019-11-14","entry":18.43,"vol":8.732790233222119,"r10":0.05208898534997286,"r20":0.029842647856755278,"r30":-0.03255561584373312},{"date":"2020-01-14","entry":19.95,"vol":2.243425702629093,"r10":-0.022556390977443552,"r20":0.0025062656641603454,"r30":0.01604010025062652}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More TH R92004 matched event rows with 10 20 30 session returns = 4
Convex tail 2026-09-20 04:06
[{"date":"2022-04-20","entry":6.98,"vol":3.2220569730687494,"r10":0.06017191977077352,"r20":-0.13323782234957027,"r30":-0.06160458452722073},{"date":"2022-07-11","entry":9.89,"vol":8.64078242088269,"r10":0.41759352881698675,"r20":0.41456016177957533,"r30":0.39635995955510617},{"date":"2026-03-12","entry":9.73,"vol":3.488753937162653,"r10":-0.00411099691675243,"r20":0.48612538540596106,"r30":0.46454265159301134},{"date":"2026-05-11","entry":18.08,"vol":3.466628093168731,"r10":0.014933628318584136,"r20":-0.09070796460176977,"r30":0.10674778761061976}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More